CAMT Options History — May 2022

In May 2022, CAMT traded between $26.90 and $31.33. ATM implied volatility averaged 60.0%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 5.1% (HV 20d: 54.9%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.01.

Notable Days

  • 2022-05-26: Highest Volume — 3,417 contracts
  • 2022-05-18: Largest IV spike — 19.2% change
  • 2022-05-09: Highest IV Rank — 59.7%
  • 2022-05-09: Largest Expected Move — 20.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.25$26.90$31.33$29.56$29.39
Max Pain$30.71$30.00$35.00$35.00$30.00
ATM IV60.0%46.1%78.4%63.2%56.0%
Expected Move16.3%13.2%20.7%18.1%16.1%
HV 20d54.9%46.0%68.4%68.4%54.5%
HV 60d62.0%57.2%64.0%62.6%57.2%
IV Rank37.4%20.6%59.7%41.3%32.6%
IV Percentile67.4%26.6%95.6%81.0%60.7%
Term Structure-2.9%-20.1%17.5%-15.2%-9.4%
VWIV65.0%49.8%82.4%69.3%59.1%
Skew 25d8.4%-0.6%26.3%11.0%-0.6%
Skew 10d16.4%-11.7%60.0%28.0%-0.5%
Call IV 25d60.1%48.8%68.4%65.0%59.4%
Put IV 25d68.5%54.1%83.0%76.0%58.8%
Bid-Ask Spread %98.6082.93108.36106.2096.06
Gamma HHI0.210.180.270.260.18
Net GEX217.8K123.8K416.3K232.7K416.3K
Net DEX-5.5M-16.4M-792.4K-5.2M-16.1M
Net VEX-139.3K-212.1K-108.9K-120.7K-211.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.511.961.020.55
Total Volume2,026.5241,1903,4171,3143,367
Total OI24,909.47620,82634,20120,82634,201

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$29.56$35.0063.2%18.1%68.4%41.3%69.3%11.0%-15.2%232.7K-5.2M-120.7K1.02106.20N/AN/A65266213,9856,841
2022-05-03$30.04$35.0064.7%18.6%46.0%43.1%70.8%5.5%-10.9%256.1K-6.9M-130.8K1.0298.81N/AN/A65066113,9966,843
2022-05-04$31.33$35.0063.5%18.2%46.1%41.7%68.2%1.3%-20.1%313.5K-7.9M-124.7K0.98104.92N/AN/A67065813,9986,843
2022-05-05$29.19$30.0072.9%15.6%51.2%53.0%59.6%8.5%-12.0%236.7K-4.9M-120.2K0.9882.93N/AN/A67365713,9986,841
2022-05-06$29.07$30.0075.0%16.5%50.9%55.6%65.3%13.7%-1.9%226.4K-4.6M-118.8K0.9992.40N/AN/A65764813,9976,840
2022-05-09$27.35$30.0078.4%20.7%53.7%59.7%77.0%15.3%-17.3%142.2K-1.7M-108.9K0.78105.37N/AN/A1,17391313,9996,839
2022-05-10$28.03$30.0071.1%14.1%54.8%50.9%67.6%10.0%-4.8%167.1K-5.6M-134.6K1.9392.27N/AN/A6401,23414,9957,369
2022-05-11$26.97$30.0060.9%17.5%56.0%38.5%65.0%4.3%-1.3%141.2K-2.0M-118.9K1.87101.57N/AN/A6541,22015,0067,388
2022-05-12$26.90$30.0057.9%16.6%55.4%34.9%63.9%10.6%3.5%127.2K-947.4K-111.9K1.4994.89N/AN/A7171,06815,0007,370
2022-05-13$28.02$30.0059.3%17.0%55.7%36.5%64.9%10.3%1.3%170.9K-1.9M-116.3K1.9695.39N/AN/A5481,07415,5597,644
2022-05-16$26.95$30.0052.4%15.0%56.7%28.2%60.9%0.9%-1.3%123.8K-792.4K-111.7K1.12108.36N/AN/A9761,09415,6567,648
2022-05-17$28.11$30.0050.4%14.5%58.3%25.8%59.5%13.7%-11.2%193.9K-2.7M-124.8K1.0696.52N/AN/A1,0321,09416,4518,035
2022-05-18$27.51$30.0060.1%17.2%57.6%37.5%69.8%3.8%-1.9%158.9K-3.1M-127.8K1.11102.16N/AN/A9791,08916,4718,026
2022-05-19$27.37$30.0060.0%17.2%56.3%37.4%73.1%11.7%17.5%161.5K-3.8M-133.3K1.09100.09N/AN/A9951,08317,2738,128
2022-05-20$27.01$30.0060.3%17.3%56.3%37.7%82.4%4.9%2.9%145.2K-3.4M-135.9K0.6094.22N/AN/A1,14368118,0818,532
2022-05-23$27.78$30.0054.5%15.6%55.7%30.7%59.1%0.5%6.0%189.1K-4.8M-142.3K0.5398.68N/AN/A1,59383717,0158,707
2022-05-24$27.07$30.0052.1%14.9%54.6%27.9%55.3%10.0%13.1%183.5K-4.1M-154.3K0.5197.55N/AN/A1,85293718,4689,407
2022-05-25$27.58$30.0046.1%13.2%54.9%20.6%65.9%26.3%-0.6%238.0K-7.9M-177.8K0.58105.70N/AN/A75343720,05310,207
2022-05-26$28.57$30.0046.4%13.3%54.8%21.0%49.8%5.3%9.8%339.4K-11.4M-187.7K0.5697.60N/AN/A2,1951,22220,68110,507
2022-05-27$29.42$30.0054.2%15.5%54.5%30.4%57.7%9.5%-7.4%410.4K-16.4M-212.1K0.5598.96N/AN/A2,1771,19222,69411,507
2022-05-31$29.39$30.0056.0%16.1%54.5%32.6%59.1%-0.6%-9.4%416.3K-16.1M-211.8K0.5596.06N/AN/A2,1751,19222,69611,505