CALX Options History — February 2022

In February 2022, CALX traded between $49.38 and $57.36. ATM implied volatility averaged 64.9%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 10.9% (HV 20d: 75.9%). Max pain ranged from $45.00 to $55.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 1.06.

Notable Days

2022-02-08: Highest Volume — 1,764 contracts
2022-02-25: Largest IV drop — 11.5% change
2022-02-23: Highest IV Rank — 59.4%
2022-02-23: Largest Expected Move — 20.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.12	$49.38	$57.36	$51.87	$54.36
Max Pain	$47.11	$45.00	$55.00	$55.00	$50.00
ATM IV	64.9%	57.2%	71.8%	69.6%	65.8%
Expected Move	18.4%	16.4%	20.6%	20.0%	18.9%
HV 20d	75.9%	57.7%	83.9%	83.9%	57.7%
HV 60d	72.0%	70.1%	73.9%	71.1%	73.8%
IV Rank	42.8%	24.0%	59.4%	54.2%	44.9%
IV Percentile	75.2%	44.4%	92.5%	85.7%	78.6%
Term Structure	-1.9%	-8.6%	1.9%	-8.6%	1.6%
VWIV	63.7%	55.7%	69.4%	67.1%	67.2%
Skew 25d	7.9%	4.7%	13.5%	10.2%	9.7%
Skew 10d	16.7%	12.1%	27.0%	20.9%	22.9%
Call IV 25d	60.5%	54.9%	65.7%	62.6%	61.9%
Put IV 25d	68.4%	62.1%	74.7%	72.7%	71.7%
Bid-Ask Spread %	57.27	41.18	74.81	70.90	62.84
Gamma HHI	0.23	0.15	0.37	0.29	0.18
Net GEX	77.9K	-49.2K	209.1K	-15.0K	104.0K
Net DEX	-2.4M	-6.8M	1.6M	-308.6K	-3.0M
Net VEX	-53.0K	-56.7K	-49.7K	-55.5K	-49.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.06	0.43	1.48	1.01	1.00
Total Volume	1,111.842	833	1,764	1,048	1,018
Total OI	7,653.526	5,675	8,788	7,529	5,989

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
2022-02-01	$51.87	$55.00	69.6%	20.0%	83.9%	54.2%	67.1%	10.2%	-8.6%	-15.0K	-308.6K	-55.5K	1.01	70.90	521	527	3,707	3,822
2022-02-02	$50.28	$55.00	66.8%	19.1%	83.7%	47.3%	64.7%	10.3%	-5.3%	-39.7K	917.1K	-53.7K	1.11	74.81	463	515	3,729	3,850
2022-02-03	$49.38	$45.00	69.2%	18.6%	82.9%	53.0%	64.1%	5.6%	1.2%	-49.2K	1.6M	-53.5K	1.03	50.67	481	496	3,736	3,876
2022-02-04	$50.34	$45.00	64.5%	17.8%	82.6%	41.9%	61.3%	4.7%	1.9%	-37.6K	603.7K	-53.9K	1.01	43.33	462	468	3,763	3,882
2022-02-07	$50.11	$45.00	68.3%	18.0%	75.5%	51.0%	62.3%	6.0%	0.3%	-42.0K	802.0K	-51.6K	0.91	48.01	511	467	3,752	3,885
2022-02-08	$53.16	$45.00	61.9%	16.8%	77.7%	35.5%	56.3%	6.6%	-0.4%	17.2K	-1.8M	-52.0K	0.46	50.07	1,206	558	3,783	3,889
2022-02-09	$54.36	$45.00	57.2%	16.4%	78.2%	24.0%	55.7%	7.3%	-0.7%	101.6K	-3.6M	-54.2K	1.19	56.33	456	541	4,501	3,941
2022-02-10	$55.37	$45.00	61.5%	17.6%	78.5%	34.4%	59.4%	6.9%	-1.0%	115.4K	-4.8M	-56.7K	0.74	55.49	819	609	4,581	3,958
2022-02-11	$53.46	$45.00	62.1%	17.8%	78.7%	36.0%	61.8%	6.8%	-1.2%	101.7K	-3.1M	-56.0K	1.26	53.61	476	599	4,745	3,965
2022-02-14	$53.19	$45.00	64.5%	18.5%	78.8%	41.9%	63.6%	6.8%	-2.7%	91.6K	-2.6M	-53.5K	1.25	50.86	449	562	4,670	4,001
2022-02-15	$57.01	$45.00	61.9%	17.8%	77.5%	35.5%	63.1%	7.1%	-1.9%	197.0K	-6.4M	-55.0K	1.31	41.18	406	530	4,706	4,014
2022-02-16	$57.36	$45.00	62.2%	17.8%	75.4%	36.1%	63.2%	9.5%	-1.2%	209.1K	-6.8M	-54.8K	1.43	54.83	398	569	4,711	4,026
2022-02-17	$54.22	$45.00	64.2%	18.4%	76.3%	41.0%	64.5%	5.5%	-4.4%	174.7K	-3.5M	-52.5K	1.42	59.43	388	550	4,743	4,045
2022-02-18	$53.65	$45.00	64.0%	18.4%	72.0%	40.6%	67.4%	5.8%	-1.5%	97.4K	-2.6M	-51.4K	1.48	69.48	394	585	4,751	4,001
2022-02-22	$52.65	$45.00	68.0%	19.5%	72.5%	50.2%	69.0%	8.3%	-3.8%	83.9K	-2.0M	-49.7K	0.43	66.15	1,191	513	3,413	2,262
2022-02-23	$52.17	$50.00	71.8%	20.6%	70.8%	59.4%	68.3%	9.0%	-3.7%	133.6K	-3.5M	-52.0K	1.23	58.65	374	459	3,967	2,326
2022-02-24	$51.73	$50.00	69.2%	19.8%	69.2%	53.0%	69.4%	13.5%	-4.4%	122.4K	-2.5M	-50.2K	0.50	61.37	1,023	512	4,016	2,379
2022-02-25	$54.56	$50.00	61.2%	17.6%	69.7%	33.8%	62.9%	10.4%	-1.2%	114.7K	-3.2M	-50.6K	1.33	60.13	442	587	3,592	2,440
2022-02-28	$54.36	$50.00	65.8%	18.9%	57.7%	44.9%	67.2%	9.7%	1.6%	104.0K	-3.0M	-49.7K	1.00	62.84	510	508	3,556	2,433