CAMT Options History — January 2025

In January 2025, CAMT traded between $80.58 and $106.80. ATM implied volatility averaged 58.4%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 4.6% (HV 20d: 53.8%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.28.

Notable Days

  • 2025-01-16: Highest Volume — 2,780 contracts
  • 2025-01-13: Largest IV spike — 36.8% change
  • 2025-01-13: Highest IV Rank — 41.0%
  • 2025-01-27: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.66$80.58$106.80$80.58$94.23
Max Pain$79.50$75.00$80.00$75.00$80.00
ATM IV58.4%49.2%73.9%54.9%64.8%
Expected Move16.6%14.1%19.9%15.7%18.6%
HV 20d53.8%40.8%78.2%52.0%78.2%
HV 60d55.9%51.4%64.7%53.3%61.3%
IV Rank23.0%12.2%41.0%18.9%30.5%
IV Percentile53.0%18.3%94.0%46.0%79.0%
Term Structure-1.3%-7.4%4.0%2.3%-5.0%
VWIV56.4%39.9%69.5%56.5%57.5%
Skew 25d2.8%-2.8%11.3%0.7%3.4%
Skew 10d7.8%-25.8%35.3%0.6%-25.8%
Call IV 25d56.4%49.1%66.3%54.8%61.9%
Put IV 25d59.2%51.1%73.3%55.5%65.3%
Bid-Ask Spread %73.6462.1482.8882.8877.84
Gamma HHI0.160.130.310.130.17
Net GEX3.9M1.9M7.4M1.9M3.9M
Net DEX-115.9M-217.2M-46.9M-46.9M-109.3M
Net VEX-347.5K-410.5K-283.7K-372.9K-293.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.048.061.340.65
Total Volume861.95822,780325251
Total OI58,985.154,75662,61161,62355,822

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$80.58$75.0054.9%15.7%52.0%18.9%56.5%0.7%2.3%1.9M-46.9M-372.9K1.3482.88N/AN/A13918647,81613,807
2025-01-03$82.77$75.0051.8%14.8%52.7%15.2%39.9%1.1%3.3%2.3M-56.7M-374.1K8.0680.47N/AN/A9475847,87513,892
2025-01-06$87.83$80.0053.3%16.3%49.4%17.0%61.1%2.3%-0.9%3.3M-92.8M-400.6K6.5465.06N/AN/A3001,96147,94213,984
2025-01-07$90.41$80.0057.5%16.4%49.4%21.9%57.6%1.1%-0.4%3.9M-112.5M-410.5K1.0662.14N/AN/A42344948,02513,598
2025-01-08$90.62$80.0056.0%16.3%46.7%20.1%56.5%2.9%-0.0%4.0M-110.7M-408.1K1.9265.25N/AN/A33063448,02513,495
2025-01-10$89.53$80.0054.0%16.9%40.8%17.8%57.1%3.2%-3.0%3.6M-101.7M-380.8K0.1870.17N/AN/A62911647,94613,409
2025-01-13$86.79$80.0073.9%16.8%42.5%41.0%52.0%3.5%-1.5%3.0M-81.4M-338.5K0.4376.00N/AN/A37916447,80813,413
2025-01-14$88.65$80.0063.2%16.4%41.5%28.6%57.9%-2.8%-1.6%3.5M-97.1M-348.4K0.1572.27N/AN/A1492247,94713,496
2025-01-15$93.03$80.0054.0%15.5%43.8%17.8%49.9%5.6%-2.6%4.3M-125.1M-338.5K0.2872.65N/AN/A44812648,01513,498
2025-01-16$98.94$80.0051.9%14.9%46.2%15.4%53.5%1.6%-1.2%7.4M-172.2M-359.3K0.0866.76N/AN/A2,57021048,10613,491
2025-01-17$103.06$80.0049.2%14.1%46.1%12.2%48.6%2.7%4.0%4.9M-217.2M-367.6K0.0474.04N/AN/A2,3439549,01613,595
2025-01-21$106.80$80.0050.7%14.5%44.9%14.0%47.3%1.0%2.3%5.6M-198.1M-353.1K0.3280.36N/AN/A79725643,38711,369
2025-01-22$105.78$80.0052.8%15.1%43.8%16.4%53.2%3.1%0.6%5.4M-189.1M-365.8K0.1978.62N/AN/A4668843,73111,579
2025-01-23$104.35$80.0052.8%15.1%43.3%16.5%52.7%-0.3%0.3%5.3M-182.7M-352.4K1.7178.14N/AN/A13923844,00711,637
2025-01-24$100.49$80.0052.9%15.2%46.6%16.6%56.7%0.4%0.4%4.9M-154.2M-346.8K0.2271.03N/AN/A3638044,07511,846
2025-01-27$85.34$80.0069.5%19.9%77.1%36.0%67.3%7.4%-7.1%2.3M-55.3M-287.9K0.2772.87N/AN/A89224144,17011,859
2025-01-28$86.37$80.0069.2%19.8%77.2%35.6%66.4%3.7%-3.9%2.5M-63.6M-283.7K0.0873.72N/AN/A2962344,01911,953
2025-01-29$87.72$80.0068.8%19.7%77.0%35.1%66.6%4.4%-7.4%2.7M-69.3M-283.9K0.2175.34N/AN/A681444,06311,971
2025-01-30$90.00$80.0067.0%19.2%76.9%33.0%69.5%11.3%-5.5%3.1M-82.2M-283.7K1.8777.14N/AN/A17532744,03711,978
2025-01-31$94.23$80.0064.8%18.6%78.2%30.5%57.5%3.4%-5.0%3.9M-109.3M-293.9K0.6577.84N/AN/A1529944,07911,743