CAMT Options History — March 2023

In March 2023, CAMT traded between $26.33 and $28.45. ATM implied volatility averaged 46.0%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 13.7% (HV 20d: 32.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.82.

Notable Days

  • 2023-03-09: Highest Volume — 600 contracts
  • 2023-03-24: Largest IV spike — 58.1% change
  • 2023-03-14: Highest IV Rank — 39.9%
  • 2023-03-24: Largest Expected Move — 17.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.42$26.33$28.45$27.66$28.21
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV46.0%34.4%77.0%34.4%40.7%
Expected Move12.3%9.9%17.4%9.9%11.7%
HV 20d32.4%28.6%40.0%40.0%29.8%
HV 60d36.0%34.5%37.4%36.7%35.1%
IV Rank16.3%7.4%39.9%7.4%12.1%
IV Percentile29.4%1.6%95.2%1.6%15.1%
Term Structure-0.0%-28.1%18.2%3.4%-0.5%
VWIV44.1%36.8%55.1%36.8%40.0%
Skew 25d10.0%-9.4%95.6%12.2%-9.4%
Skew 10d17.0%-4.3%128.3%12.3%5.1%
Call IV 25d39.6%33.8%50.2%37.5%40.3%
Put IV 25d49.5%30.9%145.8%49.7%30.9%
Bid-Ask Spread %97.0984.09112.17102.58112.17
Gamma HHI0.450.430.470.460.43
Net GEX84.6K62.5K96.8K72.5K82.7K
Net DEX-6.4M-9.1M-3.5M-5.1M-8.6M
Net VEX-96.4K-102.1K-89.7K-101.4K-89.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.0012.500.110.00
Total Volume41.130600104
Total OI18,727.78318,30119,01418,30118,832

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$27.66$25.0034.4%9.9%40.0%7.4%36.8%12.2%3.4%72.5K-5.1M-101.4K0.11102.58N/AN/A919,7918,510
2023-03-02$27.88$25.0037.1%10.7%39.1%9.5%0.0%3.2%0.8%75.1K-7.9M-102.1K0.00106.97N/AN/A209,7918,511
2023-03-03$28.45$25.0035.0%10.0%32.3%7.8%0.0%95.6%7.1%72.2K-9.1M-101.5K0.01104.05N/AN/A10119,7918,511
2023-03-06$27.62$25.0039.4%11.3%33.3%11.2%0.0%5.7%-0.4%82.9K-6.5M-98.5K0.0092.98N/AN/A8209,8888,512
2023-03-07$27.28$25.0049.5%10.3%32.4%18.9%0.0%6.4%18.2%74.9K-6.2M-99.1K0.0084.09N/AN/A029,8878,512
2023-03-08$27.81$25.0038.1%11.0%32.9%10.2%55.1%10.1%-1.3%90.8K-7.4M-98.9K0.0090.27N/AN/A1209,8878,513
2023-03-09$27.42$25.0055.8%15.0%33.2%23.7%0.0%10.2%-11.4%62.5K-7.1M-99.8K0.5094.37N/AN/A4002009,8898,513
2023-03-10$26.66$25.0048.3%11.4%34.2%18.0%0.0%7.3%11.5%77.6K-4.3M-100.2K0.0094.22N/AN/A1010,2898,713
2023-03-13$26.33$25.0070.1%16.2%32.6%34.6%0.0%3.0%-13.7%87.7K-3.5M-98.0K12.5093.78N/AN/A22510,2898,713
2023-03-14$27.13$25.0077.0%12.2%33.1%39.9%0.0%5.4%10.5%87.4K-5.8M-99.8K0.0090.90N/AN/A0110,2918,723
2023-03-15$27.02$25.0047.5%13.6%33.1%17.4%0.0%7.7%0.0%80.2K-3.8M-94.7K0.0094.83N/AN/A0010,2918,722
2023-03-16$27.55$25.0039.6%11.4%33.7%11.4%50.1%9.1%-9.5%87.7K-7.5M-97.1K0.1092.70N/AN/A10110,2918,722
2023-03-17$27.11$25.0044.9%12.9%33.0%15.4%50.8%5.1%7.0%84.5K-5.6M-98.5K0.0095.79N/AN/A21010,2918,723
2023-03-20$27.29$25.0049.8%14.3%33.0%19.1%38.3%7.1%-8.0%92.9K-5.9M-94.9K0.1291.63N/AN/A26310,1168,666
2023-03-21$27.70$25.0038.2%11.0%31.3%10.3%41.0%6.0%-2.4%87.4K-7.4M-95.1K0.0098.69N/AN/A3010,1438,669
2023-03-22$27.61$25.0042.4%12.2%31.3%13.5%42.8%4.0%-2.0%95.9K-6.7M-94.5K1.0096.48N/AN/A1110,1468,669
2023-03-23$27.94$25.0038.3%11.0%28.9%10.4%39.2%8.4%2.5%83.2K-7.7M-96.2K0.0095.51N/AN/A26010,1478,670
2023-03-24$27.47$25.0060.6%17.4%28.6%27.4%0.0%3.1%-28.1%91.6K-6.6M-93.2K0.0096.60N/AN/A1010,1438,670
2023-03-27$26.85$25.0054.3%15.6%29.4%22.6%47.7%7.5%-13.3%96.8K-5.0M-91.6K0.50106.12N/AN/A4210,1448,670
2023-03-28$26.59$25.0039.7%11.4%29.3%11.4%0.0%11.5%14.5%94.9K-4.4M-90.8K0.00100.28N/AN/A0010,1588,672
2023-03-29$27.37$25.0039.0%11.2%29.9%10.8%0.0%3.0%15.2%94.8K-7.0M-90.1K0.0095.07N/AN/A0010,1588,672
2023-03-30$27.80$25.0039.4%11.3%30.3%11.2%43.0%6.8%-1.2%88.9K-8.0M-90.3K0.00103.03N/AN/A4010,1588,672
2023-03-31$28.21$25.0040.7%11.7%29.8%12.1%40.0%-9.4%-0.5%82.7K-8.6M-89.7K0.00112.17N/AN/A4010,1608,672