CLIX Options History — September 2023 In September 2023, CLIX traded between $34.48 and $37.40. ATM implied volatility averaged 64.1%. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 44.5% (HV 20d: 19.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-09-13 : Largest IV drop — 71.2% change2023-09-01 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $35.85 $34.48 $37.40 $37.38 $35.16 ATM IV 64.1% 40.2% 139.5% 65.5% 57.6% Expected Move 13.5% 11.0% 18.8% 18.8% 16.5% HV 20d 19.5% 17.9% 22.3% 20.4% 18.3% HV 60d 23.8% 23.2% 24.0% 23.6% 23.3% Term Structure -5.1% -13.4% -1.4% -13.4% -8.0% Skew 25d 44.5% 34.4% 63.3% 63.3% 54.6% Skew 10d 53.7% 42.3% 74.1% 74.1% 65.2% Call IV 25d 38.1% 30.4% 51.7% 51.7% 45.7% Put IV 25d 82.6% 64.8% 115.0% 115.0% 100.4% Bid-Ask Spread % 147.61 144.94 150.38 147.37 147.69 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 2023-09-01 $37.38 $0.00 65.5% 18.8% 20.4% 0.0% 0.0% 63.3% -13.4% 0 0 0 0.00 147.37 N/A N/A 0 0 0 0 2023-09-05 $37.40 $0.00 76.4% 11.2% 20.4% 0.0% 0.0% 34.4% -4.0% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0 2023-09-06 $36.95 $0.00 76.9% 11.0% 20.4% 0.0% 0.0% 34.5% -2.0% 0 0 0 0.00 147.00 N/A N/A 0 0 0 0 2023-09-07 $36.31 $0.00 86.8% 11.8% 21.0% 0.0% 0.0% 36.1% -4.7% 0 0 0 0.00 146.37 N/A N/A 0 0 0 0 2023-09-08 $36.06 $0.00 88.8% 11.7% 21.0% 0.0% 0.0% 36.4% -4.1% 0 0 0 0.00 146.93 N/A N/A 0 0 0 0 2023-09-11 $36.71 $0.00 110.5% 11.4% 22.1% 0.0% 0.0% 38.2% -3.1% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2023-09-12 $36.39 $0.00 139.5% 12.5% 22.3% 0.0% 0.0% 38.8% -5.7% 0 0 0 0.00 147.71 N/A N/A 0 0 0 0 2023-09-13 $36.59 $0.00 40.2% 11.5% 19.1% 0.0% 0.0% 39.3% -3.8% 0 0 0 0.00 147.19 N/A N/A 0 0 0 0 2023-09-14 $36.78 $0.00 41.0% 11.7% 18.1% 0.0% 0.0% 38.9% -1.4% 0 0 0 0.00 149.45 N/A N/A 0 0 0 0 2023-09-15 $36.23 $0.00 43.8% 12.6% 19.0% 0.0% 0.0% 40.6% -3.0% 0 0 0 0.00 147.16 N/A N/A 0 0 0 0 2023-09-18 $35.98 $0.00 45.2% 13.0% 18.2% 0.0% 0.0% 42.4% -4.1% 0 0 0 0.00 148.19 N/A N/A 0 0 0 0 2023-09-19 $35.66 $0.00 45.1% 12.9% 18.4% 0.0% 0.0% 44.0% -3.9% 0 0 0 0.00 148.31 N/A N/A 0 0 0 0 2023-09-20 $35.06 $0.00 48.3% 13.8% 19.5% 0.0% 0.0% 45.1% -4.3% 0 0 0 0.00 148.05 N/A N/A 0 0 0 0 2023-09-21 $34.48 $0.00 51.7% 14.8% 18.9% 0.0% 0.0% 47.0% -5.3% 0 0 0 0.00 148.17 N/A N/A 0 0 0 0 2023-09-22 $34.61 $0.00 49.2% 14.1% 18.7% 0.0% 0.0% 47.0% -4.0% 0 0 0 0.00 148.75 N/A N/A 0 0 0 0 2023-09-25 $35.12 $0.00 53.1% 15.2% 19.2% 0.0% 0.0% 50.1% -6.7% 0 0 0 0.00 147.76 N/A N/A 0 0 0 0 2023-09-26 $34.58 $0.00 52.5% 15.0% 19.9% 0.0% 0.0% 51.4% -6.0% 0 0 0 0.00 150.38 N/A N/A 0 0 0 0 2023-09-27 $34.72 $0.00 54.2% 15.6% 18.0% 0.0% 0.0% 52.5% -6.2% 0 0 0 0.00 150.14 N/A N/A 0 0 0 0 2023-09-28 $34.81 $0.00 55.0% 15.8% 17.9% 0.0% 0.0% 54.4% -7.3% 0 0 0 0.00 145.64 N/A N/A 0 0 0 0 2023-09-29 $35.16 $0.00 57.6% 16.5% 18.3% 0.0% 0.0% 54.6% -8.0% 0 0 0 0.00 147.69 N/A N/A 0 0 0 0
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