CALX Options History — April 2022

In April 2022, CALX traded between $37.44 and $42.35. ATM implied volatility averaged 70.4%, placing in the 51.9% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 1.8% (HV 20d: 68.6%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.63.

Notable Days

  • 2022-04-25: Highest Volume — 3,714 contracts
  • 2022-04-11: Largest IV spike — 52.4% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-25: Largest Expected Move — 24.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.52$37.44$42.35$41.44$39.97
Max Pain$40.50$40.00$45.00$45.00$40.00
ATM IV70.4%57.2%92.8%57.2%70.9%
Expected Move20.3%18.7%24.5%19.3%20.3%
HV 20d68.6%64.5%76.7%67.1%67.5%
HV 60d69.0%63.5%72.0%71.0%64.4%
IV Rank51.9%24.2%100.0%24.2%51.9%
IV Percentile81.9%44.8%100.0%44.8%86.5%
Term Structure-7.8%-13.6%10.3%10.3%-5.0%
VWIV72.4%65.3%84.5%76.0%69.5%
Skew 25d8.1%4.4%12.9%5.8%5.9%
Skew 10d18.6%7.8%29.2%11.0%18.8%
Call IV 25d66.8%54.8%80.0%54.8%64.9%
Put IV 25d74.9%60.6%92.6%60.6%70.8%
Bid-Ask Spread %51.1431.1274.6144.7274.61
Gamma HHI0.200.110.350.120.33
Net GEX-4.8K-51.3K135.3K-49.9K91.6K
Net DEX2.5M-2.1M4.6M3.6M-190.7K
Net VEX-31.9K-41.4K-27.4K-31.6K-37.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.630.392.972.851.11
Total Volume1,196.92063,7141,0971,024
Total OI5,288.53,9506,9205,0276,920

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$41.44$45.0057.2%19.3%67.1%24.2%76.0%5.8%10.3%-49.9K3.6M-31.6K2.8544.722858122,4512,576
2022-04-04$42.35$40.0058.1%18.9%67.9%26.3%66.4%8.1%-8.1%-51.3K3.2M-32.0K2.0547.264018232,4622,582
2022-04-05$41.00$45.0058.3%19.1%68.3%26.8%72.3%6.9%-9.3%-38.3K3.6M-31.5K1.8147.914478092,5862,597
2022-04-06$37.44$40.0067.7%19.2%71.7%49.5%73.5%8.7%-5.0%-35.0K4.5M-27.4K2.7251.223208692,6312,603
2022-04-07$40.04$40.0068.3%20.2%76.7%51.0%75.8%11.5%-10.2%-43.7K3.7M-31.9K2.9742.963028982,6312,749
2022-04-08$38.57$40.0060.9%19.2%73.2%33.0%73.6%5.8%-7.8%-44.2K4.3M-29.6K2.9059.133289512,6532,774
2022-04-11$37.57$40.0092.8%20.7%71.0%100.0%68.1%10.7%-12.7%-41.6K4.6M-27.8K2.3941.503217662,6782,798
2022-04-12$38.99$40.0073.7%20.2%71.7%58.2%71.0%8.2%-12.2%-34.3K4.1M-29.5K1.2039.526728072,6882,781
2022-04-13$40.35$40.0069.1%19.8%69.1%48.0%67.2%9.4%-10.8%-29.7K3.8M-31.1K1.0950.746567142,9072,799
2022-04-14$38.89$40.0071.4%20.5%68.9%52.9%71.9%9.0%-9.1%-4.2K4.2M-30.2K1.1057.446086692,9432,803
2022-04-18$38.69$40.0076.2%21.8%67.7%63.5%71.8%4.4%-10.8%-25.9K2.3M-30.1K0.7648.956434891,7602,190
2022-04-19$39.62$40.0071.8%20.6%67.1%54.0%72.8%4.8%-7.2%-20.4K2.0M-31.2K0.9050.865444891,8902,193
2022-04-20$39.64$40.0073.5%21.1%66.1%57.7%75.7%4.5%-9.3%-17.0K2.0M-30.6K1.5256.103094701,9372,193
2022-04-21$38.24$40.0074.0%21.2%64.6%58.7%76.1%7.3%-9.9%-22.0K2.3M-29.7K1.5155.913204831,9412,207
2022-04-22$37.63$40.0077.6%22.2%64.5%66.6%79.4%5.1%-13.6%-19.6K2.4M-28.7K1.3838.492893991,9762,208
2022-04-25$39.68$40.0085.5%24.5%67.8%83.9%84.5%12.6%-13.3%-10.2K1.6M-31.6K0.3931.122,6771,0371,9832,210
2022-04-26$38.48$40.0065.3%18.7%68.3%39.6%71.7%11.8%-2.0%77.1K662.4K-36.3K1.1256.565105704,0082,713
2022-04-27$39.72$40.0068.8%19.7%66.4%47.4%66.3%12.9%-5.0%87.4K-31.9K-37.9K1.7558.97751314,1222,755
2022-04-28$42.02$40.0067.4%19.3%67.0%44.1%65.3%8.6%-4.1%135.3K-2.1M-41.4K1.0168.855095124,1682,704
2022-04-29$39.97$40.0070.9%20.3%67.5%51.9%69.5%5.9%-5.0%91.6K-190.7K-37.3K1.1174.614855394,1482,772