CAMT Options History — September 2022

In September 2022, CAMT traded between $23.17 and $26.80. ATM implied volatility averaged 68.0%, placing in the 37.7% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 25.3% (HV 20d: 42.7%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 3.46.

Notable Days

  • 2022-09-07: Highest Volume — 1,762 contracts
  • 2022-09-12: Largest IV spike — 175.3% change
  • 2022-09-12: Highest IV Rank — 100.0%
  • 2022-09-20: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.85$23.17$26.80$25.77$23.17
Max Pain$24.05$22.50$30.00$25.00$22.50
ATM IV68.0%40.5%155.4%70.3%55.8%
Expected Move16.2%11.6%20.8%20.2%16.0%
HV 20d42.7%33.9%54.7%54.7%33.9%
HV 60d49.0%45.0%53.1%53.1%45.0%
IV Rank37.7%12.0%100.0%52.3%23.7%
IV Percentile62.6%4.8%100.0%86.9%50.0%
Term Structure-9.8%-28.9%10.3%-25.1%10.3%
VWIV52.7%37.3%72.0%51.3%51.3%
Skew 25d7.1%-10.6%24.3%-10.6%24.3%
Skew 10d15.0%-6.7%39.6%-6.7%34.1%
Call IV 25d50.8%42.3%67.3%65.0%46.7%
Put IV 25d57.9%46.5%76.3%54.4%71.0%
Bid-Ask Spread %97.7281.20115.56109.3894.54
Gamma HHI0.260.230.300.300.28
Net GEX-154.3K-459.7K103.0K-78.1K-371.8K
Net DEX5.9M-3.2M13.5M4.2M13.0M
Net VEX-149.6K-185.2K-122.2K-162.9K-125.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.460.0030.501.000.62
Total Volume663.1901,76221,223
Total OI54,240.1953,89654,83153,89654,830

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$25.77$25.0070.3%20.2%54.7%52.3%0.0%-10.6%-25.1%-78.1K4.2M-162.9K1.00109.38N/AN/A1134,47119,425
2022-09-02$25.57$25.0070.0%20.1%53.6%51.9%0.0%9.0%-9.8%58.4K467.4K-185.2K0.00115.56N/AN/A0034,47119,426
2022-09-06$25.10$30.0061.5%14.7%53.5%42.2%51.3%2.3%-2.5%-13.7K3.0M-173.2K0.9588.56N/AN/A90485734,47119,426
2022-09-07$25.61$25.0066.4%14.2%48.6%47.9%47.8%9.6%-2.7%5.2K2.0M-171.4K0.9594.78N/AN/A90585734,47319,426
2022-09-08$25.87$25.0077.0%18.0%42.8%60.0%0.0%20.8%-16.5%53.1K391.6K-172.7K0.00104.06N/AN/A1034,47319,425
2022-09-09$26.80$25.0056.5%16.3%45.3%36.4%46.3%1.5%-22.4%21.7K-3.2M-163.1K30.50109.47N/AN/A26134,47319,425
2022-09-12$26.16$25.00155.4%15.2%42.0%100.0%37.3%-0.7%-10.9%103.0K-3.0M-170.1K21.2594.35N/AN/A48534,47519,425
2022-09-13$25.59$25.00147.7%14.4%42.3%94.1%64.3%15.8%-3.3%-34.9K2.1M-162.5K0.6389.93N/AN/A89556134,47319,505
2022-09-14$24.75$22.5051.0%14.6%43.2%20.1%0.0%2.4%-2.8%-211.1K7.5M-146.7K0.0094.94N/AN/A0034,47419,584
2022-09-15$25.80$22.5049.5%14.2%46.1%18.9%51.0%-0.8%-15.4%28.2K-704.6K-163.6K0.00101.31N/AN/A8034,47419,584
2022-09-16$24.92$22.5040.5%11.6%43.9%12.0%53.5%1.1%0.5%-186.6K5.8M-147.3K0.63110.02N/AN/A89156234,47719,584
2022-09-19$25.00$22.5050.9%14.6%42.4%20.0%48.6%15.1%-4.1%-179.2K6.3M-140.9K0.0098.29N/AN/A14034,40519,522
2022-09-20$24.65$22.5072.4%20.8%41.3%36.5%0.0%15.9%-28.9%-210.1K7.8M-137.7K0.00109.51N/AN/A0034,41819,522
2022-09-21$24.56$22.5051.8%14.8%39.9%20.7%53.1%8.8%-6.8%-308.3K9.8M-129.5K0.5095.17N/AN/A60230234,41819,522
2022-09-22$24.12$25.0055.5%15.9%39.7%23.5%0.0%-0.5%-4.7%-367.7K11.6M-130.0K3.00110.03N/AN/A2635,00619,819
2022-09-23$23.66$25.0062.1%17.8%39.0%28.6%72.0%10.4%-18.1%-204.9K8.6M-140.4K0.0095.81N/AN/A8035,00719,824
2022-09-26$23.73$25.0062.4%17.9%35.8%28.8%56.0%1.0%-20.9%-255.8K10.1M-138.6K0.5284.44N/AN/A90146435,00319,824
2022-09-27$23.54$22.5060.2%17.2%35.8%27.1%54.6%6.5%-13.1%-459.7K13.5M-122.2K0.5288.72N/AN/A90146535,00319,823
2022-09-28$23.99$22.5053.0%15.2%36.5%21.6%49.9%7.3%-4.9%-304.7K11.2M-130.7K0.6282.15N/AN/A75646635,00319,825
2022-09-29$23.56$22.5058.9%16.9%36.8%26.1%53.3%9.7%-4.1%-323.1K12.4M-128.2K0.6281.20N/AN/A75646635,00519,825
2022-09-30$23.17$22.5055.8%16.0%33.9%23.7%51.3%24.3%10.3%-371.8K13.0M-125.1K0.6294.54N/AN/A75746635,00519,825