CALX Options History — October 2023

In October 2023, CALX traded between $32.42 and $45.88. ATM implied volatility averaged 46.2%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 3.9% (HV 20d: 42.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 2.72.

Notable Days

  • 2023-10-24: Highest Volume — 11,299 contracts
  • 2023-10-11: Largest IV spike — 27.0% change
  • 2023-10-19: Highest IV Rank — 50.8%
  • 2023-10-19: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.30$32.42$45.88$45.55$33.13
Max Pain$43.86$40.00$45.00$45.00$40.00
ATM IV46.2%33.7%58.7%39.0%40.1%
Expected Move13.8%10.8%16.8%11.2%11.5%
HV 20d42.3%20.4%80.5%20.4%80.5%
HV 60d39.0%31.6%54.5%31.6%53.7%
IV Rank27.2%3.4%50.8%13.4%15.5%
IV Percentile43.4%1.6%84.5%12.7%22.2%
Term Structure-4.2%-16.0%8.8%5.6%-0.6%
VWIV48.5%37.7%60.7%38.8%40.7%
Skew 25d4.5%-0.4%18.5%18.5%1.9%
Skew 10d7.2%-8.2%37.0%37.0%-5.2%
Call IV 25d47.9%37.4%59.4%37.4%41.5%
Put IV 25d52.3%39.8%65.7%55.9%43.4%
Bid-Ask Spread %41.958.5587.8087.8023.52
Gamma HHI0.310.220.690.270.23
Net GEX22.5K-127.3K206.0K36.5K206.0K
Net DEX1.3M-1.4M7.0M-628.5K-89.8K
Net VEX-24.1K-48.2K-8.8K-22.1K-42.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.720.0218.438.130.17
Total Volume843.7275011,299219110
Total OI7,702.7733,84613,3985,95513,398

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$45.55$45.0039.0%11.2%20.4%13.4%38.8%18.5%5.6%36.5K-628.5K-22.1K8.1387.80241953,4162,539
2023-10-03$44.39$45.0038.9%11.1%21.4%13.3%38.9%1.6%8.2%-16.6K1.1M-20.9K0.0028.160503,4262,523
2023-10-04$44.13$45.0037.6%10.8%20.6%10.9%37.7%-0.4%8.8%-18.9K1.2M-19.6K0.9486.8262583,4262,467
2023-10-05$42.58$45.0039.7%14.1%20.8%14.8%49.3%4.4%-5.6%-65.2K2.9M-17.9K4.3962.251265533,3792,456
2023-10-06$43.45$45.0033.7%13.7%22.5%3.4%47.8%4.7%-5.1%-91.4K2.8M-18.7K3.5543.54401423,3712,679
2023-10-09$44.69$45.0039.2%14.1%25.2%14.0%49.1%3.0%-6.7%-50.2K1.2M-19.3K2.1836.15551203,3402,753
2023-10-10$45.55$45.0039.6%14.7%26.2%14.7%50.4%4.4%-8.3%-1.1K-54.4K-19.3K1.1442.331381573,3452,728
2023-10-11$45.19$45.0050.3%14.4%26.3%34.8%50.5%1.7%-7.3%9.0K178.1K-18.6K1.6930.421031743,4362,656
2023-10-12$44.38$45.0051.7%14.8%26.6%37.5%51.7%1.8%-8.8%-9.6K1.1M-18.3K0.5619.5955313,5262,620
2023-10-13$43.43$45.0053.1%15.2%27.5%40.1%52.9%3.7%-9.5%-58.2K2.4M-17.1K1.5325.3538583,5472,577
2023-10-16$45.88$45.0052.7%15.1%34.4%39.4%55.6%3.9%-16.0%57.4K-1.4M-17.2K5.3235.94221173,5712,549
2023-10-17$45.29$45.0053.8%15.4%34.7%41.5%57.2%4.8%-9.6%23.4K-442.1K-16.8K18.4361.75376823,5742,637
2023-10-18$43.72$45.0057.7%16.5%36.6%48.8%56.2%3.9%-11.1%-77.4K2.8M-18.3K0.0244.14532103,5893,212
2023-10-19$43.89$45.0058.7%16.8%36.1%50.8%59.8%2.6%-7.4%-1.6K3.1M-19.1K0.2242.68210474,0653,211
2023-10-20$43.50$45.0053.1%15.2%36.1%40.1%52.4%7.4%-6.1%-15.0K3.7M-18.5K5.1243.97914664,2203,203
2023-10-23$42.76$45.0058.2%16.7%36.4%49.7%60.7%7.2%-8.8%-24.9K1.1M-17.1K2.3330.334531,0572,0341,812
2023-10-24$35.01$45.0048.8%14.0%78.9%32.0%49.0%7.5%-3.0%-127.3K7.0M-8.8K0.2557.149,0592,2402,3522,701
2023-10-25$33.15$40.0042.5%12.2%80.3%20.1%42.9%2.4%-1.2%175.2K637.3K-45.6K0.3152.5345313910,4532,859
2023-10-26$33.57$40.0041.5%11.9%79.9%18.3%41.9%2.9%-0.8%192.4K-683.6K-48.2K0.5226.991527910,5502,686
2023-10-27$32.42$40.0045.1%12.9%79.4%25.0%42.0%2.9%1.5%161.7K666.2K-42.7K0.2532.982526410,5892,682
2023-10-30$32.94$40.0042.3%12.1%80.2%19.8%41.1%7.1%-0.2%190.9K-131.2K-44.5K0.148.55971410,6752,629
2023-10-31$33.13$40.0040.1%11.5%80.5%15.5%40.7%1.9%-0.6%206.0K-89.8K-42.6K0.1723.52941610,7702,628