CAMT Options History — December 2024

In December 2024, CAMT traded between $71.09 and $84.50. ATM implied volatility averaged 53.9%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 0.6% (HV 20d: 53.3%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.01.

Notable Days

  • 2024-12-09: Highest Volume — 5,386 contracts
  • 2024-12-11: Largest IV drop — 13.3% change
  • 2024-12-10: Highest IV Rank — 24.4%
  • 2024-12-19: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$78.18$71.09$84.50$75.45$81.02
Max Pain$74.29$70.00$75.00$75.00$75.00
ATM IV53.9%48.5%59.6%55.7%52.7%
Expected Move15.3%13.9%16.9%16.0%15.1%
HV 20d53.3%50.6%58.1%52.8%51.9%
HV 60d57.6%53.3%60.8%57.8%53.3%
IV Rank17.7%11.4%24.4%19.8%16.3%
IV Percentile41.6%23.4%69.0%50.0%32.5%
Term Structure2.0%-3.5%7.1%-3.5%3.8%
VWIV54.3%48.9%61.8%56.4%55.0%
Skew 25d1.5%-2.7%5.2%-0.1%1.4%
Skew 10d2.6%-22.6%21.6%3.0%1.7%
Call IV 25d53.3%49.0%60.2%56.3%52.4%
Put IV 25d54.9%49.8%62.7%56.2%53.7%
Bid-Ask Spread %80.3173.8185.6474.0885.64
Gamma HHI0.120.110.140.120.13
Net GEX1.8M1.0M3.0M1.6M1.9M
Net DEX-42.5M-83.0M-9.6M-36.3M-49.3M
Net VEX-451.9K-516.7K-383.5K-515.5K-383.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.034.910.500.29
Total Volume924.1431385,386645784
Total OI62,452.57160,67164,61362,81561,314

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$75.45$75.0055.7%16.0%52.8%19.8%56.4%-0.1%-3.5%1.6M-36.3M-515.5K0.5074.08N/AN/A42921648,20914,606
2024-12-03$75.62$75.0053.8%15.4%52.4%17.6%53.9%0.4%-1.4%1.6M-36.9M-493.6K0.4573.81N/AN/A1918648,63014,651
2024-12-04$75.83$75.0054.6%15.7%52.4%18.6%54.4%-0.1%-3.0%1.7M-34.4M-496.4K0.8579.75N/AN/A22318948,77814,684
2024-12-05$71.09$70.0052.6%15.1%52.4%16.2%53.0%2.6%4.5%1.0M-9.6M-434.9K0.3082.15N/AN/A32810048,69714,574
2024-12-06$73.21$70.0052.6%14.8%51.3%16.2%51.8%2.9%3.7%1.2M-18.7M-445.6K0.0379.19N/AN/A1,6134948,76414,577
2024-12-09$77.25$70.0057.4%14.9%54.8%21.8%52.1%1.1%3.5%2.1M-47.3M-506.5K1.0675.57N/AN/A2,6172,76950,01514,598
2024-12-10$72.96$75.0059.6%14.8%58.1%24.4%52.2%1.3%4.2%1.0M-13.1M-422.1K0.2678.39N/AN/A2496448,62214,286
2024-12-11$75.28$75.0051.7%14.8%55.0%15.1%52.1%1.7%4.1%1.4M-25.6M-437.1K2.7977.40N/AN/A5651,57948,79914,293
2024-12-12$73.82$75.0052.2%15.0%53.4%15.7%51.7%2.4%3.3%1.1M-18.0M-409.5K0.1280.24N/AN/A3294048,57013,882
2024-12-13$74.64$75.0048.5%13.9%53.2%11.4%48.9%0.1%7.1%1.4M-25.8M-460.2K0.7883.76N/AN/A14211148,55513,896
2024-12-16$77.76$75.0053.5%15.3%50.7%17.3%56.5%0.3%3.1%1.8M-39.2M-453.1K0.8580.51N/AN/A21318048,60713,980
2024-12-17$76.62$75.0054.0%15.5%50.6%17.9%56.6%-2.7%2.6%1.6M-31.0M-433.0K0.1879.23N/AN/A1172148,69214,035
2024-12-18$80.55$75.0057.9%16.6%53.3%22.4%60.2%2.5%-2.2%2.4M-58.1M-486.7K0.1983.06N/AN/A1,73233248,70214,036
2024-12-19$84.50$75.0059.0%16.9%55.6%23.7%61.8%3.1%-0.5%3.0M-83.0M-516.7K2.2575.75N/AN/A41092348,60014,048
2024-12-20$82.80$75.0056.9%16.3%56.3%21.1%57.9%1.9%0.6%2.3M-70.2M-477.5K0.9080.79N/AN/A32629548,60614,304
2024-12-23$83.22$75.0054.7%15.7%56.2%18.7%54.8%2.7%0.5%2.4M-65.4M-455.7K0.2283.37N/AN/A46810347,15113,520
2024-12-24$83.70$75.0050.0%14.3%52.2%13.2%53.0%5.2%1.8%2.3M-62.7M-418.7K1.1285.02N/AN/A11312747,34613,536
2024-12-26$83.63$75.0049.6%14.2%52.1%12.7%54.4%3.3%3.5%2.4M-65.5M-428.0K4.9181.74N/AN/A5728047,37213,572
2024-12-27$82.21$75.0052.4%15.0%52.9%15.9%54.1%0.2%2.9%2.2M-57.3M-413.5K2.9782.21N/AN/A11734747,40713,767
2024-12-30$80.59$75.0053.1%15.2%51.9%16.8%49.8%2.1%2.8%2.0M-45.0M-402.8K0.2284.79N/AN/A47110247,40713,816
2024-12-31$81.02$75.0052.7%15.1%51.9%16.3%55.0%1.4%3.8%1.9M-49.3M-383.5K0.2985.64N/AN/A60917547,55913,755