CAMT Options History — February 2014 In February 2014, CAMT traded between $4.24 and $4.76. ATM implied volatility averaged 128.3%. The 30-day expected move averaged 37.0%. IV traded above realized volatility by 58.2% (HV 20d: 70.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 7.50.
Notable Days 2014-02-05 : Highest Volume — 101 contracts2014-02-24 : Largest IV drop — 37.2% change2014-02-05 : Largest Expected Move — 47.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.46 $4.24 $4.76 $4.74 $4.24 Max Pain $3.29 $2.50 $5.00 $5.00 $2.50 ATM IV 128.3% 78.0% 166.9% 149.3% 80.6% Expected Move 37.0% 22.4% 47.8% 42.8% 23.1% HV 20d 70.1% 50.9% 80.5% 78.8% 50.9% Term Structure 8.0% -16.6% 66.2% 0.0% 57.7% VWIV 118.1% 48.7% 148.9% 148.4% 48.7% Bid-Ask Spread % 88.42 34.27 116.55 91.00 96.85 Gamma HHI 0.63 0.37 1.00 1.00 0.67 Net GEX 939 278 2.1K 2.1K 802 Net DEX -61.3K -83.1K -39.4K -62.1K -54.3K Net VEX -375 -434 -222 -222 -395 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.50 0.00 100.00 0.00 0.00 Total Volume 21.737 0 101 9 14 Total OI 550.368 415 642 473 503
Daily Data (19 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 2014-02-03 $4.74 $5.00 149.3% 42.8% 78.8% 0.0% 148.4% 0.0% 0.0% 2.1K -62.1K -222 0.00 91.00 N/A N/A 9 0 419 54 2014-02-04 $4.58 $5.00 151.4% 43.4% 77.8% 0.0% 0.0% 0.0% -4.8% 931 -50.9K -252 1.25 46.23 N/A N/A 4 5 415 54 2014-02-05 $4.33 $5.00 166.9% 47.8% 78.6% 0.0% 0.0% 0.0% -16.6% 971 -83.1K -309 100.00 34.27 N/A N/A 1 100 419 58 2014-02-06 $4.43 $5.00 147.4% 42.3% 79.0% 0.0% 148.4% 0.0% 1.6% 901 -63.3K -434 18.00 55.83 N/A N/A 1 18 420 158 2014-02-07 $4.50 $5.00 144.7% 42.4% 78.8% 0.0% 0.0% 0.0% -8.0% 940 -62.5K -425 0.00 90.22 N/A N/A 5 0 421 160 2014-02-10 $4.74 $5.00 151.0% 42.6% 80.5% 0.0% 148.9% 0.0% -8.9% 1.1K -73.5K -431 0.22 89.72 N/A N/A 23 5 416 160 2014-02-11 $4.76 $2.50 146.3% 42.4% 77.2% 0.0% 0.0% 0.0% -12.5% 1.2K -82.5K -423 0.00 91.66 N/A N/A 5 0 431 155 2014-02-12 $4.61 $2.50 146.2% 45.6% 76.8% 0.0% 0.0% 0.0% -9.8% 1.1K -79.3K -424 0.00 85.75 N/A N/A 22 0 431 155 2014-02-13 $4.45 $2.50 148.2% 42.5% 76.4% 0.0% 148.2% 0.0% -9.8% 1.1K -74.7K -410 0.00 94.78 N/A N/A 14 0 451 155 2014-02-14 $4.51 $2.50 145.8% 41.8% 70.6% 0.0% 145.8% 0.0% -14.4% 1.4K -71.2K -399 0.00 94.23 N/A N/A 9 0 461 155 2014-02-18 $4.64 $2.50 132.2% 37.9% 71.5% 0.0% 131.8% 0.0% 2.1% 1.9K -75.4K -393 0.50 88.28 N/A N/A 10 5 467 155 2014-02-19 $4.36 $2.50 135.3% 38.8% 73.9% 0.0% 0.0% 0.0% 2.1% 283 -44.4K -358 0.00 94.26 N/A N/A 0 0 477 160 2014-02-20 $4.33 $2.50 144.5% 41.4% 64.8% 0.0% 0.0% 0.0% -5.4% 278 -45.3K -357 0.00 100.11 N/A N/A 0 38 477 160 2014-02-21 $4.32 $2.50 124.3% 35.6% 64.8% 0.0% 125.7% 0.0% -10.4% 297 -39.4K -353 0.00 92.20 N/A N/A 25 0 477 165 2014-02-24 $4.35 $2.50 78.0% 22.4% 64.6% 0.0% 85.9% 0.0% 29.2% 384 -40.4K -358 0.00 88.38 N/A N/A 51 0 272 143 2014-02-25 $4.29 $2.50 81.5% 23.4% 64.5% 0.0% 48.9% 0.0% 66.2% 619 -49.5K -379 0.00 116.55 N/A N/A 31 0 322 143 2014-02-26 $4.32 $2.50 80.0% 22.9% 51.5% 0.0% 48.7% 0.0% 52.3% 716 -56.0K -396 0.00 114.72 N/A N/A 18 0 342 143 2014-02-27 $4.32 $2.50 84.7% 24.3% 50.9% 0.0% 0.0% 0.0% 41.1% 807 -57.2K -399 0.00 114.99 N/A N/A 0 0 360 143 2014-02-28 $4.24 $2.50 80.6% 23.1% 50.9% 0.0% 0.0% 0.0% 57.7% 802 -54.3K -395 0.00 96.85 N/A N/A 14 0 360 143
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