CALX Options History — July 2018

In July 2018, CALX traded between $7.00 and $7.95. ATM implied volatility averaged 48.6%, placing in the 40.7% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 29.9% (HV 20d: 18.7%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.75.

Notable Days

2018-07-25: Highest Volume — 1,728 contracts
2018-07-11: Largest IV spike — 47.5% change
2018-07-26: Highest IV Rank — 64.2%
2018-07-26: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.58	$7.00	$7.95	$7.75	$7.05
Max Pain	$7.57	$7.00	$8.00	$7.00	$7.00
ATM IV	48.6%	25.9%	66.2%	27.5%	63.6%
Expected Move	15.1%	7.9%	19.0%	7.9%	18.2%
HV 20d	18.7%	17.8%	20.4%	19.5%	19.3%
HV 60d	30.2%	29.2%	31.3%	31.3%	29.9%
IV Rank	40.7%	10.4%	64.2%	12.5%	60.7%
IV Percentile	51.8%	3.6%	87.7%	5.2%	83.3%
Term Structure	-8.7%	-20.6%	26.9%	26.9%	-17.9%
VWIV	52.3%	22.7%	65.7%	25.7%	65.7%
Skew 25d	3.3%	-3.6%	11.9%	5.7%	7.0%
Skew 10d	5.5%	-24.6%	36.3%	2.0%	36.3%
Call IV 25d	51.0%	23.2%	74.0%	23.4%	74.0%
Put IV 25d	54.2%	26.7%	81.0%	29.1%	81.0%
Bid-Ask Spread %	31.53	12.32	92.97	29.31	54.92
Gamma HHI	0.42	0.37	0.56	0.37	0.53
Net GEX	48.3K	31.0K	62.8K	51.7K	46.7K
Net DEX	-1.9M	-2.2M	-1.3M	-2.1M	-1.8M
Net VEX	-4.7K	-6.8K	-3.9K	-4.6K	-6.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.75	0.07	3.01	1.42	0.69
Total Volume	478.667	226	1,728	534	344
Total OI	4,468.19	3,341	5,049	4,664	5,049

Daily Data (21 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
2018-07-02	$7.75	$7.00	27.5%	7.9%	19.5%	12.5%	25.7%	5.7%	26.9%	51.7K	-2.1M	-4.6K	1.42	29.31	221	313	4,085	579
2018-07-03	$7.80	$7.00	28.1%	8.1%	19.5%	13.4%	22.7%	3.6%	25.0%	51.0K	-2.1M	-4.6K	2.64	28.81	118	312	4,047	579
2018-07-05	$7.75	$8.00	25.9%	14.4%	18.4%	10.4%	50.6%	-0.0%	-9.5%	52.3K	-2.0M	-4.5K	2.69	92.87	116	312	4,035	580
2018-07-06	$7.75	$8.00	26.8%	14.6%	18.2%	11.6%	51.2%	0.2%	-9.5%	52.5K	-2.0M	-4.4K	2.48	92.97	126	312	4,025	580
2018-07-09	$7.70	$8.00	35.4%	15.1%	17.8%	23.1%	54.0%	-0.4%	-11.6%	52.9K	-2.0M	-4.3K	1.72	17.03	181	312	4,030	580
2018-07-10	$7.78	$8.00	34.4%	14.7%	18.2%	21.7%	52.0%	4.9%	-10.0%	55.5K	-2.1M	-4.2K	3.01	32.83	107	322	4,015	525
2018-07-11	$7.88	$8.00	50.7%	14.5%	18.7%	43.5%	52.7%	6.4%	-10.8%	56.2K	-2.1M	-4.3K	2.56	16.67	126	322	4,001	525
2018-07-12	$7.95	$8.00	52.6%	15.1%	18.9%	46.0%	52.5%	5.1%	-12.5%	58.0K	-2.2M	-4.1K	2.85	17.13	113	322	3,985	525
2018-07-13	$7.80	$8.00	53.4%	15.3%	17.9%	47.1%	54.1%	4.1%	-13.1%	62.8K	-2.0M	-4.1K	1.38	16.73	234	322	3,979	525
2018-07-16	$7.68	$8.00	52.4%	15.0%	18.4%	45.8%	52.6%	3.3%	-10.0%	50.8K	-1.9M	-4.0K	2.26	20.35	145	327	3,991	525
2018-07-17	$7.63	$8.00	51.2%	14.7%	18.5%	44.2%	51.9%	0.2%	-8.4%	51.3K	-1.8M	-4.0K	2.15	19.95	155	334	3,989	536
2018-07-18	$7.63	$8.00	55.1%	15.8%	18.5%	49.3%	53.9%	-0.6%	-12.2%	51.3K	-1.8M	-4.0K	2.15	22.59	155	334	3,999	536
2018-07-19	$7.70	$8.00	48.7%	14.0%	18.4%	40.8%	51.8%	4.7%	-9.0%	56.5K	-1.9M	-3.9K	2.05	29.28	163	334	3,999	536
2018-07-20	$7.75	$8.00	53.5%	15.3%	18.1%	47.2%	53.8%	3.5%	-12.0%	31.0K	-1.9M	-3.9K	2.37	19.32	141	334	4,004	536
2018-07-23	$7.55	$7.00	56.6%	16.2%	20.2%	51.4%	57.8%	-1.1%	-12.5%	31.9K	-1.5M	-3.9K	0.87	18.58	124	108	3,090	251
2018-07-24	$7.45	$7.00	60.1%	17.2%	20.4%	56.0%	56.8%	9.8%	-10.2%	32.7K	-1.4M	-3.9K	0.92	16.03	118	108	3,115	251
2018-07-25	$7.30	$7.00	57.9%	16.6%	18.6%	53.1%	54.6%	-3.6%	-13.6%	31.4K	-1.3M	-3.9K	0.07	24.42	1,620	108	3,129	251
2018-07-26	$7.24	$7.00	66.2%	19.0%	18.2%	64.2%	61.5%	11.9%	-20.6%	46.4K	-2.0M	-6.8K	0.94	23.25	145	137	4,657	267
2018-07-27	$7.08	$7.00	57.0%	16.3%	19.1%	51.9%	56.7%	3.8%	-16.3%	45.3K	-1.8M	-6.8K	0.94	56.81	146	137	4,691	267
2018-07-30	$7.00	$7.00	64.3%	18.4%	18.8%	61.7%	65.3%	0.2%	-14.9%	46.2K	-1.7M	-6.7K	0.69	12.32	203	141	4,696	267
2018-07-31	$7.05	$7.00	63.6%	18.2%	19.3%	60.7%	65.7%	7.0%	-17.9%	46.7K	-1.8M	-6.8K	0.69	54.92	203	141	4,778	271