CAMT Options History — April 2017

In April 2017, CAMT traded between $3.69 and $3.82. ATM implied volatility averaged 89.5%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 23.2%. IV traded above realized volatility by 63.7% (HV 20d: 25.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.53.

Notable Days

2017-04-10: Highest Volume — 212 contracts
2017-04-04: Largest IV spike — 92.9% change
2017-04-05: Highest IV Rank — 66.7%
2017-04-05: Largest Expected Move — 41.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.75	$3.69	$3.82	$3.76	$3.78
Max Pain	$2.89	$2.50	$5.00	$5.00	$2.50
ATM IV	89.5%	55.2%	143.7%	74.3%	71.6%
Expected Move	23.2%	15.5%	41.2%	21.3%	20.5%
HV 20d	25.8%	18.2%	34.5%	34.4%	18.3%
HV 60d	34.2%	29.3%	35.3%	35.3%	29.3%
IV Rank	32.6%	11.0%	66.7%	23.0%	21.3%
IV Percentile	49.1%	11.5%	94.0%	37.3%	33.7%
Term Structure	-16.3%	-59.1%	11.9%	-23.9%	-2.8%
VWIV	98.3%	78.7%	126.7%	84.4%	126.7%
Bid-Ask Spread %	77.08	28.42	102.48	74.70	33.05
Gamma HHI	0.98	0.97	0.99	0.98	0.99
Net GEX	3.2K	2.3K	4.1K	3.6K	2.4K
Net DEX	-71.6K	-104.1K	-44.0K	-81.0K	-44.0K
Net VEX	-483	-644	-306	-565	-306
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.53	0.44	0.59	0.58	0.56
Total Volume	188.474	175	212	177	182
Total OI	1,137.842	1,085	1,181	1,085	1,181

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
2017-04-03	$3.76	$5.00	74.3%	21.3%	34.4%	23.0%	0.0%	0.0%	-23.9%	3.6K	-81.0K	-565	0.58	74.70	N/A	N/A	112	65	1,020	65
2017-04-04	$3.72	$5.00	143.4%	41.1%	34.5%	66.6%	0.0%	0.0%	-59.1%	3.6K	-92.1K	-603	0.58	73.04	N/A	N/A	112	65	1,070	65
2017-04-05	$3.69	$5.00	143.7%	41.2%	31.5%	66.7%	0.0%	0.0%	-52.5%	3.5K	-89.1K	-604	0.59	74.67	N/A	N/A	110	65	1,070	65
2017-04-06	$3.72	$2.50	142.3%	25.8%	31.0%	65.9%	84.4%	0.0%	-21.1%	3.6K	-79.4K	-547	0.59	102.48	N/A	N/A	110	65	1,068	65
2017-04-07	$3.77	$2.50	89.5%	15.6%	31.2%	32.6%	92.8%	0.0%	6.6%	3.7K	-89.9K	-584	0.59	101.14	N/A	N/A	110	65	1,068	65
2017-04-10	$3.82	$2.50	103.1%	16.5%	27.6%	41.2%	94.3%	0.0%	11.9%	4.1K	-104.1K	-644	0.44	100.23	N/A	N/A	147	65	1,068	65
2017-04-11	$3.76	$2.50	85.3%	15.5%	27.6%	29.9%	91.0%	0.0%	-0.6%	3.7K	-85.5K	-571	0.44	100.39	N/A	N/A	147	65	1,068	65
2017-04-12	$3.74	$2.50	75.9%	21.8%	26.9%	24.0%	87.4%	0.0%	-29.7%	3.5K	-66.2K	-463	0.44	74.20	N/A	N/A	147	65	1,068	65
2017-04-13	$3.70	$2.50	99.6%	28.6%	25.3%	39.0%	98.2%	0.0%	-33.7%	3.5K	-79.2K	-538	0.44	100.88	N/A	N/A	147	65	1,068	65
2017-04-17	$3.77	$2.50	65.1%	18.7%	26.6%	17.2%	103.6%	0.0%	2.6%	3.8K	-89.1K	-565	0.44	100.96	N/A	N/A	147	65	1,068	65
2017-04-18	$3.69	$2.50	94.1%	27.0%	27.3%	35.5%	97.0%	0.0%	-26.7%	3.4K	-80.7K	-540	0.55	97.28	N/A	N/A	118	65	1,067	65
2017-04-19	$3.71	$2.50	72.0%	20.6%	26.3%	21.5%	88.3%	0.0%	-21.7%	3.1K	-57.4K	-414	0.55	28.42	N/A	N/A	118	65	1,067	65
2017-04-20	$3.75	$2.50	102.9%	29.5%	23.4%	41.0%	110.0%	0.0%	-24.6%	2.4K	-64.8K	-438	0.55	97.07	N/A	N/A	118	65	1,067	65
2017-04-21	$3.77	$2.50	69.8%	20.0%	21.8%	20.2%	103.7%	0.0%	-9.0%	2.5K	-61.1K	-405	0.55	100.26	N/A	N/A	118	65	1,067	65
2017-04-24	$3.72	$2.50	85.6%	24.5%	19.7%	30.1%	78.7%	0.0%	-15.4%	2.3K	-49.9K	-358	0.56	70.06	N/A	N/A	117	65	1,066	65
2017-04-25	$3.78	$2.50	67.0%	19.2%	20.4%	18.4%	107.8%	0.0%	-6.9%	2.4K	-47.2K	-324	0.56	70.56	N/A	N/A	117	65	1,066	65
2017-04-26	$3.77	$2.50	60.6%	17.4%	19.0%	14.3%	88.1%	0.0%	-1.6%	2.4K	-46.7K	-336	0.56	33.72	N/A	N/A	117	65	1,116	65
2017-04-27	$3.80	$2.50	55.2%	15.8%	18.2%	11.0%	120.1%	0.0%	-2.0%	2.7K	-52.9K	-365	0.56	31.38	N/A	N/A	117	65	1,116	65
2017-04-28	$3.78	$2.50	71.6%	20.5%	18.3%	21.3%	126.7%	0.0%	-2.8%	2.4K	-44.0K	-306	0.56	33.05	N/A	N/A	117	65	1,116	65