CAMT Options History — March 2024

In March 2024, CAMT traded between $74.98 and $88.94. ATM implied volatility averaged 54.4%, placing in the 54.9% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded below realized volatility by 10.6% (HV 20d: 64.9%). 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 17 of 20 days. Put/call ratio averaged 2.41.

Notable Days

  • 2024-03-18: Highest Volume — 2,282 contracts
  • 2024-03-11: Largest IV spike — 49.0% change
  • 2024-03-11: Highest IV Rank — 84.6%
  • 2024-03-11: Largest Expected Move — 16.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$81.04$74.98$88.94$81.87$83.63
Max Pain$79.25$75.00$80.00$80.00$80.00
ATM IV54.4%46.5%69.3%51.4%54.8%
Expected Move14.9%13.4%16.0%14.7%15.7%
HV 20d64.9%50.8%75.1%65.3%54.0%
HV 60d52.9%49.3%54.8%49.3%53.3%
IV Rank54.9%38.7%84.6%48.7%56.1%
IV Percentile71.9%46.8%96.0%68.7%77.4%
Term Structure1.6%-5.4%6.3%-5.4%6.3%
VWIV51.8%47.9%56.1%49.9%54.0%
Skew 25d2.5%-2.2%9.5%-0.1%3.2%
Skew 10d3.8%-23.0%30.8%-0.8%-23.0%
Call IV 25d51.8%43.3%57.7%50.4%46.8%
Put IV 25d54.2%47.7%60.3%50.2%50.0%
Bid-Ask Spread %75.6352.6795.2269.6194.63
Gamma HHI0.150.130.170.170.14
Net GEX2.0M1.3M2.9M2.2M2.1M
Net DEX-101.7M-161.5M-58.8M-108.0M-116.8M
Net VEX-704.7K-753.2K-642.0K-706.1K-706.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.410.0033.241.881.57
Total Volume764.95542,2821,38354
Total OI61,850.5558,37366,53458,37366,534

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$81.87$80.0051.4%14.7%65.3%48.7%49.9%-0.1%-5.4%2.2M-108.0M-706.1K1.8869.61N/AN/A48090332,59025,783
2024-03-04$85.03$80.0055.7%14.7%66.5%57.2%53.2%2.0%1.2%2.3M-134.0M-721.6K0.3652.67N/AN/A35412633,00926,571
2024-03-05$79.47$80.0062.0%14.7%71.0%70.0%50.0%2.1%1.3%1.8M-88.4M-714.5K0.2964.59N/AN/A1243632,86226,595
2024-03-06$80.69$80.0056.8%14.7%69.0%59.4%50.0%0.3%3.0%2.1M-98.6M-702.4K0.1469.62N/AN/A56832,91726,613
2024-03-07$83.68$80.0062.0%14.3%70.0%70.0%56.1%7.2%2.3%2.3M-121.3M-705.4K0.4972.81N/AN/A954732,92026,613
2024-03-08$77.75$80.0046.5%14.3%75.1%38.7%49.8%8.5%0.7%1.7M-81.4M-689.4K1.0779.31N/AN/A59063132,90726,639
2024-03-11$74.98$80.0069.3%16.0%75.1%84.6%54.6%3.1%2.7%1.4M-58.8M-683.6K0.3273.04N/AN/A44814333,40627,245
2024-03-12$75.50$80.0060.8%15.7%75.1%67.5%54.9%4.0%-0.6%1.3M-61.4M-696.0K0.4870.30N/AN/A894333,25927,285
2024-03-13$76.04$80.0054.4%15.6%74.6%54.6%53.1%2.7%0.3%1.4M-68.4M-687.4K1.5371.95N/AN/A6781,03433,26827,288
2024-03-14$75.98$80.0053.3%15.3%70.5%52.5%53.1%-1.1%-0.7%1.4M-70.0M-703.1K1.8676.75N/AN/A5481,02033,84428,057
2024-03-15$76.73$80.0053.9%15.5%70.4%54.3%54.0%0.4%0.8%1.5M-70.7M-736.8K1.0269.00N/AN/A424334,35329,046
2024-03-18$78.94$80.0050.8%14.6%69.7%47.9%49.8%0.7%4.5%1.7M-85.6M-723.6K0.8762.93N/AN/A1,2221,06032,38628,535
2024-03-19$78.00$75.0050.9%14.6%65.6%48.2%51.4%1.7%2.0%1.6M-78.2M-722.9K0.7966.57N/AN/A564433,55329,566
2024-03-20$81.29$75.0049.4%14.2%63.0%45.0%50.6%5.0%1.8%2.0M-101.8M-729.1K1.5276.25N/AN/A15824033,59229,596
2024-03-21$83.87$75.0048.8%14.0%57.5%44.0%49.5%3.7%3.0%2.3M-117.8M-753.2K0.3586.87N/AN/A2057233,67929,799
2024-03-22$84.65$80.0046.7%13.4%51.3%39.6%47.9%-1.5%0.1%2.3M-122.4M-700.2K0.2287.30N/AN/A2114733,68129,820
2024-03-25$87.03$80.0053.7%15.4%50.8%53.9%51.5%-2.2%1.6%2.9M-146.4M-642.0K0.0089.25N/AN/A1,754733,79429,833
2024-03-26$88.94$80.0052.7%15.1%51.2%51.8%53.1%9.5%2.2%2.6M-161.5M-679.4K0.0984.00N/AN/A1,12110634,54729,830
2024-03-27$86.74$80.0053.2%15.3%52.3%52.9%49.8%-0.0%5.0%2.5M-143.4M-691.2K33.2495.22N/AN/A411,36335,30629,890
2024-03-28$83.63$80.0054.8%15.7%54.0%56.1%54.0%3.2%6.3%2.1M-116.8M-706.1K1.5794.63N/AN/A213335,31431,220