CAMT Options History — December 2015

Name: CAMT Options Analytics - December 2015
Creator: Options Analysis Suite

In December 2015, CAMT traded between $2.14 and $2.42. ATM implied volatility averaged 86.1%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 54.1% (HV 20d: 31.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.35.

Notable Days

2015-12-23: Highest Volume — 95 contracts
2015-12-23: Largest IV spike — 267.8% change
2015-12-23: Highest IV Rank — 81.6%
2015-12-23: Largest Expected Move — 46.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.26	$2.14	$2.42	$2.42	$2.17
ATM IV	86.1%	42.7%	161.1%	88.7%	91.2%
Expected Move	24.0%	12.2%	46.2%	25.4%	26.1%
HV 20d	31.9%	26.3%	37.9%	26.5%	31.5%
HV 60d	31.6%	28.5%	35.0%	33.0%	28.5%
IV Rank	30.1%	0.5%	81.6%	32.0%	33.7%
IV Percentile	54.5%	0.4%	99.6%	75.8%	75.4%
Term Structure	-16.6%	-70.5%	34.0%	-11.5%	-25.5%
Bid-Ask Spread %	131.17	106.28	150.86	145.56	140.67
Gamma HHI	0.96	0.76	0.99	0.95	0.97
Net GEX	145	49	241	87	139
Net DEX	-2.1K	-5.1K	1.7K	-4.5K	-1.0K
Net VEX	-43	-51	-31	-51	-38
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.35	0.51	2.13	2.13	0.51
Total Volume	59.364	0	95	0	95
Total OI	111.955	109	122	109	109

Daily Data (22 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
2015-12-01	$2.42	$0.00	88.7%	25.4%	26.5%	32.0%	0.0%	0.0%	-11.5%	87	-4.5K	-51	0.00	145.56	N/A	N/A	0	0	77	32
2015-12-02	$2.42	$0.00	79.0%	22.7%	26.3%	25.3%	0.0%	0.0%	-47.0%	182	-4.5K	-51	2.13	120.52	N/A	N/A	15	32	77	32
2015-12-03	$2.40	$0.00	107.6%	30.9%	26.3%	44.9%	0.0%	0.0%	-40.8%	101	-3.7K	-50	2.13	138.64	N/A	N/A	15	32	77	32
2015-12-04	$2.42	$0.00	51.4%	12.3%	26.4%	6.4%	0.0%	0.0%	2.7%	196	-5.1K	-51	2.13	125.86	N/A	N/A	15	32	77	32
2015-12-07	$2.34	$0.00	64.3%	12.2%	28.9%	15.2%	0.0%	0.0%	8.5%	142	-2.4K	-48	0.00	145.38	N/A	N/A	0	0	77	32
2015-12-08	$2.32	$0.00	67.0%	13.5%	28.7%	17.1%	0.0%	0.0%	6.9%	207	-2.6K	-48	2.13	128.60	N/A	N/A	15	32	77	32
2015-12-09	$2.26	$0.00	42.7%	12.2%	29.5%	0.5%	0.0%	0.0%	-3.2%	241	-3.1K	-47	2.13	116.67	N/A	N/A	15	32	77	32
2015-12-10	$2.32	$0.00	50.2%	14.4%	30.2%	5.6%	0.0%	0.0%	6.9%	217	-3.2K	-47	2.13	113.47	N/A	N/A	15	32	77	32
2015-12-11	$2.28	$0.00	62.1%	17.8%	30.6%	13.7%	0.0%	0.0%	-25.2%	163	-1.9K	-45	1.14	130.10	N/A	N/A	28	32	77	32
2015-12-14	$2.14	$0.00	113.3%	32.5%	37.0%	48.8%	0.0%	0.0%	12.8%	131	0	-39	1.14	129.81	N/A	N/A	28	32	90	32
2015-12-15	$2.17	$0.00	109.9%	31.5%	37.6%	46.5%	0.0%	0.0%	-46.9%	89	-2.9K	-42	1.14	145.38	N/A	N/A	28	32	90	32
2015-12-16	$2.19	$0.00	112.4%	32.2%	37.9%	48.2%	0.0%	0.0%	-15.5%	67	-4.9K	-46	1.14	150.86	N/A	N/A	28	32	90	32
2015-12-17	$2.20	$0.00	67.5%	19.3%	37.5%	17.4%	0.0%	0.0%	-40.8%	181	328	-38	1.14	125.95	N/A	N/A	28	32	90	32
2015-12-18	$2.18	$0.00	52.4%	15.0%	36.9%	7.1%	0.0%	0.0%	-7.1%	188	806	-37	1.14	111.09	N/A	N/A	28	32	90	32
2015-12-21	$2.19	$0.00	116.9%	33.5%	33.7%	51.3%	0.0%	0.0%	-1.3%	173	378	-37	2.13	131.19	N/A	N/A	15	32	77	32
2015-12-22	$2.22	$0.00	43.8%	12.6%	33.5%	1.2%	0.0%	0.0%	34.0%	49	-2.9K	-40	2.13	132.71	N/A	N/A	15	32	77	32
2015-12-23	$2.24	$0.00	161.1%	46.2%	33.9%	81.6%	0.0%	0.0%	-70.5%	83	-2.3K	-41	0.51	145.43	N/A	N/A	63	32	77	32
2015-12-24	$2.21	$0.00	53.9%	15.5%	33.8%	8.1%	0.0%	0.0%	-10.0%	207	887	-35	0.51	106.28	N/A	N/A	63	32	77	32
2015-12-28	$2.19	$0.00	124.2%	35.6%	32.5%	56.3%	0.0%	0.0%	-22.3%	197	1.7K	-31	0.51	128.62	N/A	N/A	63	32	77	32
2015-12-29	$2.20	$0.00	94.3%	27.0%	32.0%	35.8%	0.0%	0.0%	-23.1%	76	-2.0K	-40	0.51	130.92	N/A	N/A	63	32	77	32
2015-12-30	$2.18	$0.00	139.0%	39.9%	31.6%	66.4%	0.0%	0.0%	-46.0%	78	-2.1K	-38	0.51	142.02	N/A	N/A	63	32	77	32
2015-12-31	$2.17	$0.00	91.2%	26.1%	31.5%	33.7%	0.0%	0.0%	-25.5%	139	-1.0K	-38	0.51	140.67	N/A	N/A	63	32	77	32