CAMT Options History — April 2021

In April 2021, CAMT traded between $30.45 and $35.02. ATM implied volatility averaged 53.4%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 10.3% (HV 20d: 63.7%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.48.

Notable Days

  • 2021-04-29: Highest Volume — 344 contracts
  • 2021-04-28: Largest IV drop — 34.9% change
  • 2021-04-16: Highest IV Rank — 34.0%
  • 2021-04-12: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.10$30.45$35.02$32.79$33.86
Max Pain$28.10$25.00$30.00$30.00$30.00
ATM IV53.4%40.8%67.4%55.3%42.2%
Expected Move16.5%11.7%19.8%15.9%12.1%
HV 20d63.7%50.8%73.6%73.6%50.8%
HV 60d65.0%62.7%66.8%64.3%65.8%
IV Rank21.9%10.9%34.0%23.5%12.1%
IV Percentile50.9%13.9%83.3%59.9%17.5%
Term Structure-1.5%-22.2%15.9%3.9%6.2%
VWIV58.2%41.3%74.5%41.3%42.8%
Skew 25d1.7%-19.8%24.8%-19.8%1.1%
Skew 10d2.4%-18.5%26.9%-13.4%8.5%
Call IV 25d58.2%36.3%67.6%55.3%47.0%
Put IV 25d59.9%35.5%84.3%35.5%48.1%
Bid-Ask Spread %77.1862.93101.38101.3891.22
Gamma HHI0.670.450.820.820.46
Net GEX99.6K86.0K109.6K99.3K89.1K
Net DEX-4.9M-6.1M-3.2M-5.1M-5.5M
Net VEX-9.3K-11.4K-6.1K-11.4K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.001.840.040.31
Total Volume132.52442344153140
Total OI3,261.5243,1063,4143,2973,322

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$32.79$30.0055.3%15.9%73.6%23.5%41.3%-19.8%3.9%99.3K-5.1M-11.4K0.04101.38N/AN/A14762,388909
2021-04-05$33.52$25.0055.7%18.4%73.4%23.9%65.1%-1.3%-5.6%98.0K-5.4M-10.3K0.3866.18N/AN/A71272,350907
2021-04-06$33.44$25.0048.3%18.7%72.8%17.4%62.4%-6.0%-3.7%104.6K-5.5M-10.1K0.5464.25N/AN/A41222,376922
2021-04-07$33.47$25.0052.6%17.3%67.8%21.2%61.6%1.9%-0.2%101.8K-5.3M-10.3K0.1272.17N/AN/A86102,375923
2021-04-08$33.16$25.0044.2%17.0%68.1%13.9%56.4%24.8%0.3%105.2K-5.1M-10.0K0.2368.84N/AN/A81192,316931
2021-04-09$32.49$25.0046.5%17.0%68.3%15.9%65.1%-6.8%-0.0%105.1K-4.6M-10.1K0.6062.93N/AN/A47282,275929
2021-04-12$34.55$25.0053.3%19.8%61.7%21.8%62.0%1.6%-22.2%100.5K-5.6M-9.4K0.3574.16N/AN/A130452,293952
2021-04-13$33.63$25.0045.1%16.6%62.1%14.7%60.4%0.6%-1.7%107.7K-5.2M-9.6K1.3369.82N/AN/A1381832,315989
2021-04-14$33.54$25.0052.3%15.0%62.0%20.9%61.0%-0.5%7.1%109.6K-5.1M-9.3K1.3969.27N/AN/A36502,3191,043
2021-04-15$32.26$30.0056.9%16.3%63.2%24.9%58.1%-4.0%8.0%107.4K-4.4M-9.9K0.9079.03N/AN/A40362,3121,088
2021-04-16$33.00$30.0067.4%19.3%57.1%34.0%62.5%-0.2%-5.1%90.0K-4.8M-10.0K0.2177.80N/AN/A78162,3141,100
2021-04-19$30.45$30.0059.0%16.9%64.8%26.8%59.6%0.4%-7.3%101.3K-3.2M-9.8K0.5571.73N/AN/A104572,148958
2021-04-20$30.80$30.0063.1%18.1%64.2%30.3%59.7%-5.4%8.5%98.6K-3.6M-9.7K0.5080.85N/AN/A28142,170994
2021-04-21$31.85$30.0061.5%17.6%62.1%28.9%62.0%1.4%1.2%93.3K-3.9M-9.6K0.0075.68N/AN/A7602,169995
2021-04-22$31.60$30.0058.4%16.8%62.2%26.3%56.0%2.9%-8.4%106.6K-3.9M-9.5K0.0080.24N/AN/A5602,162995
2021-04-23$33.19$30.0053.2%15.3%63.7%21.7%55.8%11.5%-8.3%104.7K-4.9M-8.6K0.0179.62N/AN/A13012,182995
2021-04-26$33.60$30.0057.1%16.4%61.7%25.1%74.5%18.3%-13.9%105.8K-5.0M-8.6K1.8484.17N/AN/A37682,246995
2021-04-27$34.15$30.0065.5%18.8%59.6%32.4%65.6%20.5%-11.1%88.6K-5.0M-9.2K0.0278.39N/AN/A6512,2371,054
2021-04-28$35.02$30.0042.6%12.2%59.8%12.5%46.3%0.8%15.9%86.0K-6.1M-6.3K0.4886.42N/AN/A2191062,2391,064
2021-04-29$34.75$30.0040.8%11.7%57.9%10.9%43.4%-5.5%4.6%88.7K-5.9M-6.1K0.2286.60N/AN/A281632,1951,046
2021-04-30$33.86$30.0042.2%12.1%50.8%12.1%42.8%1.1%6.2%89.1K-5.5M-6.9K0.3191.22N/AN/A107332,2191,103