CLIX Options History — September 2024 In September 2024, CLIX traded between $41.22 and $46.72. ATM implied volatility averaged 33.9%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 13.2% (HV 20d: 20.7%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 57.5% change2024-09-18 : Highest IV Rank — 21.6%2024-09-18 : Largest Expected Move — 13.4%Monthly Statistics Metric Avg Min Max Open Close Price $43.53 $41.22 $46.72 $41.77 $46.61 ATM IV 33.9% 27.7% 46.7% 36.7% 30.4% Expected Move 9.0% 7.9% 13.4% 10.5% 8.7% HV 20d 20.7% 15.4% 23.6% 22.9% 16.1% HV 60d 18.7% 18.4% 19.7% 18.7% 19.7% IV Rank 8.5% 2.6% 21.6% 10.5% 5.7% IV Percentile 34.4% 7.9% 73.4% 48.8% 27.0% Term Structure -2.6% -19.7% 2.4% -4.7% -2.2% Skew 25d 4.0% 1.0% 27.9% 2.6% 4.9% Skew 10d 9.0% -0.6% 43.1% 6.5% 12.0% Call IV 25d 31.1% 24.5% 41.3% 38.9% 30.3% Put IV 25d 35.1% 31.2% 52.4% 41.6% 35.2% Bid-Ask Spread % 159.64 141.53 179.10 141.62 156.82 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.1K 847 1.4K 956 1.3K Net DEX -14.8K -24.7K -9.1K -9.3K -24.4K Net VEX -73 -79 -61 -66 -76 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 (20 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 2024-09-03 $41.77 $0.00 36.7% 10.5% 22.9% 10.5% 0.0% 2.6% -4.7% 956 -9.3K -66 0.00 141.62 N/A N/A 0 0 9 0 2024-09-04 $41.83 $0.00 38.2% 11.0% 22.3% 11.8% 0.0% 1.1% -7.4% 847 -12.6K -76 0.00 141.53 N/A N/A 0 0 9 0 2024-09-05 $41.81 $0.00 38.7% 8.5% 22.3% 12.3% 0.0% 2.4% -0.6% 994 -9.9K -67 0.00 155.75 N/A N/A 0 0 9 0 2024-09-06 $41.22 $0.00 41.2% 8.5% 22.3% 14.4% 0.0% 2.4% 2.4% 861 -9.1K -61 0.00 154.79 N/A N/A 0 0 9 0 2024-09-09 $41.36 $0.00 44.6% 8.9% 22.3% 17.4% 0.0% 2.4% -0.1% 910 -9.3K -61 0.00 155.77 N/A N/A 0 0 9 0 2024-09-10 $42.24 $0.00 45.8% 8.8% 23.6% 18.4% 0.0% 1.0% 0.3% 897 -12.0K -72 0.00 157.11 N/A N/A 0 0 9 0 2024-09-11 $42.64 $0.00 28.8% 8.3% 23.1% 3.7% 0.0% 1.9% -1.6% 968 -13.0K -72 0.00 159.06 N/A N/A 0 0 9 0 2024-09-12 $42.89 $0.00 27.7% 7.9% 23.0% 2.6% 0.0% 2.2% 1.0% 1.1K -13.3K -73 0.00 161.63 N/A N/A 0 0 9 0 2024-09-13 $43.03 $0.00 28.0% 8.0% 21.8% 3.3% 0.0% 2.7% 0.3% 1.0K -13.6K -75 0.00 161.98 N/A N/A 0 0 9 0 2024-09-16 $42.83 $0.00 28.8% 8.3% 21.7% 4.1% 0.0% 3.1% -0.8% 1.0K -12.3K -69 0.00 162.93 N/A N/A 0 0 9 0 2024-09-17 $43.22 $0.00 29.6% 8.5% 21.7% 4.9% 0.0% 2.0% -1.0% 1.0K -13.6K -73 0.00 162.69 N/A N/A 0 0 9 0 2024-09-18 $43.31 $0.00 46.7% 13.4% 21.3% 21.6% 0.0% 27.9% -19.7% 1.4K -13.0K -74 0.00 179.10 N/A N/A 0 0 9 0 2024-09-19 $43.98 $0.00 29.3% 8.4% 22.0% 4.6% 0.0% 2.6% -1.8% 1.2K -14.1K -74 0.00 163.84 N/A N/A 0 0 9 0 2024-09-20 $43.91 $0.00 28.8% 8.3% 21.9% 4.1% 0.0% 3.0% 0.4% 1.1K -14.7K -74 0.00 164.41 N/A N/A 0 0 9 0 2024-09-23 $44.37 $0.00 29.4% 8.4% 22.1% 4.7% 0.0% 2.6% -2.2% 1.2K -15.6K -75 0.00 164.65 N/A N/A 0 0 9 0 2024-09-24 $45.44 $0.00 28.8% 8.3% 15.4% 4.1% 0.0% 3.6% -2.2% 1.3K -19.6K -79 0.00 162.26 N/A N/A 0 0 9 0 2024-09-25 $45.17 $0.00 29.3% 8.4% 15.5% 4.6% 0.0% 1.8% -3.8% 1.4K -19.7K -79 0.00 162.12 N/A N/A 0 0 9 0 2024-09-26 $46.25 $0.00 38.2% 10.9% 16.1% 13.3% 0.0% 6.3% -5.9% 1.3K -21.1K -78 0.00 169.42 N/A N/A 0 0 9 0 2024-09-27 $46.72 $0.00 28.4% 8.1% 15.9% 3.7% 0.0% 3.8% -2.1% 1.3K -24.7K -78 0.00 155.22 N/A N/A 0 0 9 0 2024-09-30 $46.61 $0.00 30.4% 8.7% 16.1% 5.7% 0.0% 4.9% -2.2% 1.3K -24.4K -76 0.00 156.82 N/A N/A 0 0 9 0
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