CAMT Options History — August 2023

In August 2023, CAMT traded between $44.41 and $61.00. ATM implied volatility averaged 40.7%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 9.4% (HV 20d: 50.1%). Max pain ranged from $30.00 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.72.

Notable Days

  • 2023-08-22: Highest Volume — 4,675 contracts
  • 2023-08-09: Largest IV drop — 21.0% change
  • 2023-08-29: Highest IV Rank — 17.4%
  • 2023-08-29: Largest Expected Move — 14.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.49$44.41$61.00$47.23$61.00
Max Pain$44.13$30.00$50.00$30.00$50.00
ATM IV40.7%31.3%49.6%39.9%45.7%
Expected Move11.7%9.0%14.2%11.4%13.1%
HV 20d50.1%32.5%70.1%70.1%55.5%
HV 60d50.4%48.9%55.1%49.7%55.1%
IV Rank11.9%5.0%17.4%11.6%14.4%
IV Percentile33.8%2.4%73.0%25.4%57.1%
Term Structure1.1%-8.5%10.1%1.2%4.5%
VWIV43.1%36.3%62.4%39.4%43.4%
Skew 25d0.3%-12.5%13.9%-1.1%2.6%
Skew 10d2.1%-14.5%24.4%-10.6%24.4%
Call IV 25d44.6%35.2%62.3%41.0%53.4%
Put IV 25d44.9%32.1%58.4%39.9%56.0%
Bid-Ask Spread %91.4781.66108.2088.1897.67
Gamma HHI0.230.200.270.220.20
Net GEX1.2M989.9K1.2M1.2M1.1M
Net DEX-90.9M-138.8M-73.4M-87.8M-138.8M
Net VEX-229.4K-260.1K-209.3K-228.1K-249.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.005.130.104.03
Total Volume768.26154,6751483,595
Total OI35,747.56530,00837,60537,56436,382

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$47.23$30.0039.9%11.4%70.1%11.6%39.4%-1.1%1.2%1.2M-87.8M-228.1K0.1088.18N/AN/A1351326,19511,369
2023-08-02$45.87$30.0041.5%11.9%69.0%12.8%43.5%1.8%-0.3%1.2M-81.2M-230.7K0.1788.63N/AN/A24426,12311,373
2023-08-03$47.17$45.0040.3%11.2%68.1%11.9%42.2%3.3%2.7%1.1M-86.8M-231.4K0.0098.07N/AN/A34026,14411,376
2023-08-04$46.94$45.0037.6%11.2%68.5%9.8%36.3%4.0%1.9%1.1M-85.6M-228.9K0.3199.40N/AN/A26826,11411,376
2023-08-07$47.75$45.0038.6%11.7%68.5%10.6%39.0%2.3%-0.1%1.2M-89.6M-222.6K0.2594.89N/AN/A1223026,11711,378
2023-08-08$47.64$45.0039.6%11.9%68.2%11.3%0.0%-0.9%-1.1%1.2M-87.4M-218.9K0.0089.07N/AN/A15026,12111,408
2023-08-09$48.02$45.0031.3%9.0%68.2%5.0%50.9%-8.1%7.9%1.2M-90.8M-220.6K0.00108.20N/AN/A61026,12311,408
2023-08-10$47.28$45.0035.7%10.2%41.0%8.4%37.7%-0.8%8.3%1.2M-87.8M-220.6K4.0090.03N/AN/A1426,12411,408
2023-08-11$46.16$45.0041.9%12.0%41.7%13.1%40.4%5.3%2.8%1.2M-83.2M-223.0K0.2591.87N/AN/A8226,12511,408
2023-08-14$46.26$45.0038.1%10.9%38.2%10.2%42.7%0.6%10.1%1.2M-82.7M-226.8K5.1391.13N/AN/A84126,13111,407
2023-08-15$46.27$45.0040.5%11.6%37.3%12.1%38.1%3.3%-2.4%1.1M-83.1M-221.2K0.5086.81N/AN/A8426,13511,414
2023-08-16$45.99$45.0036.9%10.6%37.1%9.3%0.0%1.9%4.2%1.2M-79.0M-232.3K0.0083.76N/AN/A5026,13811,415
2023-08-17$44.41$45.0038.2%10.9%35.5%10.2%62.4%-11.2%5.5%1.2M-73.4M-219.7K0.0499.07N/AN/A81326,13811,415
2023-08-18$45.97$45.0042.1%12.1%32.5%13.2%40.8%2.3%-0.4%1.1M-80.3M-219.0K0.1391.65N/AN/A2963826,18711,418
2023-08-21$48.83$45.0041.1%11.8%38.0%12.5%41.5%13.9%-0.4%1.2M-79.5M-209.3K0.5093.30N/AN/A2,0391,02423,1506,858
2023-08-22$49.86$45.0041.4%11.9%38.4%12.7%44.6%-3.2%-4.7%1.1M-82.4M-221.1K0.1084.03N/AN/A4,24243323,2447,853
2023-08-23$52.65$45.0041.5%11.9%41.5%12.8%42.2%1.6%-0.7%1.2M-94.1M-242.7K0.0889.35N/AN/A1461224,1438,273
2023-08-24$52.12$45.0041.5%11.9%41.8%12.8%45.0%-2.6%2.9%1.2M-92.2M-241.5K0.1585.90N/AN/A1322024,1848,293
2023-08-25$51.92$45.0041.6%11.9%40.2%12.9%37.8%3.3%0.5%1.2M-92.2M-233.3K0.0985.53N/AN/A2492224,2828,306
2023-08-28$51.63$45.0042.4%12.1%40.1%11.8%41.2%-3.4%-4.0%1.2M-90.9M-235.9K0.5591.79N/AN/A57031524,3948,315
2023-08-29$58.22$45.0049.6%14.2%57.3%17.4%50.0%3.4%-8.5%989.9K-116.6M-238.8K0.0481.66N/AN/A2,71110824,8828,593
2023-08-30$59.12$50.0048.1%13.8%55.3%16.3%46.9%-12.5%-4.7%1.2M-126.0M-260.1K0.1193.75N/AN/A97610526,8878,667
2023-08-31$61.00$50.0045.7%13.1%55.5%14.4%43.4%2.6%4.5%1.1M-138.8M-249.3K4.0397.67N/AN/A7152,88027,6728,710