CLIX Options History — July 2024 In July 2024, CLIX traded between $42.19 and $43.89. ATM implied volatility averaged 31.8%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 17.7% (HV 20d: 14.0%). Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-24 : Highest Volume — 5 contracts2024-07-10 : Largest IV drop — 36.0% change2024-07-09 : Highest IV Rank — 13.2%2024-07-30 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $42.96 $42.19 $43.89 $42.67 $42.92 ATM IV 31.8% 25.4% 39.8% 31.2% 36.9% Expected Move 8.6% 7.0% 11.1% 9.0% 10.6% HV 20d 14.0% 10.6% 15.0% 13.9% 15.0% HV 60d 17.0% 15.8% 17.8% 17.7% 15.8% IV Rank 6.2% 0.7% 13.2% 5.8% 10.7% IV Percentile 23.1% 1.6% 47.2% 19.8% 44.0% Term Structure -5.9% -12.0% -2.9% -6.9% -10.9% Skew 25d 3.7% 1.1% 16.0% 1.7% 1.5% Skew 10d 11.1% 1.6% 25.1% 1.8% 6.1% Call IV 25d 30.2% 13.8% 39.9% 35.3% 39.9% Put IV 25d 33.9% 27.9% 42.2% 37.0% 41.4% Bid-Ask Spread % 162.79 159.85 167.92 166.49 164.36 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 222 0 930 0 930 Net DEX -3.5K -14.7K 0 0 -14.3K Net VEX -22 -92 0 0 -90 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 0.409 0 5 0 0 Total OI 2.227 0 9 0 9
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 2024-07-01 $42.67 $0.00 31.2% 9.0% 13.9% 5.8% 0.0% 1.7% -6.9% 0 0 0 0.00 166.49 N/A N/A 0 0 0 0 2024-07-02 $43.16 $0.00 31.6% 9.1% 14.2% 6.1% 0.0% 2.0% -7.3% 0 0 0 0.00 167.92 N/A N/A 0 0 0 0 2024-07-03 $43.17 $0.00 32.8% 9.4% 14.1% 7.1% 0.0% 1.3% -8.5% 0 0 0 0.00 167.41 N/A N/A 0 0 0 0 2024-07-05 $43.23 $0.00 34.1% 7.0% 14.0% 8.2% 0.0% 1.6% -3.3% 0 0 0 0.00 159.85 N/A N/A 0 0 0 0 2024-07-08 $42.88 $0.00 37.8% 7.2% 14.4% 11.5% 0.0% 1.4% -2.9% 0 0 0 0.00 161.57 N/A N/A 0 0 0 0 2024-07-09 $43.31 $0.00 39.8% 7.3% 14.6% 13.2% 0.0% 1.1% -4.5% 0 0 0 0.00 161.35 N/A N/A 0 0 0 0 2024-07-10 $43.28 $0.00 25.5% 7.3% 14.1% 0.7% 0.0% 7.9% -3.8% 0 0 0 0.00 160.72 N/A N/A 0 0 0 0 2024-07-11 $43.22 $0.00 26.8% 7.7% 13.8% 1.9% 0.0% 6.8% -5.1% 0 0 0 0.00 160.94 N/A N/A 0 0 0 0 2024-07-12 $43.65 $0.00 25.4% 7.3% 13.4% 0.7% 0.0% 12.3% -3.3% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2024-07-15 $43.38 $0.00 27.3% 7.8% 12.4% 2.4% 0.0% 7.9% -4.5% 0 0 0 0.00 161.56 N/A N/A 0 0 0 0 2024-07-16 $43.89 $0.00 26.4% 7.6% 10.6% 1.6% 0.0% 16.0% -2.9% 0 0 0 0.00 161.41 N/A N/A 0 0 0 0 2024-07-17 $42.94 $0.00 28.7% 8.2% 13.8% 3.6% 0.0% 1.6% -4.2% 0 0 0 0.00 161.08 N/A N/A 0 0 0 0 2024-07-18 $42.61 $0.00 29.7% 8.5% 14.1% 4.4% 0.0% 2.0% -4.8% 0 0 0 0.00 161.80 N/A N/A 0 0 0 0 2024-07-19 $42.47 $0.00 30.4% 8.7% 14.0% 5.0% 0.0% 2.1% -5.3% 0 0 0 0.00 162.36 N/A N/A 0 0 0 0 2024-07-22 $42.64 $0.00 29.9% 8.6% 14.0% 4.6% 0.0% 2.1% -4.3% 0 0 0 0.00 164.45 N/A N/A 0 0 0 0 2024-07-23 $42.86 $0.00 29.9% 8.6% 14.0% 4.6% 0.0% 1.1% -6.2% 0 0 0 0.00 163.88 N/A N/A 4 0 0 0 2024-07-24 $42.19 $0.00 33.2% 9.5% 14.8% 7.4% 0.0% 2.5% -7.1% 381 -6.0K -39 0.00 162.23 N/A N/A 5 0 4 0 2024-07-25 $42.50 $0.00 33.4% 9.6% 14.6% 7.6% 0.0% 1.1% -7.3% 915 -13.6K -88 0.00 162.48 N/A N/A 0 0 9 0 2024-07-26 $42.88 $0.00 33.5% 9.6% 14.9% 7.7% 0.0% 2.6% -5.7% 880 -14.7K -92 0.00 163.46 N/A N/A 0 0 9 0 2024-07-29 $42.94 $0.00 35.5% 10.2% 14.4% 9.4% 0.0% 2.1% -9.4% 916 -14.4K -91 0.00 162.79 N/A N/A 0 0 9 0 2024-07-30 $42.42 $0.00 38.8% 11.1% 15.0% 12.3% 0.0% 2.5% -12.0% 860 -13.5K -90 0.00 162.81 N/A N/A 0 0 9 0 2024-07-31 $42.92 $0.00 36.9% 10.6% 15.0% 10.7% 0.0% 1.5% -10.9% 930 -14.3K -90 0.00 164.36 N/A N/A 0 0 9 0
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