CLIX Options History — December 2024 In December 2024, CLIX traded between $45.57 and $48.40. ATM implied volatility averaged 38.8%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 19.5% (HV 20d: 19.2%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-11 : Largest IV drop — 44.9% change2024-12-10 : Highest IV Rank — 33.9%2024-12-04 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $46.98 $45.57 $48.40 $46.67 $45.92 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 38.8% 26.8% 59.2% 44.0% 31.6% Expected Move 9.9% 7.7% 13.6% 12.6% 9.1% HV 20d 19.2% 15.6% 21.7% 17.0% 21.6% HV 60d 17.9% 16.6% 19.1% 17.0% 17.9% IV Rank 18.0% 3.9% 33.9% 19.0% 12.8% IV Percentile 59.0% 4.8% 95.6% 85.7% 40.5% Term Structure -4.5% -9.3% -2.6% -8.9% -5.1% Skew 25d 25.1% 1.2% 50.0% 44.7% 2.2% Skew 10d 32.6% 0.1% 68.6% 58.7% 1.6% Call IV 25d 29.1% 12.2% 37.0% 34.3% 34.4% Put IV 25d 54.1% 31.2% 84.1% 78.9% 36.6% Bid-Ask Spread % 171.73 161.02 181.20 161.02 164.89 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.3K 0 6.1K 1.8K 0 Net DEX -19.9K -41.6K 0 -23.6K 0 Net VEX -16 -36 0 -36 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6.429 0 9 9 0
Daily Data (21 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 2024-12-02 $46.67 $46.00 44.0% 12.6% 17.0% 19.0% 0.0% 44.7% -8.9% 1.8K -23.6K -36 0.00 161.02 N/A N/A 0 0 9 0 2024-12-03 $46.64 $46.00 44.2% 12.7% 17.0% 19.2% 0.0% 42.8% -9.3% 1.8K -22.9K -35 0.00 161.35 N/A N/A 0 0 9 0 2024-12-04 $47.13 $46.00 47.4% 13.6% 16.9% 22.4% 0.0% 50.0% -7.4% 1.5K -26.3K -34 0.00 163.79 N/A N/A 0 0 9 0 2024-12-05 $47.27 $0.00 49.2% 9.2% 16.9% 24.1% 0.0% 26.9% -3.4% 1.5K -26.7K -33 0.00 175.98 N/A N/A 0 0 9 0 2024-12-06 $47.41 $0.00 51.8% 9.2% 16.2% 26.7% 0.0% 27.3% -2.6% 1.5K -27.3K -32 0.00 176.24 N/A N/A 0 0 9 0 2024-12-09 $48.40 $0.00 56.5% 9.3% 15.6% 31.3% 0.0% 28.5% -3.2% 1.4K -30.7K -26 0.00 176.08 N/A N/A 0 0 9 0 2024-12-10 $47.14 $0.00 59.2% 9.5% 18.4% 33.9% 0.0% 28.6% -2.7% 1.5K -26.2K -27 0.00 176.88 N/A N/A 0 0 9 0 2024-12-11 $48.06 $0.00 32.6% 9.4% 19.6% 7.9% 0.0% 42.7% -2.6% 1.5K -29.6K -24 0.00 178.01 N/A N/A 0 0 9 0 2024-12-12 $48.03 $0.00 32.9% 9.4% 19.6% 8.1% 0.0% 29.6% -3.0% 1.5K -29.6K -23 0.00 178.58 N/A N/A 0 0 9 0 2024-12-13 $47.71 $0.00 32.8% 9.4% 18.9% 15.1% 0.0% 29.7% -3.5% 1.5K -28.4K -22 0.00 181.20 N/A N/A 0 0 9 0 2024-12-16 $48.03 $0.00 34.7% 9.9% 17.7% 18.5% 0.0% 31.9% -3.6% 1.5K -29.6K -16 0.00 180.34 N/A N/A 0 0 9 0 2024-12-17 $47.95 $0.00 34.8% 10.0% 17.5% 18.7% 0.0% 31.8% -3.6% 1.5K -29.3K -14 0.00 177.37 N/A N/A 0 0 9 0 2024-12-18 $46.21 $0.00 38.9% 11.2% 21.7% 26.3% 0.0% 32.8% -5.1% 6.1K -24.0K -12 0.00 176.17 N/A N/A 0 0 9 0 2024-12-19 $46.41 $0.00 40.4% 11.6% 21.7% 29.1% 0.0% 32.8% -5.8% 1.6K -23.2K -9 0.00 177.04 N/A N/A 0 0 9 0 2024-12-20 $46.38 $0.00 40.2% 11.5% 21.4% 28.6% 0.0% 34.0% -4.2% 1.5K -41.6K 0 0.00 175.36 N/A N/A 0 0 9 0 2024-12-23 $46.67 $0.00 27.8% 8.0% 21.2% 5.9% 0.0% 2.5% -3.2% 0 0 0 0.00 163.60 N/A N/A 0 0 0 0 2024-12-24 $46.64 $0.00 26.8% 7.7% 21.0% 3.9% 0.0% 1.3% -3.7% 0 0 0 0.00 166.94 N/A N/A 0 0 0 0 2024-12-26 $46.22 $0.00 27.9% 8.0% 20.9% 6.0% 0.0% 1.2% -4.9% 0 0 0 0.00 165.35 N/A N/A 0 0 0 0 2024-12-27 $45.57 $0.00 28.8% 8.2% 21.3% 7.6% 0.0% 1.8% -3.6% 0 0 0 0.00 164.44 N/A N/A 0 0 0 0 2024-12-30 $46.05 $0.00 31.3% 9.0% 21.7% 12.2% 0.0% 3.0% -4.3% 0 0 0 0.00 165.75 N/A N/A 0 0 0 0 2024-12-31 $45.92 $0.00 31.6% 9.1% 21.6% 12.8% 0.0% 2.2% -5.1% 0 0 0 0.00 164.89 N/A N/A 0 0 0 0
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