CALX Options History — October 2019

In October 2019, CALX traded between $6.11 and $7.96. ATM implied volatility averaged 47.7%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 15.5% (HV 20d: 32.2%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.50.

Notable Days

2019-10-31: Highest Volume — 137 contracts
2019-10-31: Largest IV drop — 46.6% change
2019-10-22: Highest IV Rank — 43.2%
2019-10-22: Largest Expected Move — 18.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.90	$6.11	$7.96	$6.11	$7.63
Max Pain	$6.48	$6.00	$7.00	$6.00	$7.00
ATM IV	47.7%	20.5%	63.4%	56.1%	20.5%
Expected Move	14.4%	5.9%	18.2%	16.1%	5.9%
HV 20d	32.2%	27.9%	35.9%	34.9%	30.3%
HV 60d	40.0%	34.0%	45.4%	44.9%	34.1%
IV Rank	26.9%	0.0%	43.2%	35.6%	0.0%
IV Percentile	51.6%	0.0%	85.7%	79.0%	0.0%
Term Structure	-7.2%	-20.4%	18.3%	2.2%	18.3%
VWIV	47.2%	22.1%	62.9%	56.0%	22.1%
Skew 25d	5.2%	-10.9%	20.8%	20.8%	5.8%
Skew 10d	5.0%	-18.7%	38.9%	18.0%	-2.9%
Call IV 25d	45.3%	20.1%	61.7%	38.6%	20.1%
Put IV 25d	50.5%	25.9%	71.0%	59.4%	25.9%
Bid-Ask Spread %	85.25	32.84	119.33	32.84	100.00
Gamma HHI	0.56	0.43	0.92	0.43	0.43
Net GEX	6.0K	3.4K	18.6K	5.0K	5.9K
Net DEX	-218.3K	-326.7K	-107.2K	-116.1K	-297.3K
Net VEX	-572	-715	-469	-715	-591
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	3.03	0.00	3.03
Total Volume	28.565	0	137	2	137
Total OI	1,414.957	546	1,900	1,897	773

Daily Data (23 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
2019-10-01	$6.11	$6.00	56.1%	16.1%	34.9%	35.6%	56.0%	20.8%	2.2%	5.0K	-116.1K	-715	0.00	32.84	2	0	1,608	289
2019-10-02	$6.20	$6.00	46.9%	13.5%	35.1%	26.1%	0.0%	-0.8%	8.3%	4.0K	-107.2K	-654	0.00	56.30	17	0	1,606	289
2019-10-03	$6.16	$6.00	56.3%	15.4%	34.1%	35.8%	0.0%	5.3%	-5.7%	4.7K	-117.2K	-693	0.00	119.33	0	1	1,606	289
2019-10-04	$6.34	$6.00	38.8%	16.8%	35.4%	17.6%	0.0%	11.5%	-12.2%	4.9K	-143.1K	-607	0.00	111.97	0	0	1,606	290
2019-10-07	$6.47	$6.00	33.7%	16.4%	35.9%	12.3%	0.0%	9.7%	-12.6%	5.6K	-180.8K	-550	0.00	54.34	0	2	1,606	290
2019-10-08	$6.33	$6.00	43.0%	17.0%	33.8%	22.0%	0.0%	3.9%	-20.4%	4.3K	-145.3K	-581	0.25	101.52	4	1	1,606	290
2019-10-09	$6.39	$6.00	59.3%	17.0%	32.7%	39.0%	0.0%	-6.0%	-9.8%	4.5K	-166.2K	-579	0.00	96.62	0	0	1,610	290
2019-10-10	$6.36	$6.00	60.6%	17.4%	32.3%	40.3%	0.0%	1.1%	-13.2%	5.8K	-160.3K	-624	0.00	106.31	0	0	1,610	290
2019-10-11	$6.51	$6.00	57.0%	16.3%	32.8%	36.6%	54.4%	-2.4%	-16.1%	6.3K	-193.7K	-546	0.20	102.53	25	5	1,602	290
2019-10-14	$6.56	$6.00	56.4%	16.2%	32.9%	35.9%	0.0%	10.3%	-13.9%	7.0K	-235.1K	-529	0.00	91.35	11	0	1,617	255
2019-10-15	$6.72	$6.00	56.3%	16.1%	33.0%	35.8%	0.0%	18.5%	-13.7%	10.3K	-267.9K	-513	0.00	87.90	50	0	1,609	255
2019-10-16	$6.77	$6.00	55.8%	16.0%	29.4%	35.3%	58.1%	17.1%	-10.6%	12.2K	-237.3K	-490	1.00	78.53	2	2	1,559	255
2019-10-17	$6.88	$7.00	57.3%	16.4%	29.3%	36.8%	56.6%	6.9%	-13.3%	18.6K	-259.2K	-488	0.00	84.24	33	0	1,559	257
2019-10-18	$6.93	$7.00	58.3%	16.7%	29.3%	37.9%	0.0%	11.1%	-14.1%	3.6K	-229.1K	-473	2.50	84.19	4	10	1,565	257
2019-10-21	$7.12	$7.00	62.4%	17.9%	30.2%	42.1%	59.6%	6.5%	-14.2%	3.5K	-202.7K	-469	1.00	34.57	14	14	477	69
2019-10-22	$7.15	$7.00	63.4%	18.2%	29.6%	43.2%	62.9%	9.3%	-14.7%	3.4K	-202.3K	-491	0.39	53.60	69	27	488	82
2019-10-23	$7.51	$7.00	34.4%	9.9%	32.7%	13.1%	38.0%	1.1%	-3.5%	4.1K	-258.3K	-580	0.46	99.04	69	32	564	125
2019-10-24	$7.65	$7.00	34.1%	9.8%	32.9%	12.7%	45.0%	9.5%	1.9%	4.5K	-274.0K	-595	0.00	85.25	4	0	585	134
2019-10-25	$7.74	$7.00	33.8%	9.7%	32.8%	12.4%	29.4%	-5.3%	-0.4%	4.6K	-295.1K	-571	0.08	88.49	26	2	586	134
2019-10-28	$7.96	$7.00	37.0%	10.6%	33.0%	15.7%	37.0%	-7.5%	-1.2%	4.6K	-326.7K	-574	0.10	96.01	62	6	591	134
2019-10-29	$7.76	$7.00	37.5%	10.8%	27.9%	16.3%	0.0%	-10.9%	-3.2%	5.6K	-318.4K	-623	0.00	96.78	1	0	644	129
2019-10-30	$7.56	$7.00	38.4%	11.0%	30.9%	17.2%	0.0%	3.4%	-3.9%	5.6K	-287.7K	-628	0.00	98.92	25	0	645	129
2019-10-31	$7.63	$7.00	20.5%	5.9%	30.3%	0.0%	22.1%	5.8%	18.3%	5.9K	-297.3K	-591	3.03	100.00	34	103	644	129