IntraAlpha
Create free account Start free

CALIX, INC. CALX

i

Market dataready · fetched 2026-11-12T02:57:17.166Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.002637245Z

FundamentalsSEC EDGAR · ready · as of 2026-09-26 · fetched 2026-11-12T02:57:16.726523+00:00

Share price$32.60
1D+1.2%
AH$31.70$32.02$32.35$32.67$32.995:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCALX
Sold putSold callAH

CALIX, INC. options

Live interpolated CALX call and put midpoint premiums by absolute delta.CALIX, INC.$0.53$1.82$3.10$4.38$5.67$27.76$30.16$32.57$34.98$37.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CALX spot · $32.60CALX PRICE$0.67$0.92$0.83$0.88$0.92$0.97$1.22$2.03$2.85$3.66$4.48$5.30$0.78$1.03$0.96$1.13$1.31$1.48$1.66$1.83$2.01
Puts——
Calls——
Skew——
Implied moveBalanced±$1.92
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.22125.3%22.4%28.24122.6%15.7%
25Δ38.23130.7%20.1%29.18121.7%13.6%
30Δ
35Δ34.6177.2%8.7%
40Δ34.0568.8%7.1%
45Δ33.4860.4%5.5%
50Δ32.9252.0%3.9%32.7042.6%2.6%
55Δ32.2647.8%2.7%32.9841.3%2.3%
60Δ31.3555.6%2.4%33.2540.0%2.0%
65Δ30.4563.4%2.1%33.5338.6%1.7%
70Δ29.5471.2%1.9%33.8037.3%1.4%
75Δ28.6379.0%1.6%34.0836.0%1.1%
80Δ27.7386.7%1.3%34.3534.6%0.8%

20Δ

Calls
Pseudo strike
39.22
IV
125.3%
B/E move
22.4%
Puts
Pseudo strike
28.24
IV
122.6%
B/E move
15.7%

25Δ

Calls
Pseudo strike
38.23
IV
130.7%
B/E move
20.1%
Puts
Pseudo strike
29.18
IV
121.7%
B/E move
13.6%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
34.61
IV
77.2%
B/E move
8.7%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
34.05
IV
68.8%
B/E move
7.1%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
33.48
IV
60.4%
B/E move
5.5%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
32.92
IV
52.0%
B/E move
3.9%
Puts
Pseudo strike
32.70
IV
42.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
32.26
IV
47.8%
B/E move
2.7%
Puts
Pseudo strike
32.98
IV
41.3%
B/E move
2.3%

60Δ

Calls
Pseudo strike
31.35
IV
55.6%
B/E move
2.4%
Puts
Pseudo strike
33.25
IV
40.0%
B/E move
2.0%

65Δ

Calls
Pseudo strike
30.45
IV
63.4%
B/E move
2.1%
Puts
Pseudo strike
33.53
IV
38.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
29.54
IV
71.2%
B/E move
1.9%
Puts
Pseudo strike
33.80
IV
37.3%
B/E move
1.4%

75Δ

Calls
Pseudo strike
28.63
IV
79.0%
B/E move
1.6%
Puts
Pseudo strike
34.08
IV
36.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
27.73
IV
86.7%
B/E move
1.3%
Puts
Pseudo strike
34.35
IV
34.6%
B/E move
0.8%

Options history

IV · four-Friday blend55.68%
Daily close
CALX38.4%50.8%63.2%2026-08-13: 41.62%2026-08-14: 40.12%2026-08-17: 48.45%2026-08-19: 55.18%2026-08-20: 60.45%2026-08-21: 43.08%2026-08-24: 43.91%2026-08-25: 41.37%2026-08-26: 44.20%2026-08-27: 43.00%2026-08-28: 41.66%2026-08-31: 41.09%2026-09-01: 42.03%2026-09-02: 40.96%2026-09-03: 41.31%2026-09-04: 43.28%2026-09-09: 47.25%2026-09-10: 45.45%2026-09-14: 47.37%2026-09-15: 54.28%2026-09-16: 61.52%2026-09-18: 45.59%2026-09-21: 44.03%2026-09-22: 45.00%2026-09-23: 46.06%2026-09-24: 48.69%2026-09-25: 47.45%2026-09-28: 46.05%2026-09-29: 46.68%2026-09-30: 45.73%2026-10-01: 44.82%2026-10-02: 48.22%2026-10-05: 45.16%2026-10-06: 47.95%2026-10-07: 46.26%2026-10-08: 46.77%2026-10-09: 46.07%2026-10-13: 61.54%2026-10-16: 47.78%2026-10-19: 49.95%2026-10-20: 48.88%2026-10-21: 48.30%2026-10-22: 50.41%2026-10-23: 51.85%2026-10-26: 49.91%2026-10-27: 52.78%2026-10-28: 53.98%2026-10-29: 50.76%2026-10-30: 55.68%Aug 13Sep 23Oct 30
49 observations2026-08-13 — 2026-10-30
Table
DateIV (%)
41.62%
40.12%
48.45%
55.18%
60.45%
43.08%
43.91%
41.37%
44.20%
43.00%
41.66%
41.09%
42.03%
40.96%
41.31%
43.28%
47.25%
45.45%
47.37%
54.28%
61.52%
45.59%
44.03%
45.00%
46.06%
48.69%
47.45%
46.05%
46.68%
45.73%
44.82%
48.22%
45.16%
47.95%
46.26%
46.77%
46.07%
61.54%
47.78%
49.95%
48.88%
48.30%
50.41%
51.85%
49.91%
52.78%
53.98%
50.76%
55.68%