CAMT Options History — November 2023

In November 2023, CAMT traded between $53.06 and $66.06. ATM implied volatility averaged 57.5%, placing in the 29.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 3.2% (HV 20d: 54.3%). Max pain ranged from $30.00 to $55.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.56.

Notable Days

  • 2023-11-10: Highest Volume — 3,039 contracts
  • 2023-11-27: Largest IV spike — 32.3% change
  • 2023-11-07: Highest IV Rank — 48.1%
  • 2023-11-01: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.34$53.06$66.06$53.06$63.00
Max Pain$40.95$30.00$55.00$30.00$55.00
ATM IV57.5%43.2%76.4%64.6%60.4%
Expected Move15.7%12.4%18.5%18.5%17.3%
HV 20d54.3%48.8%65.6%63.7%52.5%
HV 60d58.9%55.9%61.4%58.5%56.6%
IV Rank29.6%15.6%48.1%36.6%32.5%
IV Percentile83.4%50.0%98.8%96.0%88.9%
Term Structure-2.9%-11.9%5.0%-6.3%-7.2%
VWIV55.4%48.5%65.9%65.9%62.3%
Skew 25d7.6%-2.0%20.6%14.4%2.0%
Skew 10d13.8%-11.4%26.2%15.5%6.9%
Call IV 25d51.5%41.8%60.0%60.0%57.5%
Put IV 25d59.1%51.8%74.5%74.5%59.5%
Bid-Ask Spread %80.3263.2298.1076.6585.68
Gamma HHI0.200.180.200.180.19
Net GEX1.5M1.4M2.0M1.4M1.4M
Net DEX-121.4M-151.0M-93.5M-93.5M-112.9M
Net VEX-265.6K-286.8K-239.0K-286.8K-256.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.560.079.722.120.48
Total Volume642.2381113,039184142
Total OI37,027.61933,49140,96738,08333,879

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$53.06$30.0064.6%18.5%63.7%36.6%65.9%14.4%-6.3%1.4M-93.5M-286.8K2.1276.65N/AN/A5912530,6777,406
2023-11-02$55.08$35.0060.6%17.5%65.6%32.7%56.9%19.1%-5.0%1.4M-100.7M-273.1K9.7298.10N/AN/A3231130,6997,457
2023-11-03$56.73$35.0065.9%14.0%65.1%37.8%54.6%8.9%2.6%1.5M-108.8M-280.3K1.1774.69N/AN/A24728930,6987,516
2023-11-06$55.12$35.0075.3%15.6%56.3%47.0%54.5%8.0%1.8%1.5M-102.3M-268.9K1.7684.86N/AN/A11720630,7737,580
2023-11-07$56.16$35.0076.4%16.1%53.9%48.1%48.5%14.1%0.2%1.5M-107.9M-276.5K0.2875.95N/AN/A882530,8057,635
2023-11-08$58.02$35.0064.3%18.4%55.3%36.3%57.7%12.6%-11.0%1.5M-118.2M-274.7K2.4786.57N/AN/A327930,8667,639
2023-11-09$59.43$35.0056.8%16.3%51.1%28.9%58.1%6.9%-3.4%1.6M-123.2M-275.3K0.7072.18N/AN/A1027130,8567,676
2023-11-10$64.44$35.0057.2%16.4%56.1%29.3%57.3%12.2%-6.1%1.5M-149.5M-270.6K0.0776.46N/AN/A2,84219730,8827,716
2023-11-13$65.81$35.0062.2%17.8%56.4%34.2%62.5%7.3%-8.7%1.5M-149.4M-262.1K0.3563.22N/AN/A2,13973929,9357,730
2023-11-14$65.39$35.0048.3%13.8%56.3%20.6%51.8%-1.4%3.4%2.0M-151.0M-259.6K1.5486.66N/AN/A51879631,6248,348
2023-11-15$62.14$35.0054.2%15.5%59.3%26.4%54.1%6.9%1.7%1.9M-131.7M-280.1K0.2372.48N/AN/A3407931,7919,016
2023-11-16$61.84$35.0050.8%14.6%52.2%23.1%52.7%0.9%-0.3%1.8M-132.0M-259.3K1.9381.01N/AN/A8215831,8849,039
2023-11-17$61.44$35.0051.3%14.7%50.3%23.5%56.5%3.4%-1.6%1.4M-127.3M-272.2K5.0974.32N/AN/A2071,05331,9429,025
2023-11-20$60.55$45.0046.9%13.5%48.8%19.3%49.0%2.9%5.0%1.4M-102.2M-262.2K1.0176.64N/AN/A11011126,9136,578
2023-11-21$64.63$45.0053.5%15.3%51.8%25.7%54.2%3.6%-3.0%1.5M-122.4M-260.6K0.5971.13N/AN/A52831426,9976,628
2023-11-22$63.73$45.0045.0%12.9%49.9%17.4%51.1%7.5%-1.7%1.4M-120.9M-241.1K1.2381.59N/AN/A799727,1666,852
2023-11-24$64.25$55.0043.2%12.4%49.4%15.6%52.8%20.6%-5.3%1.6M-116.5M-268.5K0.6087.15N/AN/A804826,9056,868
2023-11-27$66.06$55.0057.1%16.4%48.8%29.2%53.5%6.8%-0.3%1.5M-125.9M-253.7K0.4883.42N/AN/A22110626,9126,847
2023-11-28$65.42$55.0057.0%16.4%49.6%29.2%57.1%-2.0%-3.5%1.5M-127.2M-239.0K0.5588.30N/AN/A19110527,0486,852
2023-11-29$65.77$55.0056.5%16.2%48.8%28.7%52.6%4.3%-11.9%1.5M-125.6M-257.2K0.4289.63N/AN/A29712527,0746,846
2023-11-30$63.00$55.0060.4%17.3%52.5%32.5%62.3%2.0%-7.2%1.4M-112.9M-256.0K0.4885.68N/AN/A964626,9226,957