CAMT Options History — June 2022

In June 2022, CAMT traded between $23.42 and $30.27. ATM implied volatility averaged 55.8%, placing in the 32.4% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 5.4% (HV 20d: 50.4%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2022-06-16: Highest Volume — 2,191 contracts
  • 2022-06-16: Largest IV spike — 59.1% change
  • 2022-06-16: Highest IV Rank — 65.2%
  • 2022-06-16: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.49$23.42$30.27$29.43$24.75
Max Pain$24.29$20.00$30.00$30.00$25.00
ATM IV55.8%40.3%83.0%54.7%53.2%
Expected Move16.4%14.0%23.8%15.7%15.3%
HV 20d50.4%41.1%57.6%54.2%54.8%
HV 60d57.1%51.2%60.0%57.0%51.2%
IV Rank32.4%13.7%65.2%31.1%29.2%
IV Percentile54.1%8.7%99.2%56.0%48.8%
Term Structure-6.4%-40.5%14.4%-8.0%-6.9%
VWIV58.1%48.3%82.5%61.6%53.2%
Skew 25d8.3%-29.7%30.0%18.9%14.0%
Skew 10d9.3%-35.8%49.6%29.9%16.0%
Call IV 25d55.3%45.7%91.9%55.1%45.9%
Put IV 25d63.6%54.2%76.9%73.9%59.9%
Bid-Ask Spread %100.9683.57112.6486.5497.30
Gamma HHI0.200.180.210.180.21
Net GEX234.8K53.6K472.6K420.4K88.7K
Net DEX-5.9M-18.8M3.0M-14.3M-136.6K
Net VEX-193.5K-220.1K-167.2K-197.2K-185.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.483.460.520.52
Total Volume1,503.6678122,1911,4351,364
Total OI40,053.52434,20643,58934,20643,588

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$29.43$30.0054.7%15.7%54.2%31.1%61.6%18.9%-8.0%420.4K-14.3M-197.2K0.5286.54N/AN/A94648922,70111,505
2022-06-02$30.27$20.0049.4%15.9%52.9%24.5%50.1%14.8%2.5%472.6K-18.8M-218.3K0.5296.29N/AN/A73038323,51311,905
2022-06-03$29.14$20.0041.0%15.5%48.3%14.5%54.2%2.1%-19.5%403.9K-12.1M-203.2K0.51107.89N/AN/A1,13657424,10912,204
2022-06-06$29.07$20.0040.3%14.8%48.3%13.7%49.9%10.1%14.4%444.5K-15.1M-220.1K0.49110.43N/AN/A1,18458025,10912,705
2022-06-07$28.72$20.0056.9%15.7%42.9%33.7%56.6%3.0%-1.1%410.4K-14.3M-215.8K0.53103.36N/AN/A1,18763025,16312,705
2022-06-08$28.55$25.0054.8%15.7%42.2%31.1%73.9%17.9%-10.6%411.9K-13.7M-213.2K3.46101.63N/AN/A18263025,16612,755
2022-06-09$27.74$25.0051.2%14.7%41.1%26.8%54.1%1.5%-6.4%333.0K-10.8M-206.2K2.96104.73N/AN/A21062225,16712,755
2022-06-10$26.80$25.0073.6%21.1%43.1%53.8%73.5%21.9%-40.5%238.7K-5.2M-184.3K0.51103.50N/AN/A1,02052025,19212,757
2022-06-13$25.02$25.0057.2%16.4%46.6%34.1%55.6%1.2%-9.5%142.6K123.9K-168.8K0.56111.84N/AN/A1,04158525,98813,158
2022-06-14$25.13$25.0064.0%18.3%45.0%42.2%66.9%-3.7%-18.5%105.8K-790.9K-180.7K0.57112.64N/AN/A96054626,65013,628
2022-06-15$25.60$25.0052.2%15.0%42.6%28.0%53.4%2.8%0.2%203.7K-4.1M-195.3K0.58104.66N/AN/A96556227,24914,008
2022-06-16$23.42$25.0083.0%23.8%51.9%65.2%56.3%17.0%-11.1%53.6K3.0M-167.2K0.77105.03N/AN/A1,23995226,83814,012
2022-06-17$24.22$25.0055.9%16.0%53.9%32.5%58.5%-29.7%-0.9%79.3K1.5M-173.9K0.66112.22N/AN/A86957327,24014,412
2022-06-21$25.51$25.0049.0%14.0%57.6%24.1%53.0%15.2%8.2%175.4K-3.3M-195.1K0.6398.45N/AN/A82452327,43914,605
2022-06-22$25.03$25.0058.7%16.8%56.7%35.8%62.0%18.2%-18.1%105.9K-1.2M-184.7K0.6495.96N/AN/A81952327,44614,605
2022-06-23$25.01$25.0049.8%14.3%56.2%25.0%48.3%-1.6%-0.1%118.4K-1.2M-184.0K0.64106.93N/AN/A82252327,44414,605
2022-06-24$25.73$25.0051.0%14.6%56.8%26.5%50.8%5.9%-1.6%161.9K-3.0M-186.9K0.7792.94N/AN/A1,20192727,44614,605
2022-06-27$26.10$25.0072.3%20.7%55.3%52.3%82.5%30.0%0.0%225.4K-5.6M-198.4K0.80100.20N/AN/A1,15692728,47015,105
2022-06-28$25.97$25.0054.3%15.6%53.9%30.5%54.5%5.6%-2.5%219.0K-5.0M-197.2K0.4884.02N/AN/A89942828,47815,105
2022-06-29$25.02$25.0050.3%14.4%54.9%25.7%51.1%9.0%-4.4%116.4K-522.5K-187.1K0.4883.57N/AN/A89842828,48315,106
2022-06-30$24.75$25.0053.2%15.3%54.8%29.2%53.2%14.0%-6.9%88.7K-136.6K-185.5K0.5297.30N/AN/A89946528,48215,106