CLIX Options History — July 2023 In July 2023, CLIX traded between $33.93 and $38.59. ATM implied volatility averaged 53.9%. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 29.1% (HV 20d: 24.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 40.9% change2023-07-05 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $36.61 $33.93 $38.59 $35.09 $38.59 ATM IV 53.9% 43.5% 75.6% 60.0% 52.8% Expected Move 13.9% 12.0% 18.0% 17.2% 15.1% HV 20d 24.8% 20.4% 30.1% 20.4% 30.1% Term Structure -5.7% -9.6% -2.5% -9.3% -8.3% Skew 25d 45.6% 38.7% 67.7% 63.5% 53.9% Skew 10d 57.9% 48.0% 94.7% 88.9% 68.6% Call IV 25d 38.6% 33.2% 46.8% 43.8% 44.5% Put IV 25d 84.2% 72.1% 114.4% 107.3% 98.4% Bid-Ask Spread % 146.92 142.60 163.82 163.01 143.46 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 (20 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 2023-07-03 $35.09 $0.00 60.0% 17.2% 20.4% 0.0% 0.0% 63.5% -9.3% 0 0 0 0.00 163.01 N/A N/A 0 0 0 0 2023-07-05 $34.94 $0.00 62.7% 18.0% 20.4% 0.0% 0.0% 67.7% -9.6% 0 0 0 0.00 163.82 N/A N/A 0 0 0 0 2023-07-06 $33.93 $0.00 66.7% 12.2% 22.0% 0.0% 0.0% 39.0% -2.5% 0 0 0 0.00 144.95 N/A N/A 0 0 0 0 2023-07-07 $34.92 $0.00 65.7% 12.0% 22.2% 0.0% 0.0% 39.0% -3.2% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2023-07-10 $35.13 $0.00 74.9% 12.5% 21.0% 0.0% 0.0% 39.5% -3.2% 0 0 0 0.00 146.67 N/A N/A 0 0 0 0 2023-07-11 $35.84 $0.00 75.6% 12.2% 22.1% 0.0% 0.0% 38.8% -4.3% 0 0 0 0.00 145.03 N/A N/A 0 0 0 0 2023-07-12 $36.44 $0.00 44.6% 12.8% 22.6% 0.0% 0.0% 39.1% -4.1% 0 0 0 0.00 143.88 N/A N/A 0 0 0 0 2023-07-13 $37.38 $0.00 43.5% 12.5% 24.1% 0.0% 0.0% 38.9% -4.9% 0 0 0 0.00 145.27 N/A N/A 0 0 0 0 2023-07-14 $37.18 $0.00 43.5% 12.5% 24.3% 0.0% 0.0% 38.7% -3.8% 0 0 0 0.00 144.84 N/A N/A 0 0 0 0 2023-07-17 $37.19 $0.00 45.2% 13.0% 24.2% 0.0% 0.0% 41.1% -4.8% 0 0 0 0.00 143.88 N/A N/A 0 0 0 0 2023-07-18 $37.25 $0.00 45.9% 13.2% 24.2% 0.0% 0.0% 41.8% -5.0% 0 0 0 0.00 144.23 N/A N/A 0 0 0 0 2023-07-19 $38.41 $0.00 46.4% 13.3% 25.0% 0.0% 0.0% 41.4% -6.3% 0 0 0 0.00 142.60 N/A N/A 0 0 0 0 2023-07-20 $37.13 $0.00 47.3% 13.5% 28.1% 0.0% 0.0% 42.4% -6.1% 0 0 0 0.00 145.26 N/A N/A 0 0 0 0 2023-07-21 $37.11 $0.00 47.5% 13.6% 28.0% 0.0% 0.0% 43.4% -4.4% 0 0 0 0.00 144.95 N/A N/A 0 0 0 0 2023-07-24 $37.21 $0.00 50.5% 14.5% 27.2% 0.0% 0.0% 46.6% -5.9% 0 0 0 0.00 146.26 N/A N/A 0 0 0 0 2023-07-25 $36.97 $0.00 51.1% 14.6% 26.8% 0.0% 0.0% 47.1% -7.4% 0 0 0 0.00 146.44 N/A N/A 0 0 0 0 2023-07-26 $37.06 $0.00 51.8% 14.8% 26.5% 0.0% 0.0% 49.3% -7.0% 0 0 0 0.00 145.67 N/A N/A 0 0 0 0 2023-07-27 $36.51 $0.00 51.5% 14.8% 27.1% 0.0% 0.0% 50.2% -6.9% 0 0 0 0.00 150.29 N/A N/A 0 0 0 0 2023-07-28 $37.98 $0.00 51.8% 14.8% 29.9% 0.0% 0.0% 50.7% -6.9% 0 0 0 0.00 144.96 N/A N/A 0 0 0 0 2023-07-31 $38.59 $0.00 52.8% 15.1% 30.1% 0.0% 0.0% 53.9% -8.3% 0 0 0 0.00 143.46 N/A N/A 0 0 0 0
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