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CALIX, INC. CALX

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Market datapartial · fetched 2026-10-22T14:51:25.170Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T14:50:59.486723545Z

FundamentalsAlpha Vantage · unavailable

Share price$36.28
1D+0.1%
$36.11$36.29$36.47$36.65$36.835:30 AM6:30 AM9:00 AM1:00 PMCALX
Sold putSold call

CALIX, INC. options

Live interpolated CALX call and put midpoint premiums by absolute delta.CALIX, INC.$0.90$2.39$3.88$5.36$6.85$28.18$32.37$36.55$40.74$44.9320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CALX spot · $36.27CALX PRICE$1.08$1.13$1.06$1.32$1.63$1.93$2.36$2.85$3.34$3.80$4.26$4.71$5.58$1.30$1.14$1.41$1.68$2.00$2.39$2.78$3.19$3.66$4.13$4.60$5.51$6.42
PutsExpensive1.45×
CallsExpensive1.51×
SkewBullish-5.44 pp
Implied moveBearish±$5.15
TiltBearish6.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.54108.7%39.6%29.9398.5%21.1%
25Δ44.2084.4%25.0%32.5667.8%13.4%
30Δ40.4459.9%14.4%33.5265.3%11.5%
35Δ39.3158.3%12.0%34.4762.8%9.6%
40Δ38.5259.6%10.7%35.3561.2%8.1%
45Δ37.7461.0%9.4%36.1360.8%7.0%
50Δ36.9363.1%8.3%36.9260.3%5.9%
55Δ36.1065.6%7.4%37.7059.7%4.9%
60Δ35.2868.1%6.4%38.4658.3%4.1%
65Δ34.4467.7%5.4%39.2357.0%3.2%
70Δ33.6065.8%4.4%40.0055.7%2.4%
75Δ32.7563.8%3.3%41.1156.2%1.9%
80Δ31.6165.2%2.5%42.2256.8%1.3%

20Δ

Calls
Pseudo strike
49.54
IV
108.7%
B/E move
39.6%
Puts
Pseudo strike
29.93
IV
98.5%
B/E move
21.1%

25Δ

Calls
Pseudo strike
44.20
IV
84.4%
B/E move
25.0%
Puts
Pseudo strike
32.56
IV
67.8%
B/E move
13.4%

30Δ

Calls
Pseudo strike
40.44
IV
59.9%
B/E move
14.4%
Puts
Pseudo strike
33.52
IV
65.3%
B/E move
11.5%

35Δ

Calls
Pseudo strike
39.31
IV
58.3%
B/E move
12.0%
Puts
Pseudo strike
34.47
IV
62.8%
B/E move
9.6%

40Δ

Calls
Pseudo strike
38.52
IV
59.6%
B/E move
10.7%
Puts
Pseudo strike
35.35
IV
61.2%
B/E move
8.1%

45Δ

Calls
Pseudo strike
37.74
IV
61.0%
B/E move
9.4%
Puts
Pseudo strike
36.13
IV
60.8%
B/E move
7.0%

50Δ

Calls
Pseudo strike
36.93
IV
63.1%
B/E move
8.3%
Puts
Pseudo strike
36.92
IV
60.3%
B/E move
5.9%

55Δ

Calls
Pseudo strike
36.10
IV
65.6%
B/E move
7.4%
Puts
Pseudo strike
37.70
IV
59.7%
B/E move
4.9%

60Δ

Calls
Pseudo strike
35.28
IV
68.1%
B/E move
6.4%
Puts
Pseudo strike
38.46
IV
58.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
34.44
IV
67.7%
B/E move
5.4%
Puts
Pseudo strike
39.23
IV
57.0%
B/E move
3.2%

70Δ

Calls
Pseudo strike
33.60
IV
65.8%
B/E move
4.4%
Puts
Pseudo strike
40.00
IV
55.7%
B/E move
2.4%

75Δ

Calls
Pseudo strike
32.75
IV
63.8%
B/E move
3.3%
Puts
Pseudo strike
41.11
IV
56.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
31.61
IV
65.2%
B/E move
2.5%
Puts
Pseudo strike
42.22
IV
56.8%
B/E move
1.3%

Options history

CALX48.4048.6948.992026-10-20: 48.94%2026-10-21: 48.45%Oct 20Oct 21
Table
DateIV
48.94%
48.45%