CALX Options History — June 2019

In June 2019, CALX traded between $6.07 and $6.59. ATM implied volatility averaged 41.8%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 15.0% (HV 20d: 26.8%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.31.

Notable Days

2019-06-21: Highest Volume — 623 contracts
2019-06-21: Largest IV spike — 60.4% change
2019-06-10: Highest IV Rank — 33.1%
2019-06-03: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.30	$6.07	$6.59	$6.07	$6.53
Max Pain	$8.70	$7.00	$9.00	$7.00	$9.00
ATM IV	41.8%	22.7%	51.1%	48.7%	22.7%
Expected Move	11.9%	6.5%	14.0%	14.0%	6.5%
HV 20d	26.8%	21.9%	30.9%	30.9%	21.9%
HV 60d	43.4%	42.9%	43.8%	43.7%	43.7%
IV Rank	23.7%	4.6%	33.1%	30.7%	4.6%
IV Percentile	45.5%	1.6%	69.0%	65.1%	1.6%
Term Structure	11.3%	-13.4%	39.2%	2.1%	39.2%
VWIV	54.7%	44.7%	68.5%	48.7%	50.7%
Skew 25d	5.7%	-15.1%	16.1%	7.8%	1.2%
Skew 10d	1.9%	-14.2%	24.4%	10.9%	2.6%
Call IV 25d	31.0%	22.9%	44.9%	39.5%	23.4%
Put IV 25d	36.6%	21.9%	55.3%	47.3%	24.5%
Bid-Ask Spread %	94.62	59.01	108.73	97.60	99.22
Gamma HHI	0.28	0.20	0.46	0.20	0.45
Net GEX	7.9K	2.8K	13.9K	5.7K	12.8K
Net DEX	852.3K	704.3K	953.7K	911.1K	767.4K
Net VEX	-1.7K	-2.4K	-1.2K	-1.7K	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.00	1.22	0.00	1.22
Total Volume	118.65	0	623	30	71
Total OI	9,990.05	9,813	10,288	9,813	10,208

Daily Data (20 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
2019-06-03	$6.07	$7.00	48.7%	14.0%	30.9%	30.7%	48.7%	7.8%	2.1%	5.7K	911.1K	-1.7K	0.00	97.60	30	0	7,794	2,019
2019-06-04	$6.13	$7.00	46.2%	13.3%	29.0%	28.2%	46.2%	11.1%	1.0%	6.0K	911.5K	-1.6K	0.39	59.01	31	12	7,824	2,019
2019-06-05	$6.11	$7.00	48.7%	14.0%	27.9%	30.6%	48.7%	14.8%	-2.8%	4.8K	936.1K	-1.4K	0.38	100.32	32	12	7,824	2,020
2019-06-06	$6.16	$9.00	49.2%	12.6%	28.5%	31.1%	0.0%	9.6%	9.6%	4.9K	933.7K	-1.4K	0.35	99.26	34	12	7,825	2,020
2019-06-07	$6.14	$9.00	42.5%	12.9%	28.2%	24.4%	45.1%	10.7%	5.9%	4.8K	925.6K	-1.5K	0.32	91.12	37	12	7,827	2,020
2019-06-10	$6.15	$9.00	51.1%	13.8%	27.5%	33.1%	0.0%	16.1%	3.8%	5.2K	924.1K	-1.5K	0.00	91.18	0	0	7,830	2,020
2019-06-11	$6.07	$9.00	44.3%	13.2%	25.5%	26.2%	0.0%	9.4%	6.2%	4.1K	940.5K	-1.3K	0.00	92.17	0	2	7,830	2,020
2019-06-12	$6.13	$9.00	46.7%	13.4%	25.9%	28.6%	0.0%	9.5%	4.5%	4.2K	942.0K	-1.3K	0.00	84.63	0	2	7,830	2,020
2019-06-13	$6.22	$9.00	45.9%	13.2%	25.9%	27.8%	0.0%	14.2%	3.2%	4.0K	936.2K	-1.3K	0.00	95.55	0	2	7,830	2,020
2019-06-14	$6.19	$9.00	46.6%	13.3%	25.3%	28.5%	0.0%	14.6%	4.7%	4.6K	935.0K	-1.3K	0.00	91.81	0	2	7,830	2,020
2019-06-17	$6.12	$9.00	44.6%	12.8%	25.5%	26.5%	65.5%	8.8%	4.4%	2.8K	953.7K	-1.2K	0.00	90.83	3	0	7,830	2,020
2019-06-18	$6.40	$9.00	43.8%	12.6%	30.7%	25.8%	67.2%	14.7%	8.4%	6.4K	895.3K	-1.4K	0.00	98.43	443	0	7,827	2,011
2019-06-19	$6.40	$9.00	41.2%	11.8%	30.1%	23.1%	68.5%	2.4%	-13.4%	11.2K	761.1K	-2.3K	0.05	108.73	443	20	8,267	2,011
2019-06-20	$6.51	$9.00	27.8%	8.0%	30.8%	9.8%	67.6%	2.9%	31.2%	10.2K	759.9K	-2.2K	0.04	95.97	453	20	8,267	2,021
2019-06-21	$6.59	$9.00	44.7%	12.8%	27.4%	26.6%	44.7%	-15.1%	6.9%	12.5K	738.2K	-2.4K	0.03	99.65	603	20	8,267	2,021
2019-06-24	$6.54	$9.00	44.3%	12.7%	25.8%	26.3%	0.0%	-15.0%	21.6%	13.9K	704.3K	-2.3K	0.00	98.54	0	0	8,293	1,861
2019-06-25	$6.56	$9.00	32.7%	9.4%	24.5%	14.6%	0.0%	-1.5%	37.2%	13.5K	716.0K	-2.2K	0.00	99.36	0	0	8,293	1,861
2019-06-26	$6.46	$9.00	32.8%	9.4%	22.5%	14.7%	0.0%	-4.7%	17.1%	12.4K	726.4K	-2.2K	0.00	99.34	7	0	8,293	1,861
2019-06-27	$6.57	$9.00	30.9%	8.8%	22.2%	12.8%	48.6%	1.6%	34.3%	13.2K	727.7K	-2.2K	1.19	99.65	32	38	8,286	1,861
2019-06-28	$6.53	$9.00	22.7%	6.5%	21.9%	4.6%	50.7%	1.2%	39.2%	12.8K	767.4K	-2.1K	1.22	99.22	32	39	8,309	1,899