CLIX Options History — June 2023 In June 2023, CLIX traded between $33.92 and $35.52. ATM implied volatility averaged 66.9%. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 43.4% (HV 20d: 23.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 68.5% change2023-06-02 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $34.71 $33.92 $35.52 $33.92 $35.03 ATM IV 66.9% 42.2% 138.2% 67.2% 55.8% Expected Move 13.9% 11.5% 19.9% 19.3% 16.0% HV 20d 23.5% 20.5% 24.3% 24.3% 20.5% Term Structure -5.0% -14.2% -1.7% -14.2% -7.6% Skew 25d 54.8% 40.2% 70.5% 67.7% 58.9% Skew 10d 75.8% 58.4% 99.5% 95.6% 82.7% Call IV 25d 31.2% 15.1% 55.4% 53.7% 41.0% Put IV 25d 86.0% 69.7% 125.4% 121.4% 99.9% Bid-Ask Spread % 162.24 157.87 168.59 168.59 163.16 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-06-01 $33.92 $0.00 67.2% 19.3% 0.0% 0.0% 0.0% 67.7% -14.2% 0 0 0 0.00 168.59 N/A N/A 0 0 0 0 2023-06-02 $34.05 $0.00 69.4% 19.9% 0.0% 0.0% 0.0% 70.0% -13.4% 0 0 0 0.00 167.27 N/A N/A 0 0 0 0 2023-06-05 $34.30 $0.00 78.4% 12.0% 0.0% 0.0% 0.0% 54.1% -4.3% 0 0 0 0.00 159.64 N/A N/A 0 0 0 0 2023-06-06 $34.94 $0.00 78.2% 11.5% 0.0% 0.0% 0.0% 40.2% -3.3% 0 0 0 0.00 157.87 N/A N/A 0 0 0 0 2023-06-07 $34.00 $0.00 84.9% 12.0% 0.0% 0.0% 0.0% 54.4% -2.5% 0 0 0 0.00 164.38 N/A N/A 0 0 0 0 2023-06-08 $34.75 $0.00 85.2% 11.6% 0.0% 0.0% 0.0% 56.2% -1.9% 0 0 0 0.00 159.89 N/A N/A 0 0 0 0 2023-06-09 $34.73 $0.00 90.4% 11.7% 0.0% 0.0% 0.0% 40.5% -2.6% 0 0 0 0.00 161.97 N/A N/A 0 0 0 0 2023-06-12 $35.00 $0.00 120.1% 12.2% 0.0% 0.0% 0.0% 42.7% -3.7% 0 0 0 0.00 159.20 N/A N/A 0 0 0 0 2023-06-13 $35.17 $0.00 138.2% 12.3% 0.0% 0.0% 0.0% 43.6% -4.6% 0 0 0 0.00 159.50 N/A N/A 0 0 0 0 2023-06-14 $35.28 $0.00 43.5% 12.5% 0.0% 0.0% 0.0% 44.4% -4.6% 0 0 0 0.00 159.50 N/A N/A 0 0 0 0 2023-06-15 $35.52 $0.00 42.2% 12.1% 0.0% 0.0% 0.0% 45.3% -1.7% 0 0 0 0.00 158.41 N/A N/A 0 0 0 0 2023-06-16 $35.52 $0.00 42.3% 12.1% 0.0% 0.0% 0.0% 45.7% -2.5% 0 0 0 0.00 158.83 N/A N/A 0 0 0 0 2023-06-20 $34.91 $0.00 46.6% 13.4% 24.3% 0.0% 0.0% 47.3% -3.3% 0 0 0 0.00 165.10 N/A N/A 0 0 0 0 2023-06-21 $34.55 $0.00 47.0% 13.5% 24.2% 0.0% 0.0% 66.1% -5.2% 0 0 0 0.00 162.59 N/A N/A 0 0 0 0 2023-06-22 $34.90 $0.00 48.2% 13.8% 23.6% 0.0% 0.0% 66.9% -3.0% 0 0 0 0.00 160.10 N/A N/A 0 0 0 0 2023-06-23 $34.38 $0.00 51.4% 14.7% 23.9% 0.0% 0.0% 67.8% -3.2% 0 0 0 0.00 163.18 N/A N/A 0 0 0 0 2023-06-26 $33.95 $0.00 53.4% 15.3% 23.8% 0.0% 0.0% 70.5% -6.4% 0 0 0 0.00 165.58 N/A N/A 0 0 0 0 2023-06-27 $34.50 $0.00 55.8% 16.0% 23.7% 0.0% 0.0% 54.9% -5.2% 0 0 0 0.00 162.22 N/A N/A 0 0 0 0 2023-06-28 $34.83 $0.00 52.8% 15.1% 23.9% 0.0% 0.0% 56.3% -6.1% 0 0 0 0.00 165.78 N/A N/A 0 0 0 0 2023-06-29 $34.60 $0.00 53.3% 15.3% 23.7% 0.0% 0.0% 57.2% -6.1% 0 0 0 0.00 164.29 N/A N/A 0 0 0 0 2023-06-30 $35.03 $0.00 55.8% 16.0% 20.5% 0.0% 0.0% 58.9% -7.6% 0 0 0 0.00 163.16 N/A N/A 0 0 0 0
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