CLIX Options History — May 2023

In May 2023, CLIX traded between $32.70 and $33.01. ATM implied volatility averaged 62.7%. The 30-day expected move averaged 18.0%. Net GEX was positive for 0 of 3 trading days. Term structure was in contango for 0 of 3 days.

Notable Days

  • 2023-05-30: Largest IV spike — 19.2% change
  • 2023-05-31: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.90$32.70$33.01$33.00$32.70
ATM IV62.7%54.9%67.6%54.9%67.6%
Expected Move18.0%15.7%19.4%15.7%19.4%
Term Structure-10.4%-13.0%-6.7%-6.7%-13.0%
Skew 25d65.5%63.6%67.6%63.6%67.6%
Skew 10d80.6%75.6%83.9%75.6%82.2%
Call IV 25d50.6%45.1%54.7%45.1%54.7%
Put IV 25d116.1%108.6%122.3%108.6%122.3%
Bid-Ask Spread %169.37168.80169.67169.67169.64
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (3 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-26$33.00$0.0054.9%15.7%0.0%0.0%0.0%63.6%-6.7%0000.00169.67N/AN/A0000
2023-05-30$33.01$0.0065.4%18.8%0.0%0.0%0.0%65.3%-11.4%0000.00168.80N/AN/A0000
2023-05-31$32.70$0.0067.6%19.4%0.0%0.0%0.0%67.6%-13.0%0000.00169.64N/AN/A0000