CAMT Options History — June 2025

In June 2025, CAMT traded between $66.22 and $84.47. ATM implied volatility averaged 49.1%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded below realized volatility by 3.9% (HV 20d: 53.0%). Max pain ranged from $60.00 to $75.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 1.80.

Notable Days

  • 2025-06-24: Highest Volume — 3,960 contracts
  • 2025-06-03: Largest IV drop — 19.8% change
  • 2025-06-20: Highest IV Rank — 21.0%
  • 2025-06-05: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$75.70$66.22$84.47$66.22$84.47
Max Pain$68.50$60.00$75.00$60.00$75.00
ATM IV49.1%41.8%54.6%54.0%47.8%
Expected Move14.2%12.4%15.9%15.5%13.7%
HV 20d53.0%40.8%64.1%40.8%59.2%
HV 60d73.9%72.8%76.1%72.8%74.4%
IV Rank14.9%6.7%21.0%20.3%13.5%
IV Percentile13.0%0.8%33.3%31.0%4.8%
Term Structure3.0%-5.9%8.6%3.0%7.0%
VWIV47.4%40.3%56.4%52.2%46.1%
Skew 25d11.9%-0.1%27.1%9.0%9.1%
Skew 10d15.5%-0.7%29.8%16.9%27.0%
Call IV 25d38.6%25.3%48.9%38.5%39.2%
Put IV 25d50.5%33.9%60.7%47.5%48.3%
Bid-Ask Spread %81.4058.8996.3392.6077.86
Gamma HHI0.210.190.230.190.20
Net GEX2.4M1.8M2.7M1.8M2.7M
Net DEX-118.5M-168.8M-67.0M-67.0M-168.8M
Net VEX-302.8K-339.2K-269.3K-319.9K-285.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.800.0115.103.400.68
Total Volume617.45183,96022186
Total OI33,707.5532,80134,87532,80134,875

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$66.22$60.0054.0%15.5%40.8%20.3%52.2%9.0%3.0%1.8M-67.0M-319.9K3.4092.60N/AN/A51726,7236,078
2025-06-03$67.77$60.0043.3%12.4%40.8%8.4%44.7%26.5%8.6%1.9M-71.6M-316.3K0.3896.33N/AN/A13526,7266,082
2025-06-04$73.92$60.0051.5%14.8%51.1%17.5%48.7%8.6%-3.5%2.2M-107.4M-328.9K0.1290.48N/AN/A4745826,7366,082
2025-06-05$72.45$65.0052.7%15.9%50.9%18.9%53.1%18.4%-5.9%2.3M-100.9M-339.2K1.7585.77N/AN/A6511427,1466,092
2025-06-06$73.70$65.0045.6%14.7%51.1%11.0%47.6%21.8%3.0%2.3M-106.2M-334.3K0.5782.84N/AN/A231327,1476,111
2025-06-09$74.87$70.0051.0%13.5%48.1%17.0%46.0%4.1%2.5%2.5M-114.5M-311.4K0.1158.89N/AN/A1481727,1526,115
2025-06-10$75.47$70.0041.8%13.4%47.0%6.7%44.0%2.6%2.5%2.6M-119.4M-311.5K1.4867.84N/AN/A334927,2456,120
2025-06-11$75.61$70.0045.4%13.0%46.8%10.8%45.4%14.7%6.1%2.5M-121.1M-306.5K0.1889.14N/AN/A961727,2526,104
2025-06-12$73.72$70.0043.8%12.6%47.7%9.0%44.4%27.1%6.2%2.6M-109.6M-295.8K2.9885.84N/AN/A8926527,3336,119
2025-06-13$70.22$70.0051.8%14.9%47.9%17.9%43.8%17.8%2.0%2.0M-86.0M-299.2K1.4889.12N/AN/A334927,3896,887
2025-06-16$75.72$70.0049.8%14.3%54.2%15.6%41.6%23.9%1.8%2.6M-118.2M-303.9K0.2477.58N/AN/A791927,3956,890
2025-06-17$73.91$70.0053.3%15.3%55.0%19.5%56.4%10.1%2.4%2.2M-108.4M-302.7K1.8869.71N/AN/A5610527,4096,897
2025-06-18$75.01$70.0053.0%15.2%55.1%19.1%52.2%19.0%0.6%2.5M-115.1M-292.8K5.0876.65N/AN/A6231527,4066,983
2025-06-20$74.13$70.0054.6%15.7%55.3%21.0%52.5%9.3%-1.8%2.3M-108.7M-285.1K0.2684.65N/AN/A621627,4007,283
2025-06-23$74.56$70.0053.4%15.3%55.3%19.7%50.5%3.7%1.7%2.4M-106.5M-282.5K0.0180.90N/AN/A9851226,4806,340
2025-06-24$82.25$70.0045.6%13.1%63.8%11.0%45.1%-0.1%7.5%2.7M-156.7M-269.3K15.1078.44N/AN/A2463,71427,4016,351
2025-06-25$81.91$70.0046.3%13.3%64.1%11.8%46.5%1.6%6.8%2.6M-155.5M-272.3K0.1080.69N/AN/A3,35932127,4395,904
2025-06-26$83.97$70.0049.4%14.1%63.8%15.1%40.3%6.2%7.0%2.6M-164.9M-299.5K0.1687.57N/AN/A89213928,1936,151
2025-06-27$84.09$75.0048.1%13.8%61.5%13.7%46.7%5.1%3.3%2.7M-163.7M-298.7K0.0375.11N/AN/A193528,4476,268
2025-06-30$84.47$75.0047.8%13.7%59.2%13.5%46.1%9.1%7.0%2.7M-168.8M-285.4K0.6877.86N/AN/A1117528,6046,271