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CALIX, INC. CALX

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Market datapartial · fetched 2026-10-22T21:55:44.893Z

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 · 2026-10-22T20:35:00.54363406Z

FundamentalsAlpha Vantage · unavailable

Share price$36.91
1D+1.8%
AH$36.08$36.36$36.64$36.91$37.195:30 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.$0.84$3.02$5.21$7.39$9.58$28.45$32.60$36.75$40.89$45.0420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CALX spot · $36.91CALX PRICE$1.08$1.15$1.18$1.26$1.54$1.82$2.11$2.53$2.96$3.38$3.81$4.25$4.68$1.13$1.09$1.34$1.62$1.98$2.35$2.74$3.49$4.24$5.08$6.02$7.25$8.95
PutsExpensive1.52×
CallsExpensive1.37×
SkewBearish+3.16 pp
Implied moveBearish±$4.85
TiltBearish19.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.87106.3%38.0%31.0487.2%19.0%
25Δ44.7483.8%24.3%33.2563.7%12.9%
30Δ42.0868.0%17.2%34.2561.3%10.8%
35Δ39.8355.6%11.3%35.1959.5%9.0%
40Δ39.0555.7%10.0%35.9859.3%7.9%
45Δ38.2755.7%8.6%36.7659.1%6.8%
50Δ37.4955.8%7.3%37.5559.0%5.7%
55Δ36.7356.6%6.4%38.5462.1%5.0%
60Δ35.9757.4%5.5%39.5265.3%4.4%
65Δ35.2258.2%4.6%40.6267.4%3.7%
70Δ34.4856.8%3.7%41.8268.7%3.0%
75Δ33.7654.6%3.0%43.3070.9%2.3%
80Δ33.0352.5%2.2%45.2174.5%1.7%

20Δ

Calls
Pseudo strike
49.87
IV
106.3%
B/E move
38.0%
Puts
Pseudo strike
31.04
IV
87.2%
B/E move
19.0%

25Δ

Calls
Pseudo strike
44.74
IV
83.8%
B/E move
24.3%
Puts
Pseudo strike
33.25
IV
63.7%
B/E move
12.9%

30Δ

Calls
Pseudo strike
42.08
IV
68.0%
B/E move
17.2%
Puts
Pseudo strike
34.25
IV
61.3%
B/E move
10.8%

35Δ

Calls
Pseudo strike
39.83
IV
55.6%
B/E move
11.3%
Puts
Pseudo strike
35.19
IV
59.5%
B/E move
9.0%

40Δ

Calls
Pseudo strike
39.05
IV
55.7%
B/E move
10.0%
Puts
Pseudo strike
35.98
IV
59.3%
B/E move
7.9%

45Δ

Calls
Pseudo strike
38.27
IV
55.7%
B/E move
8.6%
Puts
Pseudo strike
36.76
IV
59.1%
B/E move
6.8%

50Δ

Calls
Pseudo strike
37.49
IV
55.8%
B/E move
7.3%
Puts
Pseudo strike
37.55
IV
59.0%
B/E move
5.7%

55Δ

Calls
Pseudo strike
36.73
IV
56.6%
B/E move
6.4%
Puts
Pseudo strike
38.54
IV
62.1%
B/E move
5.0%

60Δ

Calls
Pseudo strike
35.97
IV
57.4%
B/E move
5.5%
Puts
Pseudo strike
39.52
IV
65.3%
B/E move
4.4%

65Δ

Calls
Pseudo strike
35.22
IV
58.2%
B/E move
4.6%
Puts
Pseudo strike
40.62
IV
67.4%
B/E move
3.7%

70Δ

Calls
Pseudo strike
34.48
IV
56.8%
B/E move
3.7%
Puts
Pseudo strike
41.82
IV
68.7%
B/E move
3.0%

75Δ

Calls
Pseudo strike
33.76
IV
54.6%
B/E move
3.0%
Puts
Pseudo strike
43.30
IV
70.9%
B/E move
2.3%

80Δ

Calls
Pseudo strike
33.03
IV
52.5%
B/E move
2.2%
Puts
Pseudo strike
45.21
IV
74.5%
B/E move
1.7%

Options history

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