CAMT Options History — January 2016

In January 2016, CAMT traded between $1.69 and $2.15. ATM implied volatility averaged 118.1%, placing in the 50.9% IV rank vs the trailing year. The 30-day expected move averaged 28.9%. IV traded above realized volatility by 82.8% (HV 20d: 35.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.51.

Notable Days

2016-01-04: Highest Volume — 95 contracts
2016-01-15: Largest IV spike — 218.6% change
2016-01-08: Highest IV Rank — 100.0%
2016-01-28: Largest Expected Move — 46.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.88	$1.69	$2.15	$2.15	$1.84
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	118.1%	46.2%	192.5%	73.2%	126.6%
Expected Move	28.9%	12.5%	46.6%	18.8%	36.3%
HV 20d	35.3%	27.3%	47.3%	31.5%	47.3%
HV 60d	31.0%	27.6%	36.0%	28.3%	36.0%
IV Rank	50.9%	2.8%	100.0%	21.3%	56.2%
IV Percentile	77.7%	2.8%	100.0%	48.4%	92.1%
Term Structure	-26.3%	-69.6%	13.4%	4.0%	-43.5%
VWIV	89.5%	39.7%	162.6%	53.1%	162.6%
Bid-Ask Spread %	131.72	105.59	157.12	133.19	149.22
Gamma HHI	0.95	0.83	1.00	0.98	0.91
Net GEX	-1	-56	134	134	-39
Net DEX	2.9K	-345	5.2K	-345	3.6K
Net VEX	-17	-35	-8	-35	-13
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.51	0.51	0.51	0.51
Total Volume	95	95	95	95	95
Total OI	109	109	109	109	109

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
2016-01-04	$2.15	$2.50	73.2%	18.8%	31.5%	21.3%	53.1%	0.0%	4.0%	134	-345	-35	0.51	133.19	N/A	N/A	63	32	77	32
2016-01-05	$2.09	$2.50	84.2%	12.5%	32.1%	28.9%	39.7%	0.0%	13.4%	119	2.2K	-27	0.51	109.31	N/A	N/A	63	32	77	32
2016-01-06	$2.09	$2.50	149.0%	22.8%	30.6%	73.3%	76.1%	0.0%	-16.2%	105	-126	-33	0.51	134.19	N/A	N/A	63	32	77	32
2016-01-07	$2.02	$2.50	170.8%	26.8%	32.2%	88.2%	55.1%	0.0%	-4.7%	66	-217	-31	0.51	115.23	N/A	N/A	63	32	77	32
2016-01-08	$1.97	$2.50	192.5%	16.9%	32.2%	100.0%	59.1%	0.0%	-15.0%	-56	4.4K	-14	0.51	133.66	N/A	N/A	63	32	77	32
2016-01-11	$1.87	$2.50	57.1%	16.4%	33.5%	10.0%	57.1%	0.0%	-13.6%	-51	5.2K	-8	0.51	130.95	N/A	N/A	63	32	77	32
2016-01-12	$1.83	$2.50	107.8%	30.9%	33.6%	43.7%	60.8%	0.0%	-15.1%	57	2.3K	-20	0.51	105.59	N/A	N/A	63	32	77	32
2016-01-13	$1.81	$2.50	109.1%	31.3%	27.3%	44.6%	109.1%	0.0%	-62.5%	-45	5.0K	-8	0.51	143.90	N/A	N/A	63	32	77	32
2016-01-14	$1.86	$2.50	46.2%	13.2%	29.1%	2.8%	0.0%	0.0%	-7.8%	-52	4.9K	-9	0.51	124.57	N/A	N/A	63	32	77	32
2016-01-15	$1.82	$2.50	147.2%	42.2%	28.8%	69.9%	111.9%	0.0%	-58.5%	45	635	-24	0.51	138.72	N/A	N/A	63	32	77	32
2016-01-19	$1.74	$2.50	127.0%	36.4%	30.9%	56.5%	0.0%	0.0%	0.9%	-31	3.3K	-14	0.51	142.40	N/A	N/A	63	32	77	32
2016-01-20	$1.69	$2.50	79.5%	22.8%	31.5%	24.9%	0.0%	0.0%	-22.3%	-31	3.4K	-12	0.51	117.67	N/A	N/A	63	32	77	32
2016-01-21	$1.75	$2.50	75.8%	21.7%	35.3%	22.5%	0.0%	0.0%	-33.8%	-36	3.7K	-12	0.51	127.25	N/A	N/A	63	32	77	32
2016-01-22	$1.80	$2.50	158.3%	45.4%	37.0%	77.3%	126.6%	0.0%	-37.1%	-40	3.7K	-13	0.51	128.82	N/A	N/A	63	32	77	32
2016-01-25	$1.76	$2.50	125.0%	35.8%	36.5%	55.2%	0.0%	0.0%	-69.6%	-39	3.8K	-12	0.51	132.46	N/A	N/A	63	32	77	32
2016-01-26	$1.89	$2.50	138.8%	39.8%	47.0%	64.4%	138.8%	0.0%	-35.8%	-45	3.8K	-14	0.51	138.85	N/A	N/A	63	32	77	32
2016-01-27	$1.90	$2.50	114.0%	32.7%	47.2%	47.9%	114.0%	0.0%	-28.6%	-31	2.9K	-16	0.51	157.12	N/A	N/A	63	32	77	32
2016-01-28	$1.86	$2.50	162.6%	46.6%	47.3%	80.1%	162.6%	0.0%	-54.8%	-42	3.7K	-13	0.51	139.59	N/A	N/A	63	32	77	32
2016-01-29	$1.84	$2.50	126.6%	36.3%	47.3%	56.2%	0.0%	0.0%	-43.5%	-39	3.6K	-13	0.51	149.22	N/A	N/A	63	32	77	32