CLIX Options History — February 2024 In February 2024, CLIX traded between $35.44 and $39.13. ATM implied volatility averaged 34.5%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 14.3% (HV 20d: 20.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 38.5% change2024-02-06 : Highest IV Rank — 16.1%2024-02-29 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $37.31 $35.44 $39.13 $35.44 $39.13 ATM IV 34.5% 28.1% 45.7% 40.7% 37.6% Expected Move 9.1% 8.0% 10.8% 8.3% 10.8% HV 20d 20.2% 15.9% 22.8% 15.9% 20.4% HV 60d 19.1% 17.9% 19.8% 18.1% 19.2% IV Rank 6.1% 0.3% 16.1% 11.6% 8.9% IV Percentile 9.9% 0.6% 30.5% 12.9% 16.3% Term Structure -4.9% -12.9% 9.5% -2.4% -12.9% Skew 25d 1.7% 0.6% 3.2% 2.3% 1.2% Skew 10d 2.7% 1.9% 3.5% 3.2% 1.9% Call IV 25d 34.5% 29.7% 41.7% 29.8% 41.7% Put IV 25d 36.2% 31.1% 42.9% 32.1% 42.9% Bid-Ask Spread % 145.31 144.12 146.31 144.12 146.31 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 2024-02-01 $35.44 $0.00 40.7% 8.3% 15.9% 11.6% 0.0% 2.3% -2.4% 0 0 0 0.00 144.12 N/A N/A 0 0 0 0 2024-02-02 $36.27 $0.00 39.8% 8.3% 17.8% 10.8% 0.0% 1.3% -3.2% 0 0 0 0.00 144.32 N/A N/A 0 0 0 0 2024-02-05 $36.04 $0.00 43.1% 8.2% 17.8% 13.8% 0.0% 1.0% -3.2% 0 0 0 0.00 144.89 N/A N/A 0 0 0 0 2024-02-06 $36.52 $0.00 45.7% 8.2% 18.1% 16.1% 0.0% 1.6% -3.8% 0 0 0 0.00 145.32 N/A N/A 0 0 0 0 2024-02-07 $36.61 $0.00 28.1% 8.0% 18.1% 0.3% 0.0% 2.0% -3.2% 0 0 0 0.00 145.28 N/A N/A 0 0 0 0 2024-02-08 $36.63 $0.00 28.5% 8.2% 18.1% 0.7% 0.0% 0.9% -3.9% 0 0 0 0.00 145.39 N/A N/A 0 0 0 0 2024-02-09 $37.44 $0.00 28.7% 8.2% 19.7% 0.9% 0.0% 1.8% -3.3% 0 0 0 0.00 145.14 N/A N/A 0 0 0 0 2024-02-12 $37.81 $0.00 28.8% 8.2% 19.5% 1.0% 0.0% 1.7% -3.0% 0 0 0 0.00 144.95 N/A N/A 0 0 0 0 2024-02-13 $36.73 $0.00 31.2% 9.0% 20.4% 3.1% 0.0% 1.8% -4.3% 0 0 0 0.00 144.88 N/A N/A 0 0 0 0 2024-02-14 $37.53 $0.00 30.7% 8.8% 21.4% 2.6% 0.0% 2.0% -5.3% 0 0 0 0.00 144.86 N/A N/A 0 0 0 0 2024-02-15 $37.71 $0.00 30.8% 8.8% 21.4% 2.8% 0.0% 1.6% 8.8% 0 0 0 0.00 145.38 N/A N/A 0 0 0 0 2024-02-16 $37.55 $0.00 30.8% 8.8% 21.1% 2.8% 0.0% 1.9% 9.5% 0 0 0 0.00 145.29 N/A N/A 0 0 0 0 2024-02-20 $37.00 $0.00 34.7% 10.0% 21.9% 6.3% 0.0% 2.6% -8.5% 0 0 0 0.00 145.23 N/A N/A 0 0 0 0 2024-02-21 $36.90 $0.00 35.2% 10.1% 21.8% 6.7% 0.0% 3.2% -9.5% 0 0 0 0.00 145.00 N/A N/A 0 0 0 0 2024-02-22 $37.50 $0.00 35.9% 10.3% 22.5% 7.3% 0.0% 1.6% -10.5% 0 0 0 0.00 146.22 N/A N/A 0 0 0 0 2024-02-23 $37.75 $0.00 33.5% 9.6% 22.4% 5.2% 0.0% 1.5% -8.6% 0 0 0 0.00 145.97 N/A N/A 0 0 0 0 2024-02-26 $37.99 $0.00 35.3% 10.1% 22.4% 6.8% 0.0% 2.4% -10.2% 0 0 0 0.00 146.08 N/A N/A 0 0 0 0 2024-02-27 $38.70 $0.00 35.5% 10.2% 22.8% 7.0% 0.0% 1.5% -11.0% 0 0 0 0.00 146.10 N/A N/A 0 0 0 0 2024-02-28 $39.02 $0.00 36.1% 10.4% 21.1% 7.5% 0.0% 0.6% -10.7% 0 0 0 0.00 145.38 N/A N/A 0 0 0 0 2024-02-29 $39.13 $0.00 37.6% 10.8% 20.4% 8.9% 0.0% 1.2% -12.9% 0 0 0 0.00 146.31 N/A N/A 0 0 0 0
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