CLIX Options History — August 2024 In August 2024, CLIX traded between $40.92 and $44.00. ATM implied volatility averaged 41.8%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 21.7% (HV 20d: 20.1%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days.
Notable Days 2024-08-05 : Largest IV spike — 65.5% change2024-08-06 : Highest IV Rank — 47.3%2024-08-05 : Largest Expected Move — 12.5%Monthly Statistics Metric Avg Min Max Open Close Price $42.35 $40.92 $44.00 $42.45 $41.89 ATM IV 41.8% 27.4% 79.0% 40.5% 31.4% Expected Move 9.4% 7.9% 12.5% 11.6% 9.0% HV 20d 20.1% 15.5% 25.2% 15.5% 23.1% HV 60d 17.2% 15.9% 18.7% 15.9% 18.7% IV Rank 15.0% 2.4% 47.3% 13.8% 5.9% IV Percentile 44.3% 7.1% 96.0% 51.6% 28.6% Term Structure -3.9% -13.9% 3.4% -13.9% -5.6% Skew 25d 2.8% 1.6% 5.0% 1.9% 2.8% Skew 10d 8.3% 3.5% 18.3% 5.1% 6.0% Call IV 25d 33.5% 27.4% 44.7% 41.5% 34.2% Put IV 25d 36.3% 30.8% 49.7% 43.3% 37.1% Bid-Ask Spread % 141.34 132.48 163.49 163.49 141.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 862 615 1.0K 837 874 Net DEX -13.1K -16.0K -7.2K -14.0K -11.1K Net VEX -81 -90 -57 -90 -71 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9 9 9 9 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 2024-08-01 $42.45 $0.00 40.5% 11.6% 15.5% 13.8% 0.0% 1.9% -13.9% 837 -14.0K -90 0.00 163.49 N/A N/A 0 0 9 0 2024-08-02 $41.30 $0.00 42.7% 12.2% 18.1% 15.7% 0.0% 2.2% -8.8% 898 -9.6K -72 0.00 162.99 N/A N/A 0 0 9 0 2024-08-05 $40.92 $0.00 70.7% 12.5% 18.2% 40.1% 0.0% 3.1% -5.1% 621 -12.5K -82 0.00 144.49 N/A N/A 0 0 9 0 2024-08-06 $41.50 $0.00 79.0% 12.4% 18.6% 47.3% 0.0% 5.0% -2.1% 615 -13.1K -84 0.00 144.28 N/A N/A 0 0 9 0 2024-08-07 $41.75 $0.00 50.0% 10.2% 18.8% 22.1% 0.0% 2.5% -1.7% 738 -13.3K -83 0.00 132.48 N/A N/A 0 0 9 0 2024-08-08 $42.26 $0.00 64.3% 10.6% 19.4% 34.5% 0.0% 4.9% -4.1% 751 -13.7K -86 0.00 147.93 N/A N/A 0 0 9 0 2024-08-09 $42.01 $0.00 49.5% 9.0% 19.1% 21.7% 0.0% 2.3% 0.1% 786 -13.3K -83 0.00 135.22 N/A N/A 0 0 9 0 2024-08-12 $42.08 $0.00 62.6% 8.5% 19.0% 33.0% 0.0% 2.2% 0.2% 825 -13.1K -82 0.00 135.77 N/A N/A 0 0 9 0 2024-08-13 $42.78 $0.00 69.1% 8.6% 19.5% 38.7% 0.0% 2.9% -0.8% 852 -14.7K -86 0.00 136.19 N/A N/A 0 0 9 0 2024-08-14 $42.44 $0.00 28.8% 8.3% 18.2% 3.6% 0.0% 2.4% -1.2% 909 -13.1K -82 0.00 136.92 N/A N/A 0 0 9 0 2024-08-15 $43.31 $0.00 28.6% 8.2% 19.4% 3.5% 0.0% 2.9% 3.4% 965 -15.2K -89 0.00 136.11 N/A N/A 0 0 9 0 2024-08-16 $43.58 $0.00 28.2% 8.1% 19.4% 3.1% 0.0% 2.9% -2.7% 990 -15.5K -88 0.00 136.25 N/A N/A 0 0 9 0 2024-08-19 $44.00 $0.00 27.4% 7.9% 19.6% 2.4% 0.0% 3.5% -2.8% 1.0K -15.6K -86 0.00 136.29 N/A N/A 0 0 9 0 2024-08-20 $43.50 $0.00 29.0% 8.3% 20.1% 3.8% 0.0% 2.6% -5.1% 990 -14.9K -86 0.00 137.44 N/A N/A 0 0 9 0 2024-08-21 $43.64 $0.00 28.7% 8.2% 19.1% 3.5% 0.0% 3.4% -3.4% 1.0K -14.8K -85 0.00 137.33 N/A N/A 0 0 9 0 2024-08-22 $43.33 $0.00 29.8% 8.5% 19.3% 4.5% 0.0% 2.8% -4.6% 1.0K -16.0K -89 0.00 138.84 N/A N/A 0 0 9 0 2024-08-23 $43.50 $0.00 29.7% 8.5% 19.1% 4.4% 0.0% 2.7% -4.9% 957 -15.2K -85 0.00 137.72 N/A N/A 0 0 9 0 2024-08-26 $41.56 $0.00 30.9% 8.9% 25.2% 5.5% 0.0% 2.6% -3.6% 819 -11.3K -73 0.00 141.72 N/A N/A 0 0 9 0 2024-08-27 $41.34 $0.00 32.6% 9.3% 24.9% 6.9% 0.0% 1.6% -6.4% 812 -10.7K -73 0.00 142.24 N/A N/A 0 0 9 0 2024-08-28 $40.97 $0.00 33.5% 9.6% 24.6% 7.7% 0.0% 2.7% -5.8% 840 -7.2K -57 0.00 141.91 N/A N/A 0 0 9 0 2024-08-29 $41.54 $0.00 33.0% 9.4% 25.0% 7.2% 0.0% 1.7% -6.7% 820 -10.8K -71 0.00 141.96 N/A N/A 0 0 9 0 2024-08-30 $41.89 $0.00 31.4% 9.0% 23.1% 5.9% 0.0% 2.8% -5.6% 874 -11.1K -71 0.00 141.89 N/A N/A 0 0 9 0
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