CLIX Options History — May 2024 In May 2024, CLIX traded between $41.16 and $44.19. ATM implied volatility averaged 34.3%, placing in the 7.7% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 14.8% (HV 20d: 19.5%). Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-16 : Highest Volume — 2 contracts2024-05-15 : Largest IV drop — 60.3% change2024-05-14 : Highest IV Rank — 31.7%2024-05-01 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $43.15 $41.16 $44.19 $42.20 $41.16 ATM IV 34.3% 24.6% 62.7% 36.2% 32.7% Expected Move 7.9% 6.9% 10.4% 10.4% 9.4% HV 20d 19.5% 17.9% 20.8% 17.9% 18.5% HV 60d 16.5% 15.8% 17.5% 16.7% 17.1% IV Rank 7.7% 0.0% 31.7% 8.2% 7.0% IV Percentile 20.3% 0.0% 80.2% 24.9% 19.8% Term Structure -3.7% -10.8% 9.3% -10.4% -6.9% Skew 25d 1.6% 0.4% 4.8% 0.7% 1.3% Skew 10d 4.2% 1.4% 13.7% 9.8% 1.9% Call IV 25d 29.7% 24.6% 39.0% 39.0% 35.7% Put IV 25d 31.3% 27.3% 40.4% 39.7% 37.0% Bid-Ask Spread % 140.43 130.35 163.46 163.46 140.05 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 22 0 494 0 0 Net DEX -159 -3.5K 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.091 0 2 0 0 Total OI 0.045 0 1 0 0
Daily Data (22 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 2024-05-01 $42.20 $0.00 36.2% 10.4% 17.9% 8.2% 0.0% 0.7% -10.4% 0 0 0 0.00 163.46 N/A N/A 0 0 0 0 2024-05-02 $43.34 $0.00 35.7% 10.2% 19.9% 7.8% 0.0% 2.8% -9.5% 0 0 0 0.00 159.96 N/A N/A 0 0 0 0 2024-05-03 $43.90 $0.00 35.3% 10.1% 20.0% 7.4% 0.0% 4.8% -10.8% 0 0 0 0.00 156.71 N/A N/A 0 0 0 0 2024-05-06 $44.19 $0.00 38.0% 7.3% 20.0% 9.8% 0.0% 2.9% -1.6% 0 0 0 0.00 130.35 N/A N/A 0 0 0 0 2024-05-07 $43.60 $0.00 38.4% 6.9% 20.3% 10.2% 0.0% 1.5% 0.5% 0 0 0 0.00 136.01 N/A N/A 0 0 0 0 2024-05-08 $43.55 $0.00 40.4% 7.0% 20.0% 12.0% 0.0% 2.3% -0.5% 0 0 0 0.00 135.81 N/A N/A 0 0 0 0 2024-05-09 $44.03 $0.00 41.3% 7.1% 20.1% 12.8% 0.0% 2.1% -0.8% 0 0 0 0.00 136.11 N/A N/A 0 0 0 0 2024-05-10 $43.67 $0.00 43.2% 6.9% 19.6% 14.5% 0.0% 1.7% -0.8% 0 0 0 0.00 136.34 N/A N/A 0 0 0 0 2024-05-13 $43.71 $0.00 55.8% 7.3% 18.8% 25.6% 0.0% 1.5% -1.8% 0 0 0 0.00 136.68 N/A N/A 0 0 0 0 2024-05-14 $42.77 $0.00 62.7% 7.4% 20.8% 31.7% 0.0% 1.6% -2.3% 0 0 0 0.00 136.94 N/A N/A 0 0 0 0 2024-05-15 $43.17 $0.00 24.9% 7.1% 20.8% 0.0% 0.0% 1.5% -2.6% 0 0 0 0.00 137.34 N/A N/A 0 0 0 0 2024-05-16 $43.53 $0.00 24.8% 7.1% 20.8% 0.0% 0.0% 0.9% 9.3% 0 0 0 0.00 137.26 N/A N/A 2 0 0 0 2024-05-17 $43.89 $0.00 24.6% 7.1% 19.6% 0.0% 0.0% 1.3% -3.1% 494 -3.5K 0 0.00 136.99 N/A N/A 0 0 1 0 2024-05-20 $44.02 $0.00 25.7% 7.4% 18.8% 1.0% 0.0% 0.8% -2.9% 0 0 0 0.00 137.04 N/A N/A 0 0 0 0 2024-05-21 $43.80 $0.00 25.4% 7.3% 18.2% 0.7% 0.0% 1.6% -2.9% 0 0 0 0.00 138.08 N/A N/A 0 0 0 0 2024-05-22 $43.16 $0.00 26.9% 7.7% 18.8% 1.9% 0.0% 1.2% -5.0% 0 0 0 0.00 138.31 N/A N/A 0 0 0 0 2024-05-23 $42.72 $0.00 27.5% 7.9% 19.1% 2.5% 0.0% 0.6% -4.8% 0 0 0 0.00 138.99 N/A N/A 0 0 0 0 2024-05-24 $42.55 $0.00 26.7% 7.6% 18.1% 1.8% 0.0% 1.7% -4.7% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2024-05-28 $41.91 $0.00 29.4% 8.4% 18.9% 4.2% 0.0% 0.4% -6.9% 0 0 0 0.00 139.85 N/A N/A 0 0 0 0 2024-05-29 $42.58 $0.00 29.1% 8.3% 19.6% 3.9% 0.0% 1.5% -5.8% 0 0 0 0.00 138.97 N/A N/A 0 0 0 0 2024-05-30 $41.86 $0.00 30.7% 8.8% 20.4% 5.3% 0.0% 0.7% -7.5% 0 0 0 0.00 139.24 N/A N/A 0 0 0 0 2024-05-31 $41.16 $0.00 32.7% 9.4% 18.5% 7.0% 0.0% 1.3% -6.9% 0 0 0 0.00 140.05 N/A N/A 0 0 0 0
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