CAMT Options History — May 2017

In May 2017, CAMT traded between $3.82 and $6.39. ATM implied volatility averaged 55.4%, placing in the 11.8% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 16.7% (HV 20d: 38.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.81.

Notable Days

2017-05-25: Highest Volume — 812 contracts
2017-05-10: Largest IV drop — 50.3% change
2017-05-08: Highest IV Rank — 32.3%
2017-05-03: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.89	$3.82	$6.39	$3.82	$6.39
Max Pain	$4.58	$2.50	$5.00	$2.50	$5.00
ATM IV	55.4%	33.7%	89.1%	62.1%	51.1%
Expected Move	14.3%	9.7%	21.8%	17.8%	14.6%
HV 20d	38.6%	17.9%	55.1%	18.7%	55.1%
HV 60d	33.8%	25.4%	42.3%	26.2%	42.3%
IV Rank	11.8%	0.0%	32.3%	15.3%	10.7%
IV Percentile	16.1%	0.0%	52.8%	16.7%	9.9%
Term Structure	-6.9%	-31.6%	7.9%	-11.0%	2.4%
VWIV	46.3%	35.1%	59.3%	52.9%	54.8%
Bid-Ask Spread %	56.53	12.49	118.05	14.89	23.31
Gamma HHI	0.90	0.50	1.00	0.99	0.53
Net GEX	13.6K	2.5K	35.3K	2.5K	14.2K
Net DEX	-358.8K	-869.2K	-39.2K	-44.0K	-869.2K
Net VEX	-1.0K	-1.8K	-267	-304	-1.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.09	3.39	0.56	0.24
Total Volume	323.955	128	812	182	561
Total OI	1,672.864	1,180	2,456	1,181	2,430

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
2017-05-01	$3.82	$2.50	62.1%	17.8%	18.7%	15.3%	0.0%	0.0%	-11.0%	2.5K	-44.0K	-304	0.56	14.89	N/A	N/A	117	65	1,116	65
2017-05-02	$3.85	$2.50	60.7%	17.4%	18.8%	14.4%	0.0%	0.0%	-11.7%	2.9K	-61.2K	-398	0.56	12.49	N/A	N/A	117	65	1,116	65
2017-05-03	$3.85	$2.50	76.0%	21.8%	18.2%	24.1%	0.0%	0.0%	-12.8%	2.8K	-52.9K	-365	0.56	28.53	N/A	N/A	117	65	1,116	65
2017-05-04	$3.87	$0.00	74.9%	12.7%	17.9%	23.4%	0.0%	0.0%	-11.2%	2.9K	-54.4K	-364	1.03	67.37	N/A	N/A	63	65	1,116	65
2017-05-05	$3.95	$0.00	76.2%	15.1%	18.9%	24.2%	0.0%	0.0%	-13.5%	2.6K	-39.2K	-267	1.03	79.40	N/A	N/A	63	65	1,115	65
2017-05-08	$3.98	$0.00	89.1%	16.9%	18.6%	32.3%	0.0%	0.0%	-4.6%	3.3K	-77.9K	-495	0.56	118.05	N/A	N/A	116	65	1,115	65
2017-05-09	$4.39	$0.00	85.0%	14.0%	38.6%	29.7%	52.9%	0.0%	-7.4%	9.2K	-182.0K	-793	0.13	72.02	N/A	N/A	502	65	1,170	65
2017-05-10	$4.66	$5.00	42.2%	12.1%	41.9%	2.7%	45.3%	0.0%	-9.3%	17.7K	-271.0K	-1.1K	0.40	77.30	N/A	N/A	201	81	1,517	65
2017-05-11	$4.66	$5.00	40.2%	11.5%	41.6%	1.5%	41.3%	0.0%	1.4%	18.9K	-296.5K	-1.1K	1.11	98.11	N/A	N/A	73	81	1,712	81
2017-05-12	$4.70	$5.00	40.7%	11.7%	40.8%	1.8%	40.3%	0.0%	0.0%	21.5K	-297.2K	-1.2K	0.92	37.28	N/A	N/A	88	81	1,755	81
2017-05-15	$4.88	$5.00	42.1%	12.1%	41.8%	2.7%	42.1%	0.0%	-0.1%	25.2K	-432.4K	-1.3K	1.02	38.17	N/A	N/A	103	105	1,817	81
2017-05-16	$4.95	$5.00	43.1%	12.4%	39.8%	3.3%	43.1%	0.0%	-0.8%	35.3K	-462.5K	-1.3K	3.39	72.23	N/A	N/A	31	105	1,898	105
2017-05-17	$4.81	$5.00	42.3%	12.1%	42.6%	2.8%	41.8%	0.0%	2.1%	27.5K	-373.1K	-1.3K	1.94	81.70	N/A	N/A	67	130	1,899	105
2017-05-18	$4.84	$5.00	41.5%	11.9%	42.6%	2.3%	39.6%	0.0%	-0.6%	31.7K	-339.8K	-1.2K	1.59	80.08	N/A	N/A	82	130	1,919	130
2017-05-19	$5.01	$5.00	36.1%	10.4%	43.2%	0.0%	36.1%	0.0%	7.9%	16.0K	-364.5K	-1.2K	0.48	68.80	N/A	N/A	309	149	1,939	130
2017-05-22	$5.45	$5.00	52.4%	15.0%	48.5%	10.1%	49.0%	0.0%	-17.0%	13.5K	-530.9K	-1.1K	0.09	45.42	N/A	N/A	621	56	1,389	72
2017-05-23	$5.43	$5.00	33.7%	9.7%	49.2%	0.0%	35.1%	0.0%	5.7%	11.0K	-464.5K	-1.2K	0.57	78.61	N/A	N/A	245	140	1,371	177
2017-05-24	$5.72	$5.00	45.9%	13.2%	49.9%	7.5%	43.1%	0.0%	-5.1%	8.5K	-540.4K	-1.2K	0.60	77.66	N/A	N/A	232	140	1,416	181
2017-05-25	$6.20	$5.00	57.1%	16.4%	53.9%	14.4%	59.0%	0.0%	-13.7%	7.5K	-628.9K	-1.2K	0.17	17.89	N/A	N/A	694	118	1,456	191
2017-05-26	$6.12	$5.00	61.2%	17.6%	54.6%	16.9%	59.3%	0.0%	-21.3%	10.4K	-752.3K	-1.6K	0.29	27.17	N/A	N/A	458	132	1,909	202
2017-05-30	$6.12	$5.00	64.6%	18.5%	55.0%	19.0%	57.6%	0.0%	-31.6%	13.7K	-758.1K	-1.8K	0.51	27.25	N/A	N/A	241	123	2,239	217
2017-05-31	$6.39	$5.00	51.1%	14.6%	55.1%	10.7%	54.8%	0.0%	2.4%	14.2K	-869.2K	-1.8K	0.24	23.31	N/A	N/A	453	108	2,251	179