CALX Options History — June 2025

In June 2025, CALX traded between $46.89 and $53.23. ATM implied volatility averaged 31.0%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 14.4% (HV 20d: 16.7%). Max pain ranged from $37.50 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.52.

Notable Days

2025-06-30: Highest Volume — 383 contracts
2025-06-18: Largest IV spike — 30.3% change
2025-06-18: Highest IV Rank — 22.1%
2025-06-18: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.35	$46.89	$53.23	$47.21	$53.23
Max Pain	$38.75	$37.50	$40.00	$40.00	$40.00
ATM IV	31.0%	21.1%	37.3%	25.2%	33.4%
Expected Move	8.9%	6.0%	10.7%	7.2%	9.6%
HV 20d	16.7%	13.9%	22.7%	16.6%	22.7%
HV 60d	49.3%	47.9%	54.8%	54.8%	48.5%
IV Rank	13.7%	0.5%	22.1%	6.1%	16.7%
IV Percentile	8.9%	0.4%	27.8%	0.8%	12.7%
Term Structure	10.8%	3.9%	27.0%	5.3%	23.1%
VWIV	29.2%	23.0%	34.7%	29.1%	30.8%
Skew 25d	0.0%	-10.2%	14.3%	1.9%	0.2%
Skew 10d	3.3%	-6.4%	13.9%	10.0%	-6.4%
Call IV 25d	27.4%	18.6%	33.4%	19.0%	31.6%
Put IV 25d	27.4%	20.3%	41.1%	20.9%	31.8%
Bid-Ask Spread %	95.65	79.38	112.48	93.56	94.07
Gamma HHI	0.43	0.24	0.80	0.41	0.27
Net GEX	541.1K	139.7K	1.4M	519.1K	139.7K
Net DEX	-10.2M	-12.4M	-7.0M	-10.2M	-10.5M
Net VEX	-18.1K	-23.2K	-12.0K	-23.2K	-12.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.00	3.55	1.96	0.19
Total Volume	69.1	11	383	71	383
Total OI	4,051.75	2,943	4,613	4,408	3,064

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2025-06-02	$47.21	$40.00	25.2%	7.2%	16.6%	6.1%	29.1%	1.9%	5.3%	519.1K	-10.2M	-23.2K	1.96	93.56	24	47	3,720	688
2025-06-03	$47.13	$40.00	21.1%	6.0%	16.7%	0.5%	23.3%	-7.5%	7.8%	516.8K	-10.6M	-22.0K	0.16	91.83	19	3	3,722	712
2025-06-04	$47.32	$40.00	27.3%	7.8%	15.5%	9.0%	27.3%	-1.4%	4.9%	581.8K	-10.6M	-22.1K	0.21	79.38	29	6	3,714	715
2025-06-05	$47.84	$40.00	34.2%	9.9%	15.4%	18.2%	34.7%	-0.3%	5.9%	515.3K	-11.2M	-21.8K	0.20	84.87	44	9	3,736	718
2025-06-06	$48.09	$40.00	28.8%	7.4%	15.3%	10.9%	25.2%	-10.2%	10.0%	581.1K	-11.8M	-21.1K	0.47	96.36	32	15	3,757	720
2025-06-09	$48.42	$37.50	32.2%	9.3%	15.3%	15.5%	29.9%	3.6%	8.8%	557.0K	-12.4M	-19.8K	0.50	93.51	22	11	3,751	721
2025-06-10	$47.83	$37.50	33.0%	9.6%	14.6%	16.7%	32.9%	-5.3%	10.8%	591.6K	-11.5M	-20.0K	0.53	84.81	17	9	3,752	730
2025-06-11	$47.85	$37.50	32.5%	9.3%	14.0%	15.9%	31.2%	0.0%	11.8%	634.2K	-11.4M	-19.8K	0.23	89.12	22	5	3,760	734
2025-06-12	$48.02	$37.50	33.7%	9.7%	13.9%	17.1%	0.0%	-8.1%	8.3%	633.3K	-11.7M	-19.4K	3.55	98.22	11	39	3,769	735
2025-06-13	$47.08	$37.50	35.5%	10.2%	15.9%	19.5%	0.0%	2.4%	9.1%	674.5K	-10.1M	-19.9K	0.00	104.37	11	0	3,776	768
2025-06-16	$47.64	$37.50	28.6%	8.2%	16.3%	10.2%	31.6%	3.7%	6.3%	793.4K	-11.2M	-18.2K	0.00	105.39	176	0	3,786	768
2025-06-17	$46.89	$37.50	28.6%	8.2%	16.9%	10.3%	0.0%	-0.6%	19.6%	804.9K	-9.7M	-17.6K	0.11	106.47	38	4	3,810	768
2025-06-18	$47.12	$37.50	37.3%	10.7%	16.3%	22.1%	0.0%	8.8%	7.3%	865.8K	-10.1M	-17.5K	0.25	112.48	20	5	3,842	771
2025-06-20	$47.30	$37.50	33.7%	9.7%	16.2%	17.1%	29.0%	14.3%	12.3%	1.4M	-10.6M	-16.1K	0.19	105.32	37	7	3,843	770
2025-06-23	$48.23	$37.50	34.2%	9.8%	17.5%	17.8%	23.0%	3.4%	8.0%	209.0K	-7.0M	-15.4K	0.52	104.60	46	24	2,336	607
2025-06-24	$49.30	$40.00	25.4%	7.3%	18.9%	5.9%	23.8%	0.1%	27.0%	226.8K	-7.9M	-14.1K	0.53	95.60	30	16	2,331	629
2025-06-25	$49.56	$40.00	31.2%	8.9%	18.5%	13.7%	32.5%	-2.6%	12.4%	215.3K	-8.0M	-14.2K	0.26	87.32	38	10	2,346	645
2025-06-26	$49.92	$40.00	30.3%	8.7%	18.4%	12.5%	30.7%	-8.0%	13.9%	212.5K	-8.3M	-14.1K	0.31	89.40	32	10	2,369	650
2025-06-27	$50.95	$40.00	34.8%	10.0%	18.9%	18.7%	31.8%	6.5%	3.9%	187.1K	-8.9M	-13.7K	0.21	96.30	108	23	2,342	660
2025-06-30	$53.23	$40.00	33.4%	9.6%	22.7%	16.7%	30.8%	0.2%	23.1%	139.7K	-10.5M	-12.0K	0.19	94.07	321	62	2,382	682