CAMT Options History — April 2016

In April 2016, CAMT traded between $2.01 and $2.24. ATM implied volatility averaged 97.7%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 55.5% (HV 20d: 42.2%). 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 1 of 21 days. Put/call ratio averaged 1.39.

Notable Days

2016-04-01: Highest Volume — 55 contracts
2016-04-11: Largest IV drop — 70.5% change
2016-04-08: Highest IV Rank — 98.8%
2016-04-01: Largest Expected Move — 44.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.12	$2.01	$2.24	$2.08	$2.21
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	97.7%	50.7%	190.7%	156.3%	108.9%
Expected Move	21.9%	14.2%	44.8%	44.8%	31.2%
HV 20d	42.2%	36.6%	49.0%	49.0%	47.5%
HV 60d	45.0%	43.2%	47.4%	46.9%	46.0%
IV Rank	37.0%	5.7%	98.8%	76.0%	44.5%
IV Percentile	55.4%	7.1%	99.6%	96.8%	75.4%
Term Structure	-18.2%	-97.4%	3.2%	-97.4%	-8.3%
VWIV	85.6%	55.5%	150.8%	106.5%	150.8%
Bid-Ask Spread %	85.57	38.52	128.72	121.93	62.01
Gamma HHI	0.98	0.92	1.00	0.99	0.93
Net GEX	-8	-33	4	-15	-5
Net DEX	2.6K	1.6K	3.5K	2.6K	1.6K
Net VEX	-22	-24	-19	-22	-23
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.39	1.39	1.39	1.39	1.39
Total Volume	55	55	55	55	55
Total OI	72.81	69	73	69	73

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
2016-04-01	$2.08	$0.00	156.3%	44.8%	49.0%	76.0%	0.0%	0.0%	-97.4%	-15	2.6K	-22	1.39	121.93	N/A	N/A	23	32	37	32
2016-04-04	$2.01	$2.50	138.6%	23.2%	46.6%	64.2%	106.5%	0.0%	-7.5%	4	2.7K	-23	1.39	87.23	N/A	N/A	23	32	41	32
2016-04-05	$2.04	$2.50	166.3%	18.5%	46.6%	82.6%	79.5%	0.0%	-7.4%	-5	3.0K	-21	1.39	90.09	N/A	N/A	23	32	41	32
2016-04-06	$2.02	$2.50	140.9%	19.9%	46.0%	65.7%	86.5%	0.0%	-8.1%	-3	2.9K	-23	1.39	89.87	N/A	N/A	23	32	41	32
2016-04-07	$2.04	$2.50	145.9%	19.9%	45.4%	69.1%	67.2%	0.0%	-36.8%	-5	2.8K	-22	1.39	99.50	N/A	N/A	23	32	41	32
2016-04-08	$2.09	$2.50	190.7%	14.2%	45.2%	98.8%	55.5%	0.0%	-2.4%	-9	3.4K	-22	1.39	90.80	N/A	N/A	23	32	41	32
2016-04-11	$2.09	$2.50	56.2%	16.1%	43.5%	9.4%	65.6%	0.0%	-3.5%	-7	3.4K	-21	1.39	41.85	N/A	N/A	23	32	41	32
2016-04-12	$2.05	$2.50	65.6%	18.8%	43.5%	15.7%	79.2%	0.0%	-4.7%	-2	3.3K	-20	1.39	65.93	N/A	N/A	23	32	41	32
2016-04-13	$2.09	$2.50	71.9%	20.6%	40.2%	19.8%	91.1%	0.0%	-9.5%	2	2.8K	-23	1.39	110.94	N/A	N/A	23	32	41	32
2016-04-14	$2.17	$2.50	50.7%	14.5%	39.5%	5.7%	58.6%	0.0%	-8.0%	-33	2.9K	-23	1.39	38.52	N/A	N/A	23	32	41	32
2016-04-15	$2.13	$2.50	55.5%	15.9%	38.7%	9.0%	57.3%	0.0%	-3.5%	-15	2.5K	-23	1.39	52.65	N/A	N/A	23	32	41	32
2016-04-18	$2.10	$2.50	72.4%	20.8%	37.9%	20.2%	90.3%	0.0%	3.2%	-8	2.8K	-22	1.39	54.73	N/A	N/A	23	32	41	32
2016-04-19	$2.05	$2.50	72.7%	20.8%	38.2%	20.4%	87.8%	0.0%	-13.9%	-2	3.3K	-19	1.39	51.44	N/A	N/A	23	32	41	32
2016-04-20	$2.18	$2.50	55.7%	16.0%	43.2%	9.1%	65.0%	0.0%	-4.1%	-20	3.1K	-22	1.39	94.73	N/A	N/A	23	32	41	32
2016-04-21	$2.24	$2.50	72.6%	20.8%	39.4%	20.3%	96.0%	0.0%	-3.5%	-19	2.0K	-24	1.39	88.38	N/A	N/A	23	32	41	32
2016-04-22	$2.22	$2.50	84.4%	24.2%	38.2%	28.1%	71.9%	0.0%	-66.4%	-13	1.6K	-24	1.39	128.72	N/A	N/A	23	32	41	32
2016-04-25	$2.23	$2.50	88.9%	25.5%	36.6%	31.2%	121.0%	0.0%	-5.4%	-8	1.7K	-24	1.39	124.57	N/A	N/A	23	32	41	32
2016-04-26	$2.16	$2.50	96.4%	27.6%	38.8%	36.2%	81.8%	0.0%	-76.6%	-3	1.9K	-23	1.39	111.97	N/A	N/A	23	32	41	32
2016-04-27	$2.20	$2.50	92.5%	26.5%	39.1%	33.5%	124.1%	0.0%	-7.1%	-8	2.1K	-22	1.39	110.23	N/A	N/A	23	32	41	32
2016-04-28	$2.09	$2.50	68.6%	19.7%	43.7%	17.6%	76.7%	0.0%	-10.3%	0	3.5K	-19	1.39	81.00	N/A	N/A	23	32	41	32
2016-04-29	$2.21	$2.50	108.9%	31.2%	47.5%	44.5%	150.8%	0.0%	-8.3%	-5	1.6K	-23	1.39	62.01	N/A	N/A	23	32	41	32