CLIX Options History — December 2023 In December 2023, CLIX traded between $36.31 and $39.13. ATM implied volatility averaged 62.1%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 44.3% (HV 20d: 17.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 68.4% change2023-12-12 : Highest IV Rank — 87.1%2023-12-01 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $37.64 $36.31 $39.13 $36.75 $38.12 ATM IV 62.1% 40.1% 126.7% 61.3% 50.9% Expected Move 12.6% 10.7% 17.6% 17.6% 14.6% HV 20d 17.8% 15.4% 20.5% 20.5% 18.2% HV 60d 20.8% 20.2% 21.2% 21.0% 20.9% IV Rank 22.2% 0.0% 87.1% 21.3% 10.9% IV Percentile 45.2% 0.0% 98.5% 66.2% 36.2% Term Structure -4.4% -11.5% -1.6% -11.5% -5.2% Skew 25d 41.5% 34.3% 64.5% 64.5% 50.6% Skew 10d 51.9% 42.4% 75.7% 75.7% 62.4% Call IV 25d 35.5% 30.9% 53.1% 53.1% 41.4% Put IV 25d 77.1% 65.6% 117.5% 117.5% 92.0% Bid-Ask Spread % 148.19 145.55 150.05 146.99 147.64 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 2023-12-01 $36.75 $0.00 61.3% 17.6% 20.5% 21.3% 0.0% 64.5% -11.5% 0 0 0 0.00 146.99 N/A N/A 0 0 0 0 2023-12-04 $36.46 $0.00 75.3% 11.5% 18.8% 35.4% 0.0% 34.3% -4.1% 0 0 0 0.00 148.37 N/A N/A 0 0 0 0 2023-12-05 $36.72 $0.00 72.5% 10.7% 18.9% 32.6% 0.0% 35.0% -1.6% 0 0 0 0.00 147.68 N/A N/A 0 0 0 0 2023-12-06 $36.31 $0.00 80.7% 11.5% 18.8% 40.8% 0.0% 35.0% -4.1% 0 0 0 0.00 149.12 N/A N/A 0 0 0 0 2023-12-07 $36.44 $0.00 87.8% 11.7% 18.6% 47.9% 0.0% 35.9% -4.4% 0 0 0 0.00 148.90 N/A N/A 0 0 0 0 2023-12-08 $36.80 $0.00 85.4% 11.0% 16.3% 45.5% 0.0% 36.0% -3.0% 0 0 0 0.00 149.87 N/A N/A 0 0 0 0 2023-12-11 $36.77 $0.00 112.1% 11.3% 16.2% 72.4% 0.0% 38.0% -3.5% 0 0 0 0.00 146.84 N/A N/A 0 0 0 0 2023-12-12 $36.69 $0.00 126.7% 11.3% 15.9% 87.1% 0.0% 38.5% -4.1% 0 0 0 0.00 148.70 N/A N/A 0 0 0 0 2023-12-13 $36.99 $0.00 40.1% 11.5% 15.4% 0.0% 0.0% 39.0% -4.3% 0 0 0 0.00 145.55 N/A N/A 0 0 0 0 2023-12-14 $37.50 $0.00 42.9% 12.3% 15.9% 2.9% 0.0% 38.6% -4.5% 0 0 0 0.00 148.94 N/A N/A 0 0 0 0 2023-12-15 $37.88 $0.00 40.1% 11.5% 16.0% 0.1% 0.0% 38.9% -1.7% 0 0 0 0.00 149.87 N/A N/A 0 0 0 0 2023-12-18 $38.33 $0.00 42.5% 12.2% 16.2% 2.4% 0.0% 40.0% -2.5% 0 0 0 0.00 147.94 N/A N/A 0 0 0 0 2023-12-19 $39.08 $0.00 41.7% 12.0% 16.8% 1.7% 0.0% 40.2% -1.9% 0 0 0 0.00 146.68 N/A N/A 0 0 0 0 2023-12-20 $38.29 $0.00 44.5% 12.8% 18.0% 4.5% 0.0% 41.4% -3.3% 0 0 0 0.00 147.12 N/A N/A 0 0 0 0 2023-12-21 $39.13 $0.00 43.7% 12.5% 19.1% 3.6% 0.0% 41.3% -4.3% 0 0 0 0.00 147.49 N/A N/A 0 0 0 0 2023-12-22 $38.92 $0.00 44.0% 12.6% 19.4% 3.9% 0.0% 41.7% -3.8% 0 0 0 0.00 147.37 N/A N/A 0 0 0 0 2023-12-26 $38.50 $0.00 51.2% 14.7% 20.0% 11.2% 0.0% 46.0% -7.3% 0 0 0 0.00 149.31 N/A N/A 0 0 0 0 2023-12-27 $38.50 $0.00 51.3% 14.7% 18.9% 11.3% 0.0% 47.3% -6.7% 0 0 0 0.00 150.05 N/A N/A 0 0 0 0 2023-12-28 $38.60 $0.00 47.8% 13.7% 17.7% 7.8% 0.0% 48.6% -6.4% 0 0 0 0.00 149.44 N/A N/A 0 0 0 0 2023-12-29 $38.12 $0.00 50.9% 14.6% 18.2% 10.9% 0.0% 50.6% -5.2% 0 0 0 0.00 147.64 N/A N/A 0 0 0 0
« Nov 2023 | All History | Jan 2024 » Home CLIX History December 2023