CAMT Options History — June 2023

In June 2023, CAMT traded between $28.70 and $35.91. ATM implied volatility averaged 39.2%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 4.1% (HV 20d: 35.1%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2023-06-08: Highest Volume — 3,952 contracts
  • 2023-06-14: Largest IV drop — 56.2% change
  • 2023-06-13: Highest IV Rank — 34.8%
  • 2023-06-16: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.11$28.70$35.91$29.02$35.91
Max Pain$26.31$22.50$30.00$25.00$30.00
ATM IV39.2%29.0%70.3%36.3%34.5%
Expected Move10.1%8.3%13.0%10.4%9.9%
HV 20d35.1%32.3%38.9%38.9%33.1%
HV 60d33.0%32.1%34.8%32.4%33.2%
IV Rank11.0%3.2%34.8%8.8%7.5%
IV Percentile21.2%0.8%93.3%7.1%7.5%
Term Structure5.8%-6.4%22.1%-0.5%3.6%
VWIV35.4%21.0%49.4%36.7%34.5%
Skew 25d6.5%-27.8%71.3%-2.9%8.6%
Skew 10d7.0%-38.3%80.4%-9.2%10.0%
Call IV 25d32.6%19.8%65.5%40.9%24.2%
Put IV 25d39.1%27.2%107.6%38.0%32.8%
Bid-Ask Spread %95.1568.78110.22101.6796.68
Gamma HHI0.270.240.350.330.28
Net GEX271.9K112.3K389.5K121.2K389.5K
Net DEX-17.5M-32.1M-5.2M-5.2M-32.1M
Net VEX-112.3K-129.6K-89.4K-94.0K-103.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.005.005.000.13
Total Volume454.52403,952182,119
Total OI21,917.66717,10424,00917,10423,979

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$29.02$25.0036.3%10.4%38.9%8.8%36.7%-2.9%-0.5%121.2K-5.2M-94.0K5.00101.67N/AN/A3159,5057,599
2023-06-02$28.70$25.0033.8%9.7%38.2%6.9%0.0%71.3%-2.1%112.3K-5.2M-93.2K0.00103.14N/AN/A009,5087,614
2023-06-05$29.09$25.0031.7%9.2%35.9%5.3%32.3%18.0%8.0%127.3K-5.3M-93.2K0.0097.74N/AN/A809,5087,614
2023-06-06$29.90$25.0031.5%9.2%36.1%5.1%32.0%7.0%9.3%144.7K-6.6M-92.8K0.0099.78N/AN/A209,5257,614
2023-06-07$31.02$25.0048.4%9.9%37.9%18.0%35.2%-3.1%12.1%147.5K-11.9M-89.4K0.4295.89N/AN/A8773649,5247,614
2023-06-08$30.88$25.0041.0%9.8%35.5%12.4%21.0%12.5%5.5%190.3K-10.6M-100.4K0.52101.44N/AN/A2,6041,34810,4278,034
2023-06-09$31.43$25.0046.8%10.1%35.2%16.8%49.1%1.7%6.7%247.9K-14.9M-126.3K0.0091.81N/AN/A11013,0159,334
2023-06-12$32.73$22.5048.4%10.2%37.0%18.0%33.6%5.6%4.9%293.4K-20.1M-115.5K0.4890.17N/AN/A1,23860013,0269,334
2023-06-13$33.29$22.5070.3%9.1%34.7%34.8%34.5%5.3%8.7%313.4K-21.8M-129.6K0.0494.13N/AN/A49214,0179,934
2023-06-14$32.91$22.5030.8%8.8%35.4%4.6%34.1%6.4%6.3%338.7K-21.9M-125.1K0.0383.14N/AN/A108314,0379,936
2023-06-15$33.23$30.0031.4%9.0%35.4%5.1%31.4%7.5%6.0%344.0K-23.0M-124.1K0.7268.78N/AN/A181314,0579,939
2023-06-16$32.44$25.0045.3%13.0%36.5%15.7%33.4%3.3%7.0%309.4K-19.2M-126.9K0.0098.00N/AN/A19014,0629,947
2023-06-20$32.46$25.0037.6%10.8%35.7%9.8%37.0%4.0%22.1%291.9K-18.5M-127.8K0.0989.62N/AN/A11114,0079,936
2023-06-21$32.64$25.0029.0%8.3%32.9%3.2%0.0%13.0%8.7%342.8K-20.4M-119.8K0.0094.14N/AN/A0013,9989,937
2023-06-22$32.60$25.0040.5%11.6%32.6%12.0%36.5%6.0%5.7%310.1K-19.6M-126.5K0.0080.24N/AN/A0613,9989,937
2023-06-23$31.75$30.0035.8%10.3%34.1%8.4%49.4%16.3%-6.4%324.5K-16.7M-114.5K1.00101.44N/AN/A1113,9989,943
2023-06-26$31.69$30.0037.0%10.6%32.5%9.3%37.9%-1.5%8.7%285.9K-16.4M-125.1K1.83100.34N/AN/A61113,9999,944
2023-06-27$33.16$30.0044.7%12.8%32.3%15.2%0.0%-7.7%-3.0%313.9K-21.1M-117.9K0.00110.22N/AN/A50014,0029,955
2023-06-28$34.21$30.0035.4%10.2%33.5%8.2%35.3%-7.4%7.8%372.9K-26.0M-112.8K0.00107.70N/AN/A9014,0029,955
2023-06-29$35.30$30.0032.9%9.4%33.3%6.2%32.9%-27.8%3.4%388.8K-31.5M-98.8K0.6692.03N/AN/A291914,0029,955
2023-06-30$35.91$30.0034.5%9.9%33.1%7.5%34.5%8.6%3.6%389.5K-32.1M-103.9K0.1396.68N/AN/A1,88323614,0069,973