ThetaOwl

CALM

Cal-Maine Foods, Inc.Consumer Defensive
$78.10
Bearish
Mkt Cap: $3.72B|Float: 43.0M|SI: 12.1%|DTC: 6.8
Data as of market close Mar 30, 2026
IV Rank
100
IV Pctl
86%
HV 20d
2719.0%
52W Range
$71-$121
ATR(14)
$2.52
Exp. Move
±8.9%
P/C Ratio
1.10
Earnings
Apr 1
GEX Negative
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Wide

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1718±$6.97±8.9%$71.12$85.07
2026-05-1546±$10.55±13.5%$67.55$88.65
2026-07-17109±$13.35±17.1%$64.75$91.45
2026-08-21144±$16.35±20.9%$61.75$94.45
2026-11-20235±$19.75±25.3%$58.35$97.85

Explore CALM options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.