CLIX Options History — April 2024

In April 2024, CLIX traded between $40.12 and $42.10. ATM implied volatility averaged 33.4%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 19.9% (HV 20d: 13.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2024-04-10: Largest IV drop — 33.0% change
  • 2024-04-08: Highest IV Rank — 13.3%
  • 2024-04-30: Largest Expected Move — 10.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.21$40.12$42.10$40.59$41.81
ATM IV33.4%27.7%41.9%32.8%35.7%
Expected Move9.0%7.8%10.2%9.4%10.2%
HV 20d13.5%11.0%17.7%12.1%17.7%
HV 60d17.0%16.2%17.7%17.2%16.8%
IV Rank5.8%0.7%13.3%5.2%7.8%
IV Percentile15.7%0.9%28.2%14.2%23.7%
Term Structure-4.1%-9.7%-0.4%-7.2%-9.7%
Skew 25d5.6%0.8%19.9%2.0%0.8%
Skew 10d11.6%2.1%26.2%2.2%8.3%
Call IV 25d29.7%11.3%38.7%36.8%38.7%
Put IV 25d35.3%30.1%40.1%38.8%39.5%
Bid-Ask Spread %158.22145.16163.98145.16163.98
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$40.59$0.0032.8%9.4%12.1%5.2%0.0%2.0%-7.2%0000.00145.16N/AN/A0000
2024-04-02$40.53$0.0033.8%9.7%12.1%6.1%0.0%1.5%-8.0%0000.00145.41N/AN/A0000
2024-04-03$40.69$0.0034.4%9.9%11.3%6.6%0.0%1.4%-7.4%0000.00145.52N/AN/A0000
2024-04-04$40.66$0.0036.3%7.9%11.0%8.3%0.0%2.5%-2.1%0000.00158.42N/AN/A0000
2024-04-05$41.09$0.0036.2%8.0%11.3%8.3%0.0%2.7%-1.9%0000.00157.99N/AN/A0000
2024-04-08$41.45$0.0041.9%7.9%11.5%13.3%0.0%12.7%-3.0%0000.00158.74N/AN/A0000
2024-04-09$42.05$0.0041.4%7.8%12.3%12.9%0.0%19.3%-0.4%0000.00157.38N/AN/A0000
2024-04-10$41.71$0.0027.7%8.0%12.5%0.7%0.0%17.6%-1.6%0000.00159.20N/AN/A0000
2024-04-11$42.10$0.0028.0%8.0%11.4%0.9%0.0%19.9%-2.0%0000.00158.47N/AN/A0000
2024-04-12$41.52$0.0028.6%8.2%12.1%1.4%0.0%14.5%-0.5%0000.00157.51N/AN/A0000
2024-04-15$41.00$0.0031.3%9.0%12.9%3.8%0.0%5.5%-2.1%0000.00158.23N/AN/A0000
2024-04-16$41.02$0.0031.2%9.0%12.9%3.8%0.0%2.5%-2.6%0000.00158.81N/AN/A0000
2024-04-17$40.85$0.0031.5%9.0%13.0%4.1%0.0%3.0%-2.2%0000.00159.78N/AN/A0000
2024-04-18$40.74$0.0031.0%8.9%12.0%3.6%0.0%2.9%-2.7%0000.00161.91N/AN/A0000
2024-04-19$40.12$0.0033.9%9.7%13.1%6.2%0.0%2.1%-3.5%0000.00159.77N/AN/A0000
2024-04-22$40.92$0.0033.1%9.5%14.9%5.4%0.0%2.5%-2.3%0000.00162.18N/AN/A0000
2024-04-23$41.66$0.0032.4%9.3%15.9%4.9%0.0%2.6%-3.5%0000.00160.78N/AN/A0000
2024-04-24$41.27$0.0033.3%9.6%16.3%5.7%0.0%1.4%-6.6%0000.00162.08N/AN/A0000
2024-04-25$41.04$0.0033.6%9.6%16.4%5.9%0.0%2.1%-6.2%0000.00162.96N/AN/A0000
2024-04-26$41.84$0.0032.7%9.4%17.6%5.1%0.0%2.2%-6.8%0000.00162.95N/AN/A0000
2024-04-29$41.99$0.0034.6%9.9%17.6%6.8%0.0%1.1%-8.0%0000.00163.56N/AN/A0000
2024-04-30$41.81$0.0035.7%10.2%17.7%7.8%0.0%0.8%-9.7%0000.00163.98N/AN/A0000