CALX Options History — February 2018

In February 2018, CALX traded between $6.10 and $6.98. ATM implied volatility averaged 63.1%, placing in the 59.8% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 15.2% (HV 20d: 47.9%). Max pain ranged from $6.00 to $6.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.33.

Notable Days

2018-02-28: Highest Volume — 1,608 contracts
2018-02-07: Largest IV drop — 38.1% change
2018-02-06: Highest IV Rank — 100.0%
2018-02-13: Largest Expected Move — 22.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.54	$6.10	$6.98	$6.25	$6.58
Max Pain	$6.00	$6.00	$6.00	$6.00	$6.00
ATM IV	63.1%	47.3%	93.1%	71.0%	47.4%
Expected Move	17.3%	13.5%	22.6%	19.2%	13.6%
HV 20d	47.9%	40.5%	54.1%	44.6%	52.5%
HV 60d	45.5%	41.7%	52.3%	52.3%	43.9%
IV Rank	59.8%	36.1%	100.0%	78.2%	36.3%
IV Percentile	74.4%	46.4%	100.0%	90.1%	47.6%
Term Structure	-5.6%	-18.8%	0.9%	-1.5%	-5.9%
VWIV	57.1%	43.1%	81.3%	68.9%	46.6%
Skew 25d	9.6%	-23.0%	43.0%	1.2%	-23.0%
Skew 10d	17.5%	-19.8%	54.9%	28.4%	-19.8%
Call IV 25d	49.9%	36.7%	73.5%	68.1%	51.9%
Put IV 25d	59.6%	29.0%	97.4%	69.4%	29.0%
Bid-Ask Spread %	61.64	26.53	96.63	72.72	26.53
Gamma HHI	0.34	0.32	0.43	0.33	0.32
Net GEX	27.7K	21.5K	39.7K	22.9K	31.6K
Net DEX	-1.6M	-2.0M	-1.2M	-1.3M	-1.6M
Net VEX	-4.0K	-4.5K	-3.7K	-4.3K	-4.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.15	0.63	0.63	0.24
Total Volume	918.579	529	1,608	529	1,608
Total OI	4,187.789	3,832	4,902	4,016	4,528

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 Vol	Put Vol	Call OI	Put OI
2018-02-01	$6.25	$6.00	71.0%	19.2%	44.6%	78.2%	68.9%	1.2%	-1.5%	22.9K	-1.3M	-4.3K	0.63	72.72	324	205	3,644	372
2018-02-02	$6.18	$6.00	76.8%	18.6%	44.9%	87.4%	62.7%	15.2%	-0.6%	23.5K	-1.3M	-4.3K	0.42	42.35	489	205	3,644	372
2018-02-05	$6.10	$6.00	84.2%	20.4%	45.3%	99.0%	66.5%	18.0%	-16.5%	22.7K	-1.2M	-3.9K	0.34	62.06	603	205	3,485	372
2018-02-06	$6.28	$6.00	93.1%	20.1%	46.1%	100.0%	64.5%	43.0%	-10.0%	24.2K	-1.2M	-3.8K	0.32	96.63	603	195	3,460	372
2018-02-07	$6.25	$6.00	57.7%	16.5%	46.2%	50.6%	54.1%	-0.8%	-3.5%	23.5K	-1.2M	-3.9K	0.32	60.99	603	195	3,460	392
2018-02-08	$6.15	$6.00	72.2%	20.7%	44.4%	70.8%	67.2%	-4.3%	-17.6%	23.7K	-1.2M	-3.8K	0.33	48.05	603	201	3,460	392
2018-02-09	$6.15	$6.00	73.2%	21.0%	44.2%	72.3%	67.1%	26.5%	-9.8%	21.5K	-1.2M	-3.8K	0.33	70.60	603	201	3,460	402
2018-02-12	$6.30	$6.00	69.3%	19.9%	44.4%	66.8%	65.4%	16.2%	-2.4%	23.3K	-1.2M	-3.7K	0.33	66.98	604	197	3,460	402
2018-02-13	$6.63	$6.00	78.8%	22.6%	41.3%	80.1%	81.3%	7.4%	-18.8%	22.7K	-1.5M	-3.7K	0.38	67.56	991	372	3,500	402
2018-02-14	$6.35	$6.00	60.4%	17.3%	40.5%	54.4%	58.0%	12.8%	-12.5%	39.7K	-1.7M	-4.0K	0.15	63.47	1,117	164	4,365	537
2018-02-15	$6.95	$6.00	53.9%	15.5%	50.8%	45.4%	46.7%	20.6%	-0.5%	38.8K	-2.0M	-3.7K	0.35	63.34	594	209	3,966	540
2018-02-16	$6.85	$6.00	53.5%	15.4%	51.4%	44.8%	51.8%	18.4%	-0.7%	25.4K	-2.0M	-3.8K	0.45	51.52	520	236	4,195	517
2018-02-20	$6.85	$6.00	53.8%	15.4%	51.0%	45.2%	49.9%	-0.8%	0.3%	26.5K	-1.7M	-3.8K	0.35	67.82	457	160	3,696	341
2018-02-21	$6.65	$6.00	52.0%	14.9%	52.4%	42.7%	55.7%	14.4%	-0.2%	28.1K	-1.6M	-3.9K	0.37	66.31	459	170	3,729	346
2018-02-22	$6.93	$6.00	49.3%	14.1%	54.1%	39.0%	43.8%	17.6%	0.9%	29.2K	-1.8M	-3.7K	0.24	75.58	718	170	3,783	356
2018-02-23	$6.98	$6.00	52.2%	15.0%	53.9%	43.0%	45.0%	2.5%	-3.1%	30.0K	-2.0M	-4.3K	0.22	62.54	771	170	4,090	356
2018-02-26	$6.93	$6.00	52.2%	15.0%	51.6%	43.0%	46.1%	-0.6%	-2.6%	32.8K	-2.0M	-4.5K	0.25	50.97	771	190	4,228	356
2018-02-27	$6.90	$6.00	47.3%	13.5%	50.9%	36.1%	43.1%	-1.7%	-1.9%	35.6K	-2.0M	-4.2K	0.25	55.07	1,259	311	4,228	360
2018-02-28	$6.58	$6.00	47.4%	13.6%	52.5%	36.3%	46.6%	-23.0%	-5.9%	31.6K	-1.6M	-4.4K	0.24	26.53	1,297	311	4,045	483