CALX Options History — October 2024

In October 2024, CALX traded between $35.69 and $39.72. ATM implied volatility averaged 53.9%, placing in the 62.6% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 20.6% (HV 20d: 33.3%). Max pain ranged from $35.00 to $37.50. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.31.

Notable Days

  • 2024-10-29: Highest Volume — 2,660 contracts
  • 2024-10-03: Largest IV spike — 64.1% change
  • 2024-10-28: Highest IV Rank — 93.1%
  • 2024-10-28: Largest Expected Move — 20.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.88$35.69$39.72$37.83$35.69
Max Pain$37.28$35.00$37.50$35.00$37.50
ATM IV53.9%24.3%70.0%39.3%47.5%
Expected Move16.3%7.0%20.1%11.3%13.6%
HV 20d33.3%27.4%39.6%38.8%34.1%
HV 60d38.4%32.1%42.1%42.1%32.6%
IV Rank62.6%6.8%93.1%35.0%50.6%
IV Percentile79.6%0.8%99.6%56.0%78.2%
Term Structure-9.6%-20.2%28.2%14.8%-5.3%
VWIV56.5%24.7%71.0%41.4%48.8%
Skew 25d12.8%-16.6%30.6%4.6%11.0%
Skew 10d16.3%-35.5%39.3%10.3%8.7%
Call IV 25d46.7%21.0%66.8%36.0%37.4%
Put IV 25d59.5%35.4%77.6%40.6%48.4%
Bid-Ask Spread %73.2554.9797.6083.4275.65
Gamma HHI0.420.190.730.530.19
Net GEX-41.4K-432.8K274.3K-204.6K67.4K
Net DEX-1.1M-3.2M981.6K-268.3K569.2K
Net VEX-13.4K-17.5K-10.2K-17.5K-11.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.310.0014.030.5314.03
Total Volume342.69662,66026541
Total OI5,647.9132,2847,9537,1153,736

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$37.83$35.0039.3%11.3%38.8%35.0%41.4%4.6%14.8%-204.6K-268.3K-17.5K0.5383.421793,0344,081
2024-10-02$37.94$35.0024.3%7.0%38.7%6.8%24.7%14.4%28.2%-189.1K-478.2K-16.6K4.0097.60283,0384,078
2024-10-03$37.13$37.5039.9%15.6%39.6%36.2%55.7%5.2%-9.5%-296.7K701.4K-16.7K1.6754.97353,0394,087
2024-10-04$37.72$37.5037.2%15.6%33.9%31.1%53.8%14.4%-10.3%-239.1K-262.9K-15.5K8.0065.982163,0424,086
2024-10-07$36.91$37.5041.3%16.2%34.9%38.9%57.1%29.7%-11.1%-345.3K981.6K-15.5K0.5570.0397533,0504,087
2024-10-08$37.14$37.5039.1%16.1%34.9%34.7%56.2%6.8%-11.2%-334.0K323.7K-14.5K0.2055.32513,0994,106
2024-10-09$37.40$37.5055.4%15.9%34.9%65.5%54.7%-3.6%-11.7%-295.0K-189.1K-13.8K12.0079.201123,0974,107
2024-10-10$36.80$37.5055.7%16.0%35.5%66.0%0.0%4.9%-11.1%-432.8K719.9K-13.4K0.9869.871841803,0974,119
2024-10-11$38.13$37.5061.2%17.5%36.9%76.3%57.2%21.9%-16.6%-177.3K-934.1K-14.2K0.0081.665003,1874,209
2024-10-14$38.14$37.5063.1%18.1%36.9%80.0%63.7%7.6%-16.1%62.4K-2.2M-10.2K1.5261.9527413,2104,209
2024-10-15$38.98$37.5060.2%17.3%36.5%74.5%60.2%5.1%-14.1%154.4K-2.8M-10.9K0.0863.731313,2194,246
2024-10-16$39.45$37.5061.2%17.6%35.5%76.4%62.9%10.5%-15.7%197.8K-3.1M-11.0K1.8261.4938693,2144,246
2024-10-17$39.72$37.5063.0%18.1%27.5%79.7%62.7%19.0%-4.6%274.3K-3.1M-11.1K0.0170.8041633,2274,290
2024-10-18$39.03$37.5062.2%17.8%28.1%78.2%62.7%30.6%-13.5%84.2K-3.2M-12.3K0.2374.283583,6664,287
2024-10-21$38.62$37.5066.2%19.0%27.8%85.8%58.6%24.2%-15.2%81.5K-1.9M-12.1K0.2575.66134331,639645
2024-10-22$38.13$37.5066.4%19.0%27.4%86.3%66.7%26.7%-16.7%80.9K-1.7M-12.3K0.9478.5035331,756673
2024-10-23$37.09$37.5067.8%19.4%28.5%88.9%67.4%-16.6%-15.6%72.2K-1.2M-11.8K0.0580.992011,784700
2024-10-24$37.77$37.5069.0%19.8%29.2%91.0%67.4%11.8%-20.2%81.2K-1.5M-12.0K0.5076.5740201,790700
2024-10-25$37.97$37.5062.0%17.8%29.0%77.9%64.4%28.5%-19.8%83.7K-1.6M-12.3K0.3869.9082311,804717
2024-10-28$39.23$37.5070.0%20.1%30.7%93.1%71.0%28.2%-18.7%102.6K-2.2M-12.4K4.6071.643321,5281,854726
2024-10-29$37.76$37.5046.4%13.3%32.0%48.5%45.8%1.0%-6.1%15.2K-16.4K-17.0K0.7976.521,4881,1722,5041,991
2024-10-30$36.56$37.5041.2%11.8%33.9%38.7%39.9%8.9%0.6%202.9K-934.9K-14.3K0.0089.141,09333,2971,129
2024-10-31$35.69$37.5047.5%13.6%34.1%50.6%48.8%11.0%-5.3%67.4K569.2K-11.0K14.0375.65365052,6111,125