CAMT Options History — January 2022

In January 2022, CAMT traded between $33.10 and $47.90. ATM implied volatility averaged 63.5%, placing in the 41.7% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 7.6% (HV 20d: 56.0%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-01-31: Highest Volume — 873 contracts
  • 2022-01-05: Largest IV drop — 30.3% change
  • 2022-01-26: Highest IV Rank — 61.8%
  • 2022-01-26: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.91$33.10$47.90$47.90$36.92
Max Pain$40.50$40.00$45.00$40.00$40.00
ATM IV63.5%42.8%80.2%53.6%72.5%
Expected Move18.3%12.3%23.0%15.4%20.8%
HV 20d56.0%49.2%71.4%53.4%71.4%
HV 60d56.1%51.4%62.5%51.4%62.5%
IV Rank41.7%16.6%61.8%29.7%52.5%
IV Percentile76.5%16.3%97.6%57.9%92.9%
Term Structure-5.4%-28.1%13.5%0.4%-2.0%
VWIV62.3%46.9%74.8%52.0%67.2%
Skew 25d4.1%-6.2%13.9%4.6%8.3%
Skew 10d12.4%-4.1%47.0%16.7%6.3%
Call IV 25d60.8%48.3%74.2%48.3%63.1%
Put IV 25d64.9%52.8%80.7%52.8%71.4%
Bid-Ask Spread %83.1466.6597.7087.3588.79
Gamma HHI0.330.290.390.310.34
Net GEX47.3K-3.9K163.3K163.3K8.9K
Net DEX-4.9M-11.7M92.0K-11.7M-2.8M
Net VEX-34.6K-40.1K-26.4K-40.1K-34.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.321.900.320.61
Total Volume418.3292873494873
Total OI6,443.356,0926,9086,3886,908

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$47.90$40.0053.6%15.4%53.4%29.7%52.0%4.6%0.4%163.3K-11.7M-40.1K0.3287.35N/AN/A3751194,3572,031
2022-01-04$45.27$45.0061.4%17.6%57.5%39.1%60.2%3.1%-8.0%117.7K-9.6M-39.3K0.5793.92N/AN/A2741554,3822,034
2022-01-05$42.81$45.0042.8%12.3%54.7%16.6%46.9%2.9%6.7%67.9K-7.2M-39.1K0.6284.89N/AN/A2341454,3092,044
2022-01-06$43.99$40.0047.9%15.5%55.3%22.8%59.1%1.3%13.5%90.4K-8.0M-38.9K1.5882.10N/AN/A1872964,3352,037
2022-01-07$41.64$40.0056.6%15.6%57.3%33.3%54.9%0.7%5.1%63.9K-6.1M-38.2K1.9083.77N/AN/A1603044,3402,027
2022-01-10$40.97$40.0057.9%15.7%57.2%34.9%60.3%7.9%2.1%37.2K-5.4M-36.1K0.5080.91N/AN/A2731374,3522,046
2022-01-11$42.48$40.0058.7%18.6%57.6%35.8%59.5%2.8%-11.0%63.8K-6.9M-38.3K0.5972.94N/AN/A2311374,4422,061
2022-01-12$42.72$40.0059.4%17.0%55.6%36.7%58.9%5.2%-6.1%71.6K-7.0M-36.7K0.4377.42N/AN/A2541104,4452,063
2022-01-13$41.74$40.0051.7%14.8%52.7%27.4%50.8%-5.4%-1.5%49.2K-6.4M-36.9K0.7385.34N/AN/A1741274,4912,069
2022-01-14$42.92$40.0059.0%16.9%49.2%36.2%57.8%5.5%-4.8%74.0K-7.1M-36.5K0.7675.37N/AN/A1761334,5052,066
2022-01-18$40.50$40.0072.9%20.9%53.5%53.0%66.5%6.3%-17.9%24.1K-5.2M-34.9K0.7483.20N/AN/A1681244,5412,066
2022-01-19$38.63$40.0064.5%18.5%55.9%42.8%68.6%-6.2%-1.3%-3.9K-4.1M-35.5K0.7189.43N/AN/A2021444,5512,078
2022-01-20$39.07$40.0066.9%19.2%54.6%45.7%61.8%4.5%-9.1%6.7K-4.6M-34.3K0.5483.34N/AN/A2571394,5612,101
2022-01-21$37.52$40.0062.0%17.8%55.8%39.8%61.3%-3.6%-12.0%10.4K-2.2M-32.6K0.7391.38N/AN/A2101544,5392,125
2022-01-24$37.07$40.0080.1%23.0%54.5%61.7%74.8%13.9%-4.3%11.7K-2.3M-29.9K1.1666.65N/AN/A1361584,1611,931
2022-01-25$34.78$40.0075.6%21.7%55.3%56.3%74.3%6.2%-5.1%28.6K-870.6K-28.5K0.8582.27N/AN/A1731474,1711,958
2022-01-26$34.95$40.0080.2%23.0%55.6%61.8%68.9%12.2%-28.1%10.0K-867.2K-27.9K0.6797.70N/AN/A1941304,2361,970
2022-01-27$33.13$40.0075.0%21.5%56.0%55.5%74.8%3.6%-9.6%23.9K-98.0K-26.8K0.9583.10N/AN/A1521444,2851,969
2022-01-28$33.10$40.0072.0%20.7%56.2%52.0%67.1%7.5%-15.2%25.8K92.0K-26.4K0.6372.98N/AN/A5293314,3051,975
2022-01-31$36.92$40.0072.5%20.8%71.4%52.5%67.2%8.3%-2.0%8.9K-2.8M-34.4K0.6188.79N/AN/A5413324,7312,177