CAMT Options History — November 2022

In November 2022, CAMT traded between $21.42 and $25.80. ATM implied volatility averaged 49.1%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded below realized volatility by 3.5% (HV 20d: 52.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 21.95.

Notable Days

  • 2022-11-15: Highest Volume — 14,115 contracts
  • 2022-11-23: Largest IV drop — 34.3% change
  • 2022-11-08: Highest IV Rank — 26.2%
  • 2022-11-15: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.57$21.42$25.80$22.99$24.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV49.1%32.4%59.0%52.0%42.8%
Expected Move13.8%9.3%16.2%14.9%12.3%
HV 20d52.5%39.0%60.9%44.0%60.9%
HV 60d45.7%41.4%47.9%45.2%47.9%
IV Rank18.6%5.8%26.2%20.8%13.8%
IV Percentile24.5%0.4%61.9%32.5%4.8%
Term Structure-1.9%-10.5%6.8%-4.7%1.0%
VWIV46.8%30.3%55.8%50.3%43.0%
Skew 25d8.7%-16.1%37.5%6.7%6.0%
Skew 10d16.0%-14.0%32.0%10.8%29.5%
Call IV 25d46.6%37.5%67.0%49.8%43.4%
Put IV 25d55.4%47.4%85.1%56.5%49.4%
Bid-Ask Spread %72.7134.7599.4034.7599.40
Gamma HHI0.420.350.490.410.41
Net GEX-657.1K-1.2M-165.3K-1.0M-236.8K
Net DEX14.3M2.5M30.8M22.6M7.5M
Net VEX-63.5K-78.1K-45.6K-64.9K-64.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio21.950.00302.000.570.00
Total Volume2,580.619614,1157676
Total OI43,435.8117,46858,25555,43118,781

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$22.99$25.0052.0%14.9%44.0%20.8%50.3%6.7%-4.7%-1.0M22.6M-64.9K0.5734.75N/AN/A48827935,02220,409
2022-11-02$22.16$25.0049.7%14.3%44.8%19.1%46.4%7.9%-5.2%-1.0M26.0M-59.4K0.5855.59N/AN/A47827735,02420,409
2022-11-03$21.42$25.0051.0%13.8%45.7%20.1%49.4%3.5%-7.5%-918.0K30.8M-45.6K0.5792.45N/AN/A48927735,02420,424
2022-11-04$22.05$25.0052.1%13.7%39.7%20.9%46.6%6.5%2.9%-1.0M27.9M-55.9K1.3176.65N/AN/A53069335,03420,830
2022-11-07$22.55$25.0058.1%14.5%40.4%25.5%49.2%7.0%-1.4%-1.1M24.4M-60.2K0.6059.42N/AN/A2,0011,20335,10520,830
2022-11-08$23.21$25.0059.0%14.6%39.0%26.2%49.3%11.8%-2.1%-1.2M20.6M-74.4K0.6353.29N/AN/A1,9011,20336,33121,781
2022-11-09$22.47$25.0048.6%13.9%40.0%18.2%46.3%7.7%-3.8%-1.1M25.7M-66.7K0.6963.03N/AN/A1,7471,20336,47121,781
2022-11-10$24.85$25.0051.8%14.8%53.0%20.7%48.7%-16.1%-5.1%-945.5K11.1M-78.1K1.0683.12N/AN/A1,1501,21436,47021,781
2022-11-11$25.46$25.0047.2%13.5%53.2%17.1%47.5%3.2%1.5%-777.1K4.4M-76.2K1.1678.18N/AN/A1,0361,20636,45021,768
2022-11-14$24.66$25.0049.3%14.1%54.7%18.8%53.6%4.9%-1.4%-1.1M10.9M-68.6K5.9455.41N/AN/A9835,84236,48721,768
2022-11-15$25.80$25.0056.5%16.2%55.9%24.3%55.6%30.5%-10.5%-574.6K2.5M-68.3K13.4284.80N/AN/A97913,13636,48719,517
2022-11-16$24.53$25.0054.0%15.5%58.6%22.4%55.8%-5.2%-3.3%-570.9K8.6M-74.8K3.1586.69N/AN/A1,0453,29136,48217,323
2022-11-17$23.97$25.0047.2%13.5%59.4%17.1%47.7%11.6%0.2%-718.5K12.9M-64.2K1.2777.20N/AN/A1,0891,38836,52017,177
2022-11-18$23.55$25.0049.0%14.1%59.5%18.5%46.1%2.5%-1.3%-165.3K14.6M-62.7K1.2674.95N/AN/A1,1011,38836,50917,181
2022-11-21$23.32$25.0049.6%14.2%59.3%19.0%44.1%10.6%4.8%-201.1K7.9M-59.3K1.7869.11N/AN/A6761,2018,3939,075
2022-11-22$23.55$25.0049.3%14.1%58.7%18.8%43.5%11.3%-2.9%-200.4K7.4M-61.6K1.9255.33N/AN/A6251,2018,4529,081
2022-11-23$23.78$25.0032.4%9.3%58.8%5.8%30.3%9.8%6.8%-217.8K7.4M-59.9K1.1871.19N/AN/A8551,0068,4579,082
2022-11-25$24.21$25.0037.1%10.7%58.4%9.5%0.0%37.5%2.6%-273.8K8.1M-54.9K0.0087.25N/AN/A04008,6949,084
2022-11-28$22.98$25.0046.0%13.2%60.1%16.3%44.6%6.0%0.2%-240.2K9.8M-54.5K100.0079.32N/AN/A33008,6949,484
2022-11-29$23.19$25.0047.6%13.6%59.1%17.4%39.0%19.6%-10.0%-253.1K9.6M-58.6K302.0089.85N/AN/A13028,6969,784
2022-11-30$24.20$25.0042.8%12.3%60.9%13.8%43.0%6.0%1.0%-236.8K7.5M-64.3K0.0099.40N/AN/A608,69710,084