CALX Options History — July 2024

In July 2024, CALX traded between $33.70 and $41.20. ATM implied volatility averaged 44.2%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 14.9% (HV 20d: 29.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.78.

Notable Days

  • 2024-07-22: Highest Volume — 1,591 contracts
  • 2024-07-10: Largest IV spike — 55.2% change
  • 2024-07-22: Highest IV Rank — 90.3%
  • 2024-07-22: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.97$33.70$41.20$34.87$41.20
Max Pain$34.32$30.00$35.00$30.00$35.00
ATM IV44.2%28.2%68.6%32.2%36.9%
Expected Move13.3%8.1%19.7%9.2%10.6%
HV 20d29.3%20.2%47.0%20.2%46.0%
HV 60d28.2%24.5%33.5%28.0%33.2%
IV Rank42.8%12.4%90.3%19.0%30.5%
IV Percentile52.8%1.6%99.6%7.9%33.3%
Term Structure-3.3%-13.8%22.4%16.2%-2.3%
VWIV46.9%24.3%68.7%32.0%37.2%
Skew 25d4.0%-10.9%38.0%38.0%-5.3%
Skew 10d7.0%-19.8%55.5%55.5%-7.3%
Call IV 25d45.0%31.9%67.9%39.5%39.7%
Put IV 25d49.0%31.2%77.5%77.5%34.4%
Bid-Ask Spread %83.1662.22112.36109.5279.58
Gamma HHI0.550.300.800.550.49
Net GEX207.1K27.0K383.5K150.0K383.5K
Net DEX-3.4M-9.0M-871.5K-2.0M-9.0M
Net VEX-13.1K-18.8K-10.1K-12.2K-18.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.024.830.060.20
Total Volume396.40961,591752959
Total OI4,468.2732,3045,7163,8655,716

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$34.87$30.0032.2%9.2%20.2%19.0%32.0%38.0%16.2%150.0K-2.0M-12.2K0.06109.52712402,5421,323
2024-07-02$34.22$30.0036.9%10.6%21.1%26.7%37.3%-3.2%9.4%212.5K-2.3M-13.7K0.03108.1010133,0841,337
2024-07-03$34.35$30.0028.2%8.1%21.1%12.4%24.3%-0.8%22.4%222.6K-2.3M-12.9K4.83112.366292,9521,340
2024-07-05$34.42$35.0032.2%14.0%21.1%19.0%56.3%7.2%-7.7%234.9K-2.2M-12.8K0.0078.65062,9521,370
2024-07-08$34.61$35.0035.3%14.8%21.2%24.1%54.1%5.4%-9.9%249.1K-2.5M-12.4K1.3075.4730392,9521,372
2024-07-09$33.80$35.0033.3%14.3%22.6%20.8%49.9%3.0%-8.5%227.4K-1.6M-11.5K0.1378.18180242,9671,376
2024-07-10$33.70$35.0051.6%14.8%21.9%51.2%58.0%18.1%-8.6%189.1K-1.3M-11.5K0.6093.40533,0511,378
2024-07-11$33.99$35.0051.5%14.8%21.9%50.9%51.9%6.6%-8.3%236.4K-1.5M-11.6K0.6477.021493,0481,380
2024-07-12$34.78$35.0046.8%13.4%23.8%49.1%48.4%4.7%-5.9%334.1K-2.9M-12.0K1.7083.2040683,0481,386
2024-07-15$36.02$35.0057.7%16.5%26.4%69.8%53.1%-5.0%-13.0%255.8K-4.8M-10.9K0.5690.1657323,0501,449
2024-07-16$36.61$35.0057.5%16.5%27.0%69.4%57.3%12.6%-12.3%207.7K-5.4M-10.6K0.0479.68338143,0681,464
2024-07-17$37.01$35.0058.2%16.7%26.7%70.7%57.1%15.1%-13.8%220.9K-5.4M-11.1K0.2978.4784243,0711,468
2024-07-18$36.07$35.0058.4%16.7%28.3%71.0%58.0%-10.9%-12.4%241.9K-4.4M-11.2K0.2483.79242583,0941,492
2024-07-19$36.39$35.0061.2%17.5%28.2%76.3%61.9%1.0%-10.0%30.1K-5.9M-10.1K2.3864.9837883,2541,532
2024-07-22$37.34$35.0068.6%19.7%29.2%90.3%68.7%2.3%2.2%27.0K-1.3M-11.1K0.5166.981,0535381,1171,187
2024-07-23$35.21$35.0037.0%10.6%35.9%30.7%36.8%2.8%-2.2%86.1K-1.0M-12.8K0.5164.571,0445362,1031,699
2024-07-24$34.68$35.0035.6%10.2%36.2%28.2%35.7%3.9%-1.0%83.8K-871.5K-14.9K1.4590.6920292,8381,846
2024-07-25$34.86$35.0037.5%10.7%34.4%31.6%39.0%4.9%-2.3%95.3K-1.1M-15.3K0.8092.842692142,8371,775
2024-07-26$36.65$35.0038.0%10.9%38.0%32.7%36.5%0.2%-1.3%186.2K-2.7M-15.7K0.1462.22167243,0831,708
2024-07-29$39.66$35.0038.5%11.0%46.8%33.5%39.7%-8.7%-2.9%303.2K-6.3M-16.3K0.0287.911,075263,2251,698
2024-07-30$40.88$35.0038.9%11.2%47.0%34.3%39.1%-3.4%-1.0%378.3K-8.6M-18.8K0.0471.78464203,9591,711
2024-07-31$41.20$35.0036.9%10.6%46.0%30.5%37.2%-5.3%-2.3%383.5K-9.0M-18.7K0.2079.588021573,9911,725