CALX Options History — August 2022

In August 2022, CALX traded between $53.58 and $61.72. ATM implied volatility averaged 53.4%, placing in the 13.5% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded below realized volatility by 10.1% (HV 20d: 63.5%). Max pain ranged from $40.00 to $55.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 20 of 23 days. Put/call ratio averaged 1.93.

Notable Days

  • 2022-08-12: Highest Volume — 2,863 contracts
  • 2022-08-10: Largest IV drop — 14.2% change
  • 2022-08-09: Highest IV Rank — 22.7%
  • 2022-08-31: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.82$53.58$61.72$57.75$59.40
Max Pain$53.04$40.00$55.00$40.00$55.00
ATM IV53.4%49.0%57.6%54.9%56.0%
Expected Move15.3%14.0%16.0%15.7%16.0%
HV 20d63.5%45.7%72.8%72.3%53.4%
HV 60d64.7%61.7%71.2%71.2%63.1%
IV Rank13.5%3.8%22.7%16.8%19.1%
IV Percentile15.1%2.0%30.2%19.4%23.4%
Term Structure2.6%-0.9%6.2%-0.9%0.2%
VWIV54.4%48.6%59.3%56.0%55.2%
Skew 25d8.0%6.2%9.2%8.6%6.3%
Skew 10d17.4%10.9%26.1%15.4%15.7%
Call IV 25d49.9%46.6%53.3%53.2%52.4%
Put IV 25d57.9%54.7%61.7%61.7%58.6%
Bid-Ask Spread %44.7829.6864.0529.6839.92
Gamma HHI0.410.310.550.500.35
Net GEX357.9K224.2K712.1K449.0K297.2K
Net DEX-29.5M-43.0M-7.3M-39.6M-10.5M
Net VEX-38.1K-46.1K-33.8K-42.2K-33.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.930.0130.330.421.12
Total Volume615.696192,8631,358492
Total OI10,554.3484,90513,99612,7295,280

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$57.75$40.0054.9%15.7%72.3%16.8%56.0%8.6%-0.9%449.0K-39.6M-42.2K0.4229.689593998,6304,099
2022-08-02$58.10$40.0055.1%15.8%72.2%17.3%59.0%9.0%-0.3%447.5K-39.9M-45.3K0.4260.889393948,7914,185
2022-08-03$57.85$40.0052.8%15.1%72.8%12.2%59.3%8.0%0.9%458.1K-39.3M-46.1K0.4434.799454138,8214,278
2022-08-04$58.46$55.0052.6%15.1%67.3%11.6%56.1%9.2%2.5%401.5K-41.7M-41.0K0.4939.468524178,8274,278
2022-08-05$58.72$55.0051.8%15.0%67.3%9.9%56.3%8.4%2.4%419.9K-41.1M-43.0K0.6138.588545188,8284,309
2022-08-08$57.36$55.0056.4%16.0%68.6%20.0%56.2%8.5%0.9%437.2K-40.2M-38.7K0.4636.121,0945068,8324,368
2022-08-09$57.10$55.0057.6%15.8%66.4%22.7%53.2%8.4%4.6%446.9K-39.7M-39.0K30.3349.1861828,8504,485
2022-08-10$58.73$55.0049.4%14.2%66.5%4.7%52.6%9.0%3.2%275.5K-43.0M-35.1K0.6553.9498648,8554,634
2022-08-11$56.36$55.0054.4%15.6%68.1%15.8%57.2%6.8%2.3%425.8K-39.0M-36.9K0.0938.50477438,9044,647
2022-08-12$56.97$55.0053.9%15.5%68.0%14.6%52.8%6.2%4.8%349.3K-39.4M-35.0K0.0148.672,832318,6874,654
2022-08-15$57.02$55.0054.4%15.6%67.4%15.7%52.9%9.2%3.3%442.7K-39.9M-40.3K0.8634.0922199,2424,656
2022-08-16$57.12$55.0053.2%15.2%64.2%12.9%54.7%8.8%4.9%302.8K-40.6M-38.2K0.7347.911189,2434,661
2022-08-17$53.58$55.0052.3%15.0%68.1%11.0%53.8%7.1%6.2%712.1K-31.1M-41.6K1.2964.0548629,2454,656
2022-08-18$57.96$55.0049.5%14.2%71.5%4.9%49.5%9.2%6.0%246.1K-42.5M-36.2K0.0346.5015549,2554,676
2022-08-19$57.68$55.0049.0%14.0%69.9%3.8%56.1%8.5%5.6%224.2K-42.3M-36.4K0.5239.263601889,3194,677
2022-08-22$56.25$55.0054.8%15.7%70.2%16.5%52.8%8.2%2.8%246.1K-7.3M-36.2K0.3958.2259233,2691,636
2022-08-23$56.71$55.0054.7%15.7%52.7%16.2%55.0%7.9%3.3%264.1K-8.0M-36.5K2.2644.2534773,3561,637
2022-08-24$58.00$55.0049.6%14.2%45.7%5.1%50.2%8.6%4.3%267.1K-9.1M-36.3K0.2249.7345103,3851,692
2022-08-25$61.72$55.0051.4%14.7%49.7%9.1%48.6%7.6%1.7%252.9K-12.7M-34.3K1.6334.72971583,3971,698
2022-08-26$58.82$55.0053.5%15.3%52.9%13.7%54.3%6.5%1.4%286.4K-10.2M-36.3K0.4044.39119483,5191,750
2022-08-29$59.52$55.0055.6%15.9%52.9%18.3%55.2%6.8%-0.9%282.6K-10.7M-34.7K0.6752.9336243,5051,763
2022-08-30$58.65$55.0055.4%15.9%53.2%17.8%55.1%6.7%1.1%297.8K-9.8M-34.3K0.3044.063093,5081,763
2022-08-31$59.40$55.0056.0%16.0%53.4%19.1%55.2%6.3%0.2%297.2K-10.5M-33.8K1.1239.922322603,5111,769