CAMT Options History — August 2016

In August 2016, CAMT traded between $2.42 and $2.70. ATM implied volatility averaged 78.8%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 41.0% (HV 20d: 37.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2016-08-01: Highest Volume — 37 contracts
2016-08-22: Largest IV spike — 119.8% change
2016-08-05: Highest IV Rank — 50.2%
2016-08-05: Largest Expected Move — 33.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.54	$2.42	$2.70	$2.70	$2.48
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	78.8%	41.1%	119.8%	102.5%	67.4%
Expected Move	20.7%	11.8%	33.7%	29.4%	19.3%
HV 20d	37.8%	31.0%	48.3%	48.3%	31.0%
HV 60d	40.7%	38.8%	41.8%	38.8%	40.7%
IV Rank	24.0%	0.0%	50.2%	38.9%	16.9%
IV Percentile	39.0%	0.0%	76.2%	63.1%	29.0%
Term Structure	-9.3%	-33.4%	106.4%	-33.4%	-18.4%
VWIV	102.9%	90.3%	110.4%	108.1%	110.4%
Bid-Ask Spread %	137.09	62.52	181.86	155.75	166.76
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	320	157	1.1K	173	222
Net DEX	-9.7K	-13.3K	-6.8K	-10.0K	-11.0K
Net VEX	-32	-37	-25	-29	-36
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	22.739	0	37	37	6
Total OI	67.522	60	85	60	75

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2016-08-01	$2.70	$2.50	102.5%	29.4%	48.3%	38.9%	108.1%	0.0%	-33.4%	173	-10.0K	-29	155.75	N/A	N/A	37	60
2016-08-02	$2.69	$2.50	94.3%	27.0%	47.2%	33.6%	90.3%	0.0%	-23.2%	193	-10.3K	-30	131.03	N/A	N/A	37	60
2016-08-03	$2.57	$2.50	100.8%	28.9%	42.8%	37.8%	110.4%	0.0%	-29.4%	254	-9.6K	-29	162.98	N/A	N/A	37	60
2016-08-04	$2.59	$0.00	103.6%	22.3%	40.1%	39.6%	0.0%	0.0%	-28.2%	245	-9.2K	-29	156.17	N/A	N/A	37	60
2016-08-05	$2.60	$0.00	119.8%	33.7%	37.2%	50.2%	0.0%	0.0%	-27.3%	157	-9.5K	-28	159.63	N/A	N/A	37	60
2016-08-08	$2.57	$0.00	114.3%	12.4%	35.7%	46.6%	0.0%	0.0%	7.2%	245	-9.1K	-28	84.48	N/A	N/A	37	60
2016-08-09	$2.59	$0.00	96.5%	12.5%	35.4%	35.0%	0.0%	0.0%	6.9%	264	-9.3K	-28	144.83	N/A	N/A	37	60
2016-08-10	$2.50	$0.00	61.7%	17.7%	38.1%	12.3%	0.0%	0.0%	-8.0%	236	-8.4K	-28	123.17	N/A	N/A	37	60
2016-08-11	$2.42	$0.00	41.1%	11.8%	37.3%	0.0%	0.0%	0.0%	2.3%	315	-7.6K	-27	131.48	N/A	N/A	37	60
2016-08-12	$2.48	$0.00	63.2%	18.1%	38.2%	14.2%	0.0%	0.0%	-18.3%	223	-8.1K	-27	150.55	N/A	N/A	37	60
2016-08-15	$2.51	$0.00	63.6%	18.2%	38.3%	14.5%	0.0%	0.0%	-25.8%	293	-8.6K	-26	123.54	N/A	N/A	37	60
2016-08-16	$2.42	$0.00	44.4%	12.7%	40.4%	2.1%	0.0%	0.0%	-3.0%	301	-6.8K	-25	143.58	N/A	N/A	37	60
2016-08-17	$2.45	$0.00	74.5%	0.0%	40.6%	21.5%	0.0%	0.0%	0.0%	828	-8.8K	-37	181.86	N/A	N/A	0	85
2016-08-18	$2.52	$0.00	80.3%	23.0%	38.7%	25.3%	0.0%	0.0%	-26.8%	1.1K	-13.3K	-37	168.03	N/A	N/A	0	85
2016-08-19	$2.54	$0.00	44.1%	12.6%	38.8%	1.9%	0.0%	0.0%	8.7%	268	-11.4K	-37	62.52	N/A	N/A	37	76
2016-08-22	$2.57	$0.00	96.9%	27.8%	35.2%	35.9%	0.0%	0.0%	0.0%	337	-11.0K	-37	119.13	N/A	N/A	6	72
2016-08-23	$2.59	$0.00	42.7%	12.2%	35.0%	1.0%	0.0%	0.0%	-7.8%	316	-11.2K	-37	131.35	N/A	N/A	6	73
2016-08-24	$2.57	$0.00	89.1%	25.5%	33.9%	30.9%	0.0%	0.0%	-11.2%	284	-10.3K	-36	168.08	N/A	N/A	0	73
2016-08-25	$2.53	$0.00	72.0%	20.7%	33.7%	19.9%	0.0%	0.0%	106.4%	374	-10.3K	-37	137.47	N/A	N/A	6	73
2016-08-26	$2.47	$0.00	95.3%	27.3%	33.8%	34.9%	0.0%	0.0%	-27.0%	209	-10.3K	-36	168.69	N/A	N/A	6	73
2016-08-29	$2.52	$0.00	55.0%	15.8%	34.6%	8.9%	0.0%	0.0%	-7.9%	232	-10.1K	-35	95.83	N/A	N/A	6	73
2016-08-30	$2.51	$0.00	89.5%	25.7%	34.6%	31.2%	0.0%	0.0%	-30.2%	332	-9.3K	-35	86.06	N/A	N/A	6	75
2016-08-31	$2.48	$0.00	67.4%	19.3%	31.0%	16.9%	0.0%	0.0%	-18.4%	222	-11.0K	-36	166.76	N/A	N/A	6	75