CLIX Options History — August 2023 In August 2023, CLIX traded between $34.72 and $38.26. ATM implied volatility averaged 54.7%. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 29.2% (HV 20d: 25.5%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 38.3% change2023-08-02 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $36.53 $34.72 $38.26 $38.26 $36.89 ATM IV 54.7% 43.6% 70.7% 58.0% 60.4% Expected Move 14.4% 11.2% 17.8% 16.6% 17.3% HV 20d 25.5% 19.6% 31.8% 30.4% 20.0% HV 60d 25.2% 24.1% 26.4% 26.4% 24.2% Term Structure -5.2% -11.2% 5.6% -8.3% -11.2% Skew 25d 47.3% 33.7% 61.8% 56.1% 61.8% Skew 10d 57.1% 42.1% 72.4% 69.7% 72.4% Call IV 25d 40.8% 32.4% 50.1% 46.0% 50.1% Put IV 25d 88.1% 66.3% 111.9% 102.1% 111.9% Bid-Ask Spread % 145.67 141.97 150.66 145.10 149.77 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 (23 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 2023-08-01 $38.26 $0.00 58.0% 16.6% 30.4% 0.0% 0.0% 56.1% -8.3% 0 0 0 0.00 145.10 N/A N/A 0 0 0 0 2023-08-02 $37.40 $0.00 62.1% 17.8% 31.8% 0.0% 0.0% 58.9% -10.5% 0 0 0 0.00 145.34 N/A N/A 0 0 0 0 2023-08-03 $37.72 $0.00 59.3% 11.2% 29.4% 0.0% 0.0% 33.7% 4.4% 0 0 0 0.00 142.20 N/A N/A 0 0 0 0 2023-08-04 $37.98 $0.00 62.1% 11.5% 28.0% 0.0% 0.0% 34.0% -1.9% 0 0 0 0.00 142.01 N/A N/A 0 0 0 0 2023-08-07 $38.04 $0.00 70.0% 11.8% 28.1% 0.0% 0.0% 35.4% -2.9% 0 0 0 0.00 141.97 N/A N/A 0 0 0 0 2023-08-08 $37.58 $0.00 70.7% 11.5% 27.9% 0.0% 0.0% 36.3% 2.7% 0 0 0 0.00 141.98 N/A N/A 0 0 0 0 2023-08-09 $37.20 $0.00 43.6% 12.5% 27.7% 0.0% 0.0% 37.3% -3.1% 0 0 0 0.00 144.24 N/A N/A 0 0 0 0 2023-08-10 $37.31 $0.00 44.1% 12.7% 26.2% 0.0% 0.0% 37.8% -3.9% 0 0 0 0.00 143.47 N/A N/A 0 0 0 0 2023-08-11 $37.25 $0.00 43.7% 12.5% 26.2% 0.0% 0.0% 38.8% -2.4% 0 0 0 0.00 143.98 N/A N/A 0 0 0 0 2023-08-14 $37.20 $0.00 45.2% 13.0% 26.2% 0.0% 0.0% 40.7% -3.2% 0 0 0 0.00 143.11 N/A N/A 0 0 0 0 2023-08-15 $36.02 $0.00 46.8% 13.4% 28.5% 0.0% 0.0% 42.8% -4.4% 0 0 0 0.00 145.46 N/A N/A 0 0 0 0 2023-08-16 $35.45 $0.00 49.8% 14.3% 26.2% 0.0% 0.0% 44.4% -5.9% 0 0 0 0.00 144.21 N/A N/A 0 0 0 0 2023-08-17 $35.27 $0.00 50.5% 14.5% 23.8% 0.0% 0.0% 45.7% 5.6% 0 0 0 0.00 144.49 N/A N/A 0 0 0 0 2023-08-18 $34.72 $0.00 49.5% 14.2% 24.2% 0.0% 0.0% 47.8% -5.6% 0 0 0 0.00 145.15 N/A N/A 0 0 0 0 2023-08-21 $34.99 $0.00 52.9% 15.2% 24.4% 0.0% 0.0% 50.1% -7.4% 0 0 0 0.00 148.83 N/A N/A 0 0 0 0 2023-08-22 $35.02 $0.00 54.0% 15.5% 24.4% 0.0% 0.0% 51.2% -6.9% 0 0 0 0.00 148.00 N/A N/A 0 0 0 0 2023-08-23 $35.72 $0.00 52.0% 14.9% 25.7% 0.0% 0.0% 51.7% -8.1% 0 0 0 0.00 149.04 N/A N/A 0 0 0 0 2023-08-24 $35.39 $0.00 57.1% 16.4% 25.4% 0.0% 0.0% 52.6% -8.2% 0 0 0 0.00 146.69 N/A N/A 0 0 0 0 2023-08-25 $35.73 $0.00 54.1% 15.5% 20.7% 0.0% 0.0% 54.2% -8.5% 0 0 0 0.00 145.78 N/A N/A 0 0 0 0 2023-08-28 $35.78 $0.00 57.2% 16.4% 19.6% 0.0% 0.0% 58.3% -9.1% 0 0 0 0.00 148.71 N/A N/A 0 0 0 0 2023-08-29 $36.57 $0.00 56.9% 16.3% 21.5% 0.0% 0.0% 58.4% -10.9% 0 0 0 0.00 150.66 N/A N/A 0 0 0 0 2023-08-30 $36.70 $0.00 58.2% 16.7% 20.1% 0.0% 0.0% 60.3% -9.6% 0 0 0 0.00 150.13 N/A N/A 0 0 0 0 2023-08-31 $36.89 $0.00 60.4% 17.3% 20.0% 0.0% 0.0% 61.8% -11.2% 0 0 0 0.00 149.77 N/A N/A 0 0 0 0
« Jul 2023 | All History | Sep 2023 » Home CLIX History August 2023