CLIX Options History — November 2023 In November 2023, CLIX traded between $34.19 and $37.05. ATM implied volatility averaged 55.3%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 32.1% (HV 20d: 23.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2023-11-08 : Largest IV drop — 43.8% change2023-11-29 : Highest IV Rank — 23.6%2023-11-01 : Largest Expected Move — 18.9%Monthly Statistics Metric Avg Min Max Open Close Price $35.67 $34.19 $37.05 $34.19 $36.23 ATM IV 55.3% 42.4% 77.9% 66.0% 63.1% Expected Move 14.3% 11.6% 18.9% 18.9% 18.1% HV 20d 23.2% 18.0% 26.1% 24.2% 20.5% HV 60d 21.1% 20.7% 21.9% 20.8% 21.1% IV Rank 20.6% 17.4% 23.6% 18.2% 23.0% IV Percentile 66.8% 59.8% 73.4% 62.7% 71.3% Term Structure -5.1% -13.7% 12.2% -9.7% -12.2% Skew 25d 48.0% 37.4% 64.3% 64.3% 63.2% Skew 10d 57.7% 47.5% 76.7% 76.7% 74.1% Call IV 25d 40.5% 33.4% 53.3% 53.3% 51.4% Put IV 25d 88.5% 70.8% 117.6% 117.6% 114.6% Bid-Ask Spread % 149.54 147.26 153.06 147.85 149.68 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 2023-11-01 $34.19 $0.00 66.0% 18.9% 24.2% 0.0% 0.0% 64.3% -9.7% 0 0 0 0.00 147.85 N/A N/A 0 0 0 0 2023-11-02 $34.66 $0.00 64.4% 11.8% 24.8% 0.0% 0.0% 37.4% -2.3% 0 0 0 0.00 148.89 N/A N/A 0 0 0 0 2023-11-03 $35.59 $0.00 63.9% 11.6% 24.7% 0.0% 0.0% 37.4% 1.2% 0 0 0 0.00 147.48 N/A N/A 0 0 0 0 2023-11-06 $35.50 $0.00 77.9% 12.8% 24.6% 0.0% 0.0% 38.9% -4.3% 0 0 0 0.00 148.28 N/A N/A 0 0 0 0 2023-11-07 $36.02 $0.00 75.4% 12.1% 25.0% 0.0% 0.0% 39.4% -3.6% 0 0 0 0.00 147.73 N/A N/A 0 0 0 0 2023-11-08 $35.76 $0.00 42.4% 12.2% 25.1% 0.0% 0.0% 39.9% -2.9% 0 0 0 0.00 149.28 N/A N/A 0 0 0 0 2023-11-09 $34.91 $0.00 44.7% 12.8% 26.1% 0.0% 0.0% 41.3% -3.3% 0 0 0 0.00 149.14 N/A N/A 0 0 0 0 2023-11-10 $35.20 $0.00 45.1% 12.9% 25.9% 0.0% 0.0% 42.0% -5.2% 0 0 0 0.00 148.28 N/A N/A 0 0 0 0 2023-11-13 $34.96 $0.00 46.5% 13.3% 25.3% 0.0% 0.0% 43.8% -5.3% 0 0 0 0.00 149.46 N/A N/A 0 0 0 0 2023-11-14 $35.48 $0.00 49.5% 14.2% 25.8% 0.0% 0.0% 44.3% -10.7% 0 0 0 0.00 147.78 N/A N/A 0 0 0 0 2023-11-15 $35.70 $0.00 45.6% 13.1% 24.4% 0.0% 0.0% 44.7% -6.0% 0 0 0 0.00 150.65 N/A N/A 0 0 0 0 2023-11-16 $35.57 $0.00 45.5% 13.0% 24.3% 0.0% 0.0% 45.7% 12.2% 0 0 0 0.00 147.26 N/A N/A 0 0 0 0 2023-11-17 $35.63 $0.00 46.6% 13.3% 23.8% 0.0% 0.0% 46.2% 11.5% 0 0 0 0.00 151.06 N/A N/A 0 0 0 0 2023-11-20 $36.14 $0.00 50.3% 14.4% 24.1% 0.0% 0.0% 48.6% -6.5% 0 0 0 0.00 150.63 N/A N/A 0 0 0 0 2023-11-21 $35.70 $0.00 50.2% 14.4% 24.0% 0.0% 0.0% 50.5% -8.9% 0 0 0 0.00 152.29 N/A N/A 0 0 0 0 2023-11-22 $35.95 $0.00 51.6% 14.8% 18.8% 0.0% 0.0% 50.7% -8.1% 0 0 0 0.00 150.64 N/A N/A 0 0 0 0 2023-11-24 $36.00 $0.00 53.4% 15.3% 18.2% 0.0% 0.0% 53.5% -8.3% 0 0 0 0.00 150.61 N/A N/A 0 0 0 0 2023-11-27 $36.27 $0.00 58.3% 16.7% 18.0% 18.2% 0.0% 57.6% -9.6% 0 0 0 0.00 148.96 N/A N/A 0 0 0 0 2023-11-28 $37.05 $0.00 57.5% 16.5% 18.9% 17.4% 0.0% 57.9% -10.8% 0 0 0 0.00 151.38 N/A N/A 0 0 0 0 2023-11-29 $36.47 $0.00 63.7% 18.3% 20.2% 23.6% 0.0% 60.3% -13.7% 0 0 0 0.00 153.06 N/A N/A 0 0 0 0 2023-11-30 $36.23 $0.00 63.1% 18.1% 20.5% 23.0% 0.0% 63.2% -12.2% 0 0 0 0.00 149.68 N/A N/A 0 0 0 0
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