CLIX Options History — March 2024 In March 2024, CLIX traded between $39.27 and $40.83. ATM implied volatility averaged 37.4%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 20.8% (HV 20d: 16.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 59.4% change2024-03-12 : Highest IV Rank — 34.5%2024-03-01 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.10 $39.27 $40.83 $39.78 $40.40 ATM IV 37.4% 26.9% 66.3% 36.5% 32.6% Expected Move 8.3% 7.4% 10.5% 10.5% 9.3% HV 20d 16.6% 13.2% 20.8% 20.8% 13.2% HV 60d 18.9% 17.2% 19.6% 19.4% 17.2% IV Rank 9.1% 0.0% 34.5% 7.9% 5.0% IV Percentile 20.9% 0.0% 83.8% 14.7% 13.3% Term Structure -3.1% -11.0% 0.3% -11.0% -6.8% Skew 25d 1.7% 0.3% 3.0% 1.1% 1.5% Skew 10d 2.6% 1.4% 3.5% 2.3% 2.3% Call IV 25d 31.0% 27.9% 41.8% 41.8% 33.8% Put IV 25d 32.7% 29.2% 42.9% 42.9% 35.3% Bid-Ask Spread % 144.03 142.40 145.95 145.95 145.71 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 2024-03-01 $39.78 $0.00 36.5% 10.5% 20.8% 7.9% 0.0% 1.1% -11.0% 0 0 0 0.00 145.95 N/A N/A 0 0 0 0 2024-03-04 $39.70 $0.00 41.2% 7.4% 19.9% 12.1% 0.0% 1.3% -0.4% 0 0 0 0.00 143.58 N/A N/A 0 0 0 0 2024-03-05 $39.27 $0.00 44.5% 7.6% 20.3% 15.0% 0.0% 2.6% 0.1% 0 0 0 0.00 143.44 N/A N/A 0 0 0 0 2024-03-06 $39.62 $0.00 45.1% 7.7% 20.1% 15.6% 0.0% 2.7% 0.3% 0 0 0 0.00 142.40 N/A N/A 0 0 0 0 2024-03-07 $39.47 $0.00 50.1% 8.0% 20.3% 20.0% 0.0% 2.6% -0.2% 0 0 0 0.00 142.98 N/A N/A 0 0 0 0 2024-03-08 $39.64 $0.00 49.4% 7.9% 20.3% 19.4% 0.0% 1.9% -0.7% 0 0 0 0.00 143.02 N/A N/A 0 0 0 0 2024-03-11 $39.70 $0.00 62.9% 8.2% 19.2% 31.5% 0.0% 1.5% -0.1% 0 0 0 0.00 142.86 N/A N/A 0 0 0 0 2024-03-12 $40.10 $0.00 66.3% 7.9% 19.2% 34.5% 0.0% 2.2% -0.2% 0 0 0 0.00 144.85 N/A N/A 0 0 0 0 2024-03-13 $40.83 $0.00 26.9% 7.7% 15.7% 0.0% 0.0% 1.4% -0.7% 0 0 0 0.00 142.97 N/A N/A 0 0 0 0 2024-03-14 $40.48 $0.00 28.6% 8.2% 15.2% 1.5% 0.0% 2.1% -3.9% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2024-03-15 $40.23 $0.00 28.7% 8.2% 15.6% 1.6% 0.0% 2.7% -3.2% 0 0 0 0.00 143.31 N/A N/A 0 0 0 0 2024-03-18 $40.25 $0.00 28.9% 8.3% 15.4% 1.8% 0.0% 2.3% -4.1% 0 0 0 0.00 144.27 N/A N/A 0 0 0 0 2024-03-19 $40.18 $0.00 28.7% 8.2% 14.0% 1.5% 0.0% 3.0% -3.7% 0 0 0 0.00 143.79 N/A N/A 0 0 0 0 2024-03-20 $40.74 $0.00 29.1% 8.4% 14.2% 2.0% 0.0% 1.7% -4.1% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2024-03-21 $40.51 $0.00 28.6% 8.2% 14.0% 1.5% 0.0% 0.3% -4.7% 0 0 0 0.00 144.51 N/A N/A 0 0 0 0 2024-03-22 $40.39 $0.00 29.2% 8.4% 14.2% 2.0% 0.0% 1.6% -4.5% 0 0 0 0.00 144.35 N/A N/A 0 0 0 0 2024-03-25 $40.16 $0.00 30.4% 8.7% 14.5% 3.1% 0.0% 0.6% -4.4% 0 0 0 0.00 144.67 N/A N/A 0 0 0 0 2024-03-26 $40.31 $0.00 30.0% 8.6% 13.2% 2.7% 0.0% 0.5% -4.5% 0 0 0 0.00 145.89 N/A N/A 0 0 0 0 2024-03-27 $40.17 $0.00 30.5% 8.7% 13.2% 3.1% 0.0% 0.6% -4.2% 0 0 0 0.00 144.82 N/A N/A 0 0 0 0 2024-03-28 $40.40 $0.00 32.6% 9.3% 13.2% 5.0% 0.0% 1.5% -6.8% 0 0 0 0.00 145.71 N/A N/A 0 0 0 0
« Feb 2024 | All History | Apr 2024 » Home CLIX History March 2024