CAMT Options History — May 2024 In May 2024, CAMT traded between $78.99 and $108.44. ATM implied volatility averaged 47.3%, placing in the 40.9% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded below realized volatility by 0.8% (HV 20d: 48.2%). Max pain ranged from $70.00 to $70.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.67.
Notable Days 2024-05-09 : Highest Volume — 12,132 contracts2024-05-09 : Largest IV drop — 29.6% change2024-05-08 : Highest IV Rank — 76.6%2024-05-02 : Largest Expected Move — 18.3%Monthly Statistics Metric Avg Min Max Open Close Price $95.21 $78.99 $108.44 $78.99 $101.82 Max Pain $70.00 $70.00 $70.00 $70.00 $70.00 ATM IV 47.3% 38.7% 64.9% 63.1% 43.8% Expected Move 13.1% 11.0% 18.3% 18.1% 12.6% HV 20d 48.2% 38.8% 58.2% 53.0% 42.6% HV 60d 52.8% 46.7% 57.6% 56.6% 47.4% IV Rank 40.9% 23.4% 76.6% 72.9% 33.8% IV Percentile 40.1% 13.5% 94.0% 91.3% 29.4% Term Structure 0.4% -9.7% 5.9% -9.7% 0.7% VWIV 46.6% 39.1% 66.0% 66.0% 43.0% Skew 25d 3.2% -4.2% 8.8% 8.8% 3.4% Skew 10d 6.5% -17.1% 27.4% 12.1% 3.5% Call IV 25d 44.2% 36.8% 61.5% 61.5% 43.0% Put IV 25d 47.4% 40.0% 70.4% 70.4% 46.4% Bid-Ask Spread % 73.72 67.60 81.01 71.67 81.01 Gamma HHI 0.17 0.13 0.24 0.13 0.13 Net GEX 3.8M 2.0M 5.8M 2.0M 4.8M Net DEX -201.3M -295.3M -78.8M -78.8M -242.2M Net VEX -593.8K -885.9K -449.6K -677.4K -885.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.05 2.49 2.49 0.95 Total Volume 3,133.091 99 12,132 6,729 549 Total OI 77,743.409 66,256 87,010 75,626 87,010
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 2024-05-01 $78.99 $70.00 63.1% 18.1% 53.0% 72.9% 66.0% 8.8% -9.7% 2.0M -78.8M -677.4K 2.49 71.67 N/A N/A 1,929 4,800 37,264 38,362 2024-05-02 $80.27 $70.00 63.9% 18.3% 51.2% 74.6% 63.6% 5.6% -9.7% 2.3M -88.3M -684.6K 0.50 71.15 N/A N/A 100 50 37,688 39,559 2024-05-03 $83.56 $70.00 59.4% 17.0% 53.1% 65.5% 59.7% 4.5% -7.6% 3.1M -119.4M -671.8K 0.60 74.10 N/A N/A 62 37 37,696 39,571 2024-05-06 $84.51 $70.00 60.3% 15.3% 52.8% 67.4% 53.4% -4.2% -1.5% 3.3M -134.8M -623.4K 0.30 75.15 N/A N/A 116 35 37,709 39,591 2024-05-07 $83.57 $70.00 64.8% 14.9% 52.8% 76.5% 58.7% 6.3% -1.2% 3.0M -124.2M -636.9K 0.23 74.34 N/A N/A 384 89 37,713 39,623 2024-05-08 $83.80 $70.00 64.9% 14.6% 52.8% 76.6% 52.1% 7.1% 0.2% 3.2M -125.1M -619.3K 0.33 76.90 N/A N/A 142 47 37,650 39,680 2024-05-09 $90.19 $70.00 45.7% 12.2% 58.2% 37.5% 45.3% 7.3% 4.6% 4.9M -193.5M -555.1K 0.48 72.59 N/A N/A 8,181 3,951 37,692 39,683 2024-05-10 $90.74 $70.00 41.0% 11.5% 56.6% 28.1% 42.8% 5.7% 4.0% 5.3M -191.5M -569.0K 1.62 79.28 N/A N/A 110 178 38,172 42,455 2024-05-13 $91.89 $70.00 41.5% 11.6% 56.4% 29.0% 39.4% 1.1% 3.4% 5.8M -209.8M -528.7K 0.90 78.96 N/A N/A 1,189 1,069 38,154 42,519 2024-05-14 $94.08 $70.00 38.7% 11.0% 52.0% 23.4% 39.1% 0.4% 5.7% 5.6M -237.2M -523.1K 0.26 69.16 N/A N/A 220 57 39,114 43,504 2024-05-15 $100.21 $70.00 40.9% 11.7% 52.7% 27.9% 41.5% 1.2% 1.2% 3.4M -295.3M -466.9K 0.72 71.88 N/A N/A 360 259 39,249 43,538 2024-05-16 $98.40 $70.00 40.2% 11.5% 53.4% 26.5% 42.3% 2.4% 4.7% 3.3M -275.4M -511.8K 0.47 67.60 N/A N/A 1,173 556 39,348 43,717 2024-05-17 $97.20 $70.00 40.7% 11.7% 42.3% 27.4% 41.3% 7.4% 5.9% 3.0M -271.4M -486.2K 0.32 69.63 N/A N/A 583 186 39,320 43,902 2024-05-20 $99.95 $70.00 39.1% 11.2% 42.4% 24.1% 42.2% 0.6% 3.5% 3.3M -180.9M -467.9K 0.96 70.14 N/A N/A 1,115 1,072 27,769 38,487 2024-05-21 $101.30 $70.00 40.1% 11.5% 42.4% 26.3% 40.8% 2.6% 2.4% 3.5M -192.0M -449.6K 1.11 74.56 N/A N/A 5,443 6,053 28,820 39,536 2024-05-22 $103.19 $70.00 41.7% 11.9% 42.4% 29.4% 41.5% 3.2% -0.3% 3.6M -210.6M -500.7K 0.83 72.99 N/A N/A 92 76 30,383 39,941 2024-05-23 $103.85 $70.00 39.9% 11.4% 42.4% 25.7% 41.4% 0.8% 1.3% 3.2M -206.8M -551.5K 0.05 74.05 N/A N/A 9,501 518 30,447 40,013 2024-05-24 $105.69 $70.00 41.4% 11.9% 40.9% 28.8% 41.5% 2.0% 0.7% 3.8M -234.3M -560.0K 0.58 70.53 N/A N/A 647 378 32,991 40,262 2024-05-28 $107.50 $70.00 42.8% 12.3% 40.7% 31.6% 42.7% 1.4% 0.6% 4.0M -253.7M -496.2K 0.36 72.25 N/A N/A 8,308 3,003 33,085 40,417 2024-05-29 $108.44 $70.00 43.8% 12.6% 39.9% 33.7% 43.7% 0.1% 0.1% 4.6M -286.3M -796.7K 0.20 76.36 N/A N/A 2,921 595 40,944 42,463 2024-05-30 $105.46 $70.00 43.5% 12.5% 38.8% 33.0% 43.7% 2.6% -0.6% 5.0M -276.7M -801.2K 0.43 77.61 N/A N/A 1,951 843 42,444 42,870 2024-05-31 $101.82 $70.00 43.8% 12.6% 42.6% 33.8% 43.0% 3.4% 0.7% 4.8M -242.2M -885.9K 0.95 81.01 N/A N/A 282 267 43,980 43,030
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