CAMT Options History — February 2017

In February 2017, CAMT traded between $3.54 and $3.86. ATM implied volatility averaged 97.5%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 52.6% (HV 20d: 44.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.30.

Notable Days

2017-02-14: Highest Volume — 492 contracts
2017-02-13: Largest IV spike — 91.1% change
2017-02-06: Highest IV Rank — 63.6%
2017-02-27: Largest Expected Move — 34.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.72	$3.54	$3.86	$3.60	$3.54
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	97.5%	52.0%	139.8%	118.8%	114.1%
Expected Move	24.4%	14.9%	34.7%	34.1%	32.7%
HV 20d	44.8%	42.4%	46.0%	42.4%	45.6%
HV 60d	36.5%	33.4%	37.7%	33.4%	37.7%
IV Rank	36.3%	7.0%	63.6%	50.1%	47.0%
IV Percentile	57.7%	5.6%	89.7%	78.2%	79.0%
Term Structure	-26.1%	-42.5%	-8.4%	-25.6%	-29.3%
VWIV	99.5%	62.5%	118.6%	62.5%	102.4%
Bid-Ask Spread %	107.91	28.75	117.23	113.00	112.78
Gamma HHI	0.93	0.81	1.00	0.81	0.96
Net GEX	1.8K	875	2.8K	875	2.7K
Net DEX	-93.4K	-133.1K	-60.2K	-60.2K	-120.7K
Net VEX	-346	-658	-134	-146	-592
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.15	0.44	0.39	0.31
Total Volume	297.632	209	492	230	273
Total OI	761.789	471	1,195	471	1,195

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
2017-02-01	$3.60	$2.50	118.8%	34.1%	42.4%	50.1%	0.0%	0.0%	-25.6%	875	-60.2K	-146	0.39	113.00	N/A	N/A	166	64	408	63
2017-02-02	$3.84	$2.50	99.5%	16.0%	46.0%	37.6%	62.5%	0.0%	-20.6%	1.0K	-67.9K	-140	0.39	97.08	N/A	N/A	166	64	408	64
2017-02-03	$3.80	$2.50	106.3%	17.6%	44.8%	42.0%	94.8%	0.0%	-27.4%	1.0K	-66.5K	-146	0.39	103.09	N/A	N/A	166	64	408	64
2017-02-06	$3.76	$2.50	139.8%	18.1%	44.3%	63.6%	103.8%	0.0%	-35.7%	1.0K	-65.2K	-150	0.36	115.81	N/A	N/A	176	64	408	64
2017-02-07	$3.79	$2.50	119.7%	14.9%	44.2%	50.6%	93.5%	0.0%	-16.7%	1.0K	-65.9K	-134	0.38	28.75	N/A	N/A	169	64	420	64
2017-02-08	$3.74	$2.50	96.1%	27.5%	44.6%	35.4%	92.6%	0.0%	-26.4%	1.0K	-67.9K	-171	0.31	115.32	N/A	N/A	208	64	420	64
2017-02-09	$3.86	$2.50	52.8%	15.1%	45.5%	7.6%	106.6%	0.0%	-8.4%	1.4K	-64.2K	-230	0.31	117.23	N/A	N/A	209	64	456	64
2017-02-10	$3.82	$2.50	52.0%	14.9%	43.6%	7.0%	89.6%	0.0%	-9.6%	1.3K	-74.4K	-212	0.43	100.22	N/A	N/A	149	64	499	64
2017-02-13	$3.73	$2.50	99.3%	28.5%	44.8%	37.5%	91.4%	0.0%	-28.2%	1.3K	-72.9K	-227	0.44	114.13	N/A	N/A	145	64	499	64
2017-02-14	$3.83	$2.50	68.9%	19.7%	44.2%	17.9%	63.1%	0.0%	-22.1%	1.4K	-76.9K	-227	0.15	112.85	N/A	N/A	428	64	509	64
2017-02-15	$3.81	$2.50	69.8%	20.0%	44.4%	18.5%	100.4%	0.0%	-29.9%	2.4K	-113.5K	-426	0.16	115.99	N/A	N/A	391	64	821	64
2017-02-16	$3.81	$2.50	70.2%	20.1%	44.1%	18.8%	102.5%	0.0%	-20.3%	2.4K	-115.6K	-445	0.25	115.16	N/A	N/A	259	64	818	64
2017-02-17	$3.76	$2.50	70.9%	20.3%	44.7%	19.2%	112.8%	0.0%	-22.1%	2.8K	-133.1K	-496	0.21	115.64	N/A	N/A	309	64	911	64
2017-02-21	$3.67	$2.50	113.7%	32.6%	45.8%	46.8%	116.7%	0.0%	-35.8%	2.3K	-116.7K	-483	0.21	114.58	N/A	N/A	307	64	881	64
2017-02-22	$3.63	$2.50	113.6%	32.6%	45.9%	46.7%	115.7%	0.0%	-29.9%	2.6K	-118.6K	-528	0.25	115.58	N/A	N/A	257	64	978	64
2017-02-23	$3.61	$2.50	112.1%	32.1%	45.7%	45.8%	111.0%	0.0%	-35.4%	2.7K	-120.4K	-562	0.21	115.69	N/A	N/A	307	64	1,028	64
2017-02-24	$3.55	$2.50	113.5%	32.5%	45.6%	46.6%	113.4%	0.0%	-30.7%	2.7K	-130.0K	-658	0.31	113.03	N/A	N/A	209	64	1,128	64
2017-02-27	$3.57	$2.50	121.0%	34.7%	45.6%	51.5%	118.6%	0.0%	-42.5%	2.8K	-123.3K	-592	0.31	114.31	N/A	N/A	209	64	1,128	64
2017-02-28	$3.54	$2.50	114.1%	32.7%	45.6%	47.0%	102.4%	0.0%	-29.3%	2.7K	-120.7K	-592	0.31	112.78	N/A	N/A	209	64	1,131	64