CAMT Options History — April 2014 In April 2014, CAMT traded between $3.03 and $3.80. ATM implied volatility averaged 119.1%. The 30-day expected move averaged 31.9%. IV traded above realized volatility by 67.6% (HV 20d: 51.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.17.
Notable Days 2014-04-16 : Highest Volume — 115 contracts2014-04-03 : Largest IV spike — 153.3% change2014-04-22 : Largest Expected Move — 38.7%Monthly Statistics Metric Avg Min Max Open Close Price $3.31 $3.03 $3.80 $3.74 $3.11 Max Pain $2.86 $2.50 $5.00 $5.00 $2.50 ATM IV 119.1% 51.4% 167.4% 131.6% 108.8% Expected Move 31.9% 14.7% 38.7% 37.7% 31.2% HV 20d 51.5% 45.8% 60.6% 48.9% 59.8% HV 60d 57.0% 52.6% 60.0% 59.8% 52.6% Term Structure 11.5% -33.3% 44.1% -29.9% -16.8% VWIV 111.6% 99.8% 117.0% 117.0% 113.5% Bid-Ask Spread % 100.56 71.18 137.26 96.06 113.97 Gamma HHI 0.61 0.34 0.85 0.72 0.58 Net GEX 317 47 536 292 434 Net DEX -39.3K -67.9K -21.5K -39.9K -36.0K Net VEX -253 -369 -53 -274 -155 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.00 0.87 0.00 0.00 Total Volume 20.476 0 115 0 20 Total OI 684.238 547 857 547 763
Daily Data (21 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 2014-04-01 $3.74 $5.00 131.6% 37.7% 48.9% 0.0% 0.0% 0.0% -29.9% 292 -39.9K -274 0.00 96.06 N/A N/A 0 0 402 145 2014-04-02 $3.80 $5.00 51.4% 14.7% 47.7% 0.0% 0.0% 0.0% 30.2% 279 -36.1K -270 0.00 71.18 N/A N/A 6 0 402 145 2014-04-03 $3.70 $5.00 130.2% 37.3% 45.8% 0.0% 0.0% 0.0% -33.3% 297 -40.4K -272 0.00 112.09 N/A N/A 45 0 408 145 2014-04-04 $3.54 $2.50 135.1% 33.7% 47.9% 0.0% 117.0% 0.0% 6.0% 360 -37.0K -297 0.00 100.21 N/A N/A 5 0 448 145 2014-04-07 $3.43 $2.50 138.7% 32.2% 47.9% 0.0% 0.0% 0.0% 15.5% 372 -31.4K -276 0.00 110.37 N/A N/A 0 0 448 145 2014-04-08 $3.47 $2.50 167.4% 29.5% 46.7% 0.0% 0.0% 0.0% 42.0% 370 -34.8K -269 0.00 113.29 N/A N/A 0 0 448 145 2014-04-09 $3.54 $2.50 157.4% 29.0% 47.1% 0.0% 0.0% 0.0% 44.1% 354 -36.6K -267 0.00 114.03 N/A N/A 9 0 448 145 2014-04-10 $3.25 $2.50 124.4% 35.7% 51.3% 0.0% 99.8% 0.0% 30.9% 371 -21.5K -253 0.12 79.38 N/A N/A 91 11 457 145 2014-04-11 $3.23 $2.50 123.6% 35.5% 50.6% 0.0% 0.0% 0.0% 21.1% 47 -44.1K -241 0.00 100.67 N/A N/A 0 0 515 156 2014-04-14 $3.07 $2.50 122.8% 35.2% 51.7% 0.0% 0.0% 0.0% 25.7% 51 -36.5K -221 0.87 89.55 N/A N/A 23 20 515 156 2014-04-15 $3.09 $2.50 121.3% 34.8% 52.0% 0.0% 0.0% 0.0% 33.2% 74 -22.8K -53 0.53 82.92 N/A N/A 38 20 538 176 2014-04-16 $3.03 $2.50 114.3% 32.8% 47.1% 0.0% 116.1% 0.0% 43.8% 500 -31.6K -311 0.35 88.41 N/A N/A 85 30 576 196 2014-04-17 $3.08 $2.50 129.8% 37.2% 47.2% 0.0% 0.0% 0.0% 1.8% 151 -35.8K -113 0.00 85.01 N/A N/A 0 0 631 226 2014-04-21 $3.10 $2.50 109.5% 31.4% 46.9% 0.0% 0.0% 0.0% 30.5% 191 -51.5K -317 0.00 102.55 N/A N/A 0 11 526 226 2014-04-22 $3.31 $2.50 134.9% 38.7% 52.7% 0.0% 0.0% 0.0% -29.8% 159 -67.9K -361 0.00 105.96 N/A N/A 0 0 526 227 2014-04-23 $3.20 $2.50 96.8% 27.7% 52.7% 0.0% 0.0% 0.0% 21.1% 480 -48.9K -354 0.00 113.52 N/A N/A 6 0 526 227 2014-04-24 $3.39 $2.50 97.8% 28.0% 56.8% 0.0% 0.0% 0.0% -5.0% 455 -58.4K -369 0.00 103.70 N/A N/A 10 0 526 227 2014-04-25 $3.17 $2.50 97.6% 28.0% 60.6% 0.0% 0.0% 0.0% 8.8% 536 -46.5K -342 0.00 95.34 N/A N/A 0 0 536 227 2014-04-28 $3.18 $2.50 98.6% 28.3% 60.3% 0.0% 0.0% 0.0% 15.6% 424 -34.3K -150 0.00 137.26 N/A N/A 0 0 536 227 2014-04-29 $3.16 $2.50 108.5% 31.1% 60.3% 0.0% 0.0% 0.0% -13.7% 459 -32.5K -149 0.00 96.32 N/A N/A 0 0 536 227 2014-04-30 $3.11 $2.50 108.8% 31.2% 59.8% 0.0% 113.5% 0.0% -16.8% 434 -36.0K -155 0.00 113.97 N/A N/A 20 0 536 227
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