CAMT Options History — April 2015

In April 2015, CAMT traded between $3.15 and $3.69. ATM implied volatility averaged 92.0%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 64.7% (HV 20d: 27.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 31.66.

Notable Days

  • 2015-04-28: Highest Volume — 7,358 contracts
  • 2015-04-06: Largest IV spike — 51.6% change
  • 2015-04-07: Highest IV Rank — 61.5%
  • 2015-04-30: Largest Expected Move — 31.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.34$3.15$3.69$3.16$3.35
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV92.0%60.2%135.9%108.9%111.1%
Expected Move25.2%17.3%31.9%31.2%31.9%
HV 20d27.3%15.3%37.6%36.8%37.6%
HV 60d33.5%30.7%35.3%35.3%34.7%
IV Rank29.1%5.5%61.5%42.1%43.1%
IV Percentile50.4%3.2%90.9%73.4%79.8%
Term Structure-7.3%-50.3%41.2%-26.9%-50.3%
VWIV86.3%46.4%111.2%75.3%111.1%
Bid-Ask Spread %90.1421.54117.53117.5392.93
Gamma HHI0.830.500.970.750.93
Net GEX-8.8K-19.5K663-2.9K-12.7K
Net DEX107.4K-131.0K438.2K-14.2K390.3K
Net VEX-2.5K-5.4K-293-842-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio31.661.0379.091.231.57
Total Volume3,587.28607,358216234
Total OI5,863.6672,5129,5532,5129,506

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$3.16$0.00108.9%31.2%36.8%42.1%0.0%0.0%-26.9%-2.9K-14.2K-8421.23117.53N/AN/A971197921,720
2015-04-02$3.18$2.5083.8%21.1%36.9%23.7%75.3%0.0%41.2%-2.6K-26.4K-8611.2348.09N/AN/A971198421,720
2015-04-06$3.21$2.50127.1%26.0%35.6%54.9%0.0%0.0%1.7%663-131.0K-2931.24104.33N/AN/A961198421,720
2015-04-07$3.18$2.50135.9%27.5%24.4%61.5%0.0%0.0%7.0%606-129.8K-2971.23104.33N/AN/A971198421,720
2015-04-08$3.16$2.5071.5%20.5%17.8%13.8%0.0%0.0%23.2%-3.1K-77.3K-6100.00115.09N/AN/A008421,720
2015-04-09$3.22$2.5079.3%22.7%15.3%19.6%72.2%0.0%35.0%-2.5K-35.1K-8281.2347.29N/AN/A971198421,720
2015-04-10$3.15$2.5082.3%23.6%16.6%21.9%85.8%0.0%0.9%-3.3K-60.9K-6831.23113.08N/AN/A971198421,720
2015-04-13$3.18$2.5084.8%24.3%17.0%23.7%86.9%0.0%-1.0%-3.0K-71.1K-5991.23112.55N/AN/A971198421,720
2015-04-14$3.16$2.5078.1%22.4%16.2%18.7%90.4%0.0%13.8%-3.1K-72.8K-5601.23112.91N/AN/A971198421,720
2015-04-15$3.18$2.5083.0%23.8%16.3%22.3%82.4%0.0%6.4%-3.0K-67.5K-5521.03114.32N/AN/A1151198421,720
2015-04-16$3.28$2.5060.5%17.3%19.4%5.7%46.4%0.0%14.1%-1.3K-119.1K-39262.5765.02N/AN/A1157,1958421,720
2015-04-17$3.25$2.5077.2%22.1%19.1%18.1%76.3%0.0%-0.8%-19.5K438.2K-5.4K62.57113.21N/AN/A1157,1958428,711
2015-04-20$3.45$2.5060.2%17.3%28.3%5.5%75.8%0.0%-23.8%-18.7K326.9K-4.7K63.1121.54N/AN/A1147,1958428,711
2015-04-21$3.62$2.5090.0%25.8%32.2%27.6%82.8%0.0%-38.1%-10.9K315.5K-5.3K64.8266.57N/AN/A1117,1957218,711
2015-04-22$3.69$2.5080.1%23.0%32.5%20.2%81.9%0.0%-15.4%-16.8K224.1K-4.1K65.4169.30N/AN/A1107,1957788,711
2015-04-23$3.66$2.5090.1%25.8%32.4%27.6%77.5%0.0%-13.1%-14.4K270.6K-4.6K59.4692.69N/AN/A1217,1957798,711
2015-04-24$3.56$2.50107.1%30.7%34.3%40.2%111.2%0.0%-29.9%-15.7K255.4K-4.3K59.4896.44N/AN/A1217,1977838,711
2015-04-27$3.53$2.50105.7%30.3%34.6%39.1%102.2%0.0%-21.2%-18.1K272.8K-4.2K59.4896.26N/AN/A1217,1977838,713
2015-04-28$3.53$2.50108.7%31.2%34.4%41.4%104.9%0.0%-44.9%-15.4K321.9K-4.6K44.7093.30N/AN/A1617,1977838,713
2015-04-29$3.43$2.50107.5%30.8%36.4%40.4%104.4%0.0%-30.9%-19.2K243.9K-3.9K79.0996.21N/AN/A917,1977838,713
2015-04-30$3.35$2.50111.1%31.9%37.6%43.1%111.1%0.0%-50.3%-12.7K390.3K-5.3K1.5792.93N/AN/A911437938,713