CAMT Options History — October 2016

In October 2016, CAMT traded between $2.90 and $3.08. ATM implied volatility averaged 78.8%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 53.2% (HV 20d: 25.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.62.

Notable Days

2016-10-14: Highest Volume — 225 contracts
2016-10-24: Largest IV spike — 51.4% change
2016-10-10: Highest IV Rank — 52.6%
2016-10-04: Largest Expected Move — 28.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.00	$2.90	$3.08	$3.00	$2.90
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	78.8%	46.7%	122.8%	88.9%	82.7%
Expected Move	19.2%	12.7%	28.6%	25.5%	23.7%
HV 20d	25.6%	22.7%	28.5%	23.7%	28.5%
HV 60d	29.8%	28.1%	31.5%	31.5%	28.6%
IV Rank	24.3%	3.6%	52.6%	30.8%	26.8%
IV Percentile	38.6%	6.0%	76.2%	48.4%	43.3%
Term Structure	-13.2%	-54.9%	20.5%	-31.1%	-28.8%
VWIV	55.0%	38.5%	76.8%	54.8%	76.8%
Bid-Ask Spread %	90.93	24.74	121.44	78.91	68.73
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	629	378	787	733	704
Net DEX	-54.9K	-65.1K	-45.2K	-55.4K	-45.2K
Net VEX	-93	-120	-73	-115	-86
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.62	0.39	3.71	0.41	3.71
Total Volume	155.524	80	225	218	80
Total OI	290.238	270	314	305	270

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
2016-10-03	$3.00	$0.00	88.9%	25.5%	23.7%	30.8%	0.0%	0.0%	-31.1%	733	-55.4K	-115	0.41	78.91	N/A	N/A	155	63	242	63
2016-10-04	$2.96	$0.00	99.6%	28.6%	24.9%	37.7%	0.0%	0.0%	-54.9%	787	-57.2K	-109	0.41	85.64	N/A	N/A	155	63	242	63
2016-10-05	$2.97	$0.00	96.0%	27.5%	24.8%	35.4%	0.0%	0.0%	-37.2%	754	-53.1K	-120	0.41	87.21	N/A	N/A	155	63	242	63
2016-10-06	$2.99	$2.50	104.3%	14.4%	24.8%	40.7%	54.8%	0.0%	-19.7%	753	-59.3K	-96	0.41	99.99	N/A	N/A	155	63	242	63
2016-10-07	$2.99	$2.50	114.5%	14.6%	22.8%	47.3%	55.4%	0.0%	-18.4%	750	-58.9K	-98	0.41	97.34	N/A	N/A	155	63	242	63
2016-10-10	$3.08	$2.50	122.8%	12.7%	23.9%	52.6%	46.3%	0.0%	-21.1%	451	-65.1K	-83	0.41	39.22	N/A	N/A	155	63	242	63
2016-10-11	$3.04	$2.50	97.3%	13.4%	24.1%	36.2%	52.0%	0.0%	6.5%	544	-63.1K	-86	0.39	39.51	N/A	N/A	160	63	242	63
2016-10-12	$3.06	$2.50	58.7%	16.8%	22.7%	11.4%	40.8%	0.0%	1.8%	635	-62.5K	-99	0.39	113.85	N/A	N/A	160	63	247	63
2016-10-13	$3.00	$2.50	62.6%	18.0%	24.6%	13.9%	50.1%	0.0%	7.0%	718	-58.4K	-104	0.39	114.72	N/A	N/A	160	63	247	63
2016-10-14	$3.08	$2.50	63.1%	18.1%	25.6%	14.2%	38.5%	0.0%	-8.4%	568	-63.1K	-91	0.39	115.75	N/A	N/A	162	63	247	63
2016-10-17	$3.00	$2.50	53.0%	15.2%	28.0%	7.7%	52.5%	0.0%	-11.8%	667	-63.8K	-88	1.00	95.88	N/A	N/A	63	63	251	63
2016-10-18	$3.01	$2.50	67.0%	19.2%	26.1%	16.7%	52.6%	0.0%	-12.8%	597	-50.3K	-94	1.00	112.79	N/A	N/A	63	63	211	63
2016-10-19	$2.94	$2.50	66.7%	19.1%	26.2%	16.5%	54.0%	0.0%	-14.2%	667	-47.0K	-98	1.00	112.91	N/A	N/A	63	63	211	63
2016-10-20	$2.96	$2.50	53.1%	15.2%	25.6%	7.8%	52.1%	0.0%	-13.5%	592	-51.1K	-83	1.00	99.46	N/A	N/A	63	63	211	63
2016-10-21	$3.00	$2.50	46.7%	13.4%	25.0%	3.6%	46.6%	0.0%	-6.5%	378	-53.7K	-73	3.71	24.74	N/A	N/A	17	63	211	63
2016-10-24	$3.07	$2.50	70.7%	20.3%	26.2%	19.1%	47.7%	0.0%	20.5%	501	-52.9K	-80	3.71	103.60	N/A	N/A	17	63	207	63
2016-10-25	$2.97	$2.50	63.1%	18.1%	27.9%	14.2%	66.2%	0.0%	-21.3%	578	-49.9K	-83	3.71	81.11	N/A	N/A	17	63	207	63
2016-10-26	$2.97	$2.50	80.0%	22.9%	27.2%	25.1%	67.6%	0.0%	5.0%	615	-47.1K	-89	3.71	100.51	N/A	N/A	17	63	207	63
2016-10-27	$2.99	$2.50	80.7%	23.1%	27.3%	25.5%	65.8%	0.0%	5.6%	608	-48.5K	-83	3.71	116.29	N/A	N/A	17	63	207	63
2016-10-28	$2.97	$2.50	83.7%	24.0%	27.4%	27.5%	70.8%	0.0%	-24.5%	605	-47.3K	-88	3.71	121.44	N/A	N/A	17	63	207	63
2016-10-31	$2.90	$2.50	82.7%	23.7%	28.5%	26.8%	76.8%	0.0%	-28.8%	704	-45.2K	-86	3.71	68.73	N/A	N/A	17	63	207	63