CAMT Options History — November 2024

In November 2024, CAMT traded between $71.28 and $84.00. ATM implied volatility averaged 72.9%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 13.0% (HV 20d: 59.9%). Max pain ranged from $75.00 to $100.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.13.

Notable Days

  • 2024-11-15: Highest Volume — 7,916 contracts
  • 2024-11-12: Largest IV drop — 39.8% change
  • 2024-11-01: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$76.33$71.28$84.00$73.13$74.84
Max Pain$76.50$75.00$100.00$100.00$75.00
ATM IV72.9%53.6%124.4%93.7%55.3%
Expected Move17.5%15.4%26.9%26.9%15.8%
HV 20d59.9%55.6%64.0%57.0%60.7%
HV 60d60.1%58.4%62.0%59.3%59.1%
IV Rank48.2%17.3%100.0%100.0%19.3%
IV Percentile69.1%38.1%100.0%100.0%47.2%
Term Structure-4.2%-25.5%-0.7%-25.5%-2.3%
VWIV61.0%52.3%91.9%91.9%54.0%
Skew 25d2.2%-0.5%9.5%7.4%-0.5%
Skew 10d5.0%-25.1%29.9%12.9%0.5%
Call IV 25d60.2%51.6%90.7%90.7%54.8%
Put IV 25d62.4%53.6%98.1%98.1%54.2%
Bid-Ask Spread %63.2641.1780.3175.2777.42
Gamma HHI0.130.100.250.100.13
Net GEX859.4K-1.2M1.6M351.7K1.5M
Net DEX-8.5M-40.9M36.4M36.4M-30.8M
Net VEX-521.1K-607.1K-430.2K-535.6K-505.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.130.0411.830.360.19
Total Volume1,746.65767,916581470
Total OI76,592.5554,69191,30088,47962,689

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$73.13$100.0093.7%26.9%57.0%100.0%91.9%7.4%-25.5%351.7K36.4M-535.6K0.3675.27N/AN/A42815365,67722,802
2024-11-04$74.55$75.00100.4%19.9%57.2%100.0%69.2%1.1%-5.3%348.1K33.4M-519.6K0.2253.98N/AN/A93020066,14622,806
2024-11-05$74.63$75.0096.6%19.6%57.2%93.9%69.6%9.5%-4.8%351.7K29.9M-534.8K0.3146.85N/AN/A983066,09222,978
2024-11-06$79.23$75.0095.5%18.9%61.2%92.2%64.5%5.0%-4.7%683.1K6.4M-577.1K0.6262.16N/AN/A875466,15022,986
2024-11-07$82.52$75.0098.9%18.9%62.5%97.5%66.4%0.5%-5.1%807.0K-9.9M-607.1K0.0962.92N/AN/A8047065,75622,989
2024-11-08$80.39$75.00104.7%19.2%58.2%100.0%66.2%5.0%-5.0%831.4K-3.5M-576.7K0.2051.94N/AN/A3597166,18123,024
2024-11-11$79.28$75.00124.4%19.2%55.6%100.0%67.9%3.3%-5.8%627.1K7.3M-539.1K0.1141.17N/AN/A2,30525866,38023,035
2024-11-12$84.00$75.0074.9%16.2%56.6%42.2%56.7%2.2%-1.8%1.6M-23.5M-548.8K0.5663.10N/AN/A2,5261,40768,17023,130
2024-11-13$80.34$75.0055.8%16.0%58.2%19.9%56.2%0.3%-1.1%96.4K-20.3M-510.8K0.4449.83N/AN/A47120668,94619,867
2024-11-14$78.59$75.0055.0%15.8%58.2%19.0%54.5%0.3%-1.2%-1.2M-7.3M-490.3K2.3962.86N/AN/A1,4793,53368,99219,293
2024-11-15$73.97$80.0058.2%16.7%61.8%22.7%58.4%0.7%-1.5%1.1M14.1M-430.2K11.8369.16N/AN/A6177,29969,64617,904
2024-11-18$75.46$75.0057.8%16.6%62.4%22.2%55.7%0.4%-2.8%1.0M-23.7M-485.1K0.0459.81N/AN/A7,62027840,71213,979
2024-11-19$74.75$75.0057.7%16.6%62.3%22.2%58.4%-0.4%-3.3%1.4M-29.1M-520.6K0.6758.24N/AN/A32822047,41114,200
2024-11-20$75.50$75.0058.1%16.6%62.1%22.6%59.1%1.6%-3.7%1.6M-37.6M-553.4K1.2065.73N/AN/A13315947,67114,366
2024-11-21$75.70$75.0055.6%15.9%62.0%19.6%56.1%1.0%-2.4%1.6M-40.9M-561.5K0.4359.63N/AN/A532347,72914,486
2024-11-22$75.24$75.0053.7%15.4%62.0%17.5%53.9%2.2%-0.7%1.5M-34.3M-541.0K0.2775.37N/AN/A1574347,74414,486
2024-11-25$71.53$75.0054.0%15.5%64.0%17.9%54.6%-0.0%-1.2%1.0M-14.1M-471.9K0.5880.15N/AN/A54231647,83614,512
2024-11-26$71.28$75.0053.6%15.4%59.1%17.3%52.3%2.0%-4.0%885.5K-8.6M-449.7K1.9780.31N/AN/A19237947,87014,723
2024-11-27$71.71$75.0054.4%15.6%59.0%18.3%54.2%1.6%-2.3%1.0M-13.3M-463.2K0.1569.27N/AN/A5548147,90314,584
2024-11-29$74.84$75.0055.3%15.8%60.7%19.3%54.0%-0.5%-2.3%1.5M-30.8M-505.1K0.1977.42N/AN/A3967448,10914,580