CAMT Options History — January 2023

In January 2023, CAMT traded between $22.20 and $27.68. ATM implied volatility averaged 43.3%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 9.0% (HV 20d: 34.3%). Max pain ranged from $12.50 to $25.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 2.57.

Notable Days

  • 2023-01-13: Highest Volume — 3,467 contracts
  • 2023-01-04: Largest IV drop — 36.5% change
  • 2023-01-03: Highest IV Rank — 29.1%
  • 2023-01-03: Largest Expected Move — 18.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.26$22.20$27.68$22.20$26.09
Max Pain$23.75$12.50$25.00$12.50$25.00
ATM IV43.3%33.5%62.7%62.7%50.2%
Expected Move12.5%9.6%18.0%18.0%14.4%
HV 20d34.3%30.7%37.3%33.7%34.8%
HV 60d44.7%44.1%46.7%46.7%44.3%
IV Rank14.2%6.7%29.1%29.1%19.4%
IV Percentile15.7%0.8%75.0%75.0%37.7%
Term Structure-0.5%-19.5%12.4%-19.5%-4.8%
VWIV43.5%37.6%51.0%41.1%50.2%
Skew 25d5.8%-5.7%17.7%2.6%-5.7%
Skew 10d8.9%-18.5%24.7%24.7%-18.5%
Call IV 25d39.5%28.1%51.2%42.4%51.2%
Put IV 25d45.3%38.5%51.2%45.1%45.5%
Bid-Ask Spread %76.6947.57102.8499.6992.92
Gamma HHI0.440.340.580.460.38
Net GEX-129.1K-490.5K131.6K-285.0K-22.4K
Net DEX1.9M-6.8M12.0M12.0M-2.4M
Net VEX-64.7K-91.8K-51.6K-51.6K-91.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.570.0034.350.000.51
Total Volume587.2503,46754
Total OI21,660.7519,97025,53520,79625,535

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-01-03$22.20$12.5062.7%18.0%33.7%29.1%0.0%2.6%-19.5%-285.0K12.0M-51.6K0.0099.69N/AN/A5010,24710,549
2023-01-04$22.55$12.5039.9%11.4%34.4%11.5%41.1%8.9%3.9%-304.1K11.2M-53.4K0.00102.84N/AN/A6010,24710,549
2023-01-05$22.49$25.0042.6%13.0%33.4%13.7%51.0%7.2%-9.1%-302.1K11.9M-51.8K3.0086.18N/AN/A1310,24810,549
2023-01-06$23.27$25.0043.5%12.8%33.9%14.3%0.0%3.2%0.7%-327.2K9.6M-56.9K0.0078.44N/AN/A1010,25010,552
2023-01-09$24.07$25.0035.0%11.6%35.0%7.8%43.6%6.3%5.4%-362.2K8.1M-58.1K0.2388.47N/AN/A13310,25010,552
2023-01-10$24.34$25.0044.6%11.9%35.1%15.2%0.0%12.2%0.2%-318.1K6.4M-59.1K0.0077.78N/AN/A70010,50610,551
2023-01-11$24.73$25.0035.1%10.1%35.4%7.9%37.6%9.0%12.4%-490.5K7.2M-55.8K34.3571.93N/AN/A521,78610,52610,551
2023-01-12$24.99$25.0041.3%11.8%35.4%12.6%0.0%13.3%3.7%-273.4K5.1M-60.5K0.0074.43N/AN/A0010,57510,658
2023-01-13$24.62$25.0042.6%12.2%35.9%13.7%43.0%13.9%1.9%-226.0K4.9M-55.7K4.2384.27N/AN/A6632,80410,5759,683
2023-01-17$25.65$25.0044.1%12.6%35.0%14.8%44.1%3.1%1.9%30.0K-8.5K-59.7K0.4778.14N/AN/A51924611,2708,700
2023-01-18$26.14$25.0045.6%13.1%34.7%16.0%44.6%0.4%-1.1%-3.4K-1.9M-63.5K0.4350.38N/AN/A7311,7718,855
2023-01-19$25.69$25.0045.1%12.9%35.8%15.5%45.1%3.2%0.1%-7.2K-382.9K-61.4K0.5167.57N/AN/A80641311,7688,852
2023-01-20$26.73$25.0046.1%13.2%37.1%16.3%45.1%7.7%-0.5%21.7K-4.7M-69.4K0.0069.65N/AN/A28012,5689,239
2023-01-23$27.68$25.0033.5%9.6%37.3%6.7%41.1%1.6%-0.4%131.6K-6.8M-66.2K0.4847.57N/AN/A44721612,1509,230
2023-01-24$27.51$25.0037.0%10.6%30.9%9.3%42.2%-3.7%-0.7%130.3K-6.6M-68.5K0.3376.09N/AN/A30910112,5849,434
2023-01-25$27.27$25.0042.3%12.1%30.7%13.4%39.0%-0.0%0.3%110.4K-6.2M-69.7K0.6073.89N/AN/A40224212,7839,535
2023-01-26$26.70$25.0042.8%12.3%31.6%13.8%43.8%1.1%-0.9%-12.8K-3.7M-75.1K0.5752.28N/AN/A50028713,1849,773
2023-01-27$26.76$25.0043.7%12.5%31.5%14.5%41.3%17.7%2.4%10.0K-4.3M-81.3K0.5067.34N/AN/A60230013,68410,049
2023-01-30$25.80$25.0048.6%13.9%35.1%18.2%0.0%13.7%-5.7%-82.3K-646.3K-84.1K0.5193.96N/AN/A60030614,28410,349
2023-01-31$26.09$25.0050.2%14.4%34.8%19.4%50.2%-5.7%-4.8%-22.4K-2.4M-91.8K0.0092.92N/AN/A0414,88310,652