CALF Options History — February 2026 In February 2026, CALF traded between $45.34 and $46.91. ATM implied volatility averaged 24.1%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 6.1% (HV 20d: 18.0%). Max pain ranged from $42.00 to $46.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2026-02-09 : Highest Volume — 22 contracts2026-02-25 : Largest IV drop — 21.0% change2026-02-24 : Highest IV Rank — 29.9%2026-02-24 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $46.25 $45.34 $46.91 $45.75 $46.09 Max Pain $43.84 $42.00 $46.00 $42.00 $46.00 ATM IV 24.1% 20.0% 28.4% 20.0% 24.9% Expected Move 6.7% 5.7% 8.1% 5.7% 7.1% HV 20d 18.0% 14.8% 19.8% 14.8% 19.2% HV 60d 15.1% 14.1% 16.1% 14.2% 14.7% IV Rank 21.1% 12.7% 29.9% 12.7% 22.7% IV Percentile 59.5% 20.2% 84.9% 20.2% 68.7% Term Structure -1.2% -3.9% 2.8% 2.8% -3.3% VWIV 20.1% 9.8% 28.9% 9.8% 21.6% Skew 25d 4.7% -0.4% 10.1% 6.6% 5.4% Skew 10d 9.1% 1.9% 13.3% 12.8% 4.4% Call IV 25d 18.6% 11.0% 23.1% 15.8% 21.9% Put IV 25d 23.3% 19.9% 27.3% 22.5% 27.3% Bid-Ask Spread % 127.18 114.73 135.25 135.06 131.51 Gamma HHI 0.18 0.15 0.21 0.20 0.16 Net GEX 18.7K 15.3K 22.3K 16.6K 18.4K Net DEX -380.4K -432.6K -319.2K -328.5K -360.8K Net VEX -825 -886 -768 -822 -793 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.211 0 22 3 0 Total OI 146.105 131 156 131 151
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 2026-02-02 $45.75 $42.00 20.0% 5.7% 14.8% 12.7% 9.8% 6.6% 2.8% 16.6K -328.5K -822 0.00 135.06 N/A N/A 3 0 118 13 2026-02-03 $45.34 $42.00 24.0% 6.9% 14.9% 21.1% 0.0% -0.4% -0.1% 16.0K -319.2K -873 0.00 126.99 N/A N/A 0 0 120 13 2026-02-04 $46.25 $42.00 24.1% 6.9% 16.0% 21.2% 0.0% 2.8% -0.3% 16.2K -353.9K -839 0.00 131.08 N/A N/A 0 0 120 13 2026-02-05 $45.58 $44.00 26.2% 6.8% 16.6% 25.5% 0.0% 2.5% -0.7% 15.3K -334.5K -851 0.00 126.63 N/A N/A 2 0 120 13 2026-02-06 $46.89 $44.00 24.7% 6.2% 18.7% 22.5% 0.0% 8.8% -0.5% 15.9K -387.6K -784 0.00 127.03 N/A N/A 0 0 121 13 2026-02-09 $46.81 $44.00 25.7% 6.4% 18.7% 24.4% 18.7% 10.1% -2.5% 16.0K -391.3K -769 0.00 128.57 N/A N/A 22 0 121 13 2026-02-10 $46.91 $44.00 24.7% 6.1% 18.6% 22.5% 20.9% 4.1% -0.1% 19.5K -429.2K -856 0.00 135.25 N/A N/A 1 0 139 13 2026-02-11 $46.80 $44.00 20.6% 5.9% 18.6% 14.1% 0.0% 0.3% -3.4% 19.6K -432.6K -843 0.00 133.57 N/A N/A 1 0 140 13 2026-02-12 $46.00 $44.00 23.8% 6.8% 19.7% 20.5% 0.0% 2.8% -1.4% 21.0K -389.6K -886 0.00 114.73 N/A N/A 0 0 141 13 2026-02-13 $46.36 $44.00 25.8% 7.4% 19.8% 24.7% 0.0% 2.6% -2.5% 20.1K -401.1K -874 0.00 121.25 N/A N/A 0 0 141 13 2026-02-17 $46.23 $44.00 26.4% 7.6% 19.1% 25.9% 0.0% 2.9% -1.1% 21.7K -393.1K -842 0.00 115.55 N/A N/A 0 0 141 13 2026-02-18 $46.61 $44.00 23.2% 6.6% 18.4% 19.3% 0.0% 10.1% -3.3% 22.0K -411.5K -807 0.00 125.34 N/A N/A 0 0 141 13 2026-02-19 $46.39 $44.00 23.7% 6.8% 17.0% 20.3% 20.9% 4.0% 1.2% 22.3K -407.6K -780 0.00 125.44 N/A N/A 9 0 141 13 2026-02-20 $46.64 $44.00 22.8% 6.5% 17.1% 18.6% 0.0% 9.2% -1.4% 21.7K -420.9K -817 0.00 129.04 N/A N/A 1 0 143 13 2026-02-23 $45.72 $44.00 24.9% 7.1% 18.4% 22.8% 0.0% 2.8% -1.6% 18.2K -359.1K -822 0.00 125.19 N/A N/A 0 1 136 12 2026-02-24 $46.13 $44.00 28.4% 8.1% 18.6% 29.9% 0.0% 7.9% -3.6% 17.6K -369.8K -822 0.00 126.72 N/A N/A 0 0 136 13 2026-02-25 $45.86 $44.00 22.4% 6.4% 18.7% 17.8% 28.9% 2.0% -3.9% 18.4K -356.3K -819 0.00 132.01 N/A N/A 0 1 136 13 2026-02-26 $46.41 $45.00 21.1% 6.0% 19.0% 15.0% 21.6% 4.8% 1.9% 19.0K -381.8K -768 0.00 125.49 N/A N/A 0 1 136 14 2026-02-27 $46.09 $46.00 24.9% 7.1% 19.2% 22.7% 0.0% 5.4% -3.3% 18.4K -360.8K -793 0.00 131.51 N/A N/A 0 0 136 15
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