CLIX Options History — October 2023 In October 2023, CLIX traded between $33.16 and $35.86. ATM implied volatility averaged 58.2%. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 37.7% (HV 20d: 20.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-10-11 : Largest IV drop — 43.0% change2023-10-31 : Largest Expected Move — 18.6%Monthly Statistics Metric Avg Min Max Open Close Price $34.67 $33.16 $35.86 $35.20 $34.11 ATM IV 58.2% 43.2% 79.6% 61.7% 65.0% Expected Move 15.2% 11.6% 18.6% 17.7% 18.6% HV 20d 20.5% 17.4% 25.1% 17.4% 24.3% HV 60d 21.4% 19.6% 22.8% 22.5% 20.9% Term Structure -6.0% -10.8% -0.2% -9.2% -10.8% Skew 25d 49.2% 37.1% 63.6% 59.0% 62.5% Skew 10d 60.3% 47.9% 75.1% 70.2% 74.9% Call IV 25d 42.3% 33.7% 52.3% 49.2% 52.3% Put IV 25d 91.5% 70.8% 115.5% 108.2% 114.9% Bid-Ask Spread % 147.42 143.59 150.16 147.94 149.92 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 (22 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 2023-10-02 $35.20 $0.00 61.7% 17.7% 17.4% 0.0% 0.0% 59.0% -9.2% 0 0 0 0.00 147.94 N/A N/A 0 0 0 0 2023-10-03 $34.55 $0.00 61.9% 17.8% 18.2% 0.0% 0.0% 61.9% -9.8% 0 0 0 0.00 150.16 N/A N/A 0 0 0 0 2023-10-04 $34.76 $0.00 63.3% 18.1% 18.3% 0.0% 0.0% 63.6% -9.5% 0 0 0 0.00 150.14 N/A N/A 0 0 0 0 2023-10-05 $34.68 $0.00 64.9% 12.0% 17.5% 0.0% 0.0% 38.0% -2.0% 0 0 0 0.00 143.59 N/A N/A 0 0 0 0 2023-10-06 $35.63 $0.00 64.9% 11.6% 20.2% 0.0% 0.0% 37.1% -0.2% 0 0 0 0.00 146.83 N/A N/A 0 0 0 0 2023-10-09 $35.44 $0.00 79.6% 13.0% 19.0% 0.0% 0.0% 39.1% -4.1% 0 0 0 0.00 144.32 N/A N/A 0 0 0 0 2023-10-10 $35.70 $0.00 75.7% 12.2% 19.1% 0.0% 0.0% 39.2% -1.8% 0 0 0 0.00 148.40 N/A N/A 0 0 0 0 2023-10-11 $35.86 $0.00 43.2% 12.4% 19.1% 0.0% 0.0% 39.5% -4.4% 0 0 0 0.00 148.28 N/A N/A 0 0 0 0 2023-10-12 $35.36 $0.00 46.0% 13.2% 19.5% 0.0% 0.0% 40.9% -4.3% 0 0 0 0.00 147.52 N/A N/A 0 0 0 0 2023-10-13 $34.91 $0.00 45.9% 13.2% 19.3% 0.0% 0.0% 42.0% -2.1% 0 0 0 0.00 147.06 N/A N/A 0 0 0 0 2023-10-16 $35.47 $0.00 49.3% 14.1% 20.2% 0.0% 0.0% 43.4% -6.4% 0 0 0 0.00 144.99 N/A N/A 0 0 0 0 2023-10-17 $35.27 $0.00 48.8% 14.0% 20.0% 0.0% 0.0% 44.7% -4.0% 0 0 0 0.00 146.43 N/A N/A 0 0 0 0 2023-10-18 $34.48 $0.00 53.1% 15.2% 20.7% 0.0% 0.0% 45.9% -7.6% 0 0 0 0.00 147.49 N/A N/A 0 0 0 0 2023-10-19 $34.26 $0.00 52.9% 15.2% 20.0% 0.0% 0.0% 46.5% -5.8% 0 0 0 0.00 147.03 N/A N/A 0 0 0 0 2023-10-20 $33.88 $0.00 52.2% 15.0% 20.3% 0.0% 0.0% 48.3% -4.4% 0 0 0 0.00 146.74 N/A N/A 0 0 0 0 2023-10-23 $34.19 $0.00 55.3% 15.9% 19.8% 0.0% 0.0% 51.1% -5.2% 0 0 0 0.00 147.24 N/A N/A 0 0 0 0 2023-10-24 $34.77 $0.00 53.4% 15.3% 20.1% 0.0% 0.0% 51.4% -5.8% 0 0 0 0.00 147.22 N/A N/A 0 0 0 0 2023-10-25 $33.44 $0.00 61.0% 17.5% 24.4% 0.0% 0.0% 54.5% -8.5% 0 0 0 0.00 147.93 N/A N/A 0 0 0 0 2023-10-26 $33.16 $0.00 61.6% 17.6% 24.4% 0.0% 0.0% 56.6% -9.6% 0 0 0 0.00 145.85 N/A N/A 0 0 0 0 2023-10-27 $33.61 $0.00 58.5% 16.8% 24.7% 0.0% 0.0% 56.5% -6.3% 0 0 0 0.00 149.91 N/A N/A 0 0 0 0 2023-10-30 $33.98 $0.00 63.3% 18.2% 25.1% 0.0% 0.0% 60.1% -10.4% 0 0 0 0.00 148.22 N/A N/A 0 0 0 0 2023-10-31 $34.11 $0.00 65.0% 18.6% 24.3% 0.0% 0.0% 62.5% -10.8% 0 0 0 0.00 149.92 N/A N/A 0 0 0 0
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