CAMT Options History — August 2022

In August 2022, CAMT traded between $27.00 and $31.04. ATM implied volatility averaged 48.1%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 2.1% (HV 20d: 50.2%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 1.48.

Notable Days

2022-08-10: Highest Volume — 4,684 contracts
2022-08-25: Largest IV spike — 74.1% change
2022-08-30: Highest IV Rank — 49.8%
2022-08-30: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.32	$27.00	$31.04	$29.35	$27.00
Max Pain	$24.78	$20.00	$30.00	$30.00	$25.00
ATM IV	48.1%	24.8%	68.2%	49.9%	57.3%
Expected Move	13.6%	7.1%	19.5%	14.3%	16.4%
HV 20d	50.2%	39.4%	54.7%	44.8%	53.8%
HV 60d	51.3%	48.3%	53.0%	52.1%	52.3%
IV Rank	24.0%	0.0%	49.8%	25.3%	37.3%
IV Percentile	29.8%	0.0%	85.3%	33.3%	61.1%
Term Structure	-0.8%	-18.9%	23.4%	1.0%	-18.9%
VWIV	48.6%	22.4%	60.1%	56.0%	60.1%
Skew 25d	9.1%	-14.0%	21.9%	5.0%	-6.0%
Skew 10d	16.7%	-4.0%	47.2%	7.0%	-4.0%
Call IV 25d	45.3%	23.9%	65.8%	51.4%	65.8%
Put IV 25d	54.4%	45.8%	68.0%	56.4%	59.8%
Bid-Ask Spread %	96.39	83.96	112.39	90.07	105.86
Gamma HHI	0.23	0.20	0.27	0.22	0.22
Net GEX	670.2K	290.0K	1.1M	604.4K	290.0K
Net DEX	-21.4M	-32.7M	-8.4M	-18.7M	-8.4M
Net VEX	-217.8K	-246.7K	-184.7K	-189.1K	-202.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.48	0.00	13.39	13.39	1.43
Total Volume	1,037.522	10	4,684	1,482	2,180
Total OI	52,471.652	47,490	56,943	47,490	53,896

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
2022-08-01	$29.35	$30.00	49.9%	14.3%	44.8%	25.3%	56.0%	5.0%	1.0%	604.4K	-18.7M	-189.1K	13.39	90.07	N/A	N/A	103	1,379	30,753	16,737
2022-08-02	$28.60	$30.00	60.3%	17.3%	46.2%	37.8%	52.5%	-14.0%	-18.8%	540.8K	-18.2M	-194.9K	3.16	92.20	N/A	N/A	500	1,579	30,755	16,737
2022-08-03	$29.27	$30.00	56.7%	16.3%	44.9%	33.5%	57.5%	1.5%	-15.8%	743.3K	-22.2M	-219.4K	2.73	93.57	N/A	N/A	602	1,645	31,254	16,987
2022-08-04	$29.99	$20.00	48.4%	13.4%	40.8%	23.4%	56.9%	6.0%	5.0%	727.5K	-23.7M	-205.6K	2.72	101.31	N/A	N/A	606	1,646	31,251	17,005
2022-08-05	$30.65	$20.00	61.2%	13.7%	40.8%	38.8%	46.1%	9.4%	-1.9%	862.0K	-28.2M	-218.0K	2.72	112.39	N/A	N/A	615	1,671	31,251	17,006
2022-08-08	$30.71	$20.00	49.7%	14.3%	39.4%	25.0%	59.6%	6.7%	1.0%	821.2K	-26.7M	-191.7K	1.47	94.62	N/A	N/A	700	1,029	31,263	16,966
2022-08-09	$28.49	$20.00	44.3%	13.8%	49.4%	18.4%	59.3%	17.5%	3.5%	541.1K	-14.4M	-184.7K	0.52	85.42	N/A	N/A	1,080	561	31,859	17,566
2022-08-10	$30.23	$25.00	48.9%	14.0%	52.9%	23.9%	30.5%	20.6%	2.5%	791.4K	-25.2M	-212.7K	0.93	94.88	N/A	N/A	2,432	2,252	32,895	18,127
2022-08-11	$29.75	$25.00	46.1%	13.2%	53.6%	20.6%	46.0%	6.9%	3.1%	800.9K	-25.7M	-241.8K	0.29	93.55	N/A	N/A	24	7	35,291	19,927
2022-08-12	$31.04	$25.00	50.9%	14.6%	53.9%	26.4%	0.0%	9.5%	-6.5%	904.4K	-32.7M	-230.4K	0.68	87.18	N/A	N/A	1,063	725	35,292	19,933
2022-08-15	$30.70	$25.00	48.5%	13.9%	54.3%	23.5%	0.0%	5.1%	1.0%	963.0K	-32.1M	-246.7K	0.77	83.96	N/A	N/A	13	10	36,290	20,633
2022-08-16	$30.36	$25.00	47.5%	13.6%	52.0%	22.3%	0.0%	12.6%	-4.2%	973.2K	-28.0M	-234.8K	0.18	85.75	N/A	N/A	17	3	36,300	20,643
2022-08-17	$29.44	$25.00	43.0%	12.3%	50.7%	16.8%	42.9%	7.5%	7.2%	764.2K	-22.0M	-227.5K	1.53	95.59	N/A	N/A	15	23	36,284	20,639
2022-08-18	$30.60	$25.00	36.6%	10.5%	51.9%	9.1%	0.0%	9.5%	6.8%	1.1M	-30.0M	-241.0K	0.45	92.63	N/A	N/A	11	5	36,284	20,639
2022-08-19	$29.32	$25.00	43.3%	12.4%	52.1%	17.2%	55.0%	-0.2%	4.9%	601.2K	-23.4M	-238.7K	0.44	90.07	N/A	N/A	9	4	36,275	20,637
2022-08-22	$28.35	$25.00	48.9%	14.0%	52.6%	24.1%	49.2%	11.8%	-0.8%	505.4K	-15.8M	-222.5K	0.00	99.29	N/A	N/A	14	0	33,571	18,998
2022-08-23	$29.00	$25.00	45.6%	13.1%	53.2%	20.0%	45.6%	16.0%	-2.5%	563.0K	-19.3M	-227.1K	0.09	94.45	N/A	N/A	11	1	33,590	18,998
2022-08-24	$29.16	$25.00	24.8%	7.1%	51.6%	0.0%	22.4%	21.9%	23.4%	598.5K	-19.4M	-219.1K	0.00	111.67	N/A	N/A	11	0	33,601	18,998
2022-08-25	$29.51	$25.00	43.2%	12.4%	51.5%	21.1%	42.2%	18.2%	-5.2%	580.8K	-21.6M	-235.1K	0.00	101.67	N/A	N/A	11	0	33,602	18,998
2022-08-26	$27.97	$25.00	39.0%	11.2%	54.7%	16.3%	43.2%	10.9%	6.1%	437.4K	-15.0M	-213.0K	0.00	99.91	N/A	N/A	15	0	33,606	18,998
2022-08-29	$27.82	$25.00	43.2%	12.4%	54.7%	21.1%	50.1%	13.3%	3.9%	351.9K	-10.6M	-202.2K	0.50	101.82	N/A	N/A	855	426	33,618	18,998
2022-08-30	$27.15	$25.00	68.2%	19.5%	54.6%	49.8%	48.4%	18.7%	-12.3%	371.7K	-12.0M	-211.4K	0.11	109.04	N/A	N/A	9	1	34,473	19,424
2022-08-31	$27.00	$25.00	57.3%	16.4%	53.8%	37.3%	60.1%	-6.0%	-18.9%	290.0K	-8.4M	-202.3K	1.43	105.86	N/A	N/A	898	1,282	34,471	19,425