CAMT Options History — April 2022

In April 2022, CAMT traded between $29.73 and $34.36. ATM implied volatility averaged 55.5%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded below realized volatility by 11.8% (HV 20d: 67.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-04-04: Highest Volume — 4,126 contracts
  • 2022-04-13: Largest IV drop — 45.4% change
  • 2022-04-12: Highest IV Rank — 63.4%
  • 2022-04-28: Largest Expected Move — 19.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.02$29.73$34.36$29.97$29.73
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV55.5%37.2%81.5%55.4%57.0%
Expected Move15.0%12.8%19.7%13.2%16.4%
HV 20d67.3%50.1%70.4%50.1%68.7%
HV 60d66.8%62.6%68.8%62.6%63.6%
IV Rank31.9%9.9%63.4%31.8%33.8%
IV Percentile55.3%3.6%99.2%62.7%67.5%
Term Structure-2.7%-17.1%15.8%-8.9%-17.1%
VWIV53.7%47.3%63.9%47.8%56.9%
Skew 25d3.1%-17.1%13.0%-10.2%-17.1%
Skew 10d6.6%-15.8%30.2%-15.8%-15.5%
Call IV 25d52.0%43.7%67.4%57.6%67.4%
Put IV 25d55.1%47.4%71.5%47.4%50.3%
Bid-Ask Spread %94.3784.81106.4484.81106.44
Gamma HHI0.280.250.450.290.26
Net GEX268.5K149.8K363.9K149.8K248.3K
Net DEX-6.9M-10.4M-2.1M-2.1M-6.2M
Net VEX-107.3K-141.3K-31.1K-31.1K-127.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.001.101.051.05
Total Volume1,66664,1263931,306
Total OI17,462.758,10020,8288,10720,820

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$29.97$35.0055.4%13.2%50.1%31.8%47.8%-10.2%-8.9%149.8K-2.1M-31.1K1.0584.81N/AN/A1922015,9982,109
2022-04-04$34.36$35.0037.2%13.9%68.3%9.9%50.0%4.6%-2.3%303.1K-7.1M-40.3K0.3986.85N/AN/A2,9621,1645,9912,109
2022-04-05$32.69$35.0046.6%15.6%68.3%21.2%49.1%-0.3%-3.3%243.9K-6.8M-60.3K0.5785.03N/AN/A1,3897977,4033,078
2022-04-06$31.64$35.0052.9%15.1%69.3%28.9%50.1%11.2%3.0%244.3K-6.3M-68.7K1.0590.99N/AN/A7648008,5463,641
2022-04-07$32.01$35.0058.9%14.5%69.3%36.1%52.5%7.8%-6.2%251.6K-6.1M-71.0K0.5892.04N/AN/A1,5618988,5513,641
2022-04-08$30.92$35.0060.7%17.4%70.0%38.2%56.5%6.5%-8.6%234.5K-6.7M-87.4K0.5591.38N/AN/A2,1801,1989,9594,339
2022-04-11$30.64$35.0081.2%13.6%68.6%63.1%57.5%5.2%0.5%253.4K-5.6M-103.3K0.5894.48N/AN/A1,56290811,9495,336
2022-04-12$30.76$35.0081.5%15.1%67.5%63.4%57.7%4.3%-6.7%278.1K-7.0M-118.2K0.6795.41N/AN/A76050813,3426,047
2022-04-13$31.25$35.0044.5%12.8%65.2%18.7%47.3%3.4%3.3%281.9K-8.1M-126.8K0.6889.65N/AN/A76452013,9386,347
2022-04-14$29.79$35.0046.7%13.4%67.0%21.3%50.7%6.6%8.8%227.5K-5.2M-120.3K1.0995.94N/AN/A49854213,9346,351
2022-04-18$30.23$35.0051.8%14.9%66.4%27.5%52.1%-2.4%4.0%278.4K-6.7M-125.3K0.6192.90N/AN/A1,16071312,9776,321
2022-04-19$30.98$35.0050.0%14.3%67.2%25.3%50.9%12.6%8.2%300.3K-8.1M-134.3K0.6297.07N/AN/A1,15871613,9866,830
2022-04-20$31.71$35.0045.0%12.9%67.4%19.3%52.0%3.8%15.8%333.1K-10.4M-141.3K1.0091.28N/AN/A71171313,9766,833
2022-04-21$30.49$35.0044.6%12.8%68.8%18.8%54.3%-1.5%5.9%283.0K-5.9M-120.8K1.1092.49N/AN/A64771013,9726,830
2022-04-22$30.60$35.0053.1%15.2%68.4%29.1%56.4%2.2%-6.9%297.8K-9.0M-140.2K1.0796.92N/AN/A66371013,9706,833
2022-04-25$31.69$35.0058.4%16.8%68.8%35.5%55.9%11.7%-11.6%363.9K-8.7M-135.4K1.0793.30N/AN/A66271113,9936,833
2022-04-26$30.41$35.0058.1%16.6%70.4%35.0%58.0%3.9%-7.7%283.6K-7.4M-132.5K0.96103.02N/AN/A65563213,9946,834
2022-04-27$29.74$35.0056.6%16.2%68.0%33.3%53.6%-2.8%-13.1%252.5K-5.4M-125.2K0.00105.18N/AN/A6013,9916,831
2022-04-28$30.85$35.0068.8%19.7%68.2%48.0%63.9%13.0%-10.3%261.9K-9.0M-137.1K0.99102.30N/AN/A64263713,9916,831
2022-04-29$29.73$35.0057.0%16.4%68.7%33.8%56.9%-17.1%-17.1%248.3K-6.2M-127.2K1.05106.44N/AN/A63667013,9796,841