CAMT Options History — February 2024

In February 2024, CAMT traded between $76.65 and $87.63. ATM implied volatility averaged 53.1%, placing in the 52.1% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 5.2% (HV 20d: 47.9%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2024-02-20: Highest Volume — 8,512 contracts
  • 2024-02-07: Largest IV drop — 19.0% change
  • 2024-02-06: Highest IV Rank — 77.5%
  • 2024-02-20: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$80.56$76.65$87.63$79.64$79.72
Max Pain$77.75$75.00$80.00$80.00$80.00
ATM IV53.1%47.8%65.8%59.1%47.8%
Expected Move14.7%13.7%16.1%14.1%13.7%
HV 20d47.9%36.5%65.6%40.1%65.1%
HV 60d44.4%40.0%50.1%43.5%49.1%
IV Rank52.1%41.5%77.5%64.1%41.5%
IV Percentile72.4%53.6%94.0%87.3%53.6%
Term Structure-2.2%-6.6%3.0%-2.0%-1.2%
VWIV51.2%42.8%56.0%49.5%49.1%
Skew 25d3.8%-2.6%12.6%5.9%-0.5%
Skew 10d3.0%-10.6%18.5%0.9%1.8%
Call IV 25d50.5%40.6%57.6%47.9%48.7%
Put IV 25d54.3%48.2%62.6%53.8%48.2%
Bid-Ask Spread %70.9463.2680.1264.6268.67
Gamma HHI0.180.150.220.200.17
Net GEX2.1M1.6M2.7M2.1M2.0M
Net DEX-163.5M-275.5M-67.7M-194.2M-93.4M
Net VEX-532.5K-694.2K-382.7K-414.8K-661.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.081.910.081.71
Total Volume1,691.4708,512701,979
Total OI55,338.147,98666,57449,80155,932

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$79.64$80.0059.1%14.1%40.1%64.1%49.5%5.9%-2.0%2.1M-194.2M-414.8K0.0864.62N/AN/A65534,88114,920
2024-02-02$80.56$80.0054.5%14.1%39.3%54.8%48.2%9.2%-0.8%2.1M-201.4M-401.9K0.6174.20N/AN/A704334,92614,923
2024-02-05$81.20$75.0059.3%14.2%38.4%64.5%49.3%4.3%-0.9%2.0M-206.1M-382.7K0.5676.86N/AN/A452534,93614,929
2024-02-06$77.44$75.0065.8%15.7%43.3%77.5%44.8%8.4%-1.2%2.2M-179.5M-395.3K0.9980.12N/AN/A2,0222,00334,94414,938
2024-02-07$78.31$75.0053.3%15.3%39.5%52.3%50.7%7.8%-4.7%2.4M-189.8M-412.1K1.0874.82N/AN/A91899036,14716,939
2024-02-08$79.06$75.0048.9%14.0%36.6%43.5%49.0%7.3%-3.2%2.4M-194.3M-452.9K1.9174.94N/AN/A5321,01837,14018,121
2024-02-09$81.55$75.0050.5%14.5%36.5%46.9%42.8%12.6%-4.2%2.2M-219.2M-426.7K0.2177.44N/AN/A1152437,65819,113
2024-02-12$80.42$75.0050.4%14.5%36.8%46.7%51.1%2.7%-4.4%2.2M-209.0M-456.4K0.0966.94N/AN/A1,34111437,68519,124
2024-02-13$78.20$75.0052.9%15.2%36.6%51.7%55.0%4.7%-6.1%2.7M-191.6M-461.8K0.8973.94N/AN/A1,7651,56338,89019,178
2024-02-14$83.38$75.0053.5%15.3%42.2%52.9%54.8%7.3%-6.6%1.9M-233.3M-482.6K1.6263.92N/AN/A7631,23639,56320,687
2024-02-15$84.36$75.0052.3%15.0%39.2%50.4%52.7%1.6%2.7%1.9M-240.8M-489.3K0.6874.45N/AN/A2,8901,97840,16621,890
2024-02-16$87.63$80.0055.0%15.8%40.3%55.9%54.4%9.4%-2.5%1.8M-275.5M-544.7K0.5367.00N/AN/A1,47778942,76923,805
2024-02-20$81.75$80.0056.3%16.1%48.3%58.5%56.0%0.7%-1.0%1.7M-88.4M-572.9K0.4572.74N/AN/A5,8902,62226,40321,583
2024-02-21$76.65$80.0053.5%15.3%53.7%52.8%55.0%3.8%-2.6%1.6M-67.7M-683.3K0.3069.12N/AN/A45613831,66024,053
2024-02-22$82.88$80.0050.0%14.3%60.6%45.9%52.2%-2.3%3.0%2.2M-117.6M-694.2K0.3063.26N/AN/A1584731,56324,101
2024-02-23$77.34$80.0051.0%14.6%64.8%47.9%55.5%-2.0%-4.1%1.8M-77.2M-673.2K0.3373.78N/AN/A1535131,60024,111
2024-02-26$80.05$80.0051.5%14.8%65.6%48.7%52.4%-1.6%-2.7%2.0M-95.8M-687.0K0.3864.43N/AN/A1846931,63624,153
2024-02-27$80.35$80.0048.3%13.8%65.5%42.4%49.5%-2.6%-0.0%2.1M-94.3M-676.6K0.2467.71N/AN/A1232931,64224,189
2024-02-28$80.65$80.0048.5%13.9%65.5%42.8%51.3%-0.8%-2.1%2.0M-101.2M-679.8K0.0969.91N/AN/A1271131,65824,206
2024-02-29$79.72$80.0047.8%13.7%65.1%41.5%49.1%-0.5%-1.2%2.0M-93.4M-661.6K1.7168.67N/AN/A7291,25031,72124,211