CALX Options History — October 2021

In October 2021, CALX traded between $50.56 and $62.85. ATM implied volatility averaged 57.4%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 8.8% (HV 20d: 48.5%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.57.

Notable Days

  • 2021-10-29: Highest Volume — 2,693 contracts
  • 2021-10-26: Largest IV drop — 28.8% change
  • 2021-10-25: Highest IV Rank — 34.5%
  • 2021-10-25: Largest Expected Move — 19.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.35$50.56$62.85$50.56$62.85
Max Pain$48.90$45.00$50.00$45.00$50.00
ATM IV57.4%47.3%66.9%58.0%50.4%
Expected Move16.9%13.5%19.2%16.6%14.4%
HV 20d48.5%43.7%52.2%51.7%45.0%
HV 60d44.6%39.0%47.6%47.0%44.1%
IV Rank17.7%0.0%34.5%18.6%5.5%
IV Percentile39.2%0.0%75.4%39.7%11.9%
Term Structure-5.1%-10.7%5.0%5.0%-1.3%
VWIV59.6%47.5%67.1%58.7%49.9%
Skew 25d3.2%0.2%4.9%4.9%3.8%
Skew 10d8.0%3.2%20.8%7.2%7.1%
Call IV 25d58.4%48.2%67.6%54.8%48.9%
Put IV 25d61.6%49.1%68.3%59.7%52.7%
Bid-Ask Spread %29.9411.2859.3459.3451.27
Gamma HHI0.230.180.350.180.22
Net GEX310.0K191.3K433.4K254.6K330.7K
Net DEX-23.7M-30.4M-17.1M-17.5M-30.4M
Net VEX-42.7K-50.7K-37.5K-43.8K-48.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.570.071.800.280.27
Total Volume910.0481622,6934602,693
Total OI11,581.818,87913,52612,00411,691

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$50.56$45.0058.0%16.6%51.7%18.6%58.7%4.9%5.0%254.6K-17.5M-43.8K0.2859.343591016,0565,948
2021-10-04$51.92$48.0061.9%18.5%52.2%25.6%65.3%3.2%-8.5%288.5K-19.0M-43.9K0.4213.48114486,0955,957
2021-10-05$53.60$48.0055.0%17.7%51.9%13.3%63.5%3.1%-7.4%348.5K-22.0M-41.4K0.3311.28279936,2766,019
2021-10-06$54.93$48.0056.6%17.7%52.1%16.1%61.7%4.0%-6.9%371.0K-23.8M-40.3K0.3217.215041626,3126,056
2021-10-07$56.01$48.0055.3%17.7%51.8%14.0%63.2%3.2%-6.8%389.2K-25.8M-38.8K0.1922.126741316,3936,104
2021-10-08$55.86$48.0052.2%17.5%50.5%8.3%62.1%3.7%-6.5%387.4K-25.3M-41.0K0.6216.26141886,6076,185
2021-10-11$55.87$48.0062.1%17.8%50.5%26.0%63.4%3.3%-7.4%406.0K-25.5M-42.6K0.1916.24263506,6616,286
2021-10-12$56.51$48.0061.7%17.7%50.1%25.4%62.6%3.4%-7.1%397.2K-26.6M-39.3K0.7918.21107856,6406,317
2021-10-13$57.61$49.0060.2%17.2%49.2%22.6%60.8%4.2%-7.9%412.6K-28.4M-37.5K0.0725.64609416,8386,316
2021-10-14$58.87$49.0059.9%17.2%49.4%22.0%61.1%3.0%-5.1%433.4K-30.1M-38.2K0.3525.31219766,8346,380
2021-10-15$57.47$49.0059.9%17.2%50.5%22.0%59.2%3.6%-4.8%220.2K-29.3M-38.1K0.2731.406011617,1406,386
2021-10-18$57.51$49.0059.0%16.9%49.3%20.4%60.3%4.8%-5.9%223.6K-21.9M-37.6K1.6033.642073325,3033,576
2021-10-19$57.43$50.0059.5%17.1%49.5%21.4%59.1%3.8%-5.0%225.9K-21.8M-38.9K0.3337.30148495,5863,700
2021-10-20$55.69$50.0060.3%17.3%44.6%22.8%64.4%4.1%-6.8%215.2K-19.3M-46.6K0.9626.495975725,6204,026
2021-10-21$56.43$50.0061.1%17.5%43.8%24.3%63.6%4.0%-7.2%225.6K-19.6M-50.7K1.8034.765269475,6634,064
2021-10-22$53.54$50.0061.8%17.7%47.8%25.5%61.1%2.3%-7.4%197.1K-17.2M-47.2K0.6527.907484845,6724,430
2021-10-25$53.26$50.0066.9%19.2%47.9%34.5%67.1%0.7%-10.7%191.3K-17.1M-46.3K0.5719.141,1866765,7194,530
2021-10-26$57.85$50.0047.6%13.6%43.7%0.1%49.2%2.3%-0.4%314.7K-24.2M-42.9K0.7252.591,0877826,2554,844
2021-10-27$59.32$50.0047.3%13.5%44.0%0.0%47.5%0.2%0.9%339.1K-26.1M-44.2K0.5840.831,0536166,3774,822
2021-10-28$60.30$50.0048.7%14.0%43.8%2.5%47.8%2.5%-0.8%337.5K-27.2M-49.1K0.6748.368986046,5364,998
2021-10-29$62.85$50.0050.4%14.4%45.0%5.5%49.9%3.8%-1.3%330.7K-30.4M-48.6K0.2751.272,1185756,6335,058