CAMT Options History — January 2014

Name: CAMT Options Analytics - January 2014
Creator: Options Analysis Suite

In January 2014, CAMT traded between $4.21 and $5.40. ATM implied volatility averaged 144.0%. The 30-day expected move averaged 38.6%. IV traded above realized volatility by 67.8% (HV 20d: 76.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 16 of 18 trading days. Term structure was in contango for 7 of 18 days. Put/call ratio averaged 0.12.

Notable Days

2014-01-21: Highest Volume — 189 contracts
2014-01-08: Largest IV spike — 33.3% change
2014-01-30: Largest Expected Move — 45.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.80	$4.21	$5.40	$4.36	$5.11
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	144.0%	113.4%	183.7%	137.8%	123.7%
Expected Move	38.6%	28.3%	45.8%	38.6%	35.5%
HV 20d	76.1%	74.3%	78.3%	78.3%	74.3%
Term Structure	-5.5%	-35.1%	24.4%	-15.8%	24.4%
VWIV	132.1%	103.9%	159.7%	136.8%	122.8%
Bid-Ask Spread %	88.70	36.40	114.92	111.94	66.63
Gamma HHI	1.00	0.99	1.00	1.00	1.00
Net GEX	1.8K	0	13.3K	0	13.3K
Net DEX	-40.0K	-118.4K	3.4K	0	-118.4K
Net VEX	-97	-259	0	0	-246
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	1.00	0.00	0.30
Total Volume	38.389	0	189	0	43
Total OI	152.278	0	460	0	460

Daily Data (18 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2014-01-07	$4.36	$0.00	137.8%	38.6%	0.0%	0.0%	0.0%	0.0%	-15.8%	0	0	0	0.00	111.94	N/A	N/A	0	0	0	0
2014-01-08	$4.33	$0.00	183.7%	39.2%	0.0%	0.0%	136.8%	0.0%	-19.7%	0	0	0	0.00	112.12	N/A	N/A	13	0	0	0
2014-01-09	$4.25	$5.00	149.6%	37.9%	0.0%	0.0%	131.8%	0.0%	-11.5%	4	-12	0	0.00	114.92	N/A	N/A	5	0	13	0
2014-01-10	$4.21	$5.00	151.3%	39.5%	0.0%	0.0%	0.0%	0.0%	-20.7%	7	-22	0	0.00	111.85	N/A	N/A	0	0	15	0
2014-01-13	$4.50	$5.00	161.2%	28.3%	0.0%	0.0%	103.9%	0.0%	18.3%	7	-17	0	0.00	100.52	N/A	N/A	2	0	15	0
2014-01-14	$4.69	$5.00	130.1%	40.0%	0.0%	0.0%	0.0%	0.0%	-21.0%	93	-424	-2	0.00	107.92	N/A	N/A	2	0	17	0
2014-01-15	$4.50	$5.00	172.7%	39.8%	0.0%	0.0%	138.2%	0.0%	-17.8%	65	-375	-3	0.00	111.47	N/A	N/A	5	0	19	0
2014-01-16	$4.87	$5.00	134.6%	38.6%	0.0%	0.0%	133.0%	0.0%	-13.3%	147	-1.0K	-5	0.00	103.55	N/A	N/A	10	0	17	0
2014-01-17	$4.89	$5.00	138.5%	39.7%	0.0%	0.0%	138.5%	0.0%	-16.9%	407	-2.6K	-10	0.38	108.89	N/A	N/A	52	20	27	0
2014-01-21	$4.73	$5.00	147.8%	42.4%	0.0%	0.0%	147.7%	0.0%	-17.3%	219	3.4K	-39	0.00	36.40	N/A	N/A	189	0	46	20
2014-01-22	$5.18	$5.00	134.5%	38.6%	0.0%	0.0%	113.8%	0.0%	22.3%	3.1K	-75.3K	-185	0.00	60.00	N/A	N/A	4	0	232	20
2014-01-23	$5.12	$5.00	117.4%	33.7%	0.0%	0.0%	117.4%	0.0%	14.2%	3.1K	-73.2K	-195	1.00	76.03	N/A	N/A	4	4	236	20
2014-01-24	$4.98	$5.00	113.4%	32.5%	0.0%	0.0%	119.7%	0.0%	15.6%	2.5K	-62.8K	-199	0.00	91.92	N/A	N/A	0	11	240	24
2014-01-27	$4.89	$5.00	133.2%	38.2%	0.0%	0.0%	0.0%	0.0%	0.8%	1.7K	-53.0K	-195	0.00	78.40	N/A	N/A	8	0	240	35
2014-01-28	$5.40	$5.00	144.2%	41.3%	0.0%	0.0%	0.0%	0.0%	2.0%	854	-100.0K	-169	0.00	75.75	N/A	N/A	116	0	248	35
2014-01-29	$5.22	$5.00	158.4%	45.4%	78.3%	0.0%	153.7%	0.0%	-7.7%	3.7K	-117.5K	-243	0.07	56.80	N/A	N/A	106	7	333	35
2014-01-30	$5.21	$5.00	159.7%	45.8%	75.8%	0.0%	159.7%	0.0%	-35.1%	4.0K	-117.8K	-259	0.10	71.54	N/A	N/A	82	8	352	42
2014-01-31	$5.11	$5.00	123.7%	35.5%	74.3%	0.0%	122.8%	0.0%	24.4%	13.3K	-118.4K	-246	0.30	66.63	N/A	N/A	33	10	416	44