CAMT Options History — May 2014 In May 2014, CAMT traded between $3.18 and $3.55. ATM implied volatility averaged 122.7%. The 30-day expected move averaged 33.2%. IV traded above realized volatility by 67.9% (HV 20d: 54.9%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-05-22 : Highest Volume — 575 contracts2014-05-12 : Largest IV spike — 60.9% change2014-05-08 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.31 $3.18 $3.55 $3.26 $3.25 Max Pain $4.76 $2.50 $5.00 $2.50 $5.00 ATM IV 122.7% 92.8% 178.2% 120.6% 92.8% Expected Move 33.2% 26.6% 39.8% 34.6% 26.6% HV 20d 54.9% 41.0% 63.2% 62.5% 41.0% HV 60d 52.4% 50.6% 53.5% 53.5% 50.6% Term Structure -1.5% -39.7% 36.8% 4.5% -7.1% VWIV 125.6% 125.6% 125.6% 125.6% 125.6% Bid-Ask Spread % 89.74 67.49 110.11 98.96 110.11 Gamma HHI 0.60 0.44 0.85 0.75 0.70 Net GEX 161 -582 598 527 -582 Net DEX -33.7K -71.2K 18.1K -55.8K -23.0K Net VEX -267 -373 -121 -339 -199 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 42.524 0 575 30 0 Total OI 744.714 517 937 783 937
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 2014-05-01 $3.26 $2.50 120.6% 34.6% 62.5% 0.0% 125.6% 0.0% 4.5% 527 -55.8K -339 0.00 98.96 N/A N/A 30 0 556 227 2014-05-02 $3.28 $2.50 123.1% 35.3% 62.3% 0.0% 0.0% 0.0% -39.7% 598 -54.3K -336 0.00 97.16 N/A N/A 0 0 566 227 2014-05-05 $3.42 $5.00 124.5% 28.8% 62.8% 0.0% 0.0% 0.0% -1.0% 179 -53.3K -143 0.00 72.19 N/A N/A 0 0 566 227 2014-05-06 $3.35 $5.00 120.6% 34.7% 62.2% 0.0% 0.0% 0.0% -19.0% 231 -71.2K -331 0.00 67.49 N/A N/A 0 0 566 227 2014-05-07 $3.23 $5.00 114.0% 38.3% 63.2% 0.0% 0.0% 0.0% 0.3% 193 -50.4K -140 0.00 89.61 N/A N/A 0 0 566 227 2014-05-08 $3.19 $5.00 125.1% 39.8% 62.7% 0.0% 0.0% 0.0% -14.7% 236 -62.0K -310 0.00 93.16 N/A N/A 0 0 566 227 2014-05-09 $3.18 $5.00 105.1% 33.9% 55.0% 0.0% 0.0% 0.0% 12.7% 181 -47.8K -133 0.00 85.62 N/A N/A 140 0 566 227 2014-05-12 $3.36 $5.00 169.0% 33.6% 58.5% 0.0% 0.0% 0.0% 30.2% 255 -52.3K -313 0.00 94.87 N/A N/A 0 8 530 227 2014-05-13 $3.40 $5.00 178.2% 31.6% 55.1% 0.0% 0.0% 0.0% -26.8% 285 -49.9K -288 0.00 92.77 N/A N/A 0 20 530 227 2014-05-14 $3.55 $5.00 162.5% 32.1% 56.7% 0.0% 0.0% 0.0% 32.0% 202 -62.8K -340 0.00 78.67 N/A N/A 0 0 530 235 2014-05-15 $3.40 $5.00 119.7% 34.3% 58.8% 0.0% 0.0% 0.0% 15.5% 244 -58.0K -335 0.00 68.33 N/A N/A 0 0 530 235 2014-05-16 $3.42 $5.00 115.8% 33.2% 58.6% 0.0% 0.0% 0.0% -2.9% 207 -18.4K -311 0.00 80.47 N/A N/A 0 0 426 235 2014-05-19 $3.43 $5.00 106.8% 30.6% 58.6% 0.0% 0.0% 0.0% -3.7% 277 -15.6K -310 0.00 98.87 N/A N/A 0 0 338 179 2014-05-20 $3.38 $5.00 106.6% 30.6% 54.4% 0.0% 0.0% 0.0% 36.8% 233 -14.8K -310 0.00 97.97 N/A N/A 0 0 338 179 2014-05-21 $3.32 $5.00 114.6% 32.9% 53.4% 0.0% 0.0% 0.0% -12.9% 186 -309 -134 0.00 101.41 N/A N/A 0 0 338 179 2014-05-22 $3.22 $5.00 106.2% 30.5% 50.2% 0.0% 0.0% 0.0% -11.5% 243 -10.5K -280 0.00 76.68 N/A N/A 0 575 338 179 2014-05-23 $3.23 $5.00 112.5% 32.3% 44.1% 0.0% 0.0% 0.0% 7.7% -522 18.1K -238 0.00 81.46 N/A N/A 0 0 338 479 2014-05-27 $3.24 $5.00 121.7% 34.9% 44.1% 0.0% 0.0% 0.0% -35.5% 180 1.1K -121 0.00 102.50 N/A N/A 0 0 338 479 2014-05-28 $3.23 $5.00 123.7% 35.5% 44.0% 0.0% 0.0% 0.0% 15.3% -444 11.3K -373 0.00 99.49 N/A N/A 120 0 338 479 2014-05-29 $3.19 $5.00 113.6% 32.6% 43.8% 0.0% 0.0% 0.0% -11.2% 479 -37.4K -313 0.00 96.78 N/A N/A 0 0 458 479 2014-05-30 $3.25 $5.00 92.8% 26.6% 41.0% 0.0% 0.0% 0.0% -7.1% -582 -23.0K -199 0.00 110.11 N/A N/A 0 0 458 479
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