CALX Options History — July 2025

In July 2025, CALX traded between $50.20 and $56.66. ATM implied volatility averaged 39.2%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 12.1% (HV 20d: 27.0%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.24.

Notable Days

  • 2025-07-22: Highest Volume — 1,558 contracts
  • 2025-07-09: Largest IV spike — 90.4% change
  • 2025-07-21: Highest IV Rank — 46.8%
  • 2025-07-21: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.51$50.20$56.66$52.55$56.66
Max Pain$43.18$40.00$45.00$40.00$45.00
ATM IV39.2%23.1%55.5%34.0%32.2%
Expected Move11.9%6.6%15.9%9.7%9.2%
HV 20d27.0%23.1%30.5%23.2%26.3%
HV 60d31.6%21.7%45.1%45.1%22.1%
IV Rank24.6%2.7%46.8%17.5%15.1%
IV Percentile36.7%0.4%83.3%14.7%11.9%
Term Structure-3.6%-17.2%15.3%12.4%-1.5%
VWIV41.8%26.4%54.5%34.4%33.5%
Skew 25d4.9%-10.5%20.1%0.8%-4.0%
Skew 10d12.4%-10.3%32.1%-10.3%12.4%
Call IV 25d35.3%19.9%54.2%33.9%31.6%
Put IV 25d40.2%20.2%56.9%34.7%27.6%
Bid-Ask Spread %83.1757.40103.7888.1167.29
Gamma HHI0.240.160.480.210.19
Net GEX227.3K103.9K385.6K196.0K250.1K
Net DEX-9.8M-13.1M-5.9M-10.3M-9.8M
Net VEX-14.3K-15.5K-12.5K-14.2K-15.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.000.860.140.10
Total Volume210.182111,55855643
Total OI3,273.7732,1763,8613,3523,197

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-07-01$52.55$40.0034.0%9.7%23.2%17.5%34.4%0.8%12.4%196.0K-10.3M-14.2K0.1488.11489672,611741
2025-07-02$52.79$40.0032.0%9.2%23.1%14.8%0.0%11.6%15.3%207.0K-10.8M-15.5K0.2399.952252,709701
2025-07-03$53.91$42.5024.3%11.7%23.7%4.4%39.5%9.5%-1.6%201.8K-11.5M-14.7K0.00103.781102,725705
2025-07-07$53.13$42.5031.2%12.9%24.8%13.8%47.0%7.4%-10.8%203.2K-11.1M-14.8K0.0783.041412,730705
2025-07-08$52.28$42.5025.2%12.4%25.9%5.6%42.9%4.7%-4.9%218.0K-10.7M-14.2K0.2994.2035102,734706
2025-07-09$51.76$42.5048.0%13.8%26.4%36.7%50.3%20.1%-8.7%229.2K-10.3M-14.9K0.3487.8232112,744711
2025-07-10$51.16$42.5050.6%14.5%26.3%40.2%50.3%3.8%-9.0%237.6K-9.8M-14.8K0.2181.182452,747718
2025-07-11$50.38$42.5053.7%15.4%27.1%44.3%53.2%18.5%-14.5%257.3K-9.3M-15.1K0.1582.242742,772718
2025-07-14$50.62$42.5051.9%14.9%27.1%41.9%49.6%5.1%-12.1%262.1K-9.5M-13.9K0.3285.401962,783719
2025-07-15$50.20$42.5052.0%14.9%26.2%42.1%51.7%6.1%-8.8%273.6K-9.2M-14.2K0.0073.304802,791724
2025-07-16$50.75$42.5054.5%15.6%26.1%45.4%53.7%-10.5%-11.4%245.3K-9.6M-13.6K0.0089.4710702,758724
2025-07-17$52.94$42.5050.6%14.5%28.5%40.1%49.4%17.5%-6.7%385.6K-12.2M-12.7K0.1772.53121203,055724
2025-07-18$53.54$42.5052.6%15.1%28.6%42.9%51.7%4.9%-11.3%103.9K-13.1M-12.5K0.4261.06163693,124737
2025-07-21$53.93$42.5055.5%15.9%28.6%46.8%54.5%4.5%-17.2%109.6K-5.9M-12.7K0.4657.404061871,612564
2025-07-22$55.53$45.0033.7%9.7%29.4%17.1%33.3%15.9%-3.5%171.9K-7.5M-13.9K0.1383.381,3801781,996722
2025-07-23$56.09$45.0032.7%9.4%28.9%15.8%31.9%1.9%-1.2%216.3K-9.0M-13.5K0.0877.54415352,220702
2025-07-24$54.89$45.0031.2%8.9%30.5%13.7%31.9%1.0%1.0%241.0K-8.5M-14.5K0.1077.00327322,301691
2025-07-25$55.25$45.0030.3%8.7%30.5%12.5%30.0%3.6%0.7%245.2K-8.9M-15.2K0.7984.2714112,348700
2025-07-28$56.30$45.0030.8%8.8%30.4%13.2%32.4%-5.5%-0.2%241.0K-9.6M-14.3K0.2888.4090252,342701
2025-07-29$56.05$45.0031.4%9.0%26.9%14.0%30.5%-4.7%-0.4%249.3K-9.6M-14.8K0.0691.8712572,416704
2025-07-30$56.50$45.0023.1%6.6%26.3%2.7%26.4%-5.3%14.7%255.3K-10.1M-15.4K0.86100.5721182,480711
2025-07-31$56.66$45.0032.2%9.2%26.3%15.1%33.5%-4.0%-1.5%250.1K-9.8M-15.4K0.1067.293942,476721