CALX Options History — November 2024

In November 2024, CALX traded between $28.94 and $36.06. ATM implied volatility averaged 49.5%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 4.8% (HV 20d: 44.7%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 32.27.

Notable Days

  • 2024-11-07: Highest Volume — 10,637 contracts
  • 2024-11-12: Largest IV spike — 74.1% change
  • 2024-11-12: Highest IV Rank — 100.0%
  • 2024-11-08: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.60$28.94$36.06$35.43$32.61
Max Pain$37.25$35.00$40.00$37.50$35.00
ATM IV49.5%37.5%94.6%45.6%41.6%
Expected Move12.2%8.9%14.2%13.1%11.9%
HV 20d44.7%33.1%62.4%33.5%60.0%
HV 60d38.0%32.4%45.3%32.4%45.3%
IV Rank45.4%22.6%100.0%46.9%28.3%
IV Percentile71.2%36.9%100.0%73.0%58.3%
Term Structure-1.7%-10.9%9.1%-2.1%-0.4%
VWIV43.4%26.4%54.1%44.5%44.6%
Skew 25d5.1%-2.7%14.8%9.4%0.6%
Skew 10d13.2%-7.3%47.4%13.4%-4.3%
Call IV 25d40.7%32.8%45.6%39.3%43.6%
Put IV 25d45.8%40.8%56.1%48.6%44.2%
Bid-Ask Spread %81.1869.4795.8379.6686.75
Gamma HHI0.330.180.540.200.31
Net GEX-631.2K-1.1M77.8K16.5K-858.1K
Net DEX14.8M1.8M32.3M1.8M12.6M
Net VEX-51.6K-80.0K-12.1K-12.9K-54.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio32.270.02401.008.620.71
Total Volume1,973.22410,63712524
Total OI15,799.054,24622,8934,24618,157

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$35.43$37.5045.6%13.1%33.5%46.9%44.5%9.4%-2.1%16.5K1.8M-12.9K8.6279.66131122,6351,611
2024-11-04$34.92$40.0048.9%12.4%33.1%53.3%41.7%14.3%-3.0%-14.2K2.5M-12.1K401.0075.6614012,6381,723
2024-11-05$36.06$40.0055.0%13.0%35.2%64.8%43.4%4.4%-1.6%-15.8K2.1M-15.1K0.1086.792,9082832,6372,091
2024-11-06$34.68$40.0048.1%11.7%37.4%51.6%42.5%7.8%-0.2%77.8K4.1M-18.3K6.6195.831509924,6322,813
2024-11-07$33.84$40.0066.7%12.2%37.9%86.7%44.6%8.5%-1.3%-46.4K6.6M-19.8K50.1487.8720810,4294,7083,669
2024-11-08$33.52$37.5068.2%14.2%34.9%89.6%54.1%10.6%-5.1%-444.6K13.9M-56.4K0.2189.09210454,90011,792
2024-11-11$33.31$37.5054.3%8.9%34.8%63.4%46.7%9.4%9.1%-836.3K17.1M-59.5K0.1078.468484,89314,107
2024-11-12$32.53$37.5094.6%12.6%33.6%100.0%43.7%2.3%-3.5%-669.7K18.8M-59.9K17.0069.481522,5844,97714,092
2024-11-13$31.09$37.5043.1%12.4%35.0%30.3%26.4%4.7%-0.3%-824.2K23.1M-62.3K82.5277.90675,5295,10314,826
2024-11-14$30.21$37.5043.0%12.3%34.7%30.1%43.1%14.5%-2.1%-978.0K29.5M-74.2K55.8687.75784,3575,33017,563
2024-11-15$29.31$37.5043.9%12.6%35.2%31.4%44.3%14.8%0.2%-896.8K29.9M-72.5K16.2385.483054,9495,40217,364
2024-11-18$28.94$37.5044.5%12.8%35.2%32.2%44.1%-2.7%-2.6%-1.1M32.3M-71.0K0.0687.35400232,16718,563
2024-11-19$31.93$35.0044.8%12.8%53.3%32.6%42.7%-1.1%-3.4%-1.1M19.9M-80.0K3.6781.887862,8852,56118,018
2024-11-20$30.11$37.5043.1%12.4%55.8%30.3%43.2%2.3%-1.1%-925.2K20.6M-62.2K0.4269.47125522,41314,931
2024-11-21$32.02$37.5042.1%12.1%60.7%29.0%44.1%2.4%-1.3%-844.3K14.7M-62.6K0.0274.94571102,52714,943
2024-11-22$33.15$35.0042.7%12.2%62.4%29.8%44.1%-1.1%-1.5%-739.8K10.9M-63.0K0.0477.9212852,94714,946
2024-11-25$33.59$35.0041.9%12.0%61.2%28.7%43.7%3.7%-1.3%-706.6K9.8M-58.4K0.0677.44238143,03814,951
2024-11-26$32.64$35.0037.5%10.7%60.6%22.6%44.0%0.0%-2.5%-805.6K11.8M-57.6K1.4877.47821213,15514,957
2024-11-27$32.17$35.0040.4%11.6%60.0%26.6%43.2%-2.1%-10.9%-959.6K14.0M-59.4K0.5976.4285503,22814,973
2024-11-29$32.61$35.0041.6%11.9%60.0%28.3%44.6%0.6%-0.4%-858.1K12.6M-54.8K0.7186.7514103,19114,966