CLIX Options History — January 2024 In January 2024, CLIX traded between $35.25 and $37.17. ATM implied volatility averaged 35.3%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 16.5% (HV 20d: 18.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-03 : Largest IV drop — 38.5% change2024-01-02 : Highest IV Rank — 17.7%2024-01-02 : Largest Expected Move — 16.5%Monthly Statistics Metric Avg Min Max Open Close Price $36.44 $35.25 $37.17 $37.17 $35.25 ATM IV 35.3% 27.7% 57.7% 57.7% 39.1% Expected Move 9.5% 7.9% 16.5% 16.5% 11.2% HV 20d 18.9% 15.6% 21.1% 20.1% 15.6% HV 60d 20.1% 18.4% 21.6% 21.6% 18.9% IV Rank 4.8% 0.0% 17.7% 17.7% 10.2% IV Percentile 6.4% 0.0% 60.0% 60.0% 9.4% Term Structure -5.7% -10.3% -2.1% -8.4% -10.3% Skew 25d 4.0% -0.5% 56.1% 56.1% -0.5% Skew 10d 5.7% 2.0% 67.7% 67.7% 2.5% Call IV 25d 35.8% 29.5% 47.1% 47.1% 45.7% Put IV 25d 39.8% 31.5% 103.2% 103.2% 45.2% Bid-Ask Spread % 144.31 142.47 148.13 148.13 144.66 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 2024-01-02 $37.17 $0.00 57.7% 16.5% 20.1% 17.7% 0.0% 56.1% -8.4% 0 0 0 0.00 148.13 N/A N/A 0 0 0 0 2024-01-03 $37.15 $0.00 35.5% 10.2% 19.9% 0.0% 0.0% 0.9% -6.9% 0 0 0 0.00 146.13 N/A N/A 0 0 0 0 2024-01-04 $36.70 $0.00 36.9% 8.0% 20.3% 1.3% 0.0% 2.4% -2.6% 0 0 0 0.00 143.07 N/A N/A 0 0 0 0 2024-01-05 $36.50 $0.00 40.0% 8.4% 19.9% 4.3% 0.0% 1.9% -3.3% 0 0 0 0.00 142.47 N/A N/A 0 0 0 0 2024-01-08 $36.88 $0.00 40.5% 8.1% 20.2% 4.9% 0.0% 2.3% -3.6% 0 0 0 0.00 143.30 N/A N/A 0 0 0 0 2024-01-09 $36.86 $0.00 42.0% 8.1% 19.9% 6.3% 0.0% 1.2% -3.1% 0 0 0 0.00 143.50 N/A N/A 0 0 0 0 2024-01-10 $36.91 $0.00 27.7% 7.9% 19.9% 0.0% 0.0% 1.6% -2.1% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2024-01-11 $37.03 $0.00 29.1% 8.4% 19.9% 1.3% 0.0% 1.0% -4.6% 0 0 0 0.00 143.74 N/A N/A 0 0 0 0 2024-01-12 $36.61 $0.00 29.1% 8.4% 20.2% 1.3% 0.0% 1.1% -2.9% 0 0 0 0.00 143.87 N/A N/A 0 0 0 0 2024-01-16 $35.73 $0.00 30.6% 8.8% 21.1% 2.6% 0.0% 2.1% -3.8% 0 0 0 0.00 144.47 N/A N/A 0 0 0 0 2024-01-17 $35.57 $0.00 31.4% 9.0% 20.6% 3.3% 0.0% 2.4% -4.9% 0 0 0 0.00 143.98 N/A N/A 0 0 0 0 2024-01-18 $35.78 $0.00 31.9% 9.1% 20.1% 3.8% 0.0% 1.3% -4.3% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2024-01-19 $36.30 $0.00 32.2% 9.2% 19.4% 4.0% 0.0% 2.5% -5.9% 0 0 0 0.00 144.11 N/A N/A 0 0 0 0 2024-01-22 $36.36 $0.00 32.7% 9.4% 18.5% 4.4% 0.0% 1.6% -6.2% 0 0 0 0.00 144.35 N/A N/A 0 0 0 0 2024-01-23 $36.58 $0.00 32.5% 9.3% 16.5% 4.3% 0.0% 1.2% -6.9% 0 0 0 0.00 144.09 N/A N/A 0 0 0 0 2024-01-24 $36.77 $0.00 32.8% 9.4% 16.7% 4.6% 0.0% 0.8% -7.2% 0 0 0 0.00 144.28 N/A N/A 0 0 0 0 2024-01-25 $36.55 $0.00 32.2% 9.2% 16.5% 4.0% 0.0% 1.5% -5.9% 0 0 0 0.00 144.39 N/A N/A 0 0 0 0 2024-01-26 $36.65 $0.00 33.3% 9.5% 16.6% 5.0% 0.0% 1.8% -7.1% 0 0 0 0.00 144.81 N/A N/A 0 0 0 0 2024-01-29 $36.34 $0.00 37.3% 10.7% 16.6% 8.6% 0.0% 1.5% -9.5% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2024-01-30 $35.61 $0.00 37.2% 10.7% 17.4% 8.5% 0.0% 0.3% -10.0% 0 0 0 0.00 144.80 N/A N/A 0 0 0 0 2024-01-31 $35.25 $0.00 39.1% 11.2% 15.6% 10.2% 0.0% -0.5% -10.3% 0 0 0 0.00 144.66 N/A N/A 0 0 0 0
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