CALF Options History — February 2025 In February 2025, CALF traded between $39.27 and $43.70. ATM implied volatility averaged 25.4%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 9.8% (HV 20d: 15.7%). Max pain ranged from $43.00 to $47.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 29.39.
Notable Days 2025-02-21 : Highest Volume — 402 contracts2025-02-12 : Largest IV drop — 28.2% change2025-02-28 : Highest IV Rank — 44.0%2025-02-28 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $42.00 $39.27 $43.70 $43.25 $39.27 Max Pain $43.53 $43.00 $47.00 $45.00 $43.00 ATM IV 25.4% 20.6% 31.7% 26.1% 31.7% Expected Move 6.8% 5.5% 9.1% 7.5% 9.1% HV 20d 15.7% 14.4% 16.6% 14.4% 16.5% HV 60d 17.4% 16.1% 21.6% 21.6% 16.3% IV Rank 28.9% 17.3% 44.0% 30.4% 44.0% IV Percentile 65.7% 28.6% 90.5% 77.4% 90.5% Term Structure -3.3% -7.1% 1.6% -6.8% -6.3% VWIV 28.8% 19.2% 44.8% 22.4% 30.5% Skew 25d 2.0% -14.4% 8.7% 5.0% -1.1% Skew 10d -0.1% -17.2% 9.3% -10.0% -12.5% Call IV 25d 23.8% 14.9% 30.7% 21.3% 30.7% Put IV 25d 25.8% 15.2% 32.5% 26.3% 29.5% Bid-Ask Spread % 143.70 130.96 154.63 141.88 132.39 Gamma HHI 0.31 0.24 0.39 0.35 0.37 Net GEX 2.2K -8.3K 30.3K -5.6K 11.3K Net DEX 98.8K -304.9K 495.1K -196.1K 495.1K Net VEX -2.7K -3.0K -2.2K -3.0K -2.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 29.39 0.00 401.00 0.50 0.16 Total Volume 29.421 0 402 12 72 Total OI 717.947 640 760 642 732
Daily Data (19 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 2025-02-03 $43.25 $45.00 26.1% 7.5% 14.4% 30.4% 22.4% 5.0% -6.8% -5.6K -196.1K -3.0K 0.50 141.88 N/A N/A 8 4 428 214 2025-02-04 $43.70 $45.00 25.8% 7.4% 14.8% 29.6% 0.0% 2.1% -3.8% -8.3K -304.9K -2.9K 0.00 149.73 N/A N/A 10 0 424 216 2025-02-05 $43.58 $45.00 26.2% 7.5% 14.8% 30.8% 0.0% -14.4% -6.1% -7.7K -271.9K -3.0K 0.00 149.68 N/A N/A 0 0 434 216 2025-02-06 $42.97 $47.00 25.9% 5.6% 15.5% 29.9% 0.0% 3.2% 1.6% -1.7K -109.1K -2.7K 0.00 135.66 N/A N/A 0 3 434 216 2025-02-07 $42.45 $43.00 29.4% 6.5% 15.9% 38.4% 0.0% 1.5% -2.2% -4.0K 82.9K -2.9K 0.00 145.98 N/A N/A 0 1 434 269 2025-02-10 $42.92 $43.00 29.0% 5.9% 16.1% 37.4% 0.0% 6.6% -0.7% -2.8K -29.8K -3.0K 0.00 150.00 N/A N/A 4 0 484 270 2025-02-11 $43.11 $43.00 29.0% 5.5% 15.8% 37.4% 0.0% 8.7% 0.6% -7.1K -65.9K -2.9K 0.00 142.40 N/A N/A 1 0 483 270 2025-02-12 $42.39 $43.00 20.8% 6.0% 16.6% 17.6% 0.0% 1.3% -1.7% 5.6K 104.8K -2.7K 0.00 145.69 N/A N/A 2 0 484 270 2025-02-13 $42.86 $43.00 20.6% 5.9% 15.5% 17.3% 0.0% 2.2% -1.5% -3.3K 21.0K -2.9K 2.00 149.76 N/A N/A 1 2 482 270 2025-02-14 $42.50 $43.00 22.8% 6.5% 15.6% 22.4% 21.2% 0.6% -4.3% 4.5K 100.7K -2.6K 0.50 147.51 N/A N/A 4 2 482 272 2025-02-18 $42.72 $43.00 22.4% 6.4% 15.7% 21.6% 0.0% 1.9% -2.5% -187 41.6K -2.6K 0.00 154.63 N/A N/A 0 0 485 272 2025-02-19 $42.33 $43.00 22.3% 6.4% 15.0% 21.3% 0.0% -0.5% -3.3% 5.5K 135.6K -2.5K 0.00 152.24 N/A N/A 0 4 485 272 2025-02-20 $42.03 $43.00 21.2% 6.1% 14.9% 18.7% 32.3% 5.9% -4.7% 12.1K 218.6K -2.3K 2.00 141.05 N/A N/A 1 2 485 274 2025-02-21 $41.14 $43.00 22.7% 6.5% 15.9% 22.3% 44.8% 4.1% -2.4% 30.3K 347.4K -2.2K 401.00 130.96 N/A N/A 1 401 485 275 2025-02-24 $41.02 $43.00 25.6% 7.3% 15.9% 29.3% 19.2% 3.2% -7.1% -4.1K 260.9K -2.7K 0.00 144.83 N/A N/A 5 0 429 270 2025-02-25 $40.42 $43.00 27.5% 7.9% 16.1% 33.8% 27.1% 1.0% -5.1% 5.3K 275.7K -2.6K 0.17 140.19 N/A N/A 6 1 434 270 2025-02-26 $39.98 $43.00 25.7% 7.4% 16.2% 29.5% 33.2% 2.8% -4.9% 3.9K 352.3K -2.4K 1.75 139.08 N/A N/A 4 7 431 271 2025-02-27 $39.35 $43.00 28.8% 8.3% 16.6% 37.0% 0.0% 3.1% -2.2% 7.5K 418.7K -2.4K 3.33 136.62 N/A N/A 3 10 442 277 2025-02-28 $39.27 $43.00 31.7% 9.1% 16.5% 44.0% 30.5% -1.1% -6.3% 11.3K 495.1K -2.4K 0.16 132.39 N/A N/A 62 10 445 287
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