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Cal-Maine Foods Inc CALM 72.52 -0.37 -0.51%

CALM Historical Options Analysis

Explore CALM (Cal-Maine Foods Inc) historical options data, volatility, Greeks and positioning. Compare signals over time in the free Historical Lab preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

CALM / Comparative study

3 signals / 507 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 1.05
62.45
Mean
38.36
Window
+3.6%
ATM IV z 0.50
0.4
Mean
0.37
Window
+14.4%
IV Percentile z 0.85
80.93
Mean
56.57
Window
-8.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.75 0.88
ATM IV 0.75 1.00 0.73
IV Percent... 0.88 0.73 1.00
Source observations

Data inspector

1-50 of 507
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-21 72.52 62.45 0.4 80.93
2026-09-18 72.89 40.05 0.35 58.14
2026-09-17 74.09 57.34 0.39 74.81
2026-09-16 74.29 60.18 0.4 78.29
2026-09-15 74.39 59.6 0.39 77.13
2026-09-14 75.02 40.47 0.35 58.37
2026-09-11 73.98 39.09 0.35 55.43
2026-09-10 73.71 70.56 0.42 86.82
2026-09-09 73.23 56.66 0.39 74.03
2026-09-08 74.83 48.76 0.37 66.67
2026-09-07 74.63 44.16 0.36 62.65
2026-09-04 74.63 38.12 0.35 53.49
2026-09-03 76.03 49.09 0.37 67.44
2026-09-02 78.82 56.64 0.39 74.03
2026-09-01 79.02 36.19 0.34 50.58
2026-08-31 78.92 46.91 0.37 64.45
2026-08-28 80.21 43.37 0.36 61.48
2026-08-27 79.75 47.18 0.37 64.98
2026-08-26 83.06 28.34 0.33 25.68
2026-08-25 84.14 29.8 0.33 29.57
2026-08-24 84.6 32.17 0.34 36.33
2026-08-21 82.8 18.12 0.31 6.61
2026-08-20 82.43 29.85 0.33 30.35
2026-08-19 80.55 31.64 0.33 35.41
2026-08-18 81.19 15.03 0.3 4.28
2026-08-17 80.44 0 0.27 0
2026-08-14 81.09 1.34 0.28 0.39
2026-08-13 82.59 17.45 0.31 11.67
2026-08-12 82.21 31.08 0.34 41.25
2026-08-11 82.56 16.88 0.31 10.89
2026-08-10 81.98 16.02 0.31 8.59
2026-08-07 85.08 39.74 0.36 61.09
2026-08-06 84.85 45.05 0.37 65.76
2026-08-05 85.67 52.44 0.38 72.37
2026-08-04 84.77 49.55 0.38 69.65
2026-08-03 87.06 61.13 0.4 79.69
2026-07-31 87.78 42.06 0.36 65.37
2026-07-30 87.08 32.78 0.34 54.47
2026-07-29 93.5 98.13 0.48 99.61
2026-07-28 93.21 44.53 0.37 67.32
2026-07-27 88.72 43.41 0.37 67.19
2026-07-24 90.32 54.85 0.39 75.1
2026-07-23 88.14 22.2 0.32 21.01
2026-07-22 87.86 17.35 0.31 10.51
2026-07-21 87.25 56.39 0.39 75.88
2026-07-20 88.42 92.35 0.47 98.05
2026-07-17 88.55 84.77 0.45 94.94
2026-07-16 88.28 38.54 0.36 62.65
2026-07-15 85.36 72.23 0.43 87.55
2026-07-14 83.14 59.83 0.4 78.21