CAMT Options History — May 2021

In May 2021, CAMT traded between $26.58 and $36.64. ATM implied volatility averaged 51.4%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 8.8% (HV 20d: 60.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.24.

Notable Days

  • 2021-05-24: Highest Volume — 1,631 contracts
  • 2021-05-12: Largest IV drop — 34.4% change
  • 2021-05-11: Highest IV Rank — 61.6%
  • 2021-05-18: Largest Expected Move — 17.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.08$26.58$36.64$33.64$36.64
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV51.4%41.5%71.8%41.8%46.5%
Expected Move14.3%11.9%17.3%12.0%13.3%
HV 20d60.2%50.3%69.0%50.3%68.6%
HV 60d68.1%64.3%70.0%65.8%64.3%
IV Rank30.2%11.8%61.6%11.8%26.3%
IV Percentile46.3%15.9%88.9%16.7%29.8%
Term Structure2.8%-12.7%16.6%13.5%2.8%
VWIV50.1%40.8%56.5%40.8%46.9%
Skew 25d-0.3%-10.6%18.3%12.1%1.6%
Skew 10d0.4%-16.7%18.6%15.3%-3.1%
Call IV 25d51.8%41.9%63.8%41.9%46.6%
Put IV 25d51.5%37.0%65.9%54.0%48.2%
Bid-Ask Spread %83.9347.8698.3793.2884.62
Gamma HHI0.580.240.840.410.33
Net GEX95.5K36.3K267.6K79.9K66.2K
Net DEX-2.9M-5.9M-254.7K-5.9M-4.3M
Net VEX-8.6K-13.9K-5.1K-5.9K-13.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.240.000.880.050.32
Total Volume349.65571,631140783
Total OI3,297.551,6133,7903,4372,812

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$33.64$30.0041.8%12.0%50.3%11.8%40.8%12.1%13.5%79.9K-5.9M-5.9K0.0593.28N/AN/A13372,3041,133
2021-05-04$31.55$30.0050.6%14.5%55.2%19.4%51.5%-4.3%-3.0%134.3K-3.8M-8.2K0.1898.37N/AN/A141262,2911,137
2021-05-05$31.56$30.0050.3%14.4%55.2%19.1%53.9%-10.6%-8.1%127.2K-3.8M-8.0K0.0894.97N/AN/A5342,2551,150
2021-05-06$29.88$30.0059.3%16.9%58.2%27.0%55.6%-7.8%-6.3%119.2K-2.4M-8.2K0.8892.94N/AN/A105922,2881,149
2021-05-07$31.17$30.0047.3%13.5%60.2%16.6%49.1%-1.1%3.6%147.2K-3.5M-7.9K0.0082.27N/AN/A13002,3251,139
2021-05-10$29.70$30.0057.2%14.2%57.4%40.9%49.1%-9.8%2.1%135.9K-2.1M-7.2K0.1496.29N/AN/A190262,3071,138
2021-05-11$28.91$30.0071.8%15.2%57.4%61.6%53.0%-4.3%-0.8%106.5K-1.7M-7.2K0.1779.52N/AN/A230402,2911,149
2021-05-12$27.12$30.0047.1%13.5%60.8%27.2%56.5%-0.8%15.4%69.5K-458.8K-5.5K0.4389.25N/AN/A47202,3901,119
2021-05-13$26.58$30.0055.8%16.0%60.0%39.8%47.9%18.3%16.6%58.8K-254.7K-5.1K0.0291.84N/AN/A646142,4061,119
2021-05-14$27.41$30.0047.5%13.6%60.6%27.9%49.2%4.8%8.4%49.1K-383.6K-5.7K0.1285.95N/AN/A353422,3741,109
2021-05-17$27.25$30.0057.8%16.6%54.5%42.8%52.4%7.8%3.3%66.5K-1.0M-7.7K0.0778.38N/AN/A158112,5821,151
2021-05-18$27.81$30.0060.5%17.3%54.9%46.6%0.0%-1.1%-12.7%84.3K-1.3M-8.4K0.0377.10N/AN/A6322,6391,151
2021-05-19$28.53$30.0053.7%15.4%54.2%36.8%54.5%5.2%-5.0%118.4K-1.5M-8.4K0.1171.22N/AN/A92102,6051,149
2021-05-20$30.60$30.0047.6%13.7%60.5%28.0%47.7%-9.5%5.6%267.6K-4.4M-8.5K0.2077.00N/AN/A283562,5871,159
2021-05-21$32.18$30.0051.9%14.9%60.6%34.2%51.4%-1.6%-2.8%36.3K-5.0M-8.4K0.0288.32N/AN/A761132,4821,136
2021-05-24$35.27$30.0052.4%15.0%69.0%34.9%52.6%1.4%0.2%39.8K-3.4M-7.4K0.3274.76N/AN/A1,2314001,311302
2021-05-25$34.97$30.0042.6%12.2%68.9%20.7%48.5%-2.9%6.4%67.4K-4.2M-13.2K0.7147.86N/AN/A2511792,019685
2021-05-26$35.44$30.0044.8%12.8%68.5%23.9%44.9%3.6%5.3%67.8K-4.3M-13.9K0.1383.39N/AN/A225302,067748
2021-05-27$35.39$30.0041.5%11.9%68.4%19.1%46.1%-7.8%11.8%67.5K-4.0M-13.7K0.7691.38N/AN/A83632,015778
2021-05-28$36.64$30.0046.5%13.3%68.6%26.3%46.9%1.6%2.8%66.2K-4.3M-13.4K0.3284.62N/AN/A5921911,984828