CAMT Options History — October 2024 In October 2024, CAMT traded between $75.98 and $87.96. ATM implied volatility averaged 70.2%, placing in the 71.5% IV rank vs the trailing year. The 30-day expected move averaged 20.2%. IV traded above realized volatility by 8.2% (HV 20d: 62.0%). Max pain ranged from $80.00 to $100.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.72.
Notable Days 2024-10-04 : Highest Volume — 4,744 contracts2024-10-07 : Largest IV spike — 10.2% change2024-10-31 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $80.82 $75.98 $87.96 $75.98 $79.50 Max Pain $98.26 $80.00 $100.00 $80.00 $100.00 ATM IV 70.2% 61.7% 87.1% 65.3% 87.1% Expected Move 20.2% 18.6% 25.0% 18.7% 25.0% HV 20d 62.0% 46.7% 70.1% 67.8% 49.5% HV 60d 69.3% 56.0% 75.0% 74.5% 57.5% IV Rank 71.5% 52.4% 100.0% 60.7% 100.0% IV Percentile 93.0% 78.2% 100.0% 89.3% 100.0% Term Structure -7.3% -18.7% -0.4% -0.4% -18.7% VWIV 71.1% 63.9% 89.3% 64.1% 89.3% Skew 25d 4.9% -0.5% 14.3% 1.7% 4.0% Skew 10d 17.3% 2.5% 52.3% 5.1% 15.7% Call IV 25d 69.0% 62.0% 86.8% 63.2% 86.8% Put IV 25d 73.9% 64.9% 91.7% 64.9% 90.7% Bid-Ask Spread % 73.70 68.33 79.25 69.36 78.26 Gamma HHI 0.08 0.07 0.10 0.08 0.09 Net GEX 1.2M 749.9K 2.3M 832.9K 831.7K Net DEX -13.3M -65.8M 12.4M 12.4M 243.3K Net VEX -705.6K -838.2K -613.9K -613.9K -628.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.07 4.27 1.33 0.61 Total Volume 824.174 163 4,744 1,058 1,393 Total OI 85,097.913 80,237 88,093 80,237 87,446
Daily Data (23 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 2024-10-01 $75.98 $80.00 65.3% 18.7% 67.8% 60.7% 64.1% 1.7% -0.4% 832.9K 12.4M -613.9K 1.33 69.36 N/A N/A 455 603 61,256 18,981 2024-10-02 $78.13 $80.00 65.0% 18.6% 68.4% 60.1% 64.4% 3.9% -0.4% 1.3M -11.5M -745.8K 0.98 68.33 N/A N/A 257 253 62,234 19,781 2024-10-03 $78.84 $100.00 65.5% 18.9% 68.5% 61.1% 69.0% 2.0% -5.0% 1.2M -5.3M -695.4K 1.46 72.00 N/A N/A 147 214 62,056 20,010 2024-10-04 $80.59 $100.00 61.7% 18.6% 65.3% 52.4% 63.9% 7.4% -4.3% 1.3M -10.7M -709.5K 0.11 69.97 N/A N/A 4,255 489 62,050 20,209 2024-10-07 $81.71 $100.00 67.9% 19.3% 64.5% 66.7% 67.6% 2.9% -5.6% 1.4M -20.8M -748.0K 0.38 75.68 N/A N/A 1,021 385 62,323 20,543 2024-10-08 $81.73 $100.00 65.8% 19.3% 64.3% 61.8% 67.0% 12.9% -6.3% 1.4M -19.2M -749.0K 0.99 72.41 N/A N/A 82 81 62,958 20,837 2024-10-09 $80.09 $100.00 66.0% 18.9% 64.6% 62.2% 65.1% 5.9% -5.9% 1.2M -9.5M -715.4K 0.48 69.28 N/A N/A 833 401 62,995 20,902 2024-10-10 $78.58 $100.00 66.4% 19.0% 64.9% 63.2% 69.4% 9.6% -6.2% 972.5K 4.0M -676.5K 0.07 70.13 N/A N/A 351 25 63,728 21,256 2024-10-11 $84.13 $100.00 69.5% 19.9% 68.9% 70.3% 67.9% 4.5% -6.6% 1.8M -38.7M -816.3K 0.66 72.38 N/A N/A 202 134 63,992 21,254 2024-10-14 $87.96 $100.00 67.3% 19.3% 68.2% 65.3% 68.7% 7.3% -6.9% 2.3M -65.8M -838.2K 0.28 70.86 N/A N/A 396 112 64,085 21,327 2024-10-15 $83.29 $100.00 70.1% 20.1% 70.1% 71.8% 69.9% 0.9% -7.7% 1.6M -31.0M -747.7K 0.55 74.84 N/A N/A 1,238 675 64,254 21,360 2024-10-16 $81.27 $100.00 69.0% 19.8% 68.8% 69.3% 68.4% -0.5% -7.8% 1.2M -16.4M -728.4K 0.46 72.91 N/A N/A 720 328 65,064 21,899 2024-10-17 $82.78 $100.00 68.7% 19.7% 66.5% 68.5% 68.3% -0.4% -6.0% 1.5M -31.0M -780.8K 0.14 76.51 N/A N/A 299 41 65,723 22,195 2024-10-18 $82.56 $100.00 69.3% 19.9% 66.1% 69.9% 71.7% 1.1% -5.6% 1.4M -26.7M -754.7K 0.73 71.80 N/A N/A 136 99 65,918 22,175 2024-10-21 $81.69 $100.00 69.7% 20.0% 66.3% 70.8% 68.8% 3.6% -5.6% 1.3M -16.2M -709.2K 0.13 72.76 N/A N/A 304 41 64,120 21,266 2024-10-22 $80.50 $100.00 70.5% 20.2% 66.3% 72.7% 68.7% 4.0% -7.0% 1.0M -7.2M -683.3K 0.48 76.90 N/A N/A 122 58 64,282 21,283 2024-10-23 $78.77 $100.00 73.8% 21.2% 66.8% 80.2% 73.1% 3.5% -8.7% 870.0K 4.4M -649.2K 0.21 76.72 N/A N/A 191 40 64,353 21,293 2024-10-24 $77.78 $100.00 73.3% 21.0% 50.2% 79.1% 73.5% 4.3% -8.7% 749.9K 9.3M -628.1K 0.60 76.08 N/A N/A 687 410 64,465 21,301 2024-10-25 $78.03 $100.00 72.8% 20.9% 48.3% 77.8% 75.0% 4.2% -9.1% 763.0K 9.8M -632.8K 0.23 79.25 N/A N/A 136 31 64,818 21,688 2024-10-28 $79.07 $100.00 74.7% 21.4% 46.7% 82.2% 75.6% 6.2% -10.6% 795.7K 3.7M -626.4K 0.80 75.83 N/A N/A 91 73 64,632 21,697 2024-10-29 $84.05 $100.00 76.1% 21.8% 47.8% 85.4% 84.0% 9.8% -10.7% 1.4M -28.7M -698.6K 4.27 75.78 N/A N/A 119 508 64,700 21,721 2024-10-30 $81.94 $100.00 79.7% 22.9% 48.2% 93.7% 82.7% 14.3% -14.7% 1.1M -10.5M -653.5K 0.67 77.15 N/A N/A 311 209 64,732 22,090 2024-10-31 $79.50 $100.00 87.1% 25.0% 49.5% 100.0% 89.3% 4.0% -18.7% 831.7K 243.3K -628.0K 0.61 78.26 N/A N/A 865 528 65,122 22,324
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