CALF Options History — April 2026

In April 2026, CALF traded between $44.95 and $45.09. ATM implied volatility averaged 31.3%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 14.7% (HV 20d: 16.5%). Max pain ranged from $39.00 to $46.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 0.00.

Notable Days

2026-04-02: Highest Volume — 20 contracts
2026-04-02: Largest IV drop — 1.0% change
2026-04-01: Highest IV Rank — 36.1%
2026-04-01: Largest Expected Move — 9.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.02	$44.95	$45.09	$44.95	$45.09
Max Pain	$42.50	$39.00	$46.00	$39.00	$46.00
ATM IV	31.3%	31.1%	31.4%	31.4%	31.1%
Expected Move	9.0%	8.9%	9.0%	9.0%	8.9%
HV 20d	16.5%	16.5%	16.6%	16.6%	16.5%
HV 60d	16.6%	16.6%	16.7%	16.7%	16.6%
IV Rank	35.8%	35.5%	36.1%	36.1%	35.5%
IV Percentile	90.1%	89.3%	90.9%	90.9%	89.3%
Term Structure	-3.2%	-4.6%	-1.8%	-4.6%	-1.8%
VWIV	29.7%	29.7%	29.7%	29.7%	29.7%
Skew 25d	6.4%	5.3%	7.5%	5.3%	7.5%
Skew 10d	6.1%	5.9%	6.4%	6.4%	5.9%
Call IV 25d	22.3%	19.9%	24.7%	24.7%	19.9%
Put IV 25d	28.7%	27.4%	30.0%	30.0%	27.4%
Bid-Ask Spread %	66.72	58.61	74.83	74.83	58.61
Gamma HHI	0.17	0.16	0.17	0.17	0.16
Net GEX	22.5K	22.1K	22.8K	22.1K	22.8K
Net DEX	-345.3K	-347.1K	-343.6K	-347.1K	-343.6K
Net VEX	-801	-820	-781	-820	-781
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	11.5	3	20	3	20
Total OI	186.5	186	187	186	187

Daily Data (2 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
2026-04-01	$44.95	$39.00	31.4%	9.0%	16.6%	36.1%	29.7%	5.3%	-4.6%	22.1K	-347.1K	-820	0.00	74.83	N/A	N/A	3	0	164	22
2026-04-02	$45.09	$46.00	31.1%	8.9%	16.5%	35.5%	0.0%	7.5%	-1.8%	22.8K	-343.6K	-781	0.00	58.61	N/A	N/A	20	0	165	22