CAMT Options History — May 2025

In May 2025, CAMT traded between $65.04 and $69.50. ATM implied volatility averaged 62.7%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 5.4% (HV 20d: 57.3%). Max pain ranged from $60.00 to $70.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2025-05-09: Highest Volume — 4,128 contracts
  • 2025-05-13: Largest IV drop — 37.4% change
  • 2025-05-12: Highest IV Rank — 71.8%
  • 2025-05-01: Largest Expected Move — 22.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.95$65.04$69.50$66.44$66.83
Max Pain$63.10$60.00$70.00$70.00$60.00
ATM IV62.7%46.6%100.5%80.0%55.5%
Expected Move15.5%13.3%22.9%22.9%15.9%
HV 20d57.3%36.0%108.0%108.0%43.0%
HV 60d75.2%72.4%77.0%77.0%73.5%
IV Rank29.9%12.1%71.8%49.1%22.0%
IV Percentile47.3%9.1%98.0%93.3%38.9%
Term Structure1.1%-16.2%10.7%-16.2%-5.2%
VWIV50.6%37.8%65.0%61.3%53.8%
Skew 25d6.9%-15.3%25.8%5.1%8.7%
Skew 10d9.3%-17.9%24.5%-8.0%11.4%
Call IV 25d43.9%34.2%60.2%44.5%38.7%
Put IV 25d50.7%30.1%63.7%49.6%47.5%
Bid-Ask Spread %88.5978.0298.7794.6796.69
Gamma HHI0.200.160.360.160.19
Net GEX1.3M-328.3K1.9M980.6K1.9M
Net DEX-60.5M-81.7M-44.1M-44.7M-71.0M
Net VEX-344.2K-374.4K-313.0K-358.7K-335.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.015.000.170.25
Total Volume418.619124,12810425
Total OI38,627.52431,91646,39241,67432,790

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$66.44$70.0080.0%22.9%108.0%49.1%61.3%5.1%-16.2%980.6K-44.7M-358.7K0.1794.67N/AN/A891531,8039,871
2025-05-02$69.00$70.0056.8%16.3%96.3%23.4%63.2%3.5%-5.9%1.0M-57.3M-364.5K0.3291.66N/AN/A943031,8819,879
2025-05-05$67.38$65.0077.8%15.3%95.7%46.7%50.9%12.8%6.1%940.0K-48.3M-351.8K0.4093.94N/AN/A773131,9099,890
2025-05-06$67.45$70.0082.8%18.7%94.3%52.2%60.4%25.8%-7.2%936.3K-50.5M-356.2K0.6282.92N/AN/A392431,9269,907
2025-05-07$69.50$70.0080.0%18.4%90.8%49.1%59.6%22.0%-7.1%1.0M-57.8M-355.3K0.0291.90N/AN/A42131,9319,917
2025-05-08$69.09$70.0081.4%14.4%62.7%50.6%49.4%-8.8%6.9%1.0M-57.6M-348.9K0.1588.49N/AN/A2093231,9579,917
2025-05-09$66.14$70.0089.6%18.0%51.8%59.7%65.0%8.3%1.0%872.5K-44.1M-342.5K0.0185.21N/AN/A4,0992931,9219,942
2025-05-12$68.42$60.00100.5%15.7%48.6%71.8%53.6%5.4%3.2%1.3M-68.5M-374.4K0.2978.59N/AN/A84224235,8529,950
2025-05-13$67.89$60.0062.9%13.3%48.9%30.2%43.4%-5.8%4.3%1.3M-63.2M-357.3K0.3478.02N/AN/A94131736,30110,091
2025-05-14$69.28$60.0046.6%13.4%49.1%12.1%48.5%6.5%5.3%1.5M-81.7M-365.1K0.2380.33N/AN/A2044736,7868,957
2025-05-15$66.10$60.0049.4%14.2%49.1%15.2%49.8%8.6%3.3%744.5K-60.5M-353.9K0.3385.13N/AN/A842836,7998,934
2025-05-16$65.71$60.0048.8%14.0%47.4%14.5%44.6%10.2%2.6%-328.3K-62.9M-333.5K0.8989.93N/AN/A1008936,8028,879
2025-05-19$65.04$60.0052.9%15.2%46.1%19.0%46.1%22.0%3.0%1.6M-59.9M-332.2K0.2387.89N/AN/A1122625,8866,030
2025-05-20$65.48$60.0052.0%14.9%45.9%18.0%42.2%-15.3%-1.4%1.7M-60.6M-332.7K0.5579.29N/AN/A472625,9496,045
2025-05-21$65.06$60.0055.6%15.9%38.8%22.0%52.3%11.0%4.0%1.6M-57.1M-327.8K0.6489.11N/AN/A14925,9706,057
2025-05-22$65.48$60.0050.1%14.4%36.0%16.0%37.8%1.8%1.7%1.7M-64.0M-338.1K0.5792.60N/AN/A211225,9796,060
2025-05-23$65.06$60.0048.0%13.8%36.0%13.6%48.3%11.8%5.4%1.5M-56.4M-322.4K0.2991.93N/AN/A21625,9866,061
2025-05-27$65.97$60.0047.0%13.5%36.4%12.5%45.3%0.2%10.7%1.7M-64.1M-322.8K0.0296.65N/AN/A116225,9996,060
2025-05-28$65.35$60.0049.8%14.3%36.1%15.6%39.3%-1.6%1.3%1.7M-62.4M-313.0K5.0098.77N/AN/A21026,0876,062
2025-05-29$69.28$60.0048.4%13.9%41.5%14.1%48.9%11.9%6.9%1.9M-78.5M-340.9K0.0686.75N/AN/A6023526,0886,067
2025-05-30$66.83$60.0055.5%15.9%43.0%22.0%53.8%8.7%-5.2%1.9M-71.0M-335.4K0.2596.69N/AN/A20526,7086,082