CAMT Options History — July 2023

In July 2023, CAMT traded between $33.17 and $47.73. ATM implied volatility averaged 41.2%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 17.0% (HV 20d: 58.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.44.

Notable Days

  • 2023-07-13: Highest Volume — 7,025 contracts
  • 2023-07-10: Largest IV spike — 55.5% change
  • 2023-07-28: Highest IV Rank — 23.6%
  • 2023-07-28: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.54$33.17$47.73$35.12$47.44
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV41.2%27.2%55.6%41.0%40.9%
Expected Move12.0%8.4%15.9%11.8%11.7%
HV 20d58.2%34.3%72.3%34.3%71.0%
HV 60d43.6%33.2%50.0%33.2%50.0%
IV Rank12.5%1.9%23.6%12.4%12.3%
IV Percentile34.4%0.4%84.5%30.2%32.1%
Term Structure-1.2%-12.1%17.2%-0.0%4.7%
VWIV43.3%34.3%59.1%34.4%40.7%
Skew 25d4.2%-6.0%29.9%-4.0%4.0%
Skew 10d11.6%-10.4%40.1%-6.6%26.1%
Call IV 25d40.8%30.7%58.6%41.9%38.7%
Put IV 25d45.0%26.7%62.6%37.9%42.6%
Bid-Ask Spread %95.3983.03108.6298.0189.55
Gamma HHI0.230.200.290.290.21
Net GEX834.8K457.5K1.1M457.5K1.1M
Net DEX-57.5M-88.2M-25.4M-34.5M-86.5M
Net VEX-191.1K-244.2K-108.3K-108.3K-239.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.004.000.010.04
Total Volume1,509.6577,0254,011144
Total OI32,709.6525,88837,56725,88837,567

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$35.12$30.0041.0%11.8%34.3%12.4%0.0%-4.0%-0.0%457.5K-34.5M-108.3K0.0198.01N/AN/A3,9753615,69110,197
2023-07-05$33.73$30.0029.3%8.4%38.6%3.4%34.4%-4.0%17.2%486.7K-26.6M-148.8K3.00108.62N/AN/A41218,09110,211
2023-07-06$33.17$30.0027.2%10.5%38.8%1.9%34.8%-2.3%3.7%461.8K-25.4M-150.2K4.0092.01N/AN/A31218,09210,226
2023-07-07$33.47$30.0034.1%12.8%37.0%7.1%47.2%-4.9%-12.1%476.7K-26.6M-154.1K0.0097.45N/AN/A7018,09610,227
2023-07-10$33.99$30.0053.0%11.5%37.1%21.6%59.1%-1.9%-10.4%505.2K-28.8M-147.0K0.0097.01N/AN/A1,508018,10310,237
2023-07-11$33.71$30.0032.3%11.4%37.0%5.7%0.0%2.9%0.4%529.2K-27.8M-154.4K0.0096.00N/AN/A17018,81110,237
2023-07-12$33.94$30.0038.4%11.0%34.4%10.4%38.4%-2.2%-0.6%561.7K-29.6M-149.4K0.0094.46N/AN/A18018,80610,237
2023-07-13$40.03$30.0042.6%12.2%67.4%13.7%43.5%6.1%-2.9%666.3K-53.7M-142.2K0.0290.69N/AN/A6,86316218,80210,237
2023-07-14$41.24$30.0042.5%12.2%67.3%13.5%37.9%12.0%-4.9%1.0M-65.0M-216.6K0.0197.75N/AN/A5,7726324,09310,382
2023-07-17$43.38$30.0041.8%12.0%68.7%13.0%42.3%-3.6%-6.7%987.1K-68.9M-195.5K0.0293.65N/AN/A317622,80110,430
2023-07-18$44.48$30.0034.7%10.0%67.4%7.6%34.3%-6.0%4.2%989.2K-74.8M-188.1K0.0195.32N/AN/A1,1251023,01810,436
2023-07-19$43.98$30.0041.4%11.9%67.8%12.7%48.6%6.8%-2.4%1.1M-74.3M-202.6K0.0085.83N/AN/A5,324324,04610,443
2023-07-20$42.03$30.0045.4%13.0%71.1%15.8%43.9%11.1%-5.9%1.1M-65.9M-215.0K0.0592.79N/AN/A3031624,94210,441
2023-07-21$44.33$30.0046.4%13.3%72.3%16.5%49.0%2.9%7.0%998.6K-74.0M-225.3K0.2883.03N/AN/A96526924,88810,431
2023-07-24$43.78$30.0045.9%13.2%71.4%16.1%46.7%19.6%-3.7%991.2K-70.5M-229.8K0.4199.36N/AN/A17725,20710,612
2023-07-25$44.03$30.0039.9%11.4%71.2%11.5%39.4%11.8%8.2%1.0M-71.1M-229.9K0.3497.48N/AN/A2,13372725,21110,613
2023-07-26$45.28$30.0042.4%12.2%70.6%13.5%47.0%3.4%-3.8%1.1M-78.3M-240.7K0.41102.94N/AN/A1335426,01311,314
2023-07-27$45.91$30.0048.8%14.0%70.3%18.4%43.9%29.9%-8.1%1.1M-80.3M-241.2K0.01101.45N/AN/A142126,08811,365
2023-07-28$47.73$30.0055.6%15.9%70.6%23.6%48.2%2.7%-7.4%1.1M-88.2M-244.2K0.1894.40N/AN/A38726,18511,366
2023-07-31$47.44$30.0040.9%11.7%71.0%12.3%40.7%4.0%4.7%1.1M-86.5M-239.0K0.0489.55N/AN/A138626,20011,367