CAMT Options History — April 2023

In April 2023, CAMT traded between $25.00 and $28.28. ATM implied volatility averaged 41.8%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 10.8% (HV 20d: 31.0%). 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 14 of 19 days. Put/call ratio averaged 1.73.

Notable Days

  • 2023-04-17: Highest Volume — 3,251 contracts
  • 2023-04-04: Largest IV spike — 28.6% change
  • 2023-04-04: Highest IV Rank — 16.9%
  • 2023-04-04: Largest Expected Move — 13.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.94$25.00$28.28$28.28$26.40
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV41.8%36.4%46.9%36.4%45.5%
Expected Move12.1%10.5%13.4%10.5%13.1%
HV 20d31.0%27.8%32.5%27.8%29.7%
HV 60d34.7%32.9%36.5%35.0%32.9%
IV Rank13.0%8.9%16.9%8.9%15.9%
IV Percentile19.5%4.0%35.7%4.0%33.3%
Term Structure2.5%-4.8%10.0%4.1%-3.9%
VWIV39.3%26.9%48.0%44.4%41.4%
Skew 25d6.9%-4.2%15.4%-4.2%6.2%
Skew 10d6.7%-15.1%27.4%-5.4%-8.6%
Call IV 25d36.1%29.6%41.9%36.7%40.0%
Put IV 25d43.0%32.6%47.8%32.6%46.2%
Bid-Ask Spread %93.1274.63112.50108.9389.19
Gamma HHI0.470.410.540.460.48
Net GEX203.4K93.9K287.0K93.9K251.9K
Net DEX-2.1M-9.7M1.8M-9.7M-4.1M
Net VEX-95.9K-100.5K-87.1K-87.1K-95.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.730.0020.000.620.28
Total Volume411.26313,2511,30323
Total OI22,158.84218,83223,06118,83222,687

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$28.28$25.0036.4%10.5%27.8%8.9%0.0%-4.2%4.1%93.9K-9.7M-87.1K0.62108.93N/AN/A80350010,1608,672
2023-04-04$26.98$25.0046.9%13.4%32.4%16.9%44.4%14.6%-2.9%118.3K-5.9M-96.3K0.49112.50N/AN/A81240010,9579,172
2023-04-05$26.33$25.0039.9%11.4%32.5%11.5%0.0%3.6%7.3%131.9K-3.9M-100.5K0.00110.51N/AN/A9011,7689,572
2023-04-06$26.20$25.0043.7%12.3%32.3%14.4%35.6%2.7%4.9%147.8K-3.3M-99.2K1.0074.63N/AN/A2211,7679,572
2023-04-10$26.12$25.0040.4%12.4%30.8%12.0%48.0%4.9%1.8%145.7K-2.4M-96.5K0.0075.37N/AN/A0111,7689,572
2023-04-11$26.07$25.0038.3%12.1%30.5%10.3%42.0%5.6%9.5%161.8K-2.3M-94.0K0.4388.62N/AN/A1,28455111,7689,573
2023-04-12$25.00$25.0042.6%12.2%31.6%13.6%35.0%14.3%7.1%183.2K936.1K-97.6K0.3396.41N/AN/A3112,86810,124
2023-04-13$25.40$25.0042.0%12.0%32.4%13.2%39.4%5.3%3.1%179.7K-86.4K-97.5K0.0890.26N/AN/A24212,87110,105
2023-04-14$25.40$25.0041.2%11.8%31.3%12.5%0.0%6.5%6.9%194.3K-124.5K-97.6K20.0086.88N/AN/A12012,87510,105
2023-04-17$25.23$25.0040.2%11.5%31.0%11.8%45.0%13.9%10.0%222.6K467.2K-95.4K0.0086.19N/AN/A03,25112,87410,105
2023-04-18$25.19$25.0040.6%11.6%30.8%12.1%0.0%8.7%2.3%232.4K900.3K-99.3K0.0096.00N/AN/A0112,87410,187
2023-04-19$25.18$25.0039.7%11.4%30.0%11.4%0.0%12.8%2.9%241.0K1.8M-91.1K0.0890.83N/AN/A12112,8749,934
2023-04-20$25.43$25.0040.0%11.5%30.5%11.7%26.9%15.4%2.3%255.9K926.0K-91.7K0.0086.57N/AN/A1012,8759,933
2023-04-21$26.05$25.0041.8%12.0%31.6%13.0%40.7%-1.5%-0.9%240.7K-2.9M-97.4K0.0095.95N/AN/A16012,8769,933
2023-04-24$26.14$25.0043.0%12.3%31.3%13.9%40.9%3.1%0.1%251.1K-3.3M-97.8K1.0095.13N/AN/A8812,7369,877
2023-04-25$25.65$25.0042.8%12.3%31.0%13.8%32.9%7.7%-4.5%275.1K-1.2M-95.6K0.47100.71N/AN/A452112,7449,885
2023-04-26$25.63$25.0042.9%12.3%30.9%13.9%38.7%7.0%-4.8%287.0K-1.3M-96.0K1.5092.07N/AN/A2312,7899,886
2023-04-27$26.26$25.0046.2%13.2%30.3%16.4%0.0%5.1%2.9%250.1K-3.5M-95.4K1.3392.56N/AN/A3412,7919,889
2023-04-28$26.40$25.0045.5%13.1%29.7%15.9%41.4%6.2%-3.9%251.9K-4.1M-95.8K0.2889.19N/AN/A18512,7949,893