CALX Options History — April 2024

In April 2024, CALX traded between $27.90 and $32.37. ATM implied volatility averaged 47.2%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 18.3% (HV 20d: 28.9%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.09.

Notable Days

  • 2024-04-23: Highest Volume — 1,635 contracts
  • 2024-04-08: Largest IV spike — 61.1% change
  • 2024-04-22: Highest IV Rank — 71.3%
  • 2024-04-22: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.09$27.90$32.37$32.37$27.98
Max Pain$32.50$30.00$35.00$35.00$30.00
ATM IV47.2%29.6%65.4%37.5%32.7%
Expected Move14.2%8.5%18.7%10.8%9.4%
HV 20d28.9%25.5%32.9%30.9%30.9%
HV 60d61.2%33.8%68.0%67.1%33.8%
IV Rank37.3%6.0%71.3%19.2%11.7%
IV Percentile51.7%0.4%97.6%25.0%1.6%
Term Structure-3.9%-17.5%25.7%16.1%-3.6%
VWIV49.4%27.3%65.3%38.2%27.9%
Skew 25d1.9%-4.8%5.3%-1.9%2.0%
Skew 10d6.4%-5.4%30.6%0.3%9.6%
Call IV 25d49.9%32.1%64.2%38.4%37.7%
Put IV 25d51.8%33.7%67.4%36.5%39.7%
Bid-Ask Spread %75.0453.6391.0479.5882.50
Gamma HHI0.360.290.530.380.30
Net GEX1.9K-83.7K64.3K64.3K5.4K
Net DEX732.6K-235.1K1.8M-97.2K886.8K
Net VEX-12.5K-15.1K-9.2K-13.6K-11.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.076.691.041.00
Total Volume318.864331,635232122
Total OI5,206.6363,7455,7324,5965,732

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$32.37$35.0037.5%10.8%30.9%19.2%38.2%-1.9%16.1%64.3K-97.2K-13.6K1.0479.581141183,2361,360
2024-04-02$32.02$35.0031.7%9.1%30.6%9.2%27.3%-4.8%24.4%39.1K268.1K-12.9K0.8587.0899843,2391,421
2024-04-03$32.08$35.0033.5%9.6%30.7%12.2%30.1%5.3%25.7%54.5K108.7K-13.4K1.3591.04981323,2951,465
2024-04-04$31.28$35.0039.4%15.4%27.1%22.3%55.3%2.9%-5.8%33.2K434.6K-13.6K6.6982.25392613,3301,528
2024-04-05$31.16$35.0039.2%16.5%25.5%22.0%57.0%2.2%-8.2%-261709.4K-13.9K0.0774.93352243,3281,755
2024-04-08$31.74$35.0063.1%16.5%27.0%62.9%58.2%0.1%-11.3%33.8K-38.8K-15.1K0.4372.1563273,4301,757
2024-04-09$32.29$35.0037.4%16.7%27.7%19.0%57.4%1.7%3.1%40.3K-235.1K-14.7K1.2177.4924293,4461,782
2024-04-10$31.53$35.0057.8%16.6%28.5%53.9%58.4%0.4%-9.8%14.3K337.0K-14.1K0.2772.822673,4581,792
2024-04-11$31.55$35.0057.6%16.5%27.8%53.5%57.4%2.2%-10.8%335403.3K-13.5K0.5473.11110593,4631,799
2024-04-12$30.39$35.0058.4%16.7%29.4%58.6%56.4%3.9%-12.7%-39.0K1.1M-13.3K0.2168.06138293,5551,819
2024-04-15$29.68$35.0059.9%17.2%27.4%61.3%59.9%2.9%-11.3%-51.0K1.1M-12.3K0.4767.24178833,6771,695
2024-04-16$29.55$30.0062.8%18.0%27.4%66.6%62.6%2.9%-17.5%-53.7K1.1M-12.7K0.5572.1062343,8011,700
2024-04-17$29.33$30.0063.1%18.1%26.1%67.1%63.2%0.5%-13.1%-53.3K1.3M-12.4K0.4272.8052223,8251,719
2024-04-18$29.52$30.0062.7%18.0%26.6%66.4%62.9%0.3%-11.5%-83.7K1.3M-12.2K2.2674.4234773,8321,719
2024-04-19$29.18$30.0062.5%17.9%26.1%66.1%62.9%1.7%-15.5%14.7K1.8M-11.1K1.9470.3848933,8401,736
2024-04-22$29.61$30.0065.4%18.7%26.2%71.3%65.3%3.2%-16.5%20.0K426.3K-11.6K0.3553.631,1403992,4501,295
2024-04-23$27.90$30.0037.5%10.8%32.4%20.5%38.6%2.3%-2.2%6.3K1.4M-9.2K1.5461.116449913,3601,666
2024-04-24$28.13$30.0035.6%10.2%32.9%17.0%38.2%3.9%-0.6%-11.0K1.2M-10.9K1.9077.151813433,4472,052
2024-04-25$28.12$30.0029.6%8.5%31.0%6.0%37.8%2.8%-1.1%-2.2K1.0M-11.1K0.1582.67155233,4802,011
2024-04-26$28.41$30.0034.3%9.8%31.7%14.5%33.7%5.0%-0.6%7.1K843.2K-11.4K0.0778.10331233,5491,991
2024-04-29$28.18$30.0036.8%10.5%30.9%19.1%37.1%1.3%-3.2%2.9K905.6K-11.5K0.6080.2392553,7331,978
2024-04-30$27.98$30.0032.7%9.4%30.9%11.7%27.9%2.0%-3.6%5.4K886.8K-11.6K1.0082.5061613,7521,980