CALX Options History — October 2022

In October 2022, CALX traded between $57.91 and $73.97. ATM implied volatility averaged 64.3%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 10.4% (HV 20d: 53.9%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2022-10-24: Highest Volume — 3,914 contracts
  • 2022-10-25: Largest IV drop — 21.8% change
  • 2022-10-24: Highest IV Rank — 62.0%
  • 2022-10-24: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$63.47$57.91$73.97$61.67$73.97
Max Pain$58.57$55.00$60.00$55.00$60.00
ATM IV64.3%54.5%75.5%64.3%55.7%
Expected Move18.7%15.6%21.6%18.4%16.0%
HV 20d53.9%41.3%75.0%42.2%71.9%
HV 60d54.8%46.6%57.2%56.6%57.2%
IV Rank37.2%13.2%62.0%37.3%15.8%
IV Percentile53.7%9.9%94.4%57.9%17.9%
Term Structure-3.7%-9.4%6.3%3.1%-1.9%
VWIV67.8%54.4%84.0%60.6%57.6%
Skew 25d9.9%6.4%13.1%10.1%6.5%
Skew 10d19.8%11.0%33.8%17.1%12.1%
Call IV 25d61.0%52.0%70.9%56.8%53.8%
Put IV 25d70.9%59.3%83.8%66.9%60.3%
Bid-Ask Spread %55.1037.8668.9346.4637.86
Gamma HHI0.270.190.570.290.21
Net GEX398.0K166.1K639.9K241.5K447.7K
Net DEX-12.2M-23.8M-5.9M-9.4M-23.8M
Net VEX-32.2K-37.4K-22.7K-33.4K-31.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.123.920.200.81
Total Volume1,459.9524073,9141,6391,612
Total OI8,194.2385,88110,4955,88110,495

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$61.67$55.0064.3%18.4%42.2%37.3%60.6%10.1%3.1%241.5K-9.4M-33.4K0.2046.461,3682713,7402,141
2022-10-04$62.05$55.0061.8%17.7%41.3%31.8%58.1%8.4%4.6%302.5K-10.4M-35.2K0.2341.081,0502394,0672,191
2022-10-05$61.14$55.0059.1%16.9%41.6%26.0%54.4%8.9%6.3%345.2K-9.4M-34.3K0.1246.731,9452404,2682,202
2022-10-06$63.13$60.0054.9%17.9%42.8%16.7%66.2%11.5%-4.3%455.6K-12.0M-35.9K0.3458.677252504,7932,209
2022-10-07$60.38$60.0059.1%18.7%45.9%26.0%66.8%11.8%-6.0%427.3K-9.0M-35.4K0.5459.374592485,2592,214
2022-10-10$58.50$60.0066.1%19.9%47.1%41.3%73.3%13.1%-6.6%333.0K-6.4M-32.1K0.8164.873783055,2892,215
2022-10-11$57.91$55.0067.0%19.8%44.6%43.4%72.8%11.2%-6.5%325.3K-5.9M-31.5K0.8559.993593055,3912,225
2022-10-12$60.58$55.0070.8%20.3%46.7%51.6%72.3%12.7%-7.0%470.1K-9.7M-32.2K0.8459.764513775,3822,217
2022-10-13$61.82$55.0072.5%20.8%46.1%55.5%77.1%12.7%-7.9%553.0K-11.6M-33.9K1.0562.183723905,5122,326
2022-10-14$57.93$60.0071.2%20.4%51.6%52.5%77.9%10.3%-7.0%324.9K-6.1M-29.9K1.6164.272574135,5272,376
2022-10-17$59.87$60.0070.7%20.3%52.9%51.5%81.0%10.4%-7.5%455.2K-8.2M-27.5K1.7161.222193755,5092,464
2022-10-18$61.22$60.0072.3%20.7%52.8%55.0%75.3%11.1%-9.4%570.4K-10.4M-26.8K0.6668.933592385,5022,550
2022-10-19$59.91$60.0071.9%20.6%53.2%54.1%74.2%9.3%-7.4%479.6K-7.9M-24.8K1.2564.891812265,4052,535
2022-10-20$60.00$60.0066.7%19.1%53.2%42.8%70.3%10.0%-3.7%639.9K-8.0M-22.7K0.7757.812,2081,7045,4022,534
2022-10-21$61.62$60.0066.8%19.2%52.2%43.0%69.9%8.7%-5.1%166.1K-14.1M-33.1K1.2558.661,3071,6316,4593,954
2022-10-24$60.78$60.0075.5%21.6%52.6%62.0%84.0%12.9%-8.3%216.0K-7.7M-37.4K3.9244.107963,1184,1332,818
2022-10-25$71.15$60.0059.0%16.9%75.0%25.8%62.3%6.4%-2.1%355.0K-19.9M-35.7K1.1646.161,2191,4174,4745,678
2022-10-26$73.81$60.0055.7%16.0%74.6%18.5%58.2%7.6%0.3%386.3K-22.3M-34.1K0.6947.138035564,5705,395
2022-10-27$72.73$60.0054.9%15.7%72.6%16.7%57.6%6.7%-1.0%433.9K-22.1M-33.7K1.1652.165526394,7525,520
2022-10-28$72.76$60.0054.5%15.6%72.1%13.2%54.4%7.3%-0.3%429.6K-21.8M-34.6K0.9954.875515464,8135,573
2022-10-31$73.97$60.0055.7%16.0%71.9%15.8%57.6%6.5%-1.9%447.7K-23.8M-31.7K0.8137.868937194,8685,627