CALX Options History — August 2025

In August 2025, CALX traded between $56.09 and $60.83. ATM implied volatility averaged 30.9%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 5.3% (HV 20d: 25.6%). Max pain ranged from $45.00 to $52.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.80.

Notable Days

  • 2025-08-22: Highest Volume — 273 contracts
  • 2025-08-13: Largest IV spike — 16.2% change
  • 2025-08-01: Highest IV Rank — 17.7%
  • 2025-08-01: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$57.69$56.09$60.83$56.09$59.59
Max Pain$50.48$45.00$52.50$45.00$52.50
ATM IV30.9%25.9%34.1%34.1%28.7%
Expected Move8.8%6.7%9.8%9.8%8.2%
HV 20d25.6%24.2%27.2%25.9%27.2%
HV 60d23.7%22.0%25.4%22.0%25.4%
IV Rank13.3%6.6%17.7%17.7%10.4%
IV Percentile10.8%2.8%21.0%18.7%6.0%
Term Structure1.4%-2.7%6.9%-0.1%1.2%
VWIV30.7%26.8%39.7%33.2%30.5%
Skew 25d3.4%-0.5%10.8%3.3%0.2%
Skew 10d7.6%-7.1%21.4%-7.1%-2.2%
Call IV 25d27.4%16.5%32.9%32.1%16.5%
Put IV 25d30.8%16.7%35.8%35.4%16.7%
Bid-Ask Spread %81.0150.96101.8861.7985.04
Gamma HHI0.260.200.380.200.35
Net GEX198.9K124.4K271.6K246.9K175.7K
Net DEX-8.3M-11.8M-4.9M-9.6M-6.7M
Net VEX-12.3K-14.5K-10.9K-14.5K-12.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.004.120.170.00
Total Volume89.333112736822
Total OI2,803.7141,9303,2893,1812,812

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-08-01$56.09$45.0034.1%9.8%25.9%17.7%33.2%3.3%-0.1%246.9K-9.6M-14.5K0.1761.7958102,456725
2025-08-04$57.36$50.0033.5%9.1%26.1%16.8%31.2%10.8%0.7%228.4K-10.7M-13.6K0.0978.64115102,467733
2025-08-05$56.37$50.0033.5%9.1%26.2%16.9%31.7%2.0%0.9%246.6K-10.0M-13.9K0.0483.159042,463729
2025-08-06$56.90$50.0032.9%9.0%25.8%16.0%31.9%3.7%-0.2%240.0K-10.4M-13.3K0.0078.521202,458733
2025-08-07$56.64$50.0032.7%6.7%25.3%15.8%0.0%0.3%5.5%252.0K-10.3M-12.7K0.2794.452262,459733
2025-08-08$56.66$50.0030.7%8.8%24.2%13.1%30.6%3.7%-0.0%256.1K-10.3M-12.5K0.3679.772282,464737
2025-08-11$56.70$50.0029.0%8.8%24.3%10.7%28.8%4.3%3.1%258.1K-10.5M-12.1K0.0382.972912,466737
2025-08-12$58.56$50.0025.9%9.2%25.4%6.6%30.3%6.3%0.9%220.2K-11.5M-11.3K0.0182.438312,465738
2025-08-13$58.85$50.0030.1%8.6%25.4%12.3%0.0%-0.5%-0.5%223.0K-11.8M-11.7K0.57101.88742,496738
2025-08-14$56.75$50.0031.0%8.9%26.4%13.5%29.4%2.8%-1.2%266.9K-10.4M-12.1K0.7483.7194702,498742
2025-08-15$57.00$50.0031.8%9.1%26.2%14.5%32.7%4.9%-2.7%271.6K-10.4M-11.6K0.0078.228602,494795
2025-08-18$57.64$50.0032.1%9.2%26.4%15.0%29.5%4.2%-0.8%124.6K-5.4M-12.1K1.9479.96621201,406524
2025-08-19$56.63$50.0030.0%8.6%25.5%12.1%29.7%3.8%4.4%125.0K-5.1M-12.3K0.1582.891321,427638
2025-08-20$56.11$50.0033.6%9.6%25.5%17.0%39.7%6.3%0.4%124.4K-4.9M-11.9K0.8188.8016131,429640
2025-08-21$57.21$50.0030.7%8.8%25.0%13.1%30.5%5.4%2.3%127.1K-5.4M-11.8K0.0885.141211,441651
2025-08-22$58.44$52.5030.9%8.9%25.9%13.3%29.4%2.0%2.7%126.2K-5.7M-11.6K3.3387.19632101,447656
2025-08-25$58.70$52.5028.7%8.2%25.2%10.4%29.8%3.7%6.9%167.2K-6.0M-12.9K4.1290.23492021,562851
2025-08-26$59.02$52.5029.4%8.4%25.1%11.3%28.4%-0.1%1.6%163.3K-6.3M-11.6K3.2273.66321031,5561,052
2025-08-27$59.40$52.5030.4%8.7%25.1%12.6%26.8%0.9%1.7%171.2K-6.6M-11.2K0.3971.9228111,5781,149
2025-08-28$60.83$52.5028.8%8.3%26.2%10.5%28.7%3.1%2.0%163.5K-7.2M-10.9K0.3550.96137481,5741,159
2025-08-29$59.59$52.5028.7%8.2%27.2%10.4%30.5%0.2%1.2%175.7K-6.7M-12.0K0.0085.042201,6121,200