CAMT Options History — October 2023

In October 2023, CAMT traded between $50.02 and $63.35. ATM implied volatility averaged 58.6%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded below realized volatility by 5.3% (HV 20d: 63.9%). Max pain ranged from $30.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 6.06.

Notable Days

  • 2023-10-23: Highest Volume — 1,576 contracts
  • 2023-10-09: Largest IV spike — 26.4% change
  • 2023-10-23: Highest IV Rank — 45.6%
  • 2023-10-23: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.78$50.02$63.35$60.81$52.52
Max Pain$34.09$30.00$60.00$60.00$30.00
ATM IV58.6%46.9%73.9%51.3%64.5%
Expected Move16.5%13.1%21.2%14.7%18.5%
HV 20d63.9%51.9%73.7%52.7%64.8%
HV 60d57.0%50.8%59.9%59.4%58.5%
IV Rank30.7%19.2%45.6%23.6%36.4%
IV Percentile90.5%63.9%98.8%82.1%96.0%
Term Structure-3.1%-12.1%5.9%0.6%-6.7%
VWIV56.0%40.0%66.5%50.1%64.1%
Skew 25d7.0%-4.2%21.5%2.5%10.3%
Skew 10d12.4%-2.1%47.6%0.7%42.7%
Call IV 25d54.3%37.9%63.9%51.1%63.9%
Put IV 25d61.3%53.3%74.2%53.7%74.2%
Bid-Ask Spread %81.4067.76101.3867.7681.96
Gamma HHI0.180.170.190.180.18
Net GEX1.5M1.3M1.6M1.5M1.4M
Net DEX-112.8M-145.9M-77.0M-136.7M-88.8M
Net VEX-296.3K-323.1K-261.6K-323.1K-265.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.060.0565.250.050.75
Total Volume462.682661,5761,164624
Total OI39,442.72737,90240,20040,20038,185

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$60.81$60.0051.3%14.7%52.7%23.6%50.1%2.5%0.6%1.5M-136.7M-323.1K0.0567.76N/AN/A1,1075732,0708,130
2023-10-03$59.28$60.0054.1%15.5%51.9%26.3%55.0%2.3%-1.7%1.5M-126.8M-313.6K0.0768.52N/AN/A4032731,4708,181
2023-10-04$61.10$60.0055.5%15.9%52.8%27.7%53.1%-0.9%-7.3%1.5M-136.6M-315.6K0.2072.61N/AN/A1723531,6328,185
2023-10-05$61.08$30.0054.6%13.1%52.1%26.8%47.7%11.3%2.6%1.5M-137.5M-299.4K1.3782.61N/AN/A14019231,6608,199
2023-10-06$63.35$30.0052.3%13.9%53.4%24.5%51.5%2.8%-1.8%1.6M-145.9M-317.4K2.8779.25N/AN/A5315231,7548,249
2023-10-09$57.50$30.0066.1%16.2%64.6%38.0%55.8%21.5%1.4%1.5M-116.5M-312.1K0.72101.38N/AN/A32923731,7568,307
2023-10-10$60.23$30.0052.1%15.3%65.5%24.4%53.7%-4.2%-7.7%1.5M-132.2M-308.9K0.2876.17N/AN/A41011631,5968,402
2023-10-11$59.39$30.0046.9%13.4%65.6%19.2%53.9%15.2%5.9%1.5M-126.0M-309.8K6.3390.77N/AN/A95731,4368,458
2023-10-12$63.14$30.0051.4%14.7%66.1%23.7%47.4%10.7%-2.9%1.6M-143.3M-309.8K1.9176.01N/AN/A25248131,4358,491
2023-10-13$60.09$30.0062.7%18.0%69.0%34.7%61.2%2.6%-12.0%1.6M-130.3M-309.3K1.0286.59N/AN/A808231,5938,516
2023-10-16$59.99$30.0053.9%15.5%69.0%26.1%55.8%2.4%-3.0%1.5M-127.5M-305.2K0.9879.08N/AN/A868431,5648,557
2023-10-17$59.42$30.0052.6%15.1%69.1%24.8%54.4%4.1%-2.7%1.5M-124.8M-293.7K0.9781.00N/AN/A777531,5518,580
2023-10-18$58.41$30.0054.0%15.5%69.3%26.2%51.4%2.9%-3.6%1.5M-120.6M-294.2K0.6280.82N/AN/A18611631,5568,571
2023-10-19$54.31$30.0058.5%16.8%73.7%30.5%57.6%6.4%-6.8%1.4M-96.9M-278.7K1.9380.69N/AN/A9418131,5878,555
2023-10-20$52.52$30.0062.9%18.0%72.8%34.9%64.4%10.0%-8.9%1.3M-92.9M-294.0K0.5972.49N/AN/A36321331,6128,581
2023-10-23$50.86$30.0073.9%21.2%67.7%45.6%61.1%5.7%-12.1%1.4M-82.2M-280.2K14.9285.16N/AN/A991,47730,6148,216
2023-10-24$52.88$30.0063.5%18.2%68.4%35.5%65.1%10.8%3.4%1.4M-91.6M-291.4K16.7276.97N/AN/A651,08730,6467,842
2023-10-25$51.09$30.0064.0%18.3%67.7%36.0%63.9%6.2%-0.8%1.4M-84.6M-281.5K5.7886.01N/AN/A4626630,6957,207
2023-10-26$50.61$30.0064.0%18.4%63.1%36.0%66.5%3.5%-1.9%1.3M-79.9M-276.4K9.2781.65N/AN/A2624130,7267,224
2023-10-27$50.02$30.0064.3%18.4%62.8%36.3%58.2%9.8%4.2%1.3M-77.0M-261.6K65.2590.49N/AN/A426130,7367,305
2023-10-30$50.66$30.0066.3%19.0%63.2%38.3%40.0%17.2%-5.7%1.3M-82.9M-276.9K0.6392.84N/AN/A724530,7397,371
2023-10-31$52.52$30.0064.5%18.5%64.8%36.4%64.1%10.3%-6.7%1.4M-88.8M-265.4K0.7581.96N/AN/A35626830,7847,401