CAMT Options History — February 2022

In February 2022, CAMT traded between $31.99 and $38.41. ATM implied volatility averaged 63.2%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 7.6% (HV 20d: 70.8%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1.73.

Notable Days

  • 2022-02-10: Highest Volume — 2,763 contracts
  • 2022-02-07: Largest IV spike — 67.5% change
  • 2022-02-07: Highest IV Rank — 75.8%
  • 2022-02-01: Largest Expected Move — 22.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.15$31.99$38.41$35.91$32.70
Max Pain$35.53$35.00$40.00$40.00$35.00
ATM IV63.2%44.8%91.8%80.0%58.3%
Expected Move17.4%12.8%22.9%22.9%16.7%
HV 20d70.8%66.9%74.0%69.1%71.5%
HV 60d61.4%59.6%62.2%62.0%61.5%
IV Rank41.3%19.1%75.8%61.6%35.4%
IV Percentile75.6%21.8%99.2%97.2%73.4%
Term Structure-0.4%-16.4%15.8%-16.1%-5.4%
VWIV61.6%51.6%75.8%75.8%59.5%
Skew 25d10.2%-1.2%29.3%11.8%-0.6%
Skew 10d16.9%4.0%33.2%5.8%18.5%
Call IV 25d56.6%45.3%67.8%67.8%58.2%
Put IV 25d66.8%57.3%90.1%79.6%57.6%
Bid-Ask Spread %87.7176.0696.5590.2990.46
Gamma HHI0.520.340.670.350.67
Net GEX62.8K-14.1K125.4K17.7K125.4K
Net DEX-3.2M-5.4M-802.9K-2.0M-3.6M
Net VEX-30.3K-35.0K-25.2K-33.4K-26.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.730.323.413.131.90
Total Volume776.3684382,763438493
Total OI6,331.4744,2907,4656,9304,477

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$35.91$40.0080.0%22.9%69.1%61.6%75.8%11.8%-16.1%17.7K-2.0M-33.4K3.1390.29N/AN/A1063324,7532,177
2022-02-02$35.98$40.0072.2%20.7%67.5%52.1%68.5%14.3%-7.5%12.0K-2.6M-33.8K2.0185.28N/AN/A1663344,8292,177
2022-02-03$33.96$35.0075.5%19.1%67.6%56.1%65.0%12.6%-2.8%32.1K-1.1M-32.3K1.8678.40N/AN/A1773304,8742,183
2022-02-04$34.53$35.0054.8%14.7%66.9%31.1%54.5%8.6%11.0%27.7K-802.9K-30.6K1.2287.60N/AN/A2723314,9392,185
2022-02-07$36.07$35.0091.8%16.0%67.7%75.8%56.7%6.7%4.1%29.9K-2.8M-33.0K0.8976.06N/AN/A3713315,0382,186
2022-02-08$36.78$35.0066.3%18.7%68.3%45.0%66.7%21.2%-11.4%201-3.4M-33.4K1.0888.12N/AN/A3063315,2412,185
2022-02-09$38.41$35.0056.8%16.3%68.9%33.6%56.4%11.1%-1.3%14.6K-5.4M-35.0K1.0785.72N/AN/A3113335,2802,185
2022-02-10$37.37$35.0059.7%17.1%69.2%37.1%60.2%9.7%-4.4%-14.1K-3.6M-33.1K0.8089.68N/AN/A1,5351,2285,2642,189
2022-02-11$34.65$35.0054.3%15.6%73.3%30.5%54.6%-1.2%15.2%74.5K-2.4M-30.0K0.3282.63N/AN/A1,2263945,0761,792
2022-02-14$34.93$35.0064.4%18.5%72.2%42.7%69.7%6.1%-4.0%73.0K-2.4M-29.3K1.2096.42N/AN/A4805765,1221,820
2022-02-15$37.07$35.0056.0%16.0%74.0%32.5%60.0%3.7%2.9%86.8K-4.6M-30.8K3.1885.05N/AN/A1815765,0301,741
2022-02-16$37.19$35.0061.2%17.6%72.2%38.9%60.1%14.5%10.1%85.7K-4.8M-30.8K3.4192.52N/AN/A1695765,0021,741
2022-02-17$35.62$35.0064.8%18.6%73.5%43.2%64.0%6.7%-1.8%79.4K-3.2M-29.5K1.7788.15N/AN/A2133785,0081,741
2022-02-18$34.37$35.0061.8%17.7%73.2%39.6%59.3%2.4%-16.4%115.3K-2.0M-28.3K2.0490.10N/AN/A2124325,0501,743
2022-02-22$33.62$35.0063.3%18.2%73.4%41.4%70.9%29.3%-9.3%104.9K-4.4M-27.3K1.9388.36N/AN/A1683253,444846
2022-02-23$31.99$35.0064.6%18.5%72.1%42.9%59.5%20.4%15.8%105.1K-3.2M-25.2K1.8888.59N/AN/A1733253,452846
2022-02-24$33.13$35.0050.8%14.6%73.4%26.3%57.3%0.9%4.1%103.4K-4.1M-26.7K1.7996.55N/AN/A1743113,473846
2022-02-25$33.50$35.0044.8%12.8%71.0%19.1%51.6%16.5%8.7%120.4K-4.0M-26.4K1.2886.56N/AN/A2523233,514849
2022-02-28$32.70$35.0058.3%16.7%71.5%35.4%59.5%-0.6%-5.4%125.4K-3.6M-26.0K1.9090.46N/AN/A1703233,616861