CAMT Options History — October 2022

In October 2022, CAMT traded between $21.50 and $24.76. ATM implied volatility averaged 56.3%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 14.3% (HV 20d: 42.0%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.49.

Notable Days

  • 2022-10-06: Highest Volume — 1,242 contracts
  • 2022-10-07: Largest IV spike — 64.2% change
  • 2022-10-07: Highest IV Rank — 53.5%
  • 2022-10-05: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.01$21.50$24.76$24.23$22.99
Max Pain$24.64$22.50$25.00$22.50$25.00
ATM IV56.3%40.7%94.6%53.3%54.0%
Expected Move14.7%11.7%16.7%15.3%15.5%
HV 20d42.0%37.7%45.6%38.2%44.1%
HV 60d45.6%44.7%47.9%46.0%45.2%
IV Rank24.1%12.2%53.5%21.8%22.3%
IV Percentile41.5%3.6%98.8%38.5%39.7%
Term Structure-0.1%-14.2%36.5%-1.6%-3.1%
VWIV52.5%44.0%61.9%61.9%50.2%
Skew 25d7.3%-1.3%19.7%8.5%8.1%
Skew 10d20.9%-14.9%119.6%31.9%9.8%
Call IV 25d49.1%44.5%54.4%54.4%45.6%
Put IV 25d56.3%50.3%72.9%62.8%53.7%
Bid-Ask Spread %68.3829.6691.6179.2729.66
Gamma HHI0.340.280.400.280.40
Net GEX-669.4K-992.0K-263.3K-311.3K-992.0K
Net DEX18.8M7.2M23.9M9.3M22.1M
Net VEX-90.4K-127.9K-67.3K-127.9K-67.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.091.170.610.60
Total Volume909.5716021,2421,228747
Total OI55,137.42954,83055,73154,83155,420

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$24.23$22.5053.3%15.3%38.2%21.8%61.9%8.5%-1.6%-311.3K9.3M-127.9K0.6179.27N/AN/A76246635,00619,825
2022-10-04$24.30$22.5057.7%16.5%37.8%25.2%59.1%2.9%-9.2%-335.9K9.4M-120.7K0.6191.61N/AN/A76046635,00619,825
2022-10-05$24.76$22.5058.2%16.7%37.7%25.5%54.8%18.2%-14.2%-263.3K7.2M-126.2K0.6171.33N/AN/A76046635,00819,825
2022-10-06$24.25$25.0057.6%14.3%38.0%25.1%55.9%7.2%-6.4%-388.0K12.3M-114.3K0.6364.63N/AN/A76048235,00819,822
2022-10-07$22.53$25.0094.6%14.8%42.7%53.5%53.8%4.6%5.8%-446.7K15.6M-112.6K0.1667.76N/AN/A76511935,01019,839
2022-10-10$22.32$25.0073.3%15.2%42.3%37.1%57.2%6.6%-6.9%-550.5K20.3M-97.0K0.0984.81N/AN/A7666935,00919,876
2022-10-11$21.50$25.0085.1%15.1%43.4%46.1%57.7%19.7%3.3%-544.2K23.1M-88.0K0.0972.45N/AN/A7666935,01019,876
2022-10-12$22.10$25.0054.5%15.6%44.2%22.8%57.6%8.3%-0.2%-560.0K21.3M-88.8K0.0975.91N/AN/A7646935,01019,876
2022-10-13$22.62$25.0052.5%15.0%42.0%21.2%53.7%5.5%5.2%-754.5K22.1M-84.9K0.1583.36N/AN/A96414735,01119,876
2022-10-14$22.39$25.0054.2%15.5%40.7%22.5%55.8%15.2%-2.9%-661.6K22.1M-83.2K0.2281.60N/AN/A66614835,25719,874
2022-10-17$22.23$25.0051.5%14.8%40.6%20.4%59.8%5.7%-1.0%-726.8K23.9M-72.5K0.2173.79N/AN/A66314235,25619,874
2022-10-18$21.90$25.0048.2%13.8%40.6%17.9%50.2%2.6%4.4%-726.7K23.7M-78.5K0.3174.25N/AN/A46014235,25619,884
2022-10-19$22.69$25.0048.6%13.9%43.2%18.2%46.5%2.3%-2.8%-792.6K21.4M-79.2K1.1761.12N/AN/A46053935,25619,874
2022-10-20$22.82$25.0047.6%13.7%43.0%17.5%44.0%5.0%-1.6%-815.8K21.3M-82.0K1.1756.43N/AN/A46053935,25720,274
2022-10-21$23.22$25.0050.0%14.3%43.1%19.3%45.9%8.6%-0.9%-764.1K19.7M-84.8K0.7371.59N/AN/A46033835,25720,474
2022-10-24$22.83$25.0053.1%15.2%43.4%21.7%50.2%8.9%-1.6%-802.3K22.3M-76.6K0.5757.31N/AN/A46126534,96820,396
2022-10-25$23.43$25.0049.6%14.2%44.4%19.0%47.4%1.6%-1.7%-882.3K19.3M-79.1K0.3746.66N/AN/A71826534,96820,398
2022-10-26$23.43$25.0049.3%14.1%43.9%18.8%47.5%6.8%-2.1%-876.4K18.6M-79.0K0.5763.10N/AN/A46326535,00520,398
2022-10-27$22.91$25.0048.7%14.0%44.1%18.3%48.2%7.6%-2.0%-940.7K22.0M-74.5K0.6166.03N/AN/A46127935,00820,398
2022-10-28$23.75$25.0040.7%11.7%45.6%12.2%44.5%-1.3%36.5%-921.6K17.6M-80.2K0.6163.21N/AN/A46127935,00720,409
2022-10-31$22.99$25.0054.0%15.5%44.1%22.3%50.2%8.1%-3.1%-992.0K22.1M-67.3K0.6029.66N/AN/A46827935,01120,409