CAMT Options History — April 2024 In April 2024, CAMT traded between $73.96 and $84.09. ATM implied volatility averaged 58.1%, placing in the 62.8% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 12.3% (HV 20d: 45.9%). Max pain ranged from $70.00 to $80.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 2.81.
Notable Days 2024-04-16 : Highest Volume — 9,634 contracts2024-04-10 : Largest IV drop — 12.5% change2024-04-09 : Highest IV Rank — 69.5%2024-04-19 : Largest Expected Move — 17.6%Monthly Statistics Metric Avg Min Max Open Close Price $79.91 $73.96 $84.09 $83.53 $81.78 Max Pain $71.36 $70.00 $80.00 $80.00 $70.00 ATM IV 58.1% 51.6% 61.4% 59.0% 60.4% Expected Move 16.6% 14.8% 17.6% 16.9% 17.3% HV 20d 45.9% 35.4% 53.2% 53.2% 51.5% HV 60d 53.8% 51.0% 56.3% 53.3% 56.1% IV Rank 62.8% 49.5% 69.5% 64.6% 67.5% IV Percentile 82.2% 66.3% 88.5% 85.7% 86.1% Term Structure -3.3% -7.6% 3.2% -0.8% -6.0% VWIV 56.6% 50.6% 61.9% 52.8% 58.7% Skew 25d 5.6% -8.4% 21.3% -8.4% 5.2% Skew 10d 11.8% 1.2% 28.5% 5.6% 11.8% Call IV 25d 56.3% 48.1% 66.3% 61.9% 58.3% Put IV 25d 61.9% 53.5% 72.6% 53.5% 63.4% Bid-Ask Spread % 72.38 61.61 100.58 96.85 69.32 Gamma HHI 0.14 0.12 0.16 0.14 0.15 Net GEX 2.1M 1.1M 2.8M 2.2M 2.6M Net DEX -88.2M -127.2M -35.2M -120.8M -101.7M Net VEX -658.2K -703.5K -593.7K -666.7K -683.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.81 0.03 24.26 0.05 0.42 Total Volume 1,895.545 44 9,634 1,058 44 Total OI 70,099.909 66,460 75,624 66,556 75,612
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-04-01 $83.53 $80.00 59.0% 16.9% 53.2% 64.6% 52.8% -8.4% -0.8% 2.2M -120.8M -666.7K 0.05 96.85 N/A N/A 1,011 47 35,314 31,242 2024-04-02 $82.10 $80.00 55.9% 16.0% 51.8% 58.4% 57.9% 6.1% -7.3% 2.2M -101.2M -672.4K 0.10 100.58 N/A N/A 432 44 35,330 31,273 2024-04-03 $81.87 $80.00 51.6% 14.8% 45.6% 49.5% 52.8% 21.3% 3.2% 2.5M -104.9M -667.8K 1.61 93.15 N/A N/A 28 45 35,158 31,302 2024-04-04 $78.59 $70.00 56.4% 15.7% 47.6% 59.3% 50.6% 5.5% -1.1% 1.8M -85.5M -682.4K 0.43 76.39 N/A N/A 126 54 35,138 31,328 2024-04-05 $78.78 $70.00 54.8% 15.9% 45.5% 56.0% 52.7% 8.4% -2.1% 1.9M -83.5M -684.8K 1.77 78.11 N/A N/A 266 471 35,208 31,347 2024-04-08 $80.35 $70.00 56.8% 16.1% 37.8% 60.2% 55.2% 2.9% -2.0% 2.2M -94.7M -654.7K 24.26 70.86 N/A N/A 42 1,019 35,388 31,814 2024-04-09 $79.40 $70.00 61.4% 15.7% 35.4% 69.5% 53.0% 9.4% -1.1% 2.1M -88.5M -632.8K 9.12 80.06 N/A N/A 58 529 35,396 32,811 2024-04-10 $79.80 $70.00 53.7% 15.4% 35.4% 53.9% 53.1% 5.1% 0.0% 2.1M -85.7M -643.1K 4.05 69.27 N/A N/A 126 510 35,422 33,322 2024-04-11 $81.53 $70.00 55.1% 15.8% 36.0% 56.8% 53.7% 5.8% -1.8% 2.3M -101.4M -645.7K 0.12 67.25 N/A N/A 113 14 35,432 33,831 2024-04-12 $79.00 $70.00 58.9% 16.9% 38.1% 64.5% 56.7% 5.5% -3.4% 1.9M -77.9M -640.5K 0.30 64.54 N/A N/A 117 35 35,455 33,835 2024-04-15 $78.47 $70.00 59.1% 16.9% 38.1% 64.9% 58.6% 6.0% -2.7% 1.9M -79.4M -619.1K 0.43 68.83 N/A N/A 545 235 35,464 33,832 2024-04-16 $84.09 $70.00 57.7% 16.5% 44.2% 62.0% 57.5% 4.4% -4.8% 2.8M -127.2M -593.7K 1.84 61.61 N/A N/A 3,397 6,237 35,122 33,275 2024-04-17 $80.72 $70.00 59.9% 17.2% 46.7% 66.6% 58.2% 5.5% -5.0% 2.2M -96.4M -650.3K 0.03 67.00 N/A N/A 632 17 36,057 34,867 2024-04-18 $80.19 $70.00 59.1% 16.9% 44.3% 64.8% 60.0% 3.0% -3.2% 2.3M -90.3M -643.6K 1.95 68.63 N/A N/A 2,088 4,067 36,464 34,858 2024-04-19 $73.96 $70.00 61.3% 17.6% 51.0% 69.3% 61.9% 3.2% -4.0% 1.1M -35.2M -656.1K 1.89 65.64 N/A N/A 2,201 4,160 37,387 36,125 2024-04-22 $75.68 $70.00 60.2% 17.3% 51.7% 67.2% 59.1% 6.5% -4.5% 1.4M -48.5M -649.8K 0.41 64.30 N/A N/A 174 71 35,904 35,199 2024-04-23 $76.76 $70.00 58.6% 16.8% 50.8% 63.9% 57.1% 7.3% -3.4% 1.6M -60.1M -656.5K 1.93 66.75 N/A N/A 1,015 1,961 35,993 35,240 2024-04-24 $77.38 $70.00 60.2% 17.3% 50.0% 67.1% 57.8% 5.0% -5.0% 1.8M -64.6M -672.5K 1.94 65.56 N/A N/A 1,037 2,013 36,505 36,163 2024-04-25 $78.98 $70.00 59.9% 17.2% 50.4% 66.6% 59.1% 5.5% -4.8% 2.1M -76.0M -683.8K 1.95 62.87 N/A N/A 1,027 2,002 36,533 36,463 2024-04-26 $82.53 $70.00 58.3% 16.7% 51.8% 63.1% 58.2% 5.1% -6.1% 2.7M -109.7M -677.4K 2.33 63.84 N/A N/A 1,067 2,487 36,701 37,464 2024-04-29 $82.58 $70.00 60.1% 17.2% 51.8% 66.8% 61.3% 5.0% -7.6% 2.8M -107.5M -703.5K 5.00 71.01 N/A N/A 23 115 37,246 38,378 2024-04-30 $81.78 $70.00 60.4% 17.3% 51.5% 67.5% 58.7% 5.2% -6.0% 2.6M -101.7M -683.0K 0.42 69.32 N/A N/A 31 13 37,251 38,361
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