CLIX Options History — June 2024 In June 2024, CLIX traded between $41.06 and $42.89. ATM implied volatility averaged 31.2%, placing in the 5.7% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 13.9% (HV 20d: 17.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 37.5% change2024-06-11 : Highest IV Rank — 13.7%2024-06-28 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $42.01 $41.06 $42.89 $41.06 $42.45 ATM IV 31.2% 25.2% 40.3% 33.7% 38.6% Expected Move 8.3% 7.2% 11.1% 9.7% 11.1% HV 20d 17.3% 15.3% 18.1% 17.5% 15.3% HV 60d 17.2% 16.7% 17.7% 17.0% 17.7% IV Rank 5.7% 0.5% 13.7% 7.9% 12.2% IV Percentile 16.4% 1.2% 39.3% 23.0% 39.3% Term Structure -6.0% -21.5% -1.5% -8.0% -21.5% Skew 25d 1.6% 0.8% 2.3% 1.6% 1.5% Skew 10d 1.7% -0.5% 3.7% 2.1% 1.7% Call IV 25d 31.0% 26.1% 38.3% 37.3% 33.3% Put IV 25d 32.6% 28.1% 39.6% 38.9% 34.8% Bid-Ask Spread % 161.34 140.43 169.88 140.69 169.88 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 (19 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 2024-06-03 $41.06 $0.00 33.7% 9.7% 17.5% 7.9% 0.0% 1.6% -8.0% 0 0 0 0.00 140.69 N/A N/A 0 0 0 0 2024-06-04 $41.31 $0.00 34.1% 9.8% 17.5% 8.3% 0.0% 1.3% -8.5% 0 0 0 0.00 141.10 N/A N/A 0 0 0 0 2024-06-05 $41.58 $0.00 34.3% 9.8% 17.4% 8.4% 0.0% 1.2% -10.5% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2024-06-06 $41.79 $0.00 33.9% 7.2% 17.6% 8.1% 0.0% 1.9% -2.5% 0 0 0 0.00 163.83 N/A N/A 0 0 0 0 2024-06-07 $42.11 $0.00 35.0% 7.2% 17.3% 9.0% 0.0% 2.0% -3.3% 0 0 0 0.00 162.94 N/A N/A 0 0 0 0 2024-06-10 $42.59 $0.00 37.9% 7.2% 17.8% 11.5% 0.0% 2.2% -1.5% 0 0 0 0.00 163.39 N/A N/A 0 0 0 0 2024-06-11 $42.29 $0.00 40.3% 7.6% 17.9% 13.7% 0.0% 1.9% -4.4% 0 0 0 0.00 164.29 N/A N/A 0 0 0 0 2024-06-12 $42.89 $0.00 25.2% 7.2% 17.1% 0.5% 0.0% 2.3% -3.6% 0 0 0 0.00 165.57 N/A N/A 0 0 0 0 2024-06-13 $42.26 $0.00 26.0% 7.4% 17.5% 1.2% 0.0% 0.9% -5.2% 0 0 0 0.00 165.19 N/A N/A 0 0 0 0 2024-06-14 $41.51 $0.00 26.4% 7.6% 18.1% 1.5% 0.0% 1.0% -3.5% 0 0 0 0.00 164.77 N/A N/A 0 0 0 0 2024-06-17 $41.58 $0.00 27.1% 7.8% 17.7% 2.1% 0.0% 1.8% -4.1% 0 0 0 0.00 164.31 N/A N/A 0 0 0 0 2024-06-18 $41.78 $0.00 26.9% 7.7% 17.8% 2.0% 0.0% 2.0% -3.8% 0 0 0 0.00 164.59 N/A N/A 0 0 0 0 2024-06-20 $41.56 $0.00 28.2% 8.1% 17.8% 3.1% 0.0% 1.5% -5.1% 0 0 0 0.00 164.85 N/A N/A 0 0 0 0 2024-06-21 $41.61 $0.00 28.4% 8.1% 17.3% 3.3% 0.0% 1.7% -4.9% 0 0 0 0.00 165.78 N/A N/A 0 0 0 0 2024-06-24 $41.88 $0.00 29.1% 8.3% 17.2% 3.9% 0.0% 1.4% -6.0% 0 0 0 0.00 165.53 N/A N/A 0 0 0 0 2024-06-25 $42.28 $0.00 30.1% 8.6% 17.6% 4.7% 0.0% 2.3% -5.8% 0 0 0 0.00 166.24 N/A N/A 0 0 0 0 2024-06-26 $42.69 $0.00 28.5% 8.2% 17.0% 3.4% 0.0% 1.3% -5.3% 0 0 0 0.00 166.02 N/A N/A 0 0 0 0 2024-06-27 $42.88 $0.00 29.7% 8.5% 16.1% 4.4% 0.0% 0.8% -6.0% 0 0 0 0.00 165.99 N/A N/A 0 0 0 0 2024-06-28 $42.45 $0.00 38.6% 11.1% 15.3% 12.2% 0.0% 1.5% -21.5% 0 0 0 0.00 169.88 N/A N/A 0 0 0 0
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