CAMT Options History — September 2023

In September 2023, CAMT traded between $54.61 and $63.91. ATM implied volatility averaged 49.8%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded below realized volatility by 7.4% (HV 20d: 57.3%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.39.

Notable Days

  • 2023-09-19: Highest Volume — 7,278 contracts
  • 2023-09-05: Largest IV spike — 42.7% change
  • 2023-09-11: Highest IV Rank — 32.4%
  • 2023-09-27: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.23$54.61$63.91$60.36$62.31
Max Pain$54.75$50.00$55.00$50.00$55.00
ATM IV49.8%36.1%68.8%36.1%48.7%
Expected Move13.3%10.4%14.5%10.4%14.0%
HV 20d57.3%48.3%63.4%55.7%52.1%
HV 60d56.8%55.0%59.0%55.0%59.0%
IV Rank19.9%6.9%32.4%6.9%21.0%
IV Percentile69.4%13.5%94.8%13.5%71.8%
Term Structure1.9%-7.5%14.9%12.3%-0.6%
VWIV47.6%36.8%56.8%36.8%48.3%
Skew 25d-0.5%-8.2%6.2%1.7%4.8%
Skew 10d4.3%-21.3%94.2%94.2%10.0%
Call IV 25d48.5%38.7%58.5%38.7%47.8%
Put IV 25d48.0%40.4%52.6%40.4%52.6%
Bid-Ask Spread %71.9454.79100.21100.2168.23
Gamma HHI0.190.170.230.210.19
Net GEX1.3M1.1M1.6M1.2M1.5M
Net DEX-124.6M-152.4M-109.0M-133.4M-145.8M
Net VEX-290.1K-362.2K-244.3K-249.4K-316.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.002.240.282.24
Total Volume690.6497,278114929
Total OI36,875.833,29140,41034,87739,721

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$60.36$50.0036.1%10.4%55.7%6.9%36.8%1.7%12.3%1.2M-133.4M-249.4K0.28100.21N/AN/A892527,3287,549
2023-09-05$58.28$55.0051.5%13.8%58.2%19.0%46.2%6.2%0.3%1.2M-121.8M-282.0K0.6476.66N/AN/A442827,3387,552
2023-09-06$57.69$55.0062.1%11.5%58.5%27.2%44.3%-3.1%14.9%1.2M-122.2M-256.6K0.3883.33N/AN/A1214627,3477,553
2023-09-07$56.59$55.0050.8%13.7%59.4%18.4%42.4%0.1%1.9%1.3M-116.7M-264.6K0.4079.52N/AN/A1194727,4017,579
2023-09-08$57.11$55.0056.9%13.2%58.7%23.1%45.9%0.4%-2.1%1.3M-118.0M-267.2K0.1167.90N/AN/A44527,4597,590
2023-09-11$57.28$55.0068.8%14.3%57.4%32.4%43.8%3.3%-6.8%1.3M-119.4M-263.2K0.3757.61N/AN/A782927,4817,594
2023-09-12$59.33$55.0056.0%13.9%58.0%22.4%49.2%-1.6%1.8%1.3M-129.9M-244.3K0.3561.97N/AN/A933327,5107,607
2023-09-13$58.78$55.0045.3%13.0%58.3%14.1%45.6%0.7%4.9%1.3M-125.0M-260.1K0.4381.00N/AN/A1466327,5357,624
2023-09-14$55.91$55.0047.9%13.7%62.1%17.1%48.6%-1.5%3.6%1.3M-112.6M-271.2K0.9572.07N/AN/A10610127,6287,662
2023-09-15$56.15$55.0043.1%12.4%59.9%15.5%45.7%-8.2%3.8%1.1M-116.4M-253.1K0.3487.80N/AN/A953227,6127,749
2023-09-18$56.62$55.0044.8%12.8%59.3%17.2%46.7%-1.0%3.6%1.1M-112.6M-251.9K0.3571.20N/AN/A853026,3537,667
2023-09-19$56.75$55.0043.8%12.6%56.3%16.2%46.9%1.2%-7.5%1.1M-109.0M-252.0K0.0078.62N/AN/A7,270825,6097,682
2023-09-20$55.99$55.0046.4%13.3%56.5%18.8%56.8%-1.9%2.3%1.6M-119.2M-341.1K0.0068.65N/AN/A1,196432,6377,687
2023-09-21$54.61$55.0046.3%13.3%54.5%18.7%50.7%-5.6%1.6%1.5M-111.6M-338.8K0.2964.64N/AN/A421232,7177,688
2023-09-22$56.97$55.0047.5%13.6%56.1%19.8%47.3%0.7%1.5%1.5M-123.9M-346.7K0.0166.02N/AN/A715932,7177,693
2023-09-25$61.15$55.0049.3%14.1%60.7%21.6%50.4%-0.7%1.9%1.5M-141.8M-362.2K0.0254.79N/AN/A1,5503032,5917,694
2023-09-26$58.45$55.0050.6%14.5%63.4%22.8%54.6%-7.0%-2.8%1.5M-126.9M-328.1K0.2863.25N/AN/A541531,7207,703
2023-09-27$60.32$55.0050.6%14.5%48.3%22.9%51.3%-0.3%6.4%1.5M-133.9M-330.0K0.2969.86N/AN/A1243631,7207,709
2023-09-28$63.91$55.0050.1%14.4%52.1%22.4%50.4%1.6%-3.8%1.5M-152.4M-323.9K0.1765.49N/AN/A3085131,7787,732
2023-09-29$62.31$55.0048.7%14.0%52.1%21.0%48.3%4.8%-0.6%1.5M-145.8M-316.5K2.2468.23N/AN/A28764231,9447,777