CALX Options History — April 2025

In April 2025, CALX traded between $30.81 and $40.58. ATM implied volatility averaged 57.2%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded below realized volatility by 8.4% (HV 20d: 65.6%). Max pain ranged from $32.50 to $37.50. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 4.89.

Notable Days

  • 2025-04-01: Highest Volume — 2,045 contracts
  • 2025-04-10: Largest IV spike — 35.8% change
  • 2025-04-08: Highest IV Rank — 95.4%
  • 2025-04-10: Largest Expected Move — 23.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.28$30.81$40.58$35.13$40.55
Max Pain$35.12$32.50$37.50$35.00$37.50
ATM IV57.2%34.8%91.2%52.8%40.0%
Expected Move16.4%10.0%23.7%15.6%11.5%
HV 20d65.6%43.6%81.4%52.2%80.6%
HV 60d53.6%45.9%60.5%47.2%57.5%
IV Rank49.4%19.0%95.4%43.5%26.1%
IV Percentile74.8%15.5%99.6%80.2%41.7%
Term Structure-6.4%-20.4%5.8%-2.2%-0.7%
VWIV54.8%32.4%73.7%54.3%42.5%
Skew 25d11.4%-14.3%30.1%7.1%-7.6%
Skew 10d20.3%-7.5%45.4%13.7%12.4%
Call IV 25d49.4%20.4%77.1%43.5%37.3%
Put IV 25d60.9%25.4%89.0%50.5%29.7%
Bid-Ask Spread %72.5255.1688.8775.5866.25
Gamma HHI0.310.180.630.340.23
Net GEX-28.6K-219.5K232.6K-218.6K232.6K
Net DEX226.2K-4.2M3.6M1.9M-4.2M
Net VEX-11.1K-18.5K-5.8K-18.5K-16.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.890.0387.9187.910.11
Total Volume291.1932,0452,045102
Total OI5,150.6191,3558,5618,5613,656

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-04-01$35.13$35.0052.8%15.6%52.2%43.5%54.3%7.1%-2.2%-218.6K1.9M-18.5K87.9175.58232,0224,1364,425
2025-04-02$35.44$35.0044.1%15.1%51.8%31.7%52.8%4.5%-5.7%-56.0K-235.7K-14.2K1.4062.12574,1462,515
2025-04-03$32.69$35.0055.4%17.7%58.2%47.0%0.0%8.8%-18.0%-125.2K2.4M-12.4K0.1882.58100184,1462,517
2025-04-04$31.70$35.0068.6%20.4%57.7%64.9%0.0%14.1%-6.8%-95.7K3.0M-12.6K2.4588.0511274,0712,517
2025-04-07$31.42$35.0079.7%21.3%49.4%79.8%70.2%24.8%-9.7%-99.6K2.9M-11.4K1.5780.237114,0822,533
2025-04-08$30.81$35.0091.2%21.8%43.6%95.4%70.5%6.3%-13.6%-109.4K3.6M-10.2K0.2077.711024,0852,544
2025-04-09$34.84$35.0060.9%17.5%61.8%54.4%63.0%12.8%-4.6%-110.2K408.8K-11.9K1.2373.4013164,0902,542
2025-04-10$33.10$35.0082.7%23.7%64.7%83.9%73.7%9.8%-20.4%-115.0K2.0M-11.2K0.5088.8720104,0982,534
2025-04-11$33.55$35.0061.4%17.6%63.1%55.0%66.1%17.9%4.3%-174.1K2.0M-10.1K2.0077.47124,1132,539
2025-04-14$33.79$35.0060.4%17.3%63.1%53.7%63.9%9.7%-11.0%-198.4K1.7M-8.6K0.0575.442014,1142,541
2025-04-15$34.36$35.0060.3%17.3%63.1%53.6%41.3%30.1%-10.0%-219.5K1.1M-8.1K0.2679.772364,1042,505
2025-04-16$33.64$35.0064.3%18.4%62.6%59.0%62.4%17.3%-10.6%-139.5K2.2M-7.1K0.5370.691584,1212,503
2025-04-17$33.83$35.0060.1%17.2%62.1%53.3%61.4%8.4%2.9%34.0K2.4M-6.6K1.2771.2411144,1292,509
2025-04-21$32.91$35.0069.9%20.0%62.6%66.6%69.9%15.0%-16.0%30.4K-496.1K-5.8K1.4961.331492221,105250
2025-04-22$37.61$32.5050.5%14.5%78.7%40.3%50.1%6.0%-4.0%57.1K-1.7M-7.9K0.4463.287003061,237508
2025-04-23$36.73$35.0042.7%12.2%79.1%29.7%40.7%23.7%0.9%70.3K-1.4M-8.5K0.6369.322141351,489536
2025-04-24$38.36$35.0043.1%12.4%80.4%30.3%41.5%15.7%5.8%101.5K-2.2M-10.3K0.0768.51397291,625619
2025-04-25$40.06$35.0036.9%10.6%81.4%21.9%32.4%21.0%0.0%151.9K-3.3M-12.1K0.2260.74233511,934644
2025-04-28$39.87$35.0034.8%10.0%80.7%19.0%42.6%-14.3%-8.2%155.2K-3.3M-12.8K0.0375.25871292,110695
2025-04-29$40.58$37.5041.3%11.8%80.7%27.9%41.6%9.1%-6.7%227.3K-4.2M-15.7K0.1955.16231432,876720
2025-04-30$40.55$37.5040.0%11.5%80.6%26.1%42.5%-7.6%-0.7%232.6K-4.2M-16.4K0.1166.2592102,933723