CAMT Options History — July 2022

In July 2022, CAMT traded between $23.08 and $30.53. ATM implied volatility averaged 56.8%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 4.5% (HV 20d: 52.3%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.16.

Notable Days

  • 2022-07-25: Highest Volume — 3,408 contracts
  • 2022-07-06: Largest IV spike — 25.6% change
  • 2022-07-11: Highest IV Rank — 58.3%
  • 2022-07-05: Largest Expected Move — 19.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.93$23.08$30.53$23.77$29.30
Max Pain$29.75$25.00$30.00$25.00$30.00
ATM IV56.8%45.3%77.3%51.2%46.6%
Expected Move15.5%13.0%19.2%14.7%13.3%
HV 20d52.3%45.0%61.5%54.1%48.3%
HV 60d52.4%50.6%53.5%50.9%52.8%
IV Rank33.6%19.7%58.3%26.8%21.2%
IV Percentile55.5%19.0%95.2%42.1%23.4%
Term Structure-3.1%-17.9%13.9%-6.1%-3.5%
VWIV55.7%47.5%66.0%47.5%51.7%
Skew 25d8.9%-0.7%25.7%25.7%1.4%
Skew 10d12.3%-13.1%39.9%26.4%1.7%
Call IV 25d52.7%42.3%60.6%54.5%48.0%
Put IV 25d61.7%49.5%80.2%80.2%49.5%
Bid-Ask Spread %93.4686.74104.09104.0988.05
Gamma HHI0.210.200.230.220.22
Net GEX317.4K-21.4K675.6K24.1K618.1K
Net DEX-9.4M-26.1M5.7M2.8M-19.9M
Net VEX-187.0K-213.5K-155.4K-170.3K-200.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.5010.690.519.71
Total Volume1,359.054573,4081,0431,521
Total OI44,906.443,69547,50243,69547,502

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$23.77$25.0051.2%14.7%54.1%26.8%47.5%25.7%-6.1%24.1K2.8M-170.3K0.51104.09N/AN/A69035328,48515,210
2022-07-05$23.59$30.0057.8%19.2%53.3%34.8%63.4%14.3%-5.5%-13.2K4.4M-166.8K0.5097.60N/AN/A70735328,68515,361
2022-07-06$23.08$30.0072.7%18.0%53.3%52.7%62.9%14.3%-13.2%-21.4K5.7M-155.4K0.7788.89N/AN/A46035328,54515,361
2022-07-07$24.61$30.0059.6%15.0%59.7%36.9%57.6%7.4%0.2%118.5K-706.7K-180.1K0.7492.74N/AN/A47435328,54615,361
2022-07-08$24.60$30.0064.2%15.0%59.8%42.5%55.6%16.1%13.9%121.2K-1.5M-181.5K1.66102.81N/AN/A18630828,55515,361
2022-07-11$25.62$30.0077.3%14.8%61.5%58.3%60.1%-0.6%2.1%157.0K-3.6M-186.7K2.2093.30N/AN/A18340228,55615,362
2022-07-12$25.71$30.0067.3%17.4%60.5%46.2%56.6%18.3%-8.8%144.1K-2.9M-180.4K2.0190.16N/AN/A18537128,55815,362
2022-07-13$25.66$30.0057.8%16.6%55.1%34.7%59.3%10.3%-4.6%181.7K-5.5M-197.8K1.9693.08N/AN/A18836928,56415,416
2022-07-14$25.72$30.0053.9%15.4%55.1%30.0%54.0%23.3%5.2%150.8K-3.7M-179.9K1.7192.63N/AN/A21536728,57715,416
2022-07-15$26.72$30.0055.2%15.8%56.4%31.6%54.1%8.3%-17.9%239.8K-7.0M-183.4K1.6892.58N/AN/A21936728,61715,416
2022-07-18$27.07$30.0057.8%16.6%45.0%34.8%50.7%9.8%2.9%294.5K-6.9M-171.6K1.3194.78N/AN/A19825928,49415,312
2022-07-19$28.46$30.0050.1%14.4%46.6%25.4%57.6%15.7%-4.2%420.6K-14.5M-193.0K1.2795.02N/AN/A26533628,49815,310
2022-07-20$29.82$30.0054.4%15.6%46.0%30.7%66.0%2.0%-5.5%583.8K-21.3M-201.5K1.0286.74N/AN/A96998628,45815,307
2022-07-21$30.53$30.0054.6%15.6%45.2%30.8%52.3%3.8%-15.3%668.0K-26.1M-213.5K1.8693.78N/AN/A53298729,32415,710
2022-07-22$29.29$30.0054.0%15.5%48.6%30.2%52.6%2.9%2.5%557.6K-19.9M-197.2K0.7197.76N/AN/A1,9231,37229,34015,710
2022-07-25$28.54$30.0053.3%15.3%49.4%29.4%56.8%1.8%-6.3%428.9K-12.8M-181.1K0.7793.00N/AN/A1,9251,48330,72416,626
2022-07-26$28.30$30.0054.0%15.5%49.5%30.2%56.1%-0.7%0.3%460.6K-15.5M-202.2K0.7894.04N/AN/A1,9051,48330,76116,735
2022-07-27$29.34$30.0049.3%14.1%50.7%24.5%51.3%3.6%-11.6%675.6K-21.2M-206.0K1.3387.66N/AN/A1,0431,38330,76516,737
2022-07-28$28.91$30.0045.3%13.0%48.7%19.7%48.8%1.0%13.1%537.4K-17.3M-191.9K10.6990.51N/AN/A1291,37930,76416,737
2022-07-29$29.30$30.0046.6%13.3%48.3%21.2%51.7%1.4%-3.5%618.1K-19.9M-200.4K9.7188.05N/AN/A1421,37930,76516,737