CAMT Options History — June 2024

In June 2024, CAMT traded between $100.93 and $127.07. ATM implied volatility averaged 46.3%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 0.9% (HV 20d: 45.4%). Max pain ranged from $70.00 to $110.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.53.

Notable Days

  • 2024-06-25: Highest Volume — 4,257 contracts
  • 2024-06-10: Largest IV spike — 8.8% change
  • 2024-06-26: Highest IV Rank — 44.1%
  • 2024-06-26: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$113.81$100.93$127.07$101.44$127.07
Max Pain$102.37$70.00$110.00$70.00$110.00
ATM IV46.3%43.1%48.9%46.6%48.5%
Expected Move13.2%12.5%14.0%13.4%13.9%
HV 20d45.4%39.6%51.3%41.6%50.2%
HV 60d46.8%44.2%48.1%46.9%48.1%
IV Rank38.8%32.2%44.1%39.4%43.2%
IV Percentile36.3%24.2%47.2%36.9%44.8%
Term Structure4.4%-1.5%6.9%-0.5%5.7%
VWIV47.0%44.3%50.2%46.6%48.8%
Skew 25d1.7%-0.6%7.5%1.1%0.3%
Skew 10d5.2%-11.4%24.0%5.3%0.3%
Call IV 25d46.0%40.5%50.2%45.7%48.6%
Put IV 25d47.7%44.2%52.6%46.9%48.9%
Bid-Ask Spread %74.2965.8482.6382.6366.25
Gamma HHI0.140.120.190.130.13
Net GEX4.4M3.1M5.4M4.8M3.1M
Net DEX-312.4M-413.4M-214.7M-236.6M-284.5M
Net VEX-753.5K-869.7K-624.4K-869.7K-624.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.024.390.090.33
Total Volume1,146.632734,257725532
Total OI80,982.94762,25787,80887,33164,270

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$101.44$70.0046.6%13.4%41.6%39.4%46.6%1.1%-0.5%4.8M-236.6M-869.7K0.0982.63N/AN/A6636244,08043,251
2024-06-04$100.93$70.0045.4%13.0%41.9%37.1%46.3%7.5%-1.5%4.8M-231.0M-869.4K0.9377.39N/AN/A434044,04943,294
2024-06-05$108.71$70.0043.5%12.5%47.1%33.0%44.3%7.0%0.4%5.0M-304.6M-857.2K0.2481.90N/AN/A1744244,06043,303
2024-06-06$106.73$110.0043.7%12.8%48.3%33.4%44.9%1.1%2.0%5.1M-288.1M-830.6K2.4879.83N/AN/A215244,10143,307
2024-06-07$109.69$110.0043.1%12.7%43.0%32.2%44.8%0.5%4.7%4.9M-314.7M-841.2K0.1177.37N/AN/A2743044,10243,337
2024-06-10$111.64$110.0046.9%12.9%43.1%39.9%45.7%0.1%4.8%4.9M-333.1M-822.5K0.2578.17N/AN/A2175544,19743,332
2024-06-11$111.41$110.0047.2%12.9%43.3%40.7%45.4%2.4%4.6%5.1M-338.6M-785.7K0.1278.64N/AN/A3173844,24943,339
2024-06-12$115.50$105.0044.1%12.6%44.1%34.3%45.4%-0.0%3.4%4.9M-375.4M-752.7K0.1280.45N/AN/A3093844,40443,376
2024-06-13$117.63$105.0044.3%12.7%39.6%34.6%45.6%1.0%5.3%4.8M-392.4M-735.0K0.0277.66N/AN/A1,3353044,42343,385
2024-06-14$113.79$105.0044.8%12.8%41.2%35.7%45.1%1.4%5.5%4.7M-357.4M-752.3K0.0876.72N/AN/A98843,93443,391
2024-06-17$120.61$105.0046.8%13.4%44.3%39.8%47.4%0.2%4.1%4.1M-413.4M-684.2K0.0670.08N/AN/A8655543,94643,393
2024-06-18$119.27$105.0046.7%13.4%44.4%39.7%46.9%6.0%6.7%4.1M-402.3M-721.8K0.0569.62N/AN/A2,36311544,33943,394
2024-06-20$115.58$110.0048.4%13.9%46.6%43.0%49.1%2.5%6.9%4.4M-365.5M-712.3K0.1368.81N/AN/A1,13115243,72243,435
2024-06-21$114.44$110.0047.6%13.6%46.7%41.4%49.1%1.3%6.6%5.4M-351.7M-735.2K0.0271.54N/AN/A1,5943343,93843,511
2024-06-24$111.57$110.0047.9%13.7%48.0%42.1%48.3%-0.6%6.3%3.5M-214.7M-703.2K0.1773.19N/AN/A1,83231232,60329,873
2024-06-25$115.08$110.0046.9%13.4%48.7%40.0%49.5%0.3%6.9%3.6M-229.0M-698.7K0.3165.84N/AN/A3,2441,01332,25330,092
2024-06-26$117.81$110.0048.9%14.0%49.0%44.1%50.2%0.1%5.5%3.3M-235.4M-692.3K0.1466.82N/AN/A1,79424931,73631,000
2024-06-27$123.53$110.0048.3%13.9%51.3%43.0%49.2%0.3%6.3%3.3M-267.7M-628.5K4.3968.68N/AN/A4932,16331,06231,195
2024-06-28$127.07$110.0048.5%13.9%50.2%43.2%48.8%0.3%5.7%3.1M-284.5M-624.4K0.3366.25N/AN/A40113131,21733,053