CAMT Options History — December 2023

In December 2023, CAMT traded between $61.05 and $70.11. ATM implied volatility averaged 53.1%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 10.4% (HV 20d: 42.7%). Max pain ranged from $55.00 to $65.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.60.

Notable Days

  • 2023-12-27: Highest Volume — 4,318 contracts
  • 2023-12-13: Largest IV drop — 39.1% change
  • 2023-12-12: Highest IV Rank — 43.7%
  • 2023-12-01: Largest Expected Move — 20.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$64.86$61.05$70.11$62.30$69.69
Max Pain$62.75$55.00$65.00$55.00$65.00
ATM IV53.1%40.1%71.9%71.1%45.8%
Expected Move13.7%11.5%20.4%20.4%13.1%
HV 20d42.7%30.3%51.8%51.8%38.0%
HV 60d54.9%52.6%56.5%56.5%52.7%
IV Rank35.2%16.2%43.7%42.9%37.4%
IV Percentile68.3%29.0%97.2%97.2%56.0%
Term Structure1.2%-16.9%8.8%-16.9%1.5%
VWIV47.9%40.4%64.6%64.6%46.4%
Skew 25d4.0%-8.8%15.9%1.6%9.9%
Skew 10d12.9%-17.1%35.2%3.8%2.3%
Call IV 25d45.9%37.9%55.4%55.4%42.9%
Put IV 25d49.9%43.1%58.6%57.0%52.7%
Bid-Ask Spread %82.5367.92105.3095.2674.57
Gamma HHI0.220.190.270.200.19
Net GEX1.5M1.4M1.9M1.4M1.9M
Net DEX-109.1M-128.0M-83.9M-107.4M-128.0M
Net VEX-211.3K-254.9K-163.0K-249.2K-254.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.003.231.980.73
Total Volume722.25544,31813464
Total OI30,888.226,03534,21933,89532,069

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$62.30$55.0071.1%20.4%51.8%42.9%64.6%1.6%-16.9%1.4M-107.4M-249.2K1.9895.26N/AN/A458926,9036,992
2023-12-04$61.77$60.0061.8%14.1%51.3%33.9%49.4%4.1%4.0%1.4M-103.7M-248.0K0.5775.00N/AN/A1347626,8917,024
2023-12-05$61.05$60.0067.7%13.6%50.2%39.6%49.1%-8.8%5.6%1.4M-102.8M-248.4K0.05103.68N/AN/A86426,9537,020
2023-12-06$62.65$60.0070.0%14.7%50.5%41.8%50.5%-2.4%-1.2%1.4M-110.6M-240.7K0.4790.57N/AN/A552627,0077,024
2023-12-07$62.02$60.0054.2%14.1%49.7%26.4%57.3%4.9%5.1%1.4M-113.8M-218.3K3.23105.30N/AN/A5216827,0267,018
2023-12-08$63.58$60.0055.6%14.4%49.8%27.7%46.5%6.0%5.8%1.5M-114.4M-229.3K0.3393.99N/AN/A1434727,0387,181
2023-12-11$64.73$60.0069.9%14.5%41.0%41.7%47.8%-3.5%-1.7%1.5M-121.5M-218.6K0.1179.27N/AN/A1,63417727,0317,171
2023-12-12$64.90$60.0071.9%13.5%40.3%43.7%46.3%3.9%0.8%1.6M-119.9M-208.6K0.2184.23N/AN/A1,09923326,5237,190
2023-12-13$64.03$65.0043.8%12.6%40.5%16.2%45.0%0.1%-0.3%1.5M-114.1M-212.4K0.4977.38N/AN/A23011225,8417,196
2023-12-14$62.15$65.0046.5%13.3%37.6%33.9%47.2%4.3%6.0%1.4M-103.3M-208.2K0.1778.40N/AN/A2774625,8127,205
2023-12-15$62.15$65.0048.1%13.8%37.6%42.0%48.0%8.0%8.8%1.4M-103.3M-204.2K0.1874.57N/AN/A1,05518625,7997,234
2023-12-18$63.45$65.0040.4%11.6%38.2%26.5%43.0%7.4%2.9%1.5M-87.7M-198.4K0.0978.45N/AN/A1,25811222,2794,327
2023-12-19$63.65$65.0044.2%12.7%37.7%34.2%47.2%2.0%1.6%1.4M-89.1M-182.5K1.0082.76N/AN/A474721,6724,363
2023-12-20$62.40$65.0047.0%13.5%30.3%39.7%43.8%15.9%1.7%1.4M-83.9M-176.0K0.0686.90N/AN/A51321,6844,393
2023-12-21$67.79$65.0040.1%11.5%42.2%25.9%40.4%4.1%3.5%1.5M-107.2M-163.0K0.0475.82N/AN/A3471321,7064,396
2023-12-22$68.90$65.0043.5%12.5%42.4%32.7%44.6%1.5%-0.4%1.5M-112.4M-170.8K0.0981.18N/AN/A3983621,9034,394
2023-12-26$70.11$65.0048.1%13.8%41.8%41.9%47.3%4.0%4.4%1.5M-117.0M-170.2K0.2767.92N/AN/A1794822,0334,411
2023-12-27$69.90$65.0043.4%12.5%41.6%32.6%45.6%4.9%1.2%1.5M-114.0M-182.3K0.0069.29N/AN/A4,309922,1124,414
2023-12-28$69.93$65.0048.3%13.8%41.6%42.4%47.8%12.3%-7.6%1.9M-128.0M-242.3K1.8976.07N/AN/A5371,01326,1104,419
2023-12-29$69.69$65.0045.8%13.1%38.0%37.4%46.4%9.9%1.5%1.9M-128.0M-254.9K0.7374.57N/AN/A372726,6555,414