CALX Options History — June 2024

In June 2024, CALX traded between $34.45 and $36.35. ATM implied volatility averaged 38.9%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 13.8% (HV 20d: 25.1%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.93.

Notable Days

2024-06-24: Highest Volume — 266 contracts
2024-06-10: Largest IV spike — 68.0% change
2024-06-14: Highest IV Rank — 54.6%
2024-06-14: Largest Expected Move — 15.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.48	$34.45	$36.35	$35.85	$35.28
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	38.9%	20.7%	53.7%	29.5%	42.8%
Expected Move	11.6%	8.4%	15.4%	8.4%	12.3%
HV 20d	25.1%	22.9%	26.9%	24.8%	22.9%
HV 60d	28.8%	27.9%	30.3%	30.3%	28.4%
IV Rank	30.0%	0.0%	54.6%	14.3%	36.6%
IV Percentile	47.1%	0.0%	84.9%	2.0%	69.4%
Term Structure	-0.5%	-14.4%	5.7%	5.2%	1.4%
VWIV	39.9%	23.0%	52.9%	34.7%	39.9%
Skew 25d	9.8%	-8.4%	24.1%	5.2%	-6.5%
Skew 10d	15.4%	-12.0%	29.5%	20.8%	-12.0%
Call IV 25d	35.7%	26.2%	53.6%	28.1%	43.4%
Put IV 25d	45.5%	26.5%	60.9%	33.3%	36.9%
Bid-Ask Spread %	94.52	84.01	104.71	104.71	99.23
Gamma HHI	0.39	0.34	0.59	0.37	0.40
Net GEX	113.5K	93.6K	211.4K	98.9K	136.6K
Net DEX	-3.0M	-4.0M	-1.6M	-3.5M	-2.7M
Net VEX	-14.8K	-16.2K	-13.3K	-16.2K	-13.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.93	0.00	4.40	2.40	4.40
Total Volume	57.316	2	266	68	27
Total OI	3,824.842	3,391	3,953	3,800	3,852

Daily Data (19 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
2024-06-03	$35.85	$30.00	29.5%	8.4%	24.8%	14.3%	34.7%	5.2%	5.2%	98.9K	-3.5M	-16.2K	2.40	104.71	20	48	2,359	1,441
2024-06-04	$35.52	$30.00	29.3%	8.4%	25.7%	14.1%	34.0%	-8.4%	5.5%	98.0K	-3.3M	-16.0K	1.50	95.83	8	12	2,365	1,473
2024-06-05	$35.59	$30.00	33.0%	9.5%	25.8%	20.2%	33.0%	1.0%	5.7%	102.9K	-3.4M	-15.9K	0.17	86.02	30	5	2,368	1,483
2024-06-06	$35.59	$30.00	32.6%	11.2%	26.0%	19.5%	37.6%	5.8%	0.4%	103.5K	-3.4M	-15.9K	0.00	84.01	10	0	2,378	1,488
2024-06-07	$35.59	$30.00	20.7%	10.2%	24.9%	0.0%	37.9%	9.3%	3.8%	117.3K	-3.5M	-15.4K	0.11	90.34	9	1	2,378	1,488
2024-06-10	$36.03	$30.00	34.8%	11.1%	24.7%	23.3%	38.9%	4.5%	-4.3%	108.7K	-3.6M	-15.1K	0.33	89.54	21	7	2,378	1,489
2024-06-11	$36.35	$30.00	35.6%	11.5%	24.7%	24.7%	39.4%	6.7%	0.4%	108.6K	-3.9M	-15.2K	3.00	88.17	3	9	2,385	1,496
2024-06-12	$36.31	$30.00	42.8%	12.3%	24.1%	36.5%	42.8%	7.5%	-1.9%	108.1K	-4.0M	-14.8K	0.92	92.21	86	79	2,385	1,503
2024-06-13	$35.65	$30.00	38.0%	10.9%	25.3%	28.6%	39.7%	6.0%	1.2%	110.8K	-3.5M	-14.7K	0.23	88.15	83	19	2,410	1,543
2024-06-14	$35.65	$30.00	53.7%	15.4%	25.1%	54.6%	52.9%	23.8%	-14.4%	93.6K	-3.4M	-15.6K	1.75	95.71	4	7	2,395	1,537
2024-06-17	$35.24	$30.00	41.2%	11.8%	25.9%	33.9%	40.7%	7.3%	-0.3%	113.0K	-3.1M	-14.7K	0.00	94.49	2	0	2,396	1,536
2024-06-18	$34.92	$30.00	43.0%	12.3%	26.3%	36.9%	42.2%	22.8%	-3.0%	113.4K	-2.7M	-14.7K	0.17	98.85	6	1	2,396	1,526
2024-06-20	$34.63	$30.00	43.6%	12.5%	26.7%	37.9%	43.4%	16.8%	-12.2%	127.7K	-2.4M	-14.0K	0.86	97.04	22	19	2,394	1,525
2024-06-21	$35.03	$30.00	43.0%	12.3%	23.2%	36.9%	41.2%	20.5%	1.2%	211.4K	-2.7M	-14.0K	0.59	97.93	22	13	2,408	1,533
2024-06-24	$35.71	$30.00	41.3%	11.8%	23.6%	34.0%	23.0%	24.1%	1.1%	95.5K	-2.3M	-13.5K	0.04	91.89	257	9	2,108	1,283
2024-06-25	$35.56	$30.00	46.9%	13.5%	23.8%	43.4%	0.0%	22.4%	-3.8%	107.8K	-2.3M	-14.2K	0.25	102.97	4	1	2,359	1,291
2024-06-26	$34.45	$30.00	41.7%	11.9%	25.8%	34.7%	52.5%	4.0%	2.7%	94.6K	-1.6M	-13.3K	0.00	100.27	0	23	2,359	1,292
2024-06-27	$35.24	$30.00	44.7%	12.8%	26.9%	39.7%	44.7%	14.1%	1.5%	105.7K	-2.1M	-13.7K	0.01	98.54	220	2	2,359	1,313
2024-06-28	$35.28	$30.00	42.8%	12.3%	22.9%	36.6%	39.9%	-6.5%	1.4%	136.6K	-2.7M	-13.7K	4.40	99.23	5	22	2,537	1,315