CAMT Options History — August 2024

In August 2024, CAMT traded between $83.25 and $100.80. ATM implied volatility averaged 60.2%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 28.1% (HV 20d: 88.2%). Max pain ranged from $95.00 to $95.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.85.

Notable Days

  • 2024-08-02: Highest Volume — 6,292 contracts
  • 2024-08-12: Largest IV spike — 24.6% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 21.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.99$83.25$100.80$92.64$89.87
Max Pain$95.00$95.00$95.00$95.00$95.00
ATM IV60.2%50.5%82.5%69.2%50.5%
Expected Move16.6%14.5%21.1%19.8%14.5%
HV 20d88.2%46.3%98.0%90.2%46.3%
HV 60d68.5%65.8%69.7%65.8%68.0%
IV Rank53.7%31.1%100.0%84.1%31.1%
IV Percentile68.3%35.7%100.0%94.8%35.7%
Term Structure1.6%-7.4%7.1%-7.4%1.3%
VWIV58.1%49.6%76.8%69.7%49.6%
Skew 25d3.7%-2.0%8.1%3.5%1.6%
Skew 10d14.1%-6.8%38.0%2.7%5.4%
Call IV 25d56.9%47.7%81.6%67.9%50.4%
Put IV 25d60.6%52.0%79.6%71.3%52.0%
Bid-Ask Spread %65.4556.7176.2768.9976.27
Gamma HHI0.140.090.450.100.13
Net GEX1.4M-3.6M3.2M1.9M1.1M
Net DEX-28.9M-120.4M43.6M-24.0M-11.4M
Net VEX-589.7K-702.1K-487.9K-702.1K-538.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.850.0313.180.040.03
Total Volume1,496.0451306,2924,8442,174
Total OI68,211.86441,21890,42986,51748,095

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$92.64$95.0069.2%19.8%90.2%84.1%69.7%3.5%-7.4%1.9M-24.0M-702.1K0.0468.99N/AN/A4,67117345,87340,644
2024-08-02$83.25$95.0073.5%21.1%94.5%93.6%76.8%-2.0%-3.6%293.5K43.6M-595.0K0.0371.78N/AN/A6,10219047,69040,646
2024-08-05$85.88$95.0082.5%20.1%93.8%100.0%71.4%7.8%1.0%712.4K18.9M-619.0K0.5062.62N/AN/A2,6831,35247,60240,353
2024-08-06$85.96$95.0070.0%18.5%93.9%75.6%63.9%6.0%3.9%1.0M18.4M-622.9K0.5060.89N/AN/A1618049,17741,252
2024-08-07$86.65$95.0070.4%18.4%94.3%76.4%63.2%4.4%1.8%1.2M13.0M-601.8K0.4763.92N/AN/A45321449,15840,694
2024-08-08$90.05$95.0063.0%17.7%96.3%62.0%59.1%3.7%4.4%1.9M-13.4M-643.6K1.7567.37N/AN/A18332049,45140,527
2024-08-09$93.33$95.0058.0%16.9%98.0%52.1%58.3%5.3%4.5%2.6M-41.1M-658.5K0.3067.74N/AN/A2688149,47040,509
2024-08-12$91.81$95.0072.2%16.9%97.6%78.1%60.0%3.8%2.1%2.6M-25.0M-609.1K2.3468.13N/AN/A16839349,48740,492
2024-08-13$92.41$95.0066.5%16.2%97.9%65.6%54.5%8.1%7.1%2.9M-27.2M-599.9K0.1765.16N/AN/A1322249,55040,588
2024-08-14$93.15$95.0055.3%15.8%91.0%41.3%55.4%3.7%5.4%3.2M-31.1M-589.0K0.5762.02N/AN/A1056049,58640,523
2024-08-15$100.80$95.0053.8%15.4%96.0%38.2%53.8%3.4%3.0%1.6M-120.4M-638.6K0.2560.57N/AN/A65216249,59840,393
2024-08-16$99.33$95.0053.8%15.4%95.9%38.1%54.7%2.3%2.2%-3.6M-95.0M-632.6K12.2963.04N/AN/A1922,35949,70440,341
2024-08-19$98.01$95.0052.5%15.1%94.7%35.4%52.7%2.9%3.0%1.9M-53.5M-592.9K0.4367.77N/AN/A1265429,79011,428
2024-08-20$97.88$95.0054.0%15.5%93.6%38.6%54.1%2.8%1.7%1.8M-53.3M-590.5K0.2256.71N/AN/A1473329,85711,473
2024-08-21$98.17$95.0053.3%15.3%92.0%37.2%53.7%3.0%2.1%1.9M-52.3M-591.6K0.4862.67N/AN/A884229,97911,489
2024-08-22$96.92$95.0055.3%15.9%86.4%41.4%55.9%2.7%1.2%1.7M-47.5M-567.3K1.4761.05N/AN/A48971930,03111,502
2024-08-23$97.07$95.0051.9%14.9%86.3%34.1%52.3%7.0%2.3%1.8M-46.6M-557.9K0.1269.25N/AN/A2593029,87011,435
2024-08-26$92.27$95.0054.3%15.6%87.7%39.2%53.6%3.5%1.2%1.3M-23.3M-487.9K5.0966.69N/AN/A2311,17629,96411,454
2024-08-27$94.27$95.0053.1%15.2%82.7%36.6%52.7%1.9%0.2%1.3M-27.5M-518.1K13.1865.99N/AN/A911,19930,09812,677
2024-08-28$92.28$95.0057.4%16.5%73.2%45.9%56.8%3.3%-1.6%1.0M-17.0M-516.1K0.4170.42N/AN/A26310830,14113,864
2024-08-29$93.73$95.0052.8%15.1%58.9%36.1%54.9%3.4%0.6%1.1M-20.3M-500.5K0.1160.82N/AN/A4,06644230,32313,883
2024-08-30$89.87$95.0050.5%14.5%46.3%31.1%49.6%1.6%1.3%1.1M-11.4M-538.8K0.0376.27N/AN/A2,1165834,32413,771