CALF Options History — March 2026

In March 2026, CALF traded between $43.97 and $46.03. ATM implied volatility averaged 30.0%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 14.9% (HV 20d: 15.1%). Max pain ranged from $38.00 to $46.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.46.

Notable Days

  • 2026-03-31: Highest Volume — 21 contracts
  • 2026-03-11: Largest IV drop — 19.8% change
  • 2026-03-27: Highest IV Rank — 42.1%
  • 2026-03-27: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.88$43.97$46.03$46.03$44.95
Max Pain$39.90$38.00$46.00$46.00$39.00
ATM IV30.0%25.4%34.3%28.1%31.6%
Expected Move8.3%6.2%9.8%8.1%9.1%
HV 20d15.1%12.9%19.2%19.2%16.7%
HV 60d15.2%14.6%16.7%14.7%16.7%
IV Rank33.2%23.8%42.1%29.3%36.5%
IV Percentile88.0%71.4%96.0%83.7%92.1%
Term Structure-2.1%-7.7%3.1%-5.9%-2.0%
VWIV25.3%21.8%32.4%21.8%24.0%
Skew 25d5.4%0.5%10.6%1.4%2.8%
Skew 10d8.7%1.7%15.4%2.6%5.5%
Call IV 25d22.3%15.7%29.7%24.3%26.1%
Put IV 25d27.7%23.4%34.5%25.7%28.9%
Bid-Ask Spread %90.5863.71128.92126.4563.71
Gamma HHI0.160.150.180.160.16
Net GEX18.3K17.1K20.6K18.8K19.6K
Net DEX-312.1K-362.3K-266.1K-358.5K-306.9K
Net VEX-730-797-641-743-641
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.003.000.000.05
Total Volume4.333021021
Total OI159.81151170151165

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$46.03$46.0028.1%8.1%19.2%29.3%0.0%1.4%-5.9%18.8K-358.5K-7430.00126.45N/AN/A0013615
2026-03-03$45.72$46.0027.0%7.7%19.1%27.1%0.0%10.2%-5.3%18.7K-339.6K-7410.00122.26N/AN/A0013615
2026-03-04$46.00$46.0026.9%7.7%18.9%26.9%21.8%3.6%-5.3%19.3K-358.6K-7170.00128.92N/AN/A12013615
2026-03-05$45.73$39.0030.7%7.2%17.6%34.8%0.0%5.9%3.1%18.0K-362.3K-7750.00119.46N/AN/A0013815
2026-03-06$45.28$39.0032.0%8.1%17.1%37.4%0.0%7.8%-0.2%17.5K-331.7K-7970.00120.36N/AN/A0413815
2026-03-09$45.39$39.0031.5%8.1%13.5%36.3%0.0%10.6%0.9%18.6K-327.4K-7840.00110.65N/AN/A0013818
2026-03-10$44.97$39.0034.1%7.2%13.7%41.6%0.0%2.8%2.2%17.9K-322.2K-7380.00122.03N/AN/A3013818
2026-03-11$44.83$39.0027.4%7.8%13.7%27.8%0.0%10.3%-0.4%18.0K-312.8K-7770.00122.38N/AN/A0014118
2026-03-12$44.34$39.0029.9%0.0%14.0%33.0%0.0%3.2%-5.4%17.3K-285.9K-7810.0076.81N/AN/A0014118
2026-03-13$44.14$39.0030.2%8.5%12.9%33.7%32.4%2.9%-7.7%17.1K-270.5K-7510.0074.16N/AN/A9014118
2026-03-16$44.45$38.0027.5%8.7%12.9%28.1%22.1%9.6%-5.0%18.1K-290.9K-6960.0067.73N/AN/A6014418
2026-03-17$44.95$38.0025.4%6.2%13.7%23.8%24.3%6.0%2.4%20.6K-331.4K-7093.0072.06N/AN/A1315018
2026-03-18$44.55$39.0027.0%7.8%13.5%27.1%0.0%6.0%-1.2%19.8K-319.4K-7160.0076.05N/AN/A1015119
2026-03-20$44.05$39.0030.4%8.8%13.8%34.1%0.0%0.5%-1.3%17.8K-285.7K-7020.0072.19N/AN/A1015119
2026-03-23$44.97$39.0029.3%8.4%15.9%31.8%27.4%8.1%-1.1%18.1K-314.0K-6712.5068.45N/AN/A2513916
2026-03-24$44.64$39.0030.3%8.6%14.6%33.9%0.0%6.8%-1.2%17.8K-293.7K-7470.0073.43N/AN/A20014121
2026-03-25$44.69$39.0030.1%8.6%14.1%33.5%24.0%4.7%-1.7%18.0K-288.6K-7150.0069.77N/AN/A2014121
2026-03-26$44.77$39.0031.4%9.0%14.1%36.1%0.0%7.4%-1.8%18.5K-314.4K-7280.0065.38N/AN/A1014321
2026-03-27$43.97$39.0034.3%9.8%14.4%42.1%0.0%1.2%-4.4%17.6K-266.1K-7220.0077.23N/AN/A0014421
2026-03-30$43.97$39.0034.3%9.8%14.3%42.1%0.0%2.2%-2.6%17.9K-274.4K-6770.0072.64N/AN/A0014421
2026-03-31$44.95$39.0031.6%9.1%16.7%36.5%0.0%2.8%-2.0%19.6K-306.9K-6410.0563.71N/AN/A20114421