CALX Options History — December 2024

In December 2024, CALX traded between $32.53 and $36.13. ATM implied volatility averaged 38.9%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded below realized volatility by 10.8% (HV 20d: 49.7%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 1.52.

Notable Days

  • 2024-12-02: Highest Volume — 6,712 contracts
  • 2024-12-13: Largest IV spike — 31.6% change
  • 2024-12-09: Highest IV Rank — 31.7%
  • 2024-12-04: Largest Expected Move — 12.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.70$32.53$36.13$33.27$34.72
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV38.9%28.0%44.1%43.4%35.2%
Expected Move10.9%8.0%12.6%12.4%10.1%
HV 20d49.7%33.8%61.2%60.6%33.9%
HV 60d44.4%43.3%45.6%44.1%43.9%
IV Rank24.6%9.9%31.7%30.7%19.6%
IV Percentile42.8%2.4%67.5%65.9%19.4%
Term Structure8.2%-3.1%15.7%-2.4%15.7%
VWIV38.8%28.8%50.6%44.1%28.8%
Skew 25d2.0%-9.2%15.0%-0.1%15.0%
Skew 10d7.3%-10.8%20.4%0.1%17.8%
Call IV 25d36.7%21.9%45.8%45.8%22.4%
Put IV 25d38.7%21.5%55.9%45.7%37.4%
Bid-Ask Spread %68.2050.1787.5487.5487.02
Gamma HHI0.340.260.530.310.53
Net GEX-601.5K-1.1M-183.8K-787.8K-549.8K
Net DEX5.2M-124.3K13.7M10.4M1.6M
Net VEX-40.3K-58.5K-23.2K-50.0K-23.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.520.0013.008.780.25
Total Volume443.1956,7126,7125
Total OI19,677.42915,83621,84118,15215,951

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$33.27$35.0043.4%12.4%60.6%30.7%44.1%-0.1%-2.4%-787.8K10.4M-50.0K8.7887.546866,0263,18514,967
2024-12-03$33.61$35.0043.6%12.5%60.6%30.9%44.6%-0.5%-3.1%-858.7K9.9M-56.5K13.0083.026783,44217,478
2024-12-04$33.42$35.0043.9%12.6%59.3%31.4%44.1%-0.3%-2.8%-875.7K10.3M-57.0K0.2273.722353,44617,508
2024-12-05$32.53$35.0043.1%11.5%58.5%30.3%39.6%3.6%-2.8%-1.1M13.7M-58.5K0.4160.6659243,44817,510
2024-12-06$34.00$35.0041.7%10.5%60.2%28.4%35.7%6.6%9.4%-789.4K7.7M-48.1K0.6173.3464393,41017,519
2024-12-09$35.09$35.0044.1%11.1%61.1%31.7%35.6%-7.7%8.2%-634.8K4.9M-43.9K0.4982.15188933,45617,548
2024-12-10$34.70$35.0043.7%11.1%61.2%31.1%38.7%0.6%8.1%-636.8K5.4M-41.0K2.5550.17421073,55617,624
2024-12-11$35.34$35.0037.7%10.8%60.7%23.0%37.7%1.1%9.0%-565.7K3.8M-39.4K0.0553.41211113,56817,728
2024-12-12$35.58$35.0028.0%8.0%57.8%9.9%36.8%-3.0%9.9%-504.6K3.1M-40.2K0.0463.52472193,74817,738
2024-12-13$35.05$35.0036.9%10.6%56.9%21.9%37.1%1.1%9.9%-546.7K4.9M-43.4K0.0755.38167113,95217,755
2024-12-16$36.13$35.0038.9%11.1%55.6%24.6%39.5%-9.2%5.7%-397.9K-124.3K-32.8K0.0665.631814,08017,761
2024-12-17$35.87$35.0039.4%11.3%55.4%25.3%40.9%1.5%8.1%-484.3K2.5M-39.0K1.1356.5231354,06417,761
2024-12-18$34.30$35.0040.2%11.5%48.2%26.3%40.1%14.1%4.3%-546.7K9.3M-51.0K0.8368.87654,07517,752
2024-12-19$34.61$35.0040.7%11.7%42.2%27.1%40.4%1.8%11.1%-444.4K6.1M-39.3K0.3161.64237744,07817,754
2024-12-20$35.28$35.0039.0%11.2%37.3%24.7%50.6%2.9%12.7%-183.8K3.2M-34.0K0.9852.981931904,07217,701
2024-12-23$35.00$35.0037.1%10.7%35.8%22.2%36.4%3.5%13.1%-583.9K3.5M-35.2K0.1473.73118162,49913,337
2024-12-24$35.06$35.0034.4%9.9%35.6%18.5%0.0%3.0%13.7%-552.2K2.5M-30.9K0.0059.611402,59013,353
2024-12-26$35.47$35.0034.0%9.7%33.8%18.0%33.3%3.1%14.5%-462.2K1.5M-28.2K1.0064.61332,58613,353
2024-12-27$34.69$35.0035.9%10.3%34.5%20.5%36.0%1.3%15.2%-600.9K2.6M-27.7K0.6778.01322,58813,354
2024-12-30$34.93$35.0035.5%10.2%34.3%20.0%35.6%3.1%15.1%-571.4K2.5M-27.2K0.3880.661662,57613,355
2024-12-31$34.72$35.0035.2%10.1%33.9%19.6%28.8%15.0%15.7%-549.8K1.6M-23.2K0.2587.02412,59213,359