CLIX Options History — October 2024

In October 2024, CLIX traded between $45.66 and $48.49. ATM implied volatility averaged 31.5%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 14.1% (HV 20d: 17.4%). Max pain ranged from $47.00 to $47.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2024-10-18: Highest Volume — 3 contracts
2024-10-09: Largest IV drop — 22.4% change
2024-10-31: Highest IV Rank — 12.1%
2024-10-31: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.03	$45.66	$48.49	$47.31	$45.72
Max Pain	$47.00	$47.00	$47.00	$47.00	$47.00
ATM IV	31.5%	27.3%	37.0%	31.9%	37.0%
Expected Move	8.7%	7.8%	10.6%	9.2%	10.6%
HV 20d	17.4%	14.9%	19.7%	16.1%	16.6%
HV 60d	19.9%	19.0%	20.3%	19.8%	19.2%
IV Rank	6.8%	2.6%	12.1%	7.2%	12.1%
IV Percentile	34.0%	6.7%	63.5%	34.9%	63.5%
Term Structure	-0.9%	-6.7%	2.9%	-2.6%	-5.0%
VWIV	27.4%	27.4%	27.4%	27.4%	27.4%
Skew 25d	2.7%	1.8%	5.9%	3.9%	2.6%
Skew 10d	6.2%	3.0%	13.9%	12.3%	3.8%
Call IV 25d	31.0%	25.9%	39.2%	32.1%	39.2%
Put IV 25d	33.7%	28.7%	41.8%	35.9%	41.8%
Bid-Ask Spread %	148.54	141.22	153.27	151.25	153.27
Gamma HHI	0.84	0.55	1.00	1.00	0.59
Net GEX	1.6K	1.1K	2.4K	1.2K	2.3K
Net DEX	-26.7K	-32.4K	-23.1K	-26.2K	-23.1K
Net VEX	-72	-81	-67	-75	-67
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	0.13	0	3	0	0
Total OI	10.174	9	12	9	12

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-10-01	$47.31	$0.00	31.9%	9.2%	16.1%	7.2%	0.0%	3.9%	-2.6%	1.2K	-26.2K	-75	151.25	N/A	N/A	0	9
2024-10-02	$47.77	$0.00	31.5%	9.0%	16.1%	6.8%	0.0%	5.9%	-1.8%	1.2K	-27.5K	-75	148.79	N/A	N/A	0	9
2024-10-03	$47.58	$0.00	33.2%	8.1%	16.3%	8.4%	0.0%	2.4%	0.3%	1.1K	-27.3K	-74	141.35	N/A	N/A	0	9
2024-10-04	$48.49	$0.00	33.0%	7.9%	14.9%	8.2%	0.0%	2.8%	2.3%	1.1K	-29.9K	-72	143.71	N/A	N/A	0	9
2024-10-07	$48.42	$0.00	36.5%	8.7%	15.2%	11.7%	0.0%	2.8%	-0.1%	1.1K	-29.3K	-70	141.22	N/A	N/A	0	9
2024-10-08	$47.65	$0.00	35.9%	8.3%	16.6%	11.1%	0.0%	2.6%	-0.7%	1.2K	-27.6K	-71	143.60	N/A	N/A	0	9
2024-10-09	$47.59	$0.00	27.9%	8.0%	16.8%	3.2%	0.0%	2.3%	0.7%	1.2K	-27.0K	-71	143.91	N/A	N/A	0	9
2024-10-10	$47.59	$0.00	27.5%	7.9%	16.9%	2.8%	0.0%	2.1%	2.0%	1.2K	-27.1K	-71	144.90	N/A	N/A	0	9
2024-10-11	$48.22	$0.00	27.3%	7.8%	17.1%	2.6%	0.0%	2.5%	2.9%	1.2K	-29.2K	-68	144.31	N/A	N/A	0	9
2024-10-14	$47.98	$0.00	28.6%	8.2%	17.1%	3.9%	0.0%	2.2%	1.3%	1.2K	-28.1K	-67	147.00	N/A	N/A	0	9
2024-10-15	$46.97	$0.00	29.2%	8.4%	19.5%	4.5%	0.0%	2.5%	1.8%	1.4K	-24.9K	-70	147.97	N/A	N/A	0	9
2024-10-16	$47.06	$0.00	29.7%	8.5%	19.5%	5.0%	0.0%	2.4%	0.7%	1.4K	-25.1K	-69	147.50	N/A	N/A	0	9
2024-10-17	$46.59	$0.00	28.9%	8.3%	19.7%	4.2%	0.0%	2.1%	0.7%	1.5K	-23.7K	-68	149.01	N/A	N/A	0	9
2024-10-18	$46.94	$0.00	28.2%	8.1%	19.7%	3.5%	27.4%	2.4%	-0.0%	1.5K	-25.8K	-68	151.03	N/A	N/A	3	9
2024-10-21	$46.78	$47.00	29.6%	8.5%	19.6%	4.9%	0.0%	1.8%	-6.7%	2.0K	-32.4K	-81	151.27	N/A	N/A	0	12
2024-10-22	$47.05	$47.00	30.1%	8.6%	18.0%	5.4%	0.0%	2.2%	-2.2%	2.1K	-31.1K	-79	151.16	N/A	N/A	0	12
2024-10-23	$46.15	$47.00	32.2%	9.2%	19.4%	7.4%	0.0%	2.9%	-3.4%	2.3K	-26.0K	-77	151.19	N/A	N/A	0	12
2024-10-24	$45.73	$47.00	31.9%	9.2%	17.7%	7.2%	0.0%	2.8%	-3.0%	2.2K	-23.8K	-75	152.53	N/A	N/A	0	12
2024-10-25	$45.66	$47.00	32.1%	9.2%	17.3%	7.4%	0.0%	1.8%	-3.8%	2.3K	-23.1K	-73	152.63	N/A	N/A	0	12
2024-10-28	$46.10	$47.00	34.3%	9.8%	17.7%	9.5%	0.0%	2.8%	-1.1%	2.2K	-25.3K	-71	152.72	N/A	N/A	0	12
2024-10-29	$46.22	$47.00	33.9%	9.7%	16.7%	9.1%	0.0%	2.8%	-1.4%	2.4K	-25.7K	-70	153.24	N/A	N/A	0	12
2024-10-30	$46.22	$47.00	34.9%	10.0%	16.3%	10.1%	0.0%	3.5%	-2.4%	2.4K	-25.5K	-69	152.90	N/A	N/A	0	12
2024-10-31	$45.72	$47.00	37.0%	10.6%	16.6%	12.1%	0.0%	2.6%	-5.0%	2.3K	-23.1K	-67	153.27	N/A	N/A	0	12