CAMT Options History — May 2023

In May 2023, CAMT traded between $25.77 and $29.57. ATM implied volatility averaged 40.1%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 8.3% (HV 20d: 31.8%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.17.

Notable Days

  • 2023-05-10: Highest Volume — 1,004 contracts
  • 2023-05-08: Largest IV drop — 41.8% change
  • 2023-05-05: Highest IV Rank — 27.7%
  • 2023-05-01: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.65$25.77$29.57$26.58$29.07
Max Pain$23.52$22.50$25.00$25.00$25.00
ATM IV40.1%28.5%61.0%49.6%37.0%
Expected Move11.4%8.2%14.2%14.2%10.6%
HV 20d31.8%24.8%39.0%29.2%38.8%
HV 60d31.3%29.7%33.1%30.0%32.5%
IV Rank11.7%2.8%27.7%19.0%9.3%
IV Percentile20.7%0.4%86.5%51.6%9.1%
Term Structure-1.0%-11.0%7.1%-8.0%-2.4%
VWIV39.6%32.1%48.9%48.9%40.8%
Skew 25d9.4%-5.9%50.9%5.7%50.9%
Skew 10d15.2%-4.5%63.4%6.6%63.4%
Call IV 25d35.5%30.7%47.3%44.6%47.3%
Put IV 25d44.9%27.4%98.2%50.3%98.2%
Bid-Ask Spread %88.5055.38104.5590.37101.56
Gamma HHI0.370.210.520.470.33
Net GEX166.3K-42.3K377.0K253.6K122.0K
Net DEX-6.6M-15.1M115.4K-4.2M-5.4M
Net VEX-90.3K-96.0K-84.9K-94.0K-94.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.170.0014.930.000.08
Total Volume102.40901,004613
Total OI21,032.86415,96323,72222,70317,108

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$26.58$25.0049.6%14.2%29.2%19.0%0.0%5.7%-8.0%253.6K-4.2M-94.0K0.0090.37N/AN/A6012,8059,898
2023-05-02$26.09$25.0048.9%14.0%29.7%18.5%48.9%13.5%-6.6%281.2K-2.5M-90.8K0.1492.81N/AN/A7112,8119,898
2023-05-03$26.32$25.0049.0%14.0%25.2%18.5%0.0%15.6%-5.6%276.9K-3.8M-91.4K0.0099.21N/AN/A2012,8089,897
2023-05-04$25.77$22.5049.5%12.7%24.8%18.9%45.8%4.7%-5.7%307.3K-1.1M-86.5K0.0071.64N/AN/A2012,8109,897
2023-05-05$26.85$22.5061.0%13.2%28.9%27.7%35.1%9.0%-11.0%227.9K-5.7M-91.3K0.0085.38N/AN/A3012,8109,897
2023-05-08$27.56$22.5035.5%11.2%30.2%8.2%38.2%8.5%2.4%185.5K-8.5M-92.7K0.0478.56N/AN/A27112,8119,897
2023-05-09$27.62$22.5033.4%12.3%30.1%6.5%39.8%11.5%2.4%202.1K-9.9M-91.3K2.6085.90N/AN/A205212,8069,898
2023-05-10$26.77$22.5045.1%12.9%28.2%15.5%0.0%11.1%-3.1%294.4K-6.0M-86.6K0.5497.90N/AN/A65035412,8089,910
2023-05-11$26.56$22.5041.0%11.8%28.1%12.4%0.0%6.1%0.4%377.0K-5.4M-89.6K4.0055.38N/AN/A1413,45810,264
2023-05-12$26.77$22.5041.8%12.0%28.1%13.0%0.0%11.0%-1.5%292.3K-8.1M-86.7K0.0085.12N/AN/A0013,45910,064
2023-05-15$28.02$22.5034.4%9.9%31.7%7.4%0.0%10.3%3.3%67.5K-11.6M-89.2K0.0082.94N/AN/A0013,45910,064
2023-05-16$28.16$22.5034.8%10.0%31.6%7.6%35.1%6.1%3.0%49.1K-12.3M-89.8K0.0080.65N/AN/A1013,45910,064
2023-05-17$28.36$22.5033.2%9.5%31.5%6.4%0.0%3.9%1.6%50.6K-13.2M-90.6K0.0099.72N/AN/A6013,46010,064
2023-05-18$29.10$22.5033.4%9.6%32.3%6.5%0.0%-1.3%2.7%-42.3K-15.1M-91.6K0.1068.01N/AN/A20213,46010,064
2023-05-19$28.66$22.5033.6%9.6%32.5%6.7%33.7%-4.9%7.1%119.6K-13.8M-90.3K0.0072.20N/AN/A23013,46410,066
2023-05-22$27.78$22.5043.1%12.4%34.9%14.1%43.9%-5.9%-8.1%99.1K-1.8M-84.9K14.9394.77N/AN/A274039,0746,889
2023-05-23$27.59$25.0028.5%8.2%34.2%2.8%32.1%11.7%3.0%77.4K-1.5M-90.6K0.2099.83N/AN/A1029,1017,392
2023-05-24$27.23$25.0040.2%11.5%34.7%11.8%0.0%11.4%2.7%78.3K115.4K-86.7K0.00104.55N/AN/A109,1117,394
2023-05-25$28.23$25.0032.1%9.2%35.9%5.6%39.0%5.8%-0.0%95.1K-3.0M-89.7K0.3397.18N/AN/A1249,1117,394
2023-05-26$29.57$25.0037.8%10.8%39.0%9.9%37.8%16.2%2.2%120.4K-5.9M-92.4K0.53102.20N/AN/A3832029,1217,396
2023-05-30$29.55$25.0039.4%11.3%39.0%11.2%44.3%5.8%0.0%124.3K-6.2M-96.0K0.00101.07N/AN/A1409,5047,598
2023-05-31$29.07$25.0037.0%10.6%38.8%9.3%40.8%50.9%-2.4%122.0K-5.4M-94.7K0.08101.56N/AN/A1219,5107,598