CLIX Options History — November 2024 In November 2024, CLIX traded between $45.44 and $47.47. ATM implied volatility averaged 39.4%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 23.0% (HV 20d: 16.5%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 43.4% change2024-11-12 : Highest IV Rank — 33.5%2024-11-29 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $46.48 $45.44 $47.47 $46.06 $46.48 Max Pain $46.05 $46.00 $47.00 $47.00 $46.00 ATM IV 39.4% 33.3% 58.8% 37.5% 40.2% Expected Move 10.2% 9.0% 11.5% 10.7% 11.5% HV 20d 16.5% 15.1% 18.0% 15.1% 17.1% HV 60d 18.4% 17.1% 19.6% 19.1% 17.3% IV Rank 14.5% 8.5% 33.5% 12.6% 15.2% IV Percentile 68.6% 47.6% 92.9% 64.7% 76.2% Term Structure -7.9% -10.4% -3.5% -7.1% -10.4% Skew 25d 22.2% 1.5% 33.8% 1.5% 18.7% Skew 10d 29.1% 2.6% 44.2% 2.6% 19.5% Call IV 25d 31.1% 23.9% 39.5% 39.5% 36.7% Put IV 25d 53.2% 41.1% 66.9% 41.1% 55.3% Bid-Ask Spread % 159.07 153.34 175.63 154.59 159.88 Gamma HHI 0.75 0.52 1.00 0.55 1.00 Net GEX 2.5K 1.7K 3.7K 2.1K 3.7K Net DEX -24.9K -33.3K -17.5K -26.1K -20.9K Net VEX -52 -69 -33 -69 -33 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 10.65 9 12 12 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 2024-11-01 $46.06 $47.00 37.5% 10.7% 15.1% 12.6% 0.0% 1.5% -7.1% 2.1K -26.1K -69 0.00 154.59 N/A N/A 0 0 12 0 2024-11-04 $46.20 $46.00 41.0% 10.1% 15.2% 16.1% 0.0% 14.6% -3.5% 2.3K -25.6K -64 0.00 153.34 N/A N/A 0 0 12 0 2024-11-05 $46.75 $46.00 41.5% 9.0% 15.1% 16.6% 0.0% 20.5% -5.5% 2.2K -29.2K -65 0.00 153.40 N/A N/A 0 0 12 0 2024-11-06 $46.84 $46.00 36.1% 9.0% 15.1% 11.2% 0.0% 28.7% -4.1% 2.3K -32.3K -65 0.00 175.63 N/A N/A 0 0 12 0 2024-11-07 $47.47 $46.00 40.6% 9.4% 15.9% 15.6% 0.0% 23.1% -9.5% 2.3K -33.3K -63 0.00 155.87 N/A N/A 0 0 12 0 2024-11-08 $46.42 $46.00 41.9% 9.5% 17.0% 16.9% 0.0% 16.9% -10.3% 2.9K -26.6K -60 0.00 157.88 N/A N/A 0 0 12 0 2024-11-11 $46.73 $46.00 49.6% 9.3% 17.2% 24.5% 0.0% 26.4% -7.6% 2.4K -29.6K -59 0.00 158.84 N/A N/A 0 0 12 0 2024-11-12 $46.80 $46.00 58.8% 9.3% 15.5% 33.5% 0.0% 23.2% -9.0% 2.6K -29.4K -57 0.00 158.31 N/A N/A 0 0 12 0 2024-11-13 $46.90 $46.00 33.3% 9.5% 15.5% 8.5% 0.0% 29.4% -7.3% 2.5K -30.9K -56 0.00 158.42 N/A N/A 0 0 12 0 2024-11-14 $46.18 $46.00 33.7% 9.7% 16.1% 8.9% 0.0% 15.8% -9.5% 3.2K -24.3K -49 0.00 157.36 N/A N/A 0 0 12 0 2024-11-15 $45.44 $46.00 37.1% 10.7% 16.7% 12.3% 0.0% 30.8% -3.9% 2.4K -23.8K -51 0.00 159.58 N/A N/A 0 0 12 0 2024-11-18 $45.98 $46.00 35.1% 10.1% 17.4% 10.2% 0.0% 15.5% -8.6% 2.5K -17.5K -43 0.00 162.81 N/A N/A 0 0 9 0 2024-11-19 $46.61 $46.00 35.0% 10.0% 18.0% 10.2% 0.0% 28.9% -7.5% 1.7K -22.3K -47 0.00 157.68 N/A N/A 0 0 9 0 2024-11-20 $46.80 $46.00 36.7% 10.5% 16.6% 11.8% 0.0% 26.8% -9.4% 1.7K -22.8K -46 0.00 159.16 N/A N/A 0 0 9 0 2024-11-21 $46.32 $46.00 36.3% 10.4% 16.7% 11.5% 0.0% 15.8% -9.9% 2.7K -19.5K -41 0.00 158.10 N/A N/A 0 0 9 0 2024-11-22 $45.89 $46.00 37.6% 10.8% 17.0% 12.8% 0.0% 24.9% -7.7% 2.2K -18.0K -43 0.00 158.30 N/A N/A 0 0 9 0 2024-11-25 $46.36 $46.00 38.0% 10.9% 17.1% 13.1% 0.0% 18.3% -8.3% 3.3K -19.9K -38 0.00 160.27 N/A N/A 0 0 9 0 2024-11-26 $46.84 $46.00 39.6% 11.3% 17.4% 14.6% 0.0% 33.8% -8.9% 1.7K -23.3K -42 0.00 160.96 N/A N/A 0 0 9 0 2024-11-27 $46.52 $46.00 39.0% 11.2% 17.6% 14.1% 0.0% 29.4% -9.5% 3.5K -22.6K -39 0.00 161.13 N/A N/A 0 0 9 0 2024-11-29 $46.48 $46.00 40.2% 11.5% 17.1% 15.2% 0.0% 18.7% -10.4% 3.7K -20.9K -33 0.00 159.88 N/A N/A 0 0 9 0
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