CALX Options History — June 2022

In June 2022, CALX traded between $31.97 and $39.77. ATM implied volatility averaged 65.1%, placing in the 39.2% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 0.4% (HV 20d: 65.4%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.70.

Notable Days

  • 2022-06-27: Highest Volume — 1,001 contracts
  • 2022-06-17: Largest IV drop — 11.6% change
  • 2022-06-16: Highest IV Rank — 58.1%
  • 2022-06-16: Largest Expected Move — 21.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.83$31.97$39.77$37.34$34.12
Max Pain$44.76$40.00$45.00$40.00$45.00
ATM IV65.1%58.3%73.7%69.5%62.4%
Expected Move18.4%16.7%21.1%19.9%17.9%
HV 20d65.4%58.9%75.8%71.9%61.1%
HV 60d66.9%65.2%68.9%67.7%65.5%
IV Rank39.2%24.2%58.1%48.8%33.2%
IV Percentile64.6%42.9%92.1%79.8%55.2%
Term Structure2.4%-5.6%6.9%-5.6%5.8%
VWIV64.2%58.6%71.2%67.1%62.8%
Skew 25d9.0%3.8%13.9%8.6%3.8%
Skew 10d18.1%10.3%28.0%15.1%20.0%
Call IV 25d61.5%55.8%67.9%64.0%63.2%
Put IV 25d70.5%64.8%79.3%72.5%67.0%
Bid-Ask Spread %81.4041.8290.0141.8288.42
Gamma HHI0.210.160.310.180.31
Net GEX-25.0K-34.3K-16.5K-19.6K-34.1K
Net DEX2.9M2.0M3.6M2.6M3.4M
Net VEX-20.1K-26.0K-15.8K-23.6K-16.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.700.471.620.711.62
Total Volume884.6197451,001959745
Total OI4,009.8573,7244,1744,0793,932

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$37.34$40.0069.5%19.9%71.9%48.8%67.1%8.6%-5.6%-19.6K2.6M-23.6K0.7141.825603992,0772,002
2022-06-02$39.77$45.0063.7%17.3%75.8%36.1%64.2%7.3%2.9%-16.5K2.0M-26.0K0.6575.375573622,0791,996
2022-06-03$38.16$45.0063.0%17.1%72.4%34.6%62.7%9.6%3.3%-21.1K2.4M-24.1K0.6176.245523342,0642,019
2022-06-06$37.62$45.0062.2%17.0%72.5%32.8%61.9%10.0%3.1%-24.3K2.7M-23.1K0.5578.335933282,0752,036
2022-06-07$38.60$45.0064.5%16.7%64.6%37.9%60.4%9.5%4.2%-21.9K2.3M-24.4K0.6777.075673812,0872,038
2022-06-08$38.56$45.0058.3%16.7%64.6%24.2%63.3%7.5%3.8%-18.8K2.3M-23.5K0.7179.605684032,0861,986
2022-06-09$36.89$45.0063.2%18.1%66.3%35.0%58.6%12.2%2.8%-24.9K2.8M-20.9K0.6185.385633462,0861,993
2022-06-10$35.68$45.0065.8%18.9%66.8%40.8%62.4%5.0%-0.3%-26.6K3.0M-20.5K0.6085.115583372,0832,006
2022-06-13$33.52$45.0067.7%19.4%65.1%44.8%67.6%11.4%-1.9%-26.5K3.3M-18.6K0.6185.585863582,0932,016
2022-06-14$33.89$45.0068.6%19.7%61.4%46.9%63.8%11.7%-0.3%-26.3K3.5M-17.8K0.6983.075393712,1252,046
2022-06-15$35.00$45.0071.3%20.4%58.9%52.8%71.2%13.0%-4.1%-30.7K3.2M-19.4K0.6390.015343392,1252,049
2022-06-16$31.97$45.0073.7%21.1%65.9%58.1%68.2%9.9%-0.5%-25.0K3.6M-15.8K0.5981.155583282,1262,022
2022-06-17$33.13$45.0065.1%18.7%65.3%39.3%65.9%5.8%4.7%-21.9K3.3M-17.5K0.6283.835303292,1511,989
2022-06-21$34.30$45.0064.0%18.4%66.1%36.8%62.2%13.9%4.4%-24.2K3.2M-16.5K0.4787.785332521,9131,811
2022-06-22$35.28$45.0061.8%17.7%66.8%31.9%63.9%8.5%6.9%-24.8K3.1M-17.5K0.4888.205242531,9671,821
2022-06-23$35.95$45.0066.4%19.0%65.8%42.0%70.5%12.2%5.4%-22.6K2.8M-19.1K0.4783.985192431,9781,823
2022-06-24$36.38$45.0063.7%18.3%61.1%36.0%60.2%8.5%4.6%-23.8K2.7M-19.3K0.4978.335232561,9851,824
2022-06-27$36.41$45.0064.5%18.5%60.3%37.9%63.9%10.7%4.5%-24.1K2.6M-19.6K0.8485.495454561,9801,820
2022-06-28$35.07$45.0064.2%18.4%60.9%37.2%64.6%4.7%4.9%-32.4K3.0M-18.7K0.8787.725294612,0041,943
2022-06-29$34.83$45.0063.3%18.1%60.8%35.2%63.6%6.2%2.4%-34.3K3.3M-18.4K1.1686.813974612,0041,947
2022-06-30$34.12$45.0062.4%17.9%61.1%33.2%62.8%3.8%5.8%-34.1K3.4M-16.9K1.6288.422844612,0081,924