CAMT Options History — February 2023

In February 2023, CAMT traded between $26.14 and $28.57. ATM implied volatility averaged 45.3%, placing in the 15.7% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 4.3% (HV 20d: 41.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.77.

Notable Days

  • 2023-02-03: Highest Volume — 3,362 contracts
  • 2023-02-23: Largest IV drop — 30.9% change
  • 2023-02-06: Highest IV Rank — 24.7%
  • 2023-02-08: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.13$26.14$28.57$26.79$26.99
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV45.3%32.0%57.0%47.4%39.9%
Expected Move12.3%9.2%15.4%13.6%11.4%
HV 20d41.0%35.2%44.1%35.2%39.3%
HV 60d40.0%36.4%45.5%43.9%36.4%
IV Rank15.7%5.5%24.7%17.3%11.6%
IV Percentile24.1%0.4%63.5%25.8%7.1%
Term Structure2.8%-12.0%20.2%-2.0%10.0%
VWIV42.2%31.7%48.5%42.6%41.8%
Skew 25d4.8%0.6%14.2%2.5%3.3%
Skew 10d7.8%-17.5%51.5%-9.3%51.5%
Call IV 25d42.1%30.5%47.6%45.4%40.8%
Put IV 25d46.9%33.9%56.7%47.9%44.1%
Bid-Ask Spread %86.7767.87112.6076.52101.81
Gamma HHI0.450.320.570.510.44
Net GEX132.9K60.9K295.0K62.2K67.9K
Net DEX-6.8M-12.6M-2.1M-5.5M-5.0M
Net VEX-97.2K-105.2K-89.6K-90.5K-100.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.006.890.000.00
Total Volume42603,36271
Total OI23,401.21117,20827,48425,53418,300

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$26.79$25.0047.4%13.6%35.2%17.3%0.0%2.5%-2.0%62.2K-5.5M-90.5K0.0076.52N/AN/A7014,88310,651
2023-02-02$28.57$25.0048.1%11.8%40.3%17.9%42.6%7.8%-0.6%295.0K-12.6M-90.3K0.0390.50N/AN/A30114,88910,651
2023-02-03$28.02$25.0049.0%11.6%41.5%18.5%43.0%6.3%-2.0%236.8K-10.2M-89.6K6.8989.57N/AN/A4262,93614,89810,350
2023-02-06$27.33$25.0057.0%10.9%42.4%24.7%44.6%0.6%15.2%233.3K-8.3M-90.8K0.0087.00N/AN/A1015,2999,336
2023-02-07$27.63$25.0048.7%10.0%41.3%18.3%0.0%2.3%-0.6%272.8K-9.7M-91.9K1.3473.36N/AN/A60180515,3009,336
2023-02-08$27.40$25.0053.9%15.4%41.6%22.3%0.0%14.2%-6.9%253.0K-8.8M-95.8K0.0084.64N/AN/A0015,9009,477
2023-02-09$26.95$25.0052.9%15.2%42.2%21.5%48.5%6.0%-12.0%191.6K-6.5M-95.0K0.0067.87N/AN/A16015,9009,477
2023-02-10$26.14$25.0050.6%14.5%43.9%19.8%48.2%5.7%-7.8%63.9K-3.6M-91.7K0.9781.29N/AN/A52150815,9029,477
2023-02-13$26.82$25.0046.4%13.3%44.1%16.5%46.1%2.8%-0.9%141.6K-6.6M-99.7K0.0077.23N/AN/A80016,4229,985
2023-02-14$26.66$25.0044.1%12.6%42.1%14.8%0.0%0.7%-0.9%93.3K-6.0M-97.6K1.0078.26N/AN/A1116,5029,985
2023-02-15$26.79$25.0036.4%10.4%41.6%8.9%31.7%5.0%20.2%115.4K-6.4M-97.3K0.8176.78N/AN/A51841716,5029,986
2023-02-16$27.48$25.0046.4%13.3%41.8%16.5%40.9%2.4%0.4%65.9K-9.0M-102.8K1.0091.93N/AN/A535317,02710,356
2023-02-17$27.34$25.0036.6%10.5%39.6%9.0%34.4%0.9%13.3%60.9K-8.0M-100.5K0.0078.32N/AN/A27017,05310,431
2023-02-21$26.50$25.0040.5%11.6%39.1%12.0%45.0%8.5%11.1%71.4K-2.1M-95.5K1.09100.01N/AN/A5065549,2507,958
2023-02-22$26.66$25.0046.3%13.3%39.2%16.5%43.2%6.0%13.6%65.5K-4.0M-104.7K0.00102.42N/AN/A1309,7668,509
2023-02-23$27.63$25.0032.0%9.2%41.2%5.5%39.7%8.8%-0.2%76.9K-6.1M-104.9K0.0084.80N/AN/A209,7788,509
2023-02-24$27.06$25.0040.2%11.5%41.2%11.8%41.3%3.4%-2.5%75.6K-5.4M-105.2K0.00112.60N/AN/A609,7798,509
2023-02-27$26.70$25.0044.1%12.6%41.5%14.8%41.8%3.7%5.8%81.7K-4.9M-102.7K0.0093.62N/AN/A1009,7818,509
2023-02-28$26.99$25.0039.9%11.4%39.3%11.6%0.0%3.3%10.0%67.9K-5.0M-100.5K0.00101.81N/AN/A019,7918,509