CALX Options History — March 2026

In March 2026, CALX traded between $49.20 and $54.45. ATM implied volatility averaged 52.4%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 11.0% (HV 20d: 41.3%). Max pain ranged from $47.50 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.12.

Notable Days

  • 2026-03-25: Highest Volume — 160 contracts
  • 2026-03-16: Largest IV drop — 34.0% change
  • 2026-03-10: Highest IV Rank — 60.6%
  • 2026-03-13: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.36$49.20$54.45$53.23$49.20
Max Pain$48.57$47.50$55.00$55.00$47.50
ATM IV52.4%32.9%63.1%50.3%55.6%
Expected Move14.9%9.2%20.4%14.4%15.9%
HV 20d41.3%35.4%50.7%50.7%36.7%
HV 60d53.0%51.7%54.0%51.7%54.0%
IV Rank45.5%18.2%60.6%42.6%50.1%
IV Percentile80.4%25.8%97.2%79.0%86.5%
Term Structure1.1%-9.8%15.3%0.8%5.5%
VWIV52.3%43.4%59.1%50.4%47.9%
Skew 25d10.7%-6.6%49.0%17.6%3.5%
Skew 10d11.4%-11.5%34.0%26.8%-5.3%
Call IV 25d45.8%30.5%61.7%47.6%45.2%
Put IV 25d56.5%35.6%90.7%65.2%48.7%
Bid-Ask Spread %67.5931.28106.65100.2148.51
Gamma HHI0.200.150.260.230.15
Net GEX62.3K50.9K81.3K60.5K56.0K
Net DEX-750.2K-1.7M-153.4K-741.4K-1.1M
Net VEX-6.1K-7.3K-4.7K-7.3K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.000.670.240.00
Total Volume33.2380160675
Total OI1,483.811,0491,7841,5891,255

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2026-03-02$53.23$55.0050.3%14.4%50.7%42.6%50.4%17.6%0.8%60.5K-741.4K-7.3K0.24100.215413950639
2026-03-03$52.53$55.0056.4%16.2%47.9%51.1%49.9%7.6%-7.3%60.3K-702.6K-7.3K0.00105.52170960651
2026-03-04$54.45$55.0043.0%12.3%49.0%32.4%48.3%18.2%-3.1%81.3K-940.0K-7.0K0.00101.9802952651
2026-03-05$52.15$47.5047.7%13.8%48.5%39.0%56.9%6.3%-1.2%62.0K-620.6K-6.9K0.2494.57215952652
2026-03-06$50.41$47.5057.8%14.5%50.1%53.2%50.2%8.3%-1.4%51.6K-560.9K-7.1K0.00105.22012962656
2026-03-09$50.85$47.5058.7%16.0%45.5%54.3%48.5%7.2%-9.8%57.3K-181.0K-6.0K0.10106.65596962654
2026-03-10$51.05$47.5063.1%15.4%41.5%60.6%57.6%12.2%-4.6%53.8K-401.9K-6.5K0.00106.0101989654
2026-03-11$51.00$47.5058.7%16.8%41.2%54.4%59.0%3.8%-8.7%50.9K-424.6K-6.5K0.00104.1580989655
2026-03-12$49.98$47.5051.3%0.0%38.2%44.0%0.0%10.2%-0.6%52.7K-303.9K-6.1K0.0059.1700997655
2026-03-13$50.30$47.5049.8%20.4%38.1%42.0%0.0%6.2%2.2%60.4K-341.4K-5.8K0.0047.8020997655
2026-03-16$51.27$47.5032.9%9.2%37.7%18.2%0.0%9.2%15.3%71.3K-153.4K-4.7K0.0055.1750995655
2026-03-17$51.30$47.5041.1%12.1%37.7%29.7%0.0%0.6%2.1%66.9K-280.1K-5.2K0.0052.28190992655
2026-03-18$51.59$47.5049.9%13.2%37.7%42.1%56.9%-6.6%4.3%74.3K-289.0K-5.2K0.0140.791561995655
2026-03-20$50.20$47.5058.9%18.2%35.4%54.7%0.0%29.9%-6.7%65.7K-333.3K-5.8K0.0042.043001,132652
2026-03-23$52.58$47.5057.4%16.2%39.3%52.6%59.1%49.0%-2.0%59.0K-1.4M-5.8K0.4341.703515871178
2026-03-24$53.27$47.5052.3%15.2%38.7%45.4%43.4%11.0%6.9%68.5K-1.7M-6.2K0.0051.0210901185
2026-03-25$52.87$47.5053.5%12.8%38.6%47.1%53.8%11.5%13.4%72.0K-1.7M-5.8K0.0148.721591902185
2026-03-26$51.00$47.5052.2%15.0%38.1%45.3%55.1%2.4%3.5%73.7K-1.5M-6.1K0.3238.032271,038186
2026-03-27$49.98$47.5058.4%16.7%38.8%54.0%50.7%6.9%4.0%58.1K-1.2M-6.1K0.6738.631281,058185
2026-03-30$49.25$47.5050.6%14.5%39.0%43.1%48.5%10.2%10.8%53.1K-994.4K-5.6K0.0031.282201,068185
2026-03-31$49.20$47.5055.6%15.9%36.7%50.1%47.9%3.5%5.5%56.0K-1.1M-5.6K0.0048.51501,070185