CALX Options History — February 2019

In February 2019, CALX traded between $7.42 and $11.03. ATM implied volatility averaged 53.9%, placing in the 36.9% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 55.8% (HV 20d: 109.7%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.22.

Notable Days

2019-02-06: Highest Volume — 5,895 contracts
2019-02-06: Largest IV drop — 50.0% change
2019-02-01: Highest IV Rank — 100.0%
2019-02-05: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.51	$7.42	$11.03	$11.01	$8.24
Max Pain	$8.47	$8.00	$10.00	$10.00	$8.00
ATM IV	53.9%	38.0%	118.0%	98.9%	40.5%
Expected Move	13.7%	10.9%	20.9%	19.3%	11.6%
HV 20d	109.7%	41.6%	125.6%	43.5%	120.5%
HV 60d	72.9%	39.8%	78.4%	59.5%	78.0%
IV Rank	36.9%	20.0%	100.0%	100.0%	22.4%
IV Percentile	57.3%	35.7%	100.0%	100.0%	42.5%
Term Structure	-1.8%	-11.8%	2.7%	-8.9%	-0.3%
VWIV	47.4%	35.9%	74.5%	66.6%	52.4%
Skew 25d	0.5%	-10.9%	16.9%	1.5%	-0.2%
Skew 10d	3.3%	-12.0%	20.0%	9.5%	3.4%
Call IV 25d	46.2%	25.9%	72.2%	66.8%	44.4%
Put IV 25d	46.7%	30.3%	76.4%	68.3%	44.2%
Bid-Ask Spread %	60.18	14.07	91.78	67.50	91.78
Gamma HHI	0.39	0.33	0.56	0.44	0.33
Net GEX	110.7K	53.0K	142.7K	138.2K	132.4K
Net DEX	-3.2M	-8.7M	-548.7K	-8.6M	-2.7M
Net VEX	-21.3K	-28.8K	-15.2K	-28.8K	-21.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.22	0.00	1.04	0.82	0.20
Total Volume	1,135.158	80	5,895	258	137
Total OI	15,760.684	14,760	18,237	14,760	15,808

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
2019-02-01	$11.01	$10.00	98.9%	19.3%	43.5%	100.0%	66.6%	1.5%	-8.9%	138.2K	-8.6M	-28.8K	0.82	67.50	142	116	12,616	2,144
2019-02-04	$11.03	$10.00	118.0%	20.5%	41.6%	100.0%	71.9%	-0.4%	-10.8%	135.6K	-8.7M	-28.6K	0.10	60.62	120	12	12,832	2,150
2019-02-05	$10.91	$10.00	108.8%	20.9%	42.0%	90.7%	74.5%	4.4%	-11.8%	142.7K	-8.4M	-28.4K	0.14	68.91	264	36	12,896	2,141
2019-02-06	$7.90	$10.00	54.4%	15.6%	124.0%	36.4%	54.0%	0.2%	-4.5%	66.0K	-1.3M	-18.9K	0.08	73.93	5,480	415	12,929	2,164
2019-02-07	$7.53	$9.00	50.6%	14.5%	124.8%	32.6%	47.6%	3.0%	-6.5%	53.0K	-550.9K	-15.2K	0.10	14.07	3,810	391	12,696	2,258
2019-02-08	$7.42	$8.00	47.7%	13.7%	124.5%	29.6%	48.0%	-5.5%	0.1%	54.6K	-916.8K	-16.8K	0.14	84.26	3,623	493	12,941	2,239
2019-02-11	$7.52	$8.00	47.5%	13.6%	124.7%	29.5%	42.4%	10.4%	-0.5%	54.0K	-548.7K	-15.2K	0.02	83.58	2,095	48	12,964	2,311
2019-02-12	$7.79	$8.00	41.4%	11.9%	125.6%	23.4%	42.1%	0.1%	2.3%	98.2K	-1.7M	-19.4K	0.80	90.30	85	68	15,002	2,293
2019-02-13	$7.83	$8.00	40.8%	11.7%	121.6%	22.7%	35.9%	-2.4%	2.5%	100.7K	-1.8M	-19.1K	0.33	91.36	206	68	15,042	2,295
2019-02-14	$7.96	$8.00	40.2%	11.5%	121.6%	22.1%	38.5%	-10.9%	-0.5%	112.1K	-2.0M	-19.7K	1.04	86.13	556	581	15,268	2,295
2019-02-15	$8.18	$8.00	38.0%	10.9%	121.5%	20.0%	38.2%	-4.3%	2.7%	116.6K	-2.4M	-21.4K	0.13	81.91	712	89	15,563	2,674
2019-02-19	$8.28	$8.00	39.5%	11.3%	121.6%	21.4%	38.2%	-1.5%	0.7%	123.5K	-2.7M	-21.5K	0.05	86.18	97	5	12,520	2,514
2019-02-20	$8.11	$8.00	40.9%	11.7%	121.6%	22.8%	40.3%	-7.3%	-0.6%	117.6K	-2.3M	-20.1K	0.04	20.87	130	5	12,571	2,516
2019-02-21	$8.47	$8.00	42.4%	12.1%	122.0%	24.3%	42.3%	-0.9%	1.5%	126.8K	-3.4M	-22.7K	0.01	14.07	776	5	12,567	2,516
2019-02-22	$8.45	$8.00	42.7%	12.2%	121.4%	24.6%	41.9%	3.8%	-0.7%	134.4K	-3.4M	-23.0K	0.05	82.04	345	16	13,111	2,526
2019-02-25	$8.48	$8.00	44.9%	12.9%	120.4%	26.8%	44.3%	4.5%	0.6%	135.7K	-3.4M	-22.9K	0.00	15.30	80	0	13,147	2,526
2019-02-26	$8.29	$8.00	43.5%	12.5%	120.4%	25.5%	42.7%	-2.5%	0.5%	129.8K	-2.8M	-21.2K	0.17	14.53	138	23	13,198	2,526
2019-02-27	$8.32	$8.00	43.9%	12.6%	120.5%	25.8%	39.6%	16.9%	-0.5%	130.6K	-2.8M	-21.2K	0.06	16.06	378	23	13,145	2,549
2019-02-28	$8.24	$8.00	40.5%	11.6%	120.5%	22.4%	52.4%	-0.2%	-0.3%	132.4K	-2.7M	-21.0K	0.20	91.78	114	23	13,259	2,549