CAMT Options History — June 2016 In June 2016, CAMT traded between $1.93 and $2.17. ATM implied volatility averaged 110.6%, placing in the 45.2% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 75.1% (HV 20d: 35.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2016-06-01 : Highest Volume — 11 contracts2016-06-22 : Largest IV spike — 73.3% change2016-06-27 : Highest IV Rank — 100.0%2016-06-27 : Largest Expected Move — 56.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.08 $1.93 $2.17 $1.93 $2.09 ATM IV 110.6% 54.6% 196.4% 120.3% 135.8% Expected Move 31.3% 16.1% 56.3% 34.5% 38.9% HV 20d 35.4% 25.5% 64.0% 64.0% 38.1% HV 60d 52.0% 50.4% 53.9% 53.1% 51.4% IV Rank 45.2% 8.4% 100.0% 52.0% 60.7% IV Percentile 66.9% 13.1% 100.0% 80.6% 85.3% Term Structure -38.2% -139.1% 58.4% -32.9% -38.4% Bid-Ask Spread % 138.09 81.61 174.77 81.61 133.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 66 35 85 55 58 Net DEX -1.8K -2.4K -996 -1.2K -2.2K Net VEX -10 -12 -8 -9 -11 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 11 11 11 11 11 Total OI 27 27 27 27 27
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 2016-06-01 $1.93 $0.00 120.3% 34.5% 64.0% 52.0% 0.0% 0.0% -32.9% 55 -1.2K -9 0.00 81.61 N/A N/A 11 0 27 0 2016-06-02 $2.00 $0.00 126.1% 16.1% 61.3% 55.9% 0.0% 0.0% -11.9% 63 -1.1K -9 0.00 83.71 N/A N/A 11 0 27 0 2016-06-03 $1.99 $0.00 85.3% 24.5% 25.5% 28.8% 0.0% 0.0% 58.4% 35 -996 -8 0.00 120.24 N/A N/A 11 0 27 0 2016-06-06 $2.09 $0.00 54.6% 20.1% 30.2% 8.4% 0.0% 0.0% -4.4% 83 -1.1K -9 0.00 112.63 N/A N/A 11 0 27 0 2016-06-07 $2.09 $0.00 72.5% 20.8% 29.3% 20.2% 0.0% 0.0% -34.0% 68 -1.7K -11 0.00 159.19 N/A N/A 11 0 27 0 2016-06-08 $2.10 $0.00 72.5% 20.8% 28.3% 20.2% 0.0% 0.0% -15.1% 73 -1.9K -11 0.00 120.86 N/A N/A 11 0 27 0 2016-06-09 $2.10 $0.00 107.0% 30.7% 28.1% 43.2% 0.0% 0.0% -63.7% 79 -1.7K -11 0.00 130.08 N/A N/A 11 0 27 0 2016-06-10 $2.06 $0.00 119.0% 34.1% 27.1% 51.2% 0.0% 0.0% 4.9% 56 -2.0K -11 0.00 161.75 N/A N/A 11 0 27 0 2016-06-13 $2.09 $0.00 118.8% 34.0% 27.2% 51.0% 0.0% 0.0% -9.7% 62 -2.1K -12 0.00 151.66 N/A N/A 11 0 27 0 2016-06-14 $2.17 $0.00 145.9% 41.8% 29.6% 69.1% 0.0% 0.0% -32.3% 64 -2.4K -12 0.00 155.83 N/A N/A 11 0 27 0 2016-06-15 $2.10 $0.00 122.4% 35.1% 32.7% 53.5% 0.0% 0.0% -64.4% 54 -2.1K -11 0.00 171.42 N/A N/A 11 0 27 0 2016-06-16 $2.15 $0.00 108.4% 31.1% 32.7% 44.1% 0.0% 0.0% -70.8% 84 -1.7K -11 0.00 129.00 N/A N/A 11 0 27 0 2016-06-17 $2.10 $0.00 72.0% 20.6% 34.4% 19.9% 0.0% 0.0% -8.7% 82 -1.3K -9 0.00 103.02 N/A N/A 11 0 27 0 2016-06-20 $2.13 $0.00 88.4% 25.4% 34.3% 30.8% 0.0% 0.0% -22.2% 84 -1.7K -10 0.00 137.53 N/A N/A 11 0 27 0 2016-06-21 $2.13 $0.00 63.6% 18.2% 34.3% 14.3% 0.0% 0.0% -15.5% 85 -1.9K -11 0.00 166.59 N/A N/A 11 0 27 0 2016-06-22 $2.13 $0.00 110.2% 31.6% 33.0% 45.3% 0.0% 0.0% -64.0% 73 -1.9K -11 0.00 146.59 N/A N/A 11 0 27 0 2016-06-23 $2.15 $0.00 85.2% 0.0% 32.5% 28.7% 0.0% 0.0% 0.0% 61 -2.4K -12 0.00 174.77 N/A N/A 11 0 27 0 2016-06-24 $2.03 $0.00 146.9% 42.1% 39.1% 69.7% 0.0% 0.0% -87.1% 61 -1.7K -10 0.00 159.41 N/A N/A 11 0 27 0 2016-06-27 $2.03 $0.00 196.4% 56.3% 39.1% 100.0% 0.0% 0.0% -139.1% 50 -2.1K -11 0.00 172.25 N/A N/A 11 0 27 0 2016-06-28 $2.03 $0.00 149.0% 42.7% 38.8% 69.3% 0.0% 0.0% -72.1% 62 -1.7K -10 0.00 130.37 N/A N/A 11 0 27 0 2016-06-29 $2.09 $0.00 131.9% 37.8% 39.9% 58.2% 0.0% 0.0% -80.1% 68 -1.8K -10 0.00 135.96 N/A N/A 11 0 27 0 2016-06-30 $2.09 $0.00 135.8% 38.9% 38.1% 60.7% 0.0% 0.0% -38.4% 58 -2.2K -11 0.00 133.53 N/A N/A 11 0 27 0
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