CAMT Options History — March 2022

In March 2022, CAMT traded between $28.38 and $33.67. ATM implied volatility averaged 64.4%, placing in the 42.7% IV rank vs the trailing year. The 30-day expected move averaged 18.0%. IV traded below realized volatility by 0.8% (HV 20d: 65.2%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 2.21.

Notable Days

2022-03-07: Highest Volume — 3,647 contracts
2022-03-29: Largest IV drop — 30.7% change
2022-03-04: Highest IV Rank — 62.3%
2022-03-08: Largest Expected Move — 27.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.16	$28.38	$33.67	$31.93	$30.58
Max Pain	$33.91	$30.00	$35.00	$35.00	$35.00
ATM IV	64.4%	45.2%	80.6%	65.5%	47.9%
Expected Move	18.0%	12.7%	27.6%	18.8%	13.1%
HV 20d	65.2%	58.9%	71.6%	58.9%	60.6%
HV 60d	63.6%	61.3%	64.9%	61.3%	63.4%
IV Rank	42.7%	19.5%	62.3%	44.1%	22.8%
IV Percentile	78.5%	24.2%	98.8%	86.5%	36.5%
Term Structure	-3.8%	-21.2%	11.8%	-5.7%	-1.2%
VWIV	59.6%	46.5%	94.1%	65.5%	49.1%
Skew 25d	11.7%	-14.1%	31.0%	5.9%	-10.8%
Skew 10d	6.8%	-21.0%	34.9%	13.5%	-17.8%
Call IV 25d	58.6%	46.4%	69.6%	62.1%	57.7%
Put IV 25d	70.3%	46.9%	96.3%	68.0%	46.9%
Bid-Ask Spread %	89.22	79.33	99.47	91.31	88.62
Gamma HHI	0.41	0.28	0.71	0.67	0.32
Net GEX	154.7K	91.2K	196.9K	115.9K	172.4K
Net DEX	-4.1M	-6.1M	-1.6M	-3.2M	-2.9M
Net VEX	-37.2K	-44.8K	-20.5K	-25.1K	-34.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.21	0.24	12.25	2.27	0.87
Total Volume	965.435	415	3,647	465	433
Total OI	7,173.435	4,532	8,286	4,536	8,139

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-03-01	$31.93	$35.00	65.5%	18.8%	58.9%	44.1%	65.5%	5.9%	-5.7%	115.9K	-3.2M	-25.1K	2.27	91.31	N/A	N/A	142	323	3,675	861
2022-03-02	$33.67	$35.00	59.3%	17.0%	62.1%	36.5%	55.7%	15.3%	5.4%	128.3K	-4.3M	-26.5K	0.80	86.17	N/A	N/A	400	318	3,670	862
2022-03-03	$32.02	$35.00	73.2%	21.0%	64.2%	53.4%	56.0%	10.9%	6.1%	135.3K	-3.6M	-25.3K	0.78	95.16	N/A	N/A	411	322	3,911	862
2022-03-04	$29.08	$35.00	80.6%	23.1%	69.6%	62.3%	78.2%	15.6%	-2.9%	91.2K	-1.6M	-20.5K	1.36	91.70	N/A	N/A	246	334	3,938	872
2022-03-07	$28.38	$30.00	74.4%	21.3%	69.2%	54.8%	77.4%	16.8%	11.0%	92.6K	-1.8M	-21.3K	0.60	91.90	N/A	N/A	2,282	1,365	4,051	904
2022-03-08	$30.24	$30.00	66.7%	27.6%	71.6%	45.5%	94.1%	29.8%	-5.0%	149.3K	-4.2M	-43.8K	1.23	97.54	N/A	N/A	1,190	1,468	6,034	2,106
2022-03-09	$30.80	$30.00	61.7%	22.8%	71.5%	39.5%	73.8%	24.3%	4.5%	162.8K	-4.6M	-44.8K	12.25	96.73	N/A	N/A	119	1,458	6,046	2,104
2022-03-10	$30.52	$30.00	62.3%	21.4%	68.8%	40.2%	81.4%	19.5%	-7.0%	160.3K	-4.8M	-44.3K	11.19	91.85	N/A	N/A	130	1,455	6,043	2,105
2022-03-11	$29.89	$30.00	76.7%	17.8%	68.6%	57.6%	64.9%	13.8%	-21.2%	147.1K	-3.3M	-40.6K	2.10	99.47	N/A	N/A	220	461	6,035	2,107
2022-03-14	$28.76	$35.00	59.1%	19.2%	65.2%	36.3%	58.2%	31.0%	-5.5%	117.0K	-2.9M	-40.3K	2.51	83.62	N/A	N/A	183	460	6,135	2,151
2022-03-15	$29.81	$35.00	70.8%	20.4%	66.9%	50.5%	51.9%	13.4%	4.0%	133.6K	-3.8M	-42.4K	2.57	84.43	N/A	N/A	181	465	6,135	2,151
2022-03-16	$31.35	$35.00	66.9%	15.9%	65.8%	45.7%	52.2%	16.2%	-11.0%	178.1K	-4.9M	-44.3K	1.74	87.97	N/A	N/A	268	465	6,135	2,149
2022-03-17	$31.90	$35.00	70.2%	15.6%	66.3%	49.7%	54.7%	15.5%	-1.1%	196.9K	-5.4M	-44.2K	1.67	86.10	N/A	N/A	276	461	6,012	2,149
2022-03-18	$32.74	$35.00	74.4%	16.4%	65.9%	54.8%	54.7%	7.4%	-16.1%	179.0K	-5.9M	-44.4K	1.43	87.54	N/A	N/A	346	494	6,003	2,149
2022-03-21	$32.52	$35.00	52.8%	15.0%	64.9%	28.6%	55.0%	4.4%	1.0%	188.7K	-6.1M	-43.5K	1.64	91.72	N/A	N/A	289	475	5,619	2,100
2022-03-22	$31.83	$35.00	55.1%	18.1%	64.8%	31.5%	54.3%	-14.1%	11.8%	171.4K	-5.1M	-42.0K	0.40	88.05	N/A	N/A	658	261	5,615	2,100
2022-03-23	$31.72	$35.00	66.4%	17.1%	62.4%	45.1%	47.5%	8.5%	-7.0%	158.0K	-4.4M	-39.9K	0.58	82.22	N/A	N/A	443	258	5,215	2,103
2022-03-24	$32.31	$35.00	74.2%	16.6%	61.5%	54.6%	50.9%	28.0%	-18.3%	178.0K	-4.9M	-40.4K	1.17	83.07	N/A	N/A	220	258	5,218	2,104
2022-03-25	$31.34	$35.00	57.1%	14.8%	62.1%	33.9%	47.9%	-3.3%	-4.3%	153.5K	-3.7M	-37.1K	1.66	79.33	N/A	N/A	156	259	5,202	2,105
2022-03-28	$31.14	$35.00	65.2%	14.5%	61.7%	43.7%	52.6%	22.3%	-13.7%	162.1K	-3.5M	-35.5K	1.17	83.60	N/A	N/A	221	258	5,203	2,107
2022-03-29	$32.75	$35.00	45.2%	12.8%	63.8%	19.5%	46.5%	4.8%	-3.0%	195.1K	-4.8M	-38.1K	0.51	91.67	N/A	N/A	489	249	5,167	2,108
2022-03-30	$31.47	$35.00	55.2%	12.7%	62.3%	31.7%	47.4%	-5.9%	-7.9%	192.6K	-3.9M	-35.3K	0.24	92.18	N/A	N/A	834	201	5,420	2,109
2022-03-31	$30.58	$35.00	47.9%	13.1%	60.6%	22.8%	49.1%	-10.8%	-1.2%	172.4K	-2.9M	-34.9K	0.87	88.62	N/A	N/A	232	201	6,030	2,109