CAMT Options History — March 2025

In March 2025, CAMT traded between $58.24 and $71.26. ATM implied volatility averaged 62.2%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 5.7% (HV 20d: 56.4%). Max pain ranged from $75.00 to $85.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 19.46.

Notable Days

  • 2025-03-11: Highest Volume — 10,141 contracts
  • 2025-03-31: Largest IV drop — 42.9% change
  • 2025-03-11: Highest IV Rank — 47.1%
  • 2025-03-11: Largest Expected Move — 25.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$65.47$58.24$71.26$68.75$58.24
Max Pain$82.38$75.00$85.00$85.00$80.00
ATM IV62.2%37.2%79.1%63.6%37.2%
Expected Move18.8%15.2%25.4%18.2%19.7%
HV 20d56.4%53.0%61.3%57.7%55.4%
HV 60d64.0%63.0%65.4%64.6%65.4%
IV Rank27.4%0.0%47.1%29.0%0.0%
IV Percentile62.7%0.0%95.2%75.0%0.0%
Term Structure2.8%-9.0%39.3%4.6%39.3%
VWIV62.8%48.6%81.9%66.6%57.5%
Skew 25d6.4%-8.1%26.9%-6.6%-7.7%
Skew 10d3.5%-15.1%26.2%-12.5%4.6%
Call IV 25d50.3%26.3%67.4%66.7%54.7%
Put IV 25d56.7%39.6%77.6%60.1%47.0%
Bid-Ask Spread %87.6571.11102.1974.4294.50
Gamma HHI0.200.170.230.210.19
Net GEX284.2K35.3K430.8K284.2K187.6K
Net DEX-3.2M-14.3M12.4M465.0K5.4M
Net VEX-178.4K-218.7K-117.0K-168.1K-142.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio19.460.00373.631.05373.63
Total Volume1,016.5244310,1412325,994
Total OI23,870.95220,70426,69920,70424,144

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$68.75$85.0063.6%18.2%57.7%29.0%66.6%-6.6%4.6%284.2K465.0K-168.1K1.0574.42N/AN/A11311915,2785,426
2025-03-04$70.36$85.0068.9%19.7%57.3%35.2%68.0%1.8%-6.7%250.9K2.1M-155.6K3.4080.59N/AN/A10234715,3305,434
2025-03-05$71.26$85.0063.9%18.3%57.9%29.4%63.4%13.9%-1.6%281.7K800.8K-168.9K0.5388.44N/AN/A904815,3985,607
2025-03-06$67.62$85.0072.1%20.7%54.1%38.9%66.6%-5.2%4.3%95.8K9.7M-134.7K0.3884.58N/AN/A1204615,4675,632
2025-03-07$68.21$85.0066.7%19.1%54.8%32.7%63.7%7.8%-2.2%221.7K3.6M-161.8K0.5386.67N/AN/A472515,4595,669
2025-03-10$63.37$85.0072.6%20.8%55.7%39.6%72.4%-2.9%-2.8%35.3K12.4M-117.0K1.7486.09N/AN/A8013915,4885,668
2025-03-11$64.11$80.0079.1%25.4%53.0%47.1%81.9%15.3%-0.0%74.2K11.8M-122.4K0.0075.12N/AN/A10,0974415,5345,667
2025-03-12$63.84$80.0072.2%21.4%53.2%39.1%73.6%1.1%-5.1%313.6K-4.0M-198.2K0.0371.11N/AN/A1,8254819,8345,579
2025-03-13$63.34$75.0068.2%20.4%53.0%34.4%73.0%13.1%0.4%388.9K-9.6M-213.1K0.9578.85N/AN/A555221,0555,187
2025-03-14$64.96$75.0059.3%17.3%54.0%24.0%59.3%17.3%-1.5%414.9K-12.4M-218.7K0.0875.88N/AN/A91721,0825,214
2025-03-17$65.97$85.0073.1%20.5%55.1%40.1%67.3%19.4%0.2%415.0K-12.9M-212.7K1.6088.08N/AN/A457221,1635,219
2025-03-18$62.76$85.0056.1%15.2%56.6%20.3%54.1%9.6%-3.3%224.8K-3.2M-176.5K0.9590.80N/AN/A222121,1675,187
2025-03-19$65.21$85.0057.3%17.1%59.1%21.7%54.1%14.2%1.7%386.9K-10.6M-204.4K18.0797.78N/AN/A2850621,1785,080
2025-03-20$67.62$85.0060.7%19.0%61.3%25.7%63.9%-2.2%5.1%421.2K-13.3M-209.5K1.1692.38N/AN/A323721,2005,487
2025-03-21$66.06$85.0060.9%16.1%58.4%25.9%56.9%-8.0%3.0%302.6K-10.3M-202.0K0.6495.01N/AN/A805121,2235,476
2025-03-24$68.55$85.0054.4%18.4%57.9%18.3%55.1%26.9%9.2%396.1K-14.3M-204.8K0.9892.21N/AN/A25024518,4875,100
2025-03-25$66.84$80.0050.7%16.1%58.1%14.0%51.5%-8.1%4.9%386.3K-11.0M-200.4K0.7595.02N/AN/A13310018,7045,327
2025-03-26$65.23$80.0046.9%15.9%57.2%9.6%48.6%1.6%7.3%297.4K-7.5M-189.5K0.6996.23N/AN/A322218,7265,294
2025-03-27$63.42$80.0055.9%20.1%55.3%20.0%66.5%17.0%11.5%430.8K-8.7M-201.2K0.2094.72N/AN/A46918,7495,298
2025-03-28$59.07$80.0065.2%16.4%59.6%30.9%54.7%15.4%-9.0%158.6K5.3M-144.4K1.27102.19N/AN/A567118,7695,304
2025-03-31$58.24$80.0037.2%19.7%55.4%0.0%57.5%-7.7%39.3%187.6K5.4M-142.6K373.6394.50N/AN/A165,97818,7905,354