CALF Options History — April 2022

Name: CALF Options Analytics - April 2022
Creator: Options Analysis Suite

In April 2022, CALF traded between $38.09 and $41.21. ATM implied volatility averaged 38.4%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 10.9% (HV 20d: 27.5%). Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.40.

Notable Days

2022-04-01: Highest Volume — 21 contracts
2022-04-11: Largest IV spike — 89.5% change
2022-04-11: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$39.40	$38.09	$41.21	$39.99	$38.16
ATM IV	38.4%	23.6%	83.2%	32.4%	39.1%
Expected Move	8.6%	6.8%	11.2%	7.4%	11.2%
HV 20d	27.5%	25.1%	31.1%	28.3%	28.6%
HV 60d	26.8%	26.1%	27.7%	26.1%	27.6%
IV Rank	35.1%	6.4%	100.0%	28.6%	30.7%
IV Percentile	63.1%	16.8%	100.0%	54.0%	84.6%
Term Structure	-0.0%	-7.4%	7.0%	-7.4%	-2.1%
Skew 25d	4.0%	1.9%	9.9%	1.9%	3.3%
Skew 10d	5.7%	2.0%	12.0%	3.5%	6.4%
Call IV 25d	29.6%	18.2%	41.0%	35.3%	41.0%
Put IV 25d	33.6%	21.5%	44.4%	37.1%	44.4%
Bid-Ask Spread %	131.64	125.99	136.85	126.25	134.57
Gamma HHI	0.54	0.45	0.88	0.51	0.49
Net GEX	286	-882	1.1K	828	-618
Net DEX	336	-8.5K	13.0K	-4.9K	10.4K
Net VEX	-94	-153	-41	-70	-139
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	7.50	0.05	0.00
Total Volume	12.2	1	21	21	3
Total OI	26.1	16	34	21	34

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-04-01	$39.99	$0.00	32.4%	7.4%	28.3%	28.6%	0.0%	1.9%	-7.4%	828	-4.9K	-70	0.05	126.25	N/A	N/A	20	1	20	1
2022-04-04	$40.21	$0.00	40.5%	7.6%	26.1%	46.7%	0.0%	4.4%	0.9%	1.1K	-8.5K	-89	0.05	135.38	N/A	N/A	20	1	20	1
2022-04-05	$39.16	$0.00	44.4%	8.7%	27.6%	55.3%	0.0%	3.8%	-5.0%	689	-3.2K	-59	0.05	134.94	N/A	N/A	20	1	20	1
2022-04-06	$38.54	$0.00	45.7%	7.8%	27.2%	58.2%	0.0%	3.7%	1.9%	739	-4.6K	-67	0.05	134.23	N/A	N/A	20	1	20	1
2022-04-07	$38.79	$0.00	47.0%	8.0%	27.4%	61.2%	0.0%	4.9%	3.3%	692	-3.8K	-63	0.05	130.55	N/A	N/A	20	1	20	1
2022-04-08	$38.97	$0.00	35.5%	7.7%	27.3%	35.6%	0.0%	3.5%	0.9%	535	-1.0K	-48	0.05	128.59	N/A	N/A	20	1	20	1
2022-04-11	$38.80	$0.00	67.3%	8.1%	27.2%	100.0%	0.0%	4.4%	1.7%	624	-2.9K	-56	0.05	132.83	N/A	N/A	20	1	20	1
2022-04-12	$39.12	$0.00	83.2%	9.3%	27.0%	100.0%	0.0%	4.3%	-5.0%	607	-2.3K	-49	0.05	136.57	N/A	N/A	20	1	20	1
2022-04-13	$40.09	$0.00	29.0%	8.3%	26.7%	14.9%	0.0%	5.2%	1.7%	586	-1.8K	-41	0.05	133.46	N/A	N/A	20	1	20	1
2022-04-14	$39.96	$0.00	28.8%	8.3%	25.2%	14.5%	0.0%	3.8%	-2.0%	1.0K	-6.9K	-75	0.05	135.18	N/A	N/A	20	1	20	1
2022-04-18	$39.82	$0.00	29.7%	8.5%	25.1%	15.9%	0.0%	2.8%	-1.8%	1.1K	-7.6K	-65	7.50	133.29	N/A	N/A	2	15	16	0
2022-04-19	$41.07	$0.00	26.6%	7.6%	27.3%	11.1%	0.0%	4.3%	1.2%	345	-1.6K	-141	0.00	131.74	N/A	N/A	1	0	17	15
2022-04-20	$41.21	$0.00	23.6%	6.8%	27.1%	6.4%	0.0%	3.3%	2.7%	366	-1.6K	-130	0.00	130.23	N/A	N/A	1	0	17	15
2022-04-21	$40.17	$0.00	27.1%	7.8%	27.7%	11.8%	0.0%	3.8%	2.5%	96	1.9K	-132	0.00	125.99	N/A	N/A	2	0	17	15
2022-04-22	$39.16	$0.00	30.8%	8.8%	28.9%	17.7%	0.0%	2.9%	7.0%	-104	6.6K	-153	0.00	126.83	N/A	N/A	2	0	18	15
2022-04-25	$39.43	$0.00	30.4%	8.7%	29.1%	17.0%	0.0%	3.5%	1.9%	-736	6.4K	-127	0.00	129.19	N/A	N/A	2	0	18	15
2022-04-26	$38.17	$0.00	35.6%	10.2%	31.1%	25.3%	0.0%	2.7%	-2.2%	-882	13.0K	-115	0.00	128.32	N/A	N/A	2	0	18	15
2022-04-27	$38.09	$0.00	37.9%	10.9%	27.9%	28.8%	0.0%	4.3%	-1.6%	-684	12.1K	-131	0.00	136.85	N/A	N/A	1	0	18	15
2022-04-28	$39.05	$0.00	33.7%	9.7%	28.1%	22.2%	0.0%	9.9%	0.4%	-556	7.0K	-135	0.00	127.73	N/A	N/A	3	0	19	15
2022-04-29	$38.16	$0.00	39.1%	11.2%	28.6%	30.7%	0.0%	3.3%	-2.1%	-618	10.4K	-139	0.00	134.57	N/A	N/A	3	0	19	15