CALX Options History — February 2024

In February 2024, CALX traded between $33.03 and $35.44. ATM implied volatility averaged 36.0%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded below realized volatility by 64.9% (HV 20d: 100.9%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.57.

Notable Days

2024-02-01: Highest Volume — 1,260 contracts
2024-02-05: Largest IV spike — 10.2% change
2024-02-05: Highest IV Rank — 20.2%
2024-02-21: Largest Expected Move — 10.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.33	$33.03	$35.44	$34.62	$34.82
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	36.0%	33.6%	38.1%	36.9%	35.3%
Expected Move	10.3%	9.6%	10.8%	10.4%	10.1%
HV 20d	100.9%	38.8%	110.0%	106.0%	38.8%
HV 60d	66.5%	64.7%	67.8%	67.8%	66.1%
IV Rank	16.6%	12.5%	20.2%	18.2%	15.5%
IV Percentile	10.9%	2.0%	23.4%	13.9%	6.0%
Term Structure	7.3%	5.4%	9.6%	5.7%	9.6%
VWIV	35.7%	30.6%	38.5%	36.4%	30.6%
Skew 25d	2.6%	0.0%	13.0%	0.8%	13.0%
Skew 10d	4.3%	-3.5%	23.5%	-2.1%	20.8%
Call IV 25d	36.4%	28.3%	39.5%	37.4%	28.5%
Put IV 25d	39.0%	36.2%	41.5%	38.2%	41.5%
Bid-Ask Spread %	61.74	25.61	81.16	63.67	79.83
Gamma HHI	0.36	0.29	0.53	0.53	0.43
Net GEX	71.4K	-41.8K	151.5K	110.4K	151.5K
Net DEX	-1.2M	-3.0M	907.9K	-1.1M	-3.0M
Net VEX	-20.2K	-25.0K	-16.0K	-24.7K	-19.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.03	3.54	0.38	0.06
Total Volume	330.8	70	1,260	1,260	268
Total OI	10,609.5	4,725	14,600	14,303	5,384

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-02-01	$34.62	$35.00	36.9%	10.4%	106.0%	18.2%	36.4%	0.8%	5.7%	110.4K	-1.1M	-24.7K	0.38	63.67	916	344	11,387	2,916
2024-02-02	$34.68	$35.00	34.6%	9.9%	106.1%	14.2%	34.9%	0.0%	6.0%	54.1K	-788.3K	-25.0K	0.50	71.54	260	130	11,389	3,110
2024-02-05	$34.32	$35.00	38.1%	10.3%	106.0%	20.2%	35.9%	2.4%	5.5%	7.4K	127.4K	-23.3K	0.30	74.97	376	114	11,350	3,180
2024-02-06	$33.86	$35.00	37.5%	10.1%	105.1%	19.2%	35.6%	2.0%	5.4%	-24.5K	907.9K	-22.1K	0.32	68.08	151	48	11,363	3,163
2024-02-07	$33.92	$35.00	34.3%	9.8%	105.2%	13.7%	35.1%	0.4%	5.9%	-30.1K	886.5K	-22.0K	0.07	62.89	103	7	11,415	3,185
2024-02-08	$34.30	$35.00	34.7%	10.0%	105.5%	14.4%	35.1%	2.2%	6.9%	-32.1K	67.4K	-22.4K	0.39	75.02	157	62	11,411	3,115
2024-02-09	$34.63	$35.00	33.6%	9.6%	105.7%	12.5%	33.8%	1.1%	8.1%	-41.8K	-409.7K	-21.9K	3.54	56.50	193	684	11,389	3,098
2024-02-12	$35.44	$35.00	34.1%	9.8%	106.3%	13.3%	34.5%	1.6%	8.2%	68.7K	-2.6M	-20.0K	1.66	55.64	160	266	11,349	2,617
2024-02-13	$33.16	$35.00	36.5%	10.5%	107.9%	17.4%	36.6%	1.8%	6.9%	62.1K	696.4K	-16.2K	0.21	66.81	343	72	11,382	2,455
2024-02-14	$34.69	$35.00	36.0%	10.3%	109.9%	16.5%	36.1%	2.5%	8.8%	89.7K	-1.7M	-19.5K	0.42	25.61	322	135	11,529	2,466
2024-02-15	$34.70	$35.00	36.3%	10.4%	109.5%	17.0%	36.3%	3.1%	6.8%	102.5K	-1.7M	-19.3K	0.32	67.15	78	25	11,619	2,454
2024-02-16	$34.04	$35.00	35.9%	10.3%	109.4%	16.4%	37.2%	0.3%	7.9%	92.7K	-59.8K	-17.9K	2.01	68.28	79	159	11,634	2,438
2024-02-20	$33.03	$35.00	37.1%	10.6%	108.6%	18.4%	33.0%	1.0%	7.3%	74.6K	-730.6K	-16.0K	0.17	57.73	162	28	3,480	1,245
2024-02-21	$33.58	$35.00	37.8%	10.8%	109.1%	19.7%	38.2%	0.4%	6.1%	88.3K	-1.2M	-16.7K	0.16	81.16	344	55	3,506	1,255
2024-02-22	$34.38	$35.00	36.3%	10.4%	109.9%	17.0%	35.2%	2.8%	7.2%	121.4K	-2.3M	-19.1K	0.29	70.11	142	41	3,783	1,261
2024-02-23	$34.45	$35.00	35.6%	10.2%	110.0%	16.0%	37.9%	0.3%	8.4%	127.8K	-2.5M	-20.1K	0.03	36.03	68	2	3,907	1,290
2024-02-26	$34.44	$35.00	36.8%	10.6%	110.0%	18.0%	38.5%	1.6%	8.2%	129.3K	-2.4M	-19.3K	0.49	27.35	47	23	3,899	1,290
2024-02-27	$34.72	$35.00	36.5%	10.5%	109.6%	17.5%	36.6%	2.0%	8.3%	136.2K	-2.7M	-19.5K	0.04	54.20	67	3	3,925	1,306
2024-02-28	$34.82	$35.00	36.3%	10.4%	38.8%	17.2%	36.3%	13.0%	8.6%	140.4K	-2.8M	-19.4K	0.07	72.27	170	12	3,936	1,309
2024-02-29	$34.82	$35.00	35.3%	10.1%	38.8%	15.5%	30.6%	13.0%	9.6%	151.5K	-3.0M	-19.8K	0.06	79.83	253	15	4,071	1,313