CAMT Options History — December 2022

In December 2022, CAMT traded between $21.28 and $24.24. ATM implied volatility averaged 50.2%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 7.0% (HV 20d: 43.2%). Max pain ranged from $12.50 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.43.

Notable Days

  • 2022-12-12: Highest Volume — 1,001 contracts
  • 2022-12-12: Largest IV spike — 77.0% change
  • 2022-12-12: Highest IV Rank — 80.1%
  • 2022-12-07: Largest Expected Move — 15.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.67$21.28$24.24$24.24$21.83
Max Pain$13.69$12.50$25.00$25.00$12.50
ATM IV50.2%35.0%129.5%43.2%40.0%
Expected Move12.2%9.7%15.2%12.4%11.5%
HV 20d43.2%33.1%59.2%59.2%33.1%
HV 60d46.8%45.8%47.8%47.7%46.7%
IV Rank19.5%7.8%80.1%14.1%11.6%
IV Percentile22.0%0.8%99.2%5.6%4.0%
Term Structure1.1%-13.9%19.7%1.7%3.4%
VWIV41.6%35.2%53.1%51.7%35.2%
Skew 25d3.6%-23.4%14.5%-2.0%-10.3%
Skew 10d1.9%-28.1%34.1%-0.6%-26.2%
Call IV 25d43.5%33.0%56.8%52.9%55.0%
Put IV 25d47.1%26.7%60.4%50.9%44.7%
Bid-Ask Spread %99.2190.81110.9795.69100.74
Gamma HHI0.440.410.490.420.47
Net GEX-280.5K-356.5K-227.9K-241.1K-272.7K
Net DEX11.4M7.5M13.7M7.5M12.8M
Net VEX-55.6K-65.1K-47.6K-63.9K-49.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.0019.1019.100.00
Total Volume149.57101,00112
Total OI20,027.38118,78520,91318,78520,798

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$24.24$25.0043.2%12.4%59.2%14.1%51.7%-2.0%1.7%-241.1K7.5M-63.9K0.0095.69N/AN/A018,70110,084
2022-12-02$23.84$25.0043.6%12.5%58.0%14.4%36.5%4.5%19.7%-266.2K8.5M-61.6K19.10100.52N/AN/A214018,70110,085
2022-12-05$23.91$12.5035.0%13.2%57.3%7.8%53.1%0.4%-13.9%-298.0K9.0M-61.5K0.00110.97N/AN/A508,71810,486
2022-12-06$23.34$12.5054.1%12.8%57.7%22.4%0.0%8.9%-5.9%-281.1K10.3M-59.4K0.00110.68N/AN/A008,72310,486
2022-12-07$22.63$12.5054.4%15.2%57.9%22.7%0.0%4.8%1.8%-274.5K11.9M-54.2K0.0097.16N/AN/A008,72310,486
2022-12-08$23.15$12.5046.2%13.7%57.2%16.4%0.0%10.1%10.2%-285.5K10.8M-57.0K0.00106.71N/AN/A008,72310,486
2022-12-09$23.05$12.5073.2%9.7%43.6%37.0%0.0%3.9%4.3%-356.5K12.8M-49.6K0.00101.26N/AN/A1008,72310,486
2022-12-12$23.17$12.50129.5%12.5%42.5%80.1%0.0%11.0%-0.6%-293.2K10.3M-55.9K0.4391.10N/AN/A7013008,72710,486
2022-12-13$23.44$12.5084.1%12.5%41.6%45.4%39.4%1.9%-0.6%-292.7K10.1M-61.3K0.3493.92N/AN/A6062039,32810,786
2022-12-14$23.39$12.5043.5%12.5%37.6%14.3%39.6%13.9%-3.5%-296.5K10.4M-65.1K0.0098.07N/AN/A409,93010,983
2022-12-15$22.52$12.5042.9%12.3%35.8%13.9%43.0%3.1%-10.1%-331.6K13.7M-52.8K0.1590.81N/AN/A1329,93010,983
2022-12-16$22.29$12.5041.0%11.8%35.2%12.4%0.0%8.3%2.4%-280.3K12.6M-54.8K0.0095.10N/AN/A009,93810,883
2022-12-19$22.37$12.5039.5%11.3%34.9%11.3%41.2%-1.3%3.8%-276.6K11.5M-55.8K0.0092.39N/AN/A2109,60110,444
2022-12-20$22.17$12.5040.7%11.7%34.9%12.2%38.5%14.5%0.7%-277.9K12.0M-53.1K0.6796.90N/AN/A649,61410,444
2022-12-21$22.91$12.5039.5%11.3%36.8%11.3%37.5%11.1%3.4%-313.0K10.5M-57.2K0.33100.62N/AN/A6072019,62010,448
2022-12-22$21.81$12.5039.5%11.3%40.3%11.3%44.0%11.3%5.7%-277.6K13.3M-51.8K0.00102.92N/AN/A14010,22210,649
2022-12-23$21.58$12.5040.0%11.5%39.4%11.6%40.7%-23.4%2.2%-232.1K12.2M-53.7K0.00100.39N/AN/A1010,23410,549
2022-12-27$21.28$12.5040.1%11.5%35.6%11.7%41.1%-0.5%2.7%-240.2K13.5M-47.6K0.5092.56N/AN/A6310,23410,549
2022-12-28$21.29$12.5044.7%12.8%35.3%15.2%35.2%2.9%-5.8%-227.9K12.6M-49.6K0.00108.00N/AN/A4010,23910,552
2022-12-29$21.92$12.5040.0%11.5%33.2%11.7%0.0%2.0%2.4%-274.1K12.8M-51.5K0.0096.99N/AN/A5010,24210,551
2022-12-30$21.83$12.5040.0%11.5%33.1%11.6%0.0%-10.3%3.4%-272.7K12.8M-49.6K0.00100.74N/AN/A0210,24710,551