Calix, Inc. (CALX) Options History
Historical options analytics archive for CALX with monthly max pain, implied volatility, gamma exposure, and put/call data.
185 months of complete options data available.
CALX monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for CALX. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 18 | 49.5% | 52.0% | $40.00 | $6.7K | -$146.2K | 5.82 |
| 2026-05 | 20 | 49.2% | 51.3% | $42.50 | -$9.3K | $8.4K | 4.01 |
| 2026-04 | 21 | 55.8% | 59.1% | $47.50 | -$246.9K | $5.7M | 5.41 |
| 2026-03 | 21 | 52.4% | 45.5% | $47.50 | $56.0K | -$1.1M | 0.12 |
| 2026-02 | 19 | 44.8% | 34.9% | $55.00 | $57.5K | -$408.3K | 0.60 |
| 2026-01 | 20 | 47.8% | 39.0% | $52.50 | -$23.8K | $2.3M | 3.34 |
This archive aggregates CALX's daily end-of-day options snapshots into monthly summaries, spanning 2011-02 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how CALX option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 49.5%, a month-end max-pain strike around $40.00, an average put/call ratio of 5.82.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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Frequently asked CALX history questions
- How much options history is available for CALX?
- This archive holds 185 months of CALX options analytics, spanning 2011-02 through 2026-06. Each entry is a monthly rollup of CALX's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the CALX archive.
- What data does each monthly CALX aggregate contain?
- Every monthly row summarizes that month of CALX option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 49.5%, an average IV rank of 52.0%, a month-end max-pain strike around $40.00, an average put/call ratio of 5.82.
- How is the CALX options-history archive built and how often does it update?
- The archive is derived from CALX's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how CALX's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.