CALX Options History — August 2024

In August 2024, CALX traded between $35.84 and $38.41. ATM implied volatility averaged 40.3%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 10.6% (HV 20d: 51.0%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 1.59.

Notable Days

  • 2024-08-01: Highest Volume — 481 contracts
  • 2024-08-02: Largest IV spike — 54.3% change
  • 2024-08-02: Highest IV Rank — 72.0%
  • 2024-08-02: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.22$35.84$38.41$38.41$37.28
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV40.3%26.4%58.9%38.2%36.9%
Expected Move10.9%7.6%16.9%10.9%10.6%
HV 20d51.0%30.2%57.7%53.9%30.2%
HV 60d38.2%36.6%39.1%36.6%37.8%
IV Rank37.0%10.7%72.0%32.9%30.5%
IV Percentile44.0%1.6%93.7%45.2%35.7%
Term Structure2.1%-16.9%16.6%-0.7%8.7%
VWIV41.5%19.5%83.8%38.3%83.8%
Skew 25d4.1%-12.7%19.7%-11.2%1.5%
Skew 10d5.2%-34.6%38.2%3.8%-21.0%
Call IV 25d34.6%21.6%45.3%39.9%33.9%
Put IV 25d38.7%22.0%64.1%28.7%35.4%
Bid-Ask Spread %82.4461.25101.9881.2077.23
Gamma HHI0.390.310.460.410.34
Net GEX133.2K17.0K241.7K241.7K17.0K
Net DEX-2.9M-4.9M-1.1M-4.9M-1.1M
Net VEX-16.0K-19.9K-13.2K-18.8K-19.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.590.0015.171.132.50
Total Volume101.54524814817
Total OI4,948.53,7356,1825,6595,175

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$38.41$35.0038.2%10.9%53.9%32.9%38.3%-11.2%-0.7%241.7K-4.9M-18.8K1.1381.202262553,8311,828
2024-08-02$37.38$35.0058.9%16.9%55.2%72.0%54.4%19.7%-10.0%199.1K-4.1M-19.7K0.2784.2670193,8651,650
2024-08-05$35.84$35.0057.8%13.6%57.6%70.0%45.2%8.4%0.6%152.6K-2.3M-18.2K1.0981.0766723,9231,653
2024-08-06$36.92$35.0051.8%12.5%57.5%58.6%40.9%5.2%1.4%188.5K-3.3M-18.4K5.2677.05341793,9411,696
2024-08-07$37.01$35.0052.1%12.1%57.5%59.2%40.3%6.6%1.7%203.7K-3.6M-17.5K0.1781.37613,9711,626
2024-08-08$37.69$35.0041.9%11.2%57.7%40.0%39.2%0.9%3.1%223.2K-4.1M-17.1K0.0676.003123,9661,627
2024-08-09$37.36$35.0039.0%11.2%57.5%34.5%39.2%3.5%-16.9%181.6K-3.6M-15.7K1.0085.92663,9481,627
2024-08-12$36.70$35.0058.2%11.7%56.7%70.7%38.9%1.8%1.0%183.2K-3.1M-15.3K15.1776.656913,9471,628
2024-08-13$37.28$35.0039.0%11.6%56.7%34.5%39.9%1.2%0.7%94.8K-3.4M-14.9K0.0173.2534023,9461,717
2024-08-14$37.20$35.0037.8%10.8%56.6%32.3%38.3%6.5%5.5%137.5K-3.6M-15.4K0.0180.5622124,2501,715
2024-08-15$36.59$35.0036.1%10.4%56.1%29.1%19.5%4.1%11.3%203.5K-3.1M-16.1K2.7583.684114,4651,717
2024-08-16$37.50$35.0036.2%10.4%56.7%29.1%64.6%2.2%8.0%89.1K-4.0M-15.7K0.1193.30914,4661,714
2024-08-19$37.05$35.0034.1%9.8%56.1%25.3%31.9%0.4%3.2%84.1K-2.0M-14.6K0.0071.97202,4531,282
2024-08-20$37.64$35.0026.4%7.6%51.9%10.7%36.2%5.5%2.8%95.2K-2.5M-14.3K0.0086.47052,4541,282
2024-08-21$37.30$35.0028.9%8.3%51.7%15.4%33.1%1.2%16.6%90.4K-2.1M-14.1K0.0079.94502,4541,286
2024-08-22$36.67$35.0037.4%10.7%52.2%31.5%27.8%15.3%1.9%83.0K-1.9M-14.3K0.13101.981522,4581,286
2024-08-23$37.39$35.0036.5%10.5%49.5%29.7%31.9%4.2%-0.5%88.4K-2.2M-13.8K0.0161.2516322,4571,284
2024-08-26$37.78$35.0032.6%9.3%40.4%22.4%47.8%10.5%5.0%113.2K-2.7M-14.0K0.6774.44962,5911,286
2024-08-27$36.86$35.0037.1%10.6%39.1%30.9%0.0%11.7%-0.9%94.0K-1.8M-13.2K0.0098.250312,5931,292
2024-08-28$37.23$35.0036.7%10.5%39.2%30.1%0.0%4.3%2.7%95.0K-1.9M-13.4K1.2596.081071342,5931,316
2024-08-29$37.79$35.0033.5%9.6%31.4%24.1%38.2%-12.7%0.7%72.1K-2.2M-17.3K0.1591.7075112,6991,909
2024-08-30$37.28$35.0036.9%10.6%30.2%30.5%83.8%1.5%8.7%17.0K-1.1M-19.9K2.5077.23252,7592,416