CAMT Options History — February 2025

In February 2025, CAMT traded between $73.77 and $93.25. ATM implied volatility averaged 63.6%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded below realized volatility by 12.1% (HV 20d: 75.8%). Max pain ranged from $80.00 to $90.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.98.

Notable Days

  • 2025-02-18: Highest Volume — 5,362 contracts
  • 2025-02-12: Largest IV drop — 28.8% change
  • 2025-02-10: Highest IV Rank — 54.4%
  • 2025-02-04: Largest Expected Move — 21.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$83.85$73.77$93.25$89.13$73.77
Max Pain$88.16$80.00$90.00$80.00$85.00
ATM IV63.6%53.2%85.3%75.0%58.1%
Expected Move17.3%15.3%21.6%21.5%16.6%
HV 20d75.8%56.6%85.1%81.3%57.9%
HV 60d62.3%60.6%63.6%62.4%63.0%
IV Rank29.1%16.9%54.4%42.3%22.6%
IV Percentile64.0%31.3%96.8%94.8%56.7%
Term Structure-0.7%-9.2%6.5%-9.2%1.0%
VWIV59.2%47.7%74.6%71.8%58.5%
Skew 25d4.0%-13.8%19.0%6.9%3.1%
Skew 10d7.9%-20.7%40.0%13.3%7.2%
Call IV 25d58.2%50.4%71.7%69.9%57.7%
Put IV 25d62.2%49.1%76.8%76.8%60.8%
Bid-Ask Spread %70.8950.0192.9075.1371.90
Gamma HHI0.240.170.400.170.23
Net GEX2.2M195.8K3.8M2.9M360.3K
Net DEX-46.1M-104.2M937.6K-75.4M-1.5M
Net VEX-203.1K-280.8K-126.0K-261.6K-177.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.017.830.280.70
Total Volume1,186.368645,36212878
Total OI47,975.36818,01661,48955,87920,654

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$89.13$80.0075.0%21.5%81.3%42.3%71.8%6.9%-9.2%2.9M-75.4M-261.6K0.2875.13N/AN/A1002844,11711,762
2025-02-04$88.18$80.0075.5%21.6%81.1%42.9%74.6%2.3%-5.9%2.9M-71.4M-259.1K0.7878.62N/AN/A90170144,15411,783
2025-02-05$93.25$80.0069.8%20.0%80.8%36.3%71.9%5.8%-8.5%3.8M-104.2M-280.8K1.9578.93N/AN/A17734644,90812,424
2025-02-06$91.47$90.0072.0%17.7%80.5%38.8%55.9%2.1%-3.4%3.4M-92.0M-253.1K0.5951.30N/AN/A1146744,95112,204
2025-02-07$85.59$90.0080.9%18.6%83.9%49.2%63.8%4.2%-3.7%2.5M-57.0M-236.1K0.1859.47N/AN/A69212344,97612,211
2025-02-10$88.94$90.0085.3%18.4%85.1%54.4%64.6%4.7%-2.7%3.1M-77.6M-231.8K0.3550.01N/AN/A2829845,26812,215
2025-02-11$87.14$90.0078.8%18.7%84.7%46.7%66.0%4.3%-2.3%3.0M-66.5M-225.4K0.9354.50N/AN/A40938245,46412,247
2025-02-12$86.92$90.0056.1%16.1%84.3%20.3%56.7%10.0%2.9%3.2M-59.4M-183.5K0.4964.03N/AN/A57227845,64812,468
2025-02-13$88.19$90.0054.7%15.7%82.5%18.6%54.2%2.8%3.7%3.5M-66.6M-169.9K0.7465.21N/AN/A20515145,42412,387
2025-02-14$86.62$90.0053.2%15.3%79.1%16.9%52.2%1.7%6.5%3.3M-56.4M-157.6K0.1265.86N/AN/A4925845,35312,404
2025-02-18$85.25$90.0053.7%15.4%77.1%17.5%50.8%3.2%4.7%3.0M-46.1M-126.0K0.0272.69N/AN/A5,24911345,16212,436
2025-02-19$82.31$90.0056.5%16.2%75.7%20.8%56.0%3.9%4.2%2.0M-32.0M-155.4K0.0182.08N/AN/A3,2032946,99112,364
2025-02-20$80.39$90.0053.4%15.3%75.8%17.2%54.7%5.1%2.4%1.3M-18.7M-168.7K0.1079.57N/AN/A2,40224048,14112,367
2025-02-21$75.62$90.0055.2%15.8%77.6%19.3%47.7%-13.8%-0.2%195.8K937.6K-164.4K7.8392.90N/AN/A2331,82549,23112,258
2025-02-24$78.84$90.0053.8%15.4%79.8%17.6%53.5%2.8%4.4%622.9K-13.5M-173.6K0.3878.78N/AN/A1,86471513,4134,603
2025-02-25$77.34$90.0059.6%17.1%56.6%24.4%60.5%19.0%-0.1%591.3K-12.6M-211.9K2.6474.72N/AN/A6116115,1315,300
2025-02-26$79.15$90.0054.2%15.6%57.1%18.1%52.8%3.4%-1.9%660.0K-17.5M-220.1K0.3177.11N/AN/A983015,1435,393
2025-02-27$75.03$90.0063.4%18.2%59.2%28.8%59.3%3.8%-5.6%484.9K-9.3M-203.3K0.1974.14N/AN/A541015,1635,414
2025-02-28$73.77$85.0058.1%16.6%57.9%22.6%58.5%3.1%1.0%360.3K-1.5M-177.2K0.7071.90N/AN/A463215,2385,416