CAMT Options History — July 2024

In July 2024, CAMT traded between $94.50 and $137.16. ATM implied volatility averaged 60.9%, placing in the 66.7% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 7.2% (HV 20d: 53.7%). Max pain ranged from $90.00 to $110.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.97.

Notable Days

2024-07-09: Highest Volume — 16,985 contracts
2024-07-08: Largest IV spike — 10.0% change
2024-07-29: Highest IV Rank — 97.8%
2024-07-29: Largest Expected Move — 21.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$119.34	$94.50	$137.16	$127.13	$104.84
Max Pain	$95.00	$90.00	$110.00	$110.00	$95.00
ATM IV	60.9%	48.4%	75.4%	49.6%	75.0%
Expected Move	17.6%	13.9%	21.6%	14.2%	21.5%
HV 20d	53.7%	40.8%	81.4%	47.5%	81.4%
HV 60d	49.7%	45.1%	60.4%	47.1%	60.4%
IV Rank	66.7%	43.0%	97.8%	45.5%	97.0%
IV Percentile	78.6%	43.3%	99.6%	49.2%	98.8%
Term Structure	-4.1%	-12.3%	6.9%	6.8%	-12.3%
VWIV	61.4%	49.1%	78.7%	50.2%	76.6%
Skew 25d	2.3%	-3.2%	11.1%	0.9%	1.9%
Skew 10d	3.5%	-24.6%	30.7%	14.2%	24.6%
Call IV 25d	60.7%	48.9%	83.2%	49.3%	75.0%
Put IV 25d	63.1%	47.3%	80.3%	50.2%	76.9%
Bid-Ask Spread %	67.65	53.93	75.06	69.52	71.27
Gamma HHI	0.12	0.10	0.14	0.13	0.10
Net GEX	3.5M	2.0M	4.6M	3.0M	3.4M
Net DEX	-249.0M	-410.6M	-45.9M	-285.5M	-143.2M
Net VEX	-835.6K	-981.3K	-548.6K	-618.6K	-887.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.97	0.06	6.20	0.71	0.44
Total Volume	2,022.545	183	16,985	394	2,208
Total OI	78,055.909	64,506	85,962	64,506	85,962

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
2024-07-01	$127.13	$110.00	49.6%	14.2%	47.5%	45.5%	50.2%	0.9%	6.8%	3.0M	-285.5M	-618.6K	0.71	69.52	N/A	N/A	231	163	31,392	33,114
2024-07-02	$127.33	$110.00	49.6%	14.2%	47.3%	45.5%	49.1%	1.5%	4.7%	3.1M	-289.5M	-632.6K	0.93	68.80	N/A	N/A	149	139	31,520	33,221
2024-07-03	$129.29	$110.00	48.4%	13.9%	46.9%	43.0%	50.7%	-1.9%	6.9%	3.1M	-304.2M	-607.3K	0.48	70.67	N/A	N/A	124	59	31,576	33,336
2024-07-05	$131.89	$90.00	49.9%	15.9%	41.0%	46.2%	55.6%	3.5%	0.0%	3.1M	-315.6M	-600.1K	0.21	61.65	N/A	N/A	830	174	31,589	33,360
2024-07-08	$137.16	$90.00	54.9%	16.3%	40.9%	56.4%	57.6%	0.1%	-1.6%	3.0M	-347.7M	-552.1K	0.28	53.93	N/A	N/A	613	174	31,748	33,483
2024-07-09	$136.86	$90.00	51.8%	15.7%	40.8%	45.6%	55.3%	2.1%	-3.0%	3.2M	-347.3M	-548.6K	0.47	63.82	N/A	N/A	11,545	5,440	31,938	33,588
2024-07-10	$136.53	$90.00	55.4%	15.9%	41.0%	53.5%	56.2%	2.7%	-2.7%	4.5M	-410.6M	-932.8K	0.54	61.93	N/A	N/A	416	224	42,316	38,785
2024-07-11	$130.39	$90.00	55.9%	16.0%	45.5%	54.7%	55.9%	-2.8%	-3.0%	4.5M	-363.8M	-949.7K	0.35	71.05	N/A	N/A	583	202	42,526	38,878
2024-07-12	$130.51	$90.00	54.9%	15.7%	44.3%	52.4%	57.1%	1.6%	-2.5%	4.6M	-362.1M	-968.3K	0.84	62.60	N/A	N/A	513	431	42,781	38,978
2024-07-15	$131.40	$90.00	57.1%	16.4%	44.1%	57.1%	56.3%	4.7%	-4.5%	4.6M	-375.3M	-931.0K	0.19	61.05	N/A	N/A	474	88	43,096	39,103
2024-07-16	$128.16	$90.00	59.2%	17.0%	43.2%	61.9%	59.1%	2.6%	-5.5%	4.6M	-345.9M	-956.0K	0.53	64.31	N/A	N/A	451	237	43,205	39,151
2024-07-17	$114.22	$90.00	63.3%	18.2%	57.0%	71.0%	67.6%	1.1%	-7.8%	3.9M	-220.5M	-981.3K	6.20	69.60	N/A	N/A	978	6,066	43,397	39,304
2024-07-18	$111.23	$95.00	62.4%	17.9%	57.6%	69.0%	63.3%	2.9%	-8.7%	3.4M	-187.2M	-973.4K	0.58	67.23	N/A	N/A	672	393	43,784	38,906
2024-07-19	$108.91	$95.00	64.7%	18.6%	57.0%	74.2%	50.4%	5.9%	-6.3%	3.3M	-167.2M	-967.3K	0.21	72.18	N/A	N/A	370	78	43,669	38,930
2024-07-22	$112.89	$95.00	64.5%	18.5%	58.6%	73.7%	64.7%	2.4%	-4.0%	3.7M	-208.5M	-951.8K	0.43	70.86	N/A	N/A	2,545	1,091	42,405	38,156
2024-07-23	$116.56	$95.00	65.3%	18.7%	58.9%	75.4%	66.5%	0.9%	-4.5%	4.1M	-248.9M	-961.9K	6.04	68.90	N/A	N/A	110	664	43,932	39,210
2024-07-24	$110.21	$95.00	67.3%	19.3%	61.3%	79.9%	67.8%	3.1%	-2.6%	3.6M	-188.5M	-960.9K	1.10	75.06	N/A	N/A	137	151	43,983	39,818
2024-07-25	$100.60	$95.00	70.1%	20.1%	68.1%	86.1%	67.2%	11.1%	-8.3%	2.6M	-95.4M	-871.4K	0.06	72.36	N/A	N/A	1,690	102	44,064	39,907
2024-07-26	$101.72	$95.00	70.8%	20.3%	65.3%	87.6%	72.1%	4.0%	-8.8%	2.7M	-107.1M	-889.3K	0.26	66.94	N/A	N/A	887	231	43,849	39,945
2024-07-29	$103.09	$95.00	75.4%	21.6%	64.4%	97.8%	72.7%	6.1%	-11.2%	2.8M	-117.8M	-868.6K	0.16	73.33	N/A	N/A	1,145	183	44,238	40,019
2024-07-30	$94.50	$95.00	73.8%	21.2%	69.7%	94.3%	78.7%	-3.2%	-10.6%	2.0M	-45.9M	-772.0K	0.35	71.26	N/A	N/A	1,134	401	45,090	39,978
2024-07-31	$104.84	$95.00	75.0%	21.5%	81.4%	97.0%	76.6%	1.9%	-12.3%	3.4M	-143.2M	-887.8K	0.44	71.27	N/A	N/A	1,536	672	45,739	40,223