CAMT Options History — January 2024

In January 2024, CAMT traded between $67.06 and $81.00. ATM implied volatility averaged 51.5%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 8.6% (HV 20d: 43.0%). Max pain ranged from $35.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.84.

Notable Days

  • 2024-01-31: Highest Volume — 4,578 contracts
  • 2024-01-09: Largest IV drop — 21.3% change
  • 2024-01-31: Highest IV Rank — 64.7%
  • 2024-01-31: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$74.29$67.06$81.00$67.42$77.90
Max Pain$40.71$35.00$65.00$65.00$40.00
ATM IV51.5%41.7%59.4%56.6%59.4%
Expected Move14.6%12.6%17.0%16.2%17.0%
HV 20d43.0%39.4%48.6%40.0%40.1%
HV 60d46.4%43.5%53.2%53.2%43.6%
IV Rank48.9%29.2%64.7%59.2%64.7%
IV Percentile71.4%36.1%87.7%84.5%87.7%
Term Structure-2.1%-13.5%3.3%-8.2%-9.6%
VWIV51.6%41.5%58.7%51.4%58.7%
Skew 25d3.9%-3.5%9.0%7.1%-1.4%
Skew 10d7.9%-6.2%35.2%3.0%8.4%
Call IV 25d49.2%42.3%59.3%47.4%59.3%
Put IV 25d53.1%46.7%59.8%54.5%57.9%
Bid-Ask Spread %73.3162.5092.0271.5787.05
Gamma HHI0.190.180.210.190.20
Net GEX2.3M1.9M2.5M1.9M2.1M
Net DEX-167.3M-203.8M-115.8M-115.8M-184.4M
Net VEX-325.2K-370.7K-249.6K-249.6K-370.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.012.660.011.33
Total Volume1,295.048844,5783,6844,578
Total OI40,027.52432,11845,98932,11845,989

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$67.42$65.0056.6%16.2%40.0%59.2%51.4%7.1%-8.2%1.9M-115.8M-249.6K0.0171.57N/AN/A3,6612326,6825,436
2024-01-03$67.06$65.0051.4%14.7%39.9%48.7%54.9%-3.5%1.5%2.2M-125.9M-302.1K0.0875.07N/AN/A7115630,3135,443
2024-01-04$69.13$35.0057.1%13.8%40.5%60.0%49.1%5.5%1.5%2.3M-139.8M-306.2K0.4974.20N/AN/A854230,8305,478
2024-01-05$68.11$35.0045.7%12.6%40.4%37.1%52.3%5.1%2.2%2.4M-133.4M-311.7K1.1692.02N/AN/A758730,8915,472
2024-01-08$68.28$35.0053.0%13.2%40.1%51.8%47.5%8.1%-1.0%2.4M-134.7M-298.7K1.1880.38N/AN/A80794930,9385,520
2024-01-09$72.06$35.0041.7%13.5%43.2%29.2%41.5%6.5%0.2%2.4M-156.1M-325.5K1.0980.86N/AN/A9351,02131,6706,544
2024-01-10$69.53$35.0045.6%13.1%45.4%37.0%48.8%1.9%2.0%2.4M-140.7M-337.5K0.1879.68N/AN/A2604832,4407,547
2024-01-11$71.83$35.0046.5%13.3%46.6%38.8%50.4%0.9%0.3%2.5M-155.2M-335.0K0.1074.34N/AN/A90932,4197,551
2024-01-12$71.12$35.0047.0%13.5%46.4%39.9%48.2%4.9%-0.2%2.5M-150.4M-334.8K2.6666.95N/AN/A9725832,4427,550
2024-01-16$73.87$40.0047.8%13.7%45.8%41.3%52.9%6.1%3.3%2.4M-167.2M-328.8K1.0066.17N/AN/A48748832,4757,595
2024-01-17$73.07$40.0047.9%13.7%46.3%41.6%52.4%5.8%1.9%2.5M-160.1M-337.3K0.4569.32N/AN/A582632,6138,017
2024-01-18$76.74$40.0051.5%14.8%48.3%48.7%50.5%3.9%-4.9%2.3M-184.1M-327.8K1.4762.50N/AN/A29142932,6478,027
2024-01-19$78.71$40.0049.4%14.2%48.6%44.6%48.6%3.2%-2.8%2.2M-198.9M-316.3K0.8264.44N/AN/A31125532,8408,418
2024-01-22$78.66$40.0049.2%14.1%47.5%44.2%49.4%0.7%-0.4%2.2M-195.0M-318.6K0.5269.76N/AN/A2,0861,07532,0597,950
2024-01-23$78.25$40.0048.4%13.9%39.6%42.6%49.5%5.3%-0.5%2.2M-188.6M-336.7K0.5366.37N/AN/A1,06456332,3338,960
2024-01-24$78.59$40.0054.8%15.7%39.4%55.4%50.1%9.0%-13.5%2.2M-192.3M-343.4K0.5169.24N/AN/A1,12957232,6849,514
2024-01-25$81.00$40.0058.3%16.7%40.2%62.4%58.0%-3.3%-0.8%2.0M-203.8M-343.5K1.2769.29N/AN/A24931632,67010,102
2024-01-26$79.23$40.0057.3%16.4%41.3%60.5%57.0%7.5%-1.8%2.1M-194.3M-335.2K0.5869.86N/AN/A30117432,79510,444
2024-01-29$79.98$40.0058.5%16.8%41.3%63.0%57.6%5.9%-6.9%2.0M-197.7M-335.7K0.4875.38N/AN/A89743032,82110,584
2024-01-30$79.63$40.0054.8%15.7%41.3%55.5%55.3%2.5%-6.3%2.1M-194.8M-333.9K1.8275.05N/AN/A7811,42232,88810,987
2024-01-31$77.90$40.0059.4%17.0%40.1%64.7%58.7%-1.4%-9.6%2.1M-184.4M-370.7K1.3387.05N/AN/A1,9662,61233,59412,395