CAMT Options History — April 2018

In April 2018, CAMT traded between $6.65 and $7.45. ATM implied volatility averaged 54.0%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 25.6% (HV 20d: 28.4%). Max pain ranged from $5.00 to $7.36. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.21.

Notable Days

  • 2018-04-20: Highest Volume — 409 contracts
  • 2018-04-09: Largest IV spike — 44.5% change
  • 2018-04-10: Highest IV Rank — 56.9%
  • 2018-04-10: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.01$6.65$7.45$6.65$6.86
Max Pain$7.02$5.00$7.36$5.00$7.36
ATM IV54.0%39.8%78.8%47.3%54.9%
Expected Move15.9%11.4%22.3%13.6%15.7%
HV 20d28.4%24.6%32.3%32.3%31.0%
HV 60d36.9%34.5%41.8%41.8%34.9%
IV Rank25.3%6.6%56.9%13.4%27.5%
IV Percentile44.1%10.7%92.5%28.6%47.2%
Term Structure-2.7%-19.9%26.4%17.8%-11.4%
VWIV64.5%51.1%135.7%80.1%54.6%
Skew 25d2.9%-19.6%23.8%-1.7%-1.3%
Skew 10d9.4%-5.9%69.2%-5.7%2.3%
Call IV 25d51.4%41.4%67.1%51.8%41.4%
Put IV 25d54.3%34.2%90.9%50.1%40.2%
Bid-Ask Spread %66.4119.40147.7350.7735.76
Gamma HHI0.540.380.710.380.71
Net GEX-11.3K-15.1K-8.3K-13.8K-11.1K
Net DEX182.1K4.2K343.6K281.1K343.6K
Net VEX-1.8K-2.4K-1.4K-2.1K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.210.475.880.555.17
Total Volume287.667143409143284
Total OI3,926.3333,8334,0364,0223,853

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-04-02$6.65$5.0047.3%13.6%32.3%13.4%80.1%-1.7%17.8%-13.8K281.1K-2.1K0.5550.77N/AN/A92518193,203
2018-04-03$6.75$5.0042.3%12.1%31.1%8.8%70.5%0.0%26.4%-14.5K236.0K-2.1K0.5555.32N/AN/A92518193,203
2018-04-04$6.70$5.0039.8%11.4%31.2%6.6%66.0%5.0%11.8%-13.3K249.3K-1.9K0.5553.85N/AN/A92518193,203
2018-04-05$6.75$7.3642.3%16.0%29.4%8.9%57.0%-0.8%-4.2%-15.1K215.6K-1.8K0.4773.78N/AN/A109518193,203
2018-04-06$6.69$7.3642.0%17.8%27.9%8.5%61.2%7.1%-5.2%-12.7K225.3K-2.2K0.47100.86N/AN/A109518293,203
2018-04-09$6.86$7.3660.6%17.6%29.1%25.7%61.4%0.0%-5.3%-11.9K167.9K-2.1K0.50147.73N/AN/A103518293,203
2018-04-10$7.11$7.3678.8%22.3%30.6%56.9%135.7%23.8%3.9%-11.3K85.1K-2.4K1.85131.45N/AN/A1082008333,203
2018-04-11$7.23$7.3667.4%19.3%30.3%43.0%103.0%-19.6%-19.9%-9.5K7.0K-2.1K2.14102.28N/AN/A1032208333,053
2018-04-12$7.32$7.3651.7%14.8%25.7%23.7%51.7%13.2%1.2%-9.8K19.6K-1.8K2.31100.83N/AN/A1032388333,073
2018-04-13$7.37$7.3654.5%15.6%25.6%27.1%54.8%12.2%13.4%-9.3K4.2K-1.9K2.20145.19N/AN/A1082388393,111
2018-04-16$7.45$7.3652.6%15.1%25.6%24.7%52.1%5.4%-4.6%-9.9K42.4K-1.9K1.5451.66N/AN/A1552387503,111
2018-04-17$7.45$7.3655.0%15.8%25.5%27.7%56.1%0.0%-8.1%-9.4K45.8K-1.9K1.6351.14N/AN/A1522487823,111
2018-04-18$7.22$7.3652.1%14.9%26.6%24.2%52.3%2.3%-5.3%-10.9K133.1K-1.8K1.6347.70N/AN/A1522487833,121
2018-04-19$7.17$7.3651.1%14.7%26.5%23.0%51.1%5.7%-2.2%-10.3K177.6K-1.7K1.7519.40N/AN/A1472577723,121
2018-04-20$7.15$7.3653.4%15.3%24.6%25.8%53.4%3.6%-4.3%-10.5K192.1K-1.7K1.6956.39N/AN/A1522577683,131
2018-04-23$6.92$7.3655.9%16.0%27.3%28.8%56.3%-8.0%-13.1%-11.6K277.7K-1.6K3.9227.86N/AN/A632477123,121
2018-04-24$6.80$7.3656.8%16.3%27.7%29.9%57.0%-6.0%-8.9%-11.4K296.8K-1.6K3.9225.71N/AN/A632477233,121
2018-04-25$6.87$7.3664.3%18.4%27.9%39.2%64.5%3.1%-14.7%-8.3K288.0K-1.5K3.9264.94N/AN/A632477233,121
2018-04-26$7.09$7.3653.8%15.4%29.3%26.2%53.8%5.8%-6.9%-11.7K242.8K-1.6K3.8622.08N/AN/A642477233,121
2018-04-27$6.89$7.3658.4%16.7%31.3%31.9%62.2%1.8%-16.6%-11.6K293.2K-1.5K5.8829.96N/AN/A422477243,131
2018-04-30$6.86$7.3654.9%15.7%31.0%27.5%54.6%-1.3%-11.4%-11.1K343.6K-1.4K5.1735.76N/AN/A462387223,131