CALX Options History — May 2022

In May 2022, CALX traded between $33.18 and $41.22. ATM implied volatility averaged 71.3%, placing in the 52.8% IV rank vs the trailing year. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 2.4% (HV 20d: 68.9%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.95.

Notable Days

  • 2022-05-02: Highest Volume — 1,586 contracts
  • 2022-05-09: Largest IV spike — 21.2% change
  • 2022-05-10: Highest IV Rank — 84.0%
  • 2022-05-11: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.25$33.18$41.22$41.21$37.20
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV71.3%61.0%85.5%72.2%71.4%
Expected Move20.0%17.5%21.6%20.7%20.5%
HV 20d68.9%57.7%76.4%66.9%71.9%
HV 60d67.2%64.5%70.0%64.7%67.7%
IV Rank52.8%30.1%84.0%54.7%53.1%
IV Percentile83.5%56.0%98.0%90.5%85.3%
Term Structure-3.0%-9.8%3.4%-3.8%-6.0%
VWIV73.9%63.1%82.2%71.6%68.9%
Skew 25d8.8%3.1%12.8%8.7%9.2%
Skew 10d17.2%8.2%27.0%23.9%17.8%
Call IV 25d67.0%60.7%75.1%67.8%64.9%
Put IV 25d75.8%68.4%82.8%76.4%74.1%
Bid-Ask Spread %57.5735.0179.3866.3335.01
Gamma HHI0.390.190.930.300.20
Net GEX-63.2K-696.4K111.7K111.7K-22.2K
Net DEX2.9M-1.3M4.7M-1.3M2.7M
Net VEX-26.0K-39.6K-19.1K-39.6K-22.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.571.620.570.74
Total Volume9386621,5861,586954
Total OI5,888.6673,8506,9656,9653,924

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$41.21$40.0072.2%20.7%66.9%54.7%71.6%8.7%-3.8%111.7K-1.3M-39.6K0.5766.331,0115754,1592,806
2022-05-03$40.90$40.0069.5%19.9%66.5%48.8%71.3%7.6%-3.5%72.4K-391-36.0K1.2873.844485733,7602,824
2022-05-04$41.22$40.0066.5%19.1%65.5%42.3%73.8%11.9%-4.0%68.9K113.3K-35.2K1.2779.384415623,7632,825
2022-05-05$38.28$40.0070.5%18.7%62.6%51.0%72.9%6.7%-0.4%13.9K2.0M-31.4K1.3451.654185603,7602,826
2022-05-06$37.79$40.0069.6%18.9%57.7%49.1%75.8%9.4%0.2%10.1K2.2M-31.1K1.1044.484434873,7732,825
2022-05-09$34.52$40.0084.4%20.9%64.6%81.5%81.6%12.8%-2.0%-34.1K3.6M-26.4K0.9750.454344233,7632,828
2022-05-10$34.81$40.0085.5%20.9%64.3%84.0%82.2%12.8%-3.4%-41.7K3.8M-26.0K0.9054.194804313,7642,833
2022-05-11$34.06$40.0075.3%21.6%62.7%61.5%82.0%5.4%-4.7%-57.9K4.2M-24.0K0.7853.104923863,7952,839
2022-05-12$33.18$40.0073.4%21.0%61.1%57.4%79.1%3.1%3.4%-56.0K4.4M-23.5K0.7852.285184033,8022,822
2022-05-13$35.77$40.0074.5%21.4%67.1%59.8%76.9%9.1%-5.7%-51.3K3.6M-25.7K0.7947.565124063,8412,843
2022-05-16$33.61$40.0070.1%20.1%70.2%50.2%78.4%7.8%-5.5%-91.0K4.5M-22.9K0.7963.975364223,8722,845
2022-05-17$35.59$40.0066.4%19.0%73.1%42.1%73.9%12.1%-2.3%-99.6K3.7M-24.8K0.8561.395004243,8942,846
2022-05-18$34.28$40.0068.8%19.7%74.0%47.3%74.1%8.0%-3.0%-148.4K4.7M-22.0K0.8260.665054133,9242,846
2022-05-19$35.76$40.0071.0%20.4%75.1%52.1%75.0%8.6%-4.5%-202.3K3.7M-23.9K0.8661.414644013,9262,847
2022-05-20$34.80$40.0070.0%20.1%75.5%50.1%74.0%6.2%-1.6%-696.4K4.6M-21.5K1.6267.114717613,9352,845
2022-05-23$34.52$40.0067.8%19.4%72.4%45.1%69.7%9.2%0.4%-22.5K3.0M-20.8K1.0464.683453581,8741,976
2022-05-24$33.39$40.0073.2%21.0%72.6%56.9%75.6%9.3%-9.8%-20.4K3.3M-19.1K1.0561.473233391,9371,980
2022-05-25$35.80$40.0067.8%19.4%76.4%45.1%67.4%8.7%-3.2%-20.5K2.8M-22.4K0.7652.994453371,9241,987
2022-05-26$36.79$40.0068.1%19.5%74.0%45.8%65.3%10.1%-3.3%-19.8K2.7M-23.0K0.8155.084473641,9371,987
2022-05-27$37.70$40.0061.0%17.5%72.9%30.1%63.1%7.6%-0.9%-19.8K2.5M-23.8K0.9251.984624241,9271,978
2022-05-31$37.20$40.0071.4%20.5%71.9%53.1%68.9%9.2%-6.0%-22.2K2.7M-22.6K0.7435.015474071,9341,990