CAMT Options History — June 2018

In June 2018, CAMT traded between $7.37 and $8.59. ATM implied volatility averaged 43.5%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 16.3% (HV 20d: 27.2%). Max pain ranged from $7.36 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.79.

Notable Days

2018-06-22: Highest Volume — 270 contracts
2018-06-04: Largest IV spike — 70.1% change
2018-06-12: Highest IV Rank — 59.9%
2018-06-18: Largest Expected Move — 13.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.01	$7.37	$8.59	$8.11	$7.37
Max Pain	$7.49	$7.36	$7.50	$7.36	$7.50
ATM IV	43.5%	29.3%	78.9%	29.3%	41.5%
Expected Move	11.4%	7.7%	13.8%	8.4%	11.9%
HV 20d	27.2%	19.8%	33.0%	31.9%	29.7%
HV 60d	30.7%	29.2%	31.7%	31.1%	31.7%
IV Rank	19.2%	2.9%	59.9%	2.9%	16.9%
IV Percentile	24.5%	1.2%	96.4%	1.2%	19.0%
Term Structure	4.1%	-14.1%	20.1%	13.1%	1.3%
VWIV	38.1%	25.7%	47.8%	29.4%	41.4%
Skew 25d	10.6%	-11.6%	48.3%	-2.1%	28.0%
Skew 10d	27.2%	-5.9%	73.1%	-1.5%	44.8%
Call IV 25d	37.1%	23.4%	47.7%	43.9%	41.3%
Put IV 25d	47.7%	23.3%	90.1%	41.7%	69.3%
Bid-Ask Spread %	50.01	8.44	123.84	8.44	82.48
Gamma HHI	0.43	0.35	0.55	0.53	0.55
Net GEX	5.4K	4.6K	6.6K	4.6K	5.6K
Net DEX	-239.1K	-384.6K	-100.3K	-250.6K	-100.3K
Net VEX	-1.3K	-1.5K	-1.1K	-1.1K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.79	0.20	1.36	0.68	1.00
Total Volume	196.857	64	270	64	86
Total OI	1,180.143	925	1,315	925	1,245

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
2018-06-01	$8.11	$7.36	29.3%	8.4%	31.9%	2.9%	29.4%	-2.1%	13.1%	4.6K	-250.6K	-1.1K	0.68	8.44	N/A	N/A	38	26	698	227
2018-06-04	$8.31	$7.50	49.9%	12.5%	32.5%	26.5%	36.2%	7.1%	3.9%	4.8K	-279.4K	-1.1K	0.20	86.71	N/A	N/A	117	23	700	227
2018-06-05	$8.50	$7.50	36.3%	11.1%	33.0%	11.0%	41.4%	0.4%	16.9%	5.0K	-336.4K	-1.2K	0.61	48.72	N/A	N/A	160	98	796	237
2018-06-06	$8.40	$7.50	36.5%	13.7%	25.3%	11.2%	39.0%	17.2%	-9.6%	5.3K	-327.6K	-1.4K	1.02	12.87	N/A	N/A	96	98	878	306
2018-06-07	$8.36	$7.50	41.1%	9.3%	20.2%	16.4%	32.9%	-7.1%	20.1%	5.4K	-310.4K	-1.4K	1.20	27.29	N/A	N/A	82	98	875	306
2018-06-08	$8.43	$7.50	43.9%	12.6%	19.8%	19.6%	43.1%	16.7%	3.6%	5.7K	-323.2K	-1.4K	1.20	16.85	N/A	N/A	82	98	876	306
2018-06-11	$8.59	$7.50	68.4%	7.7%	20.9%	47.9%	25.7%	2.0%	1.8%	5.2K	-320.0K	-1.3K	0.95	57.01	N/A	N/A	103	98	847	306
2018-06-12	$8.59	$7.50	78.9%	12.1%	20.3%	59.9%	31.1%	-0.2%	-14.1%	6.2K	-384.6K	-1.4K	0.75	37.77	N/A	N/A	131	98	914	306
2018-06-13	$8.33	$7.50	33.0%	9.5%	23.3%	7.2%	28.6%	-1.7%	-10.5%	6.4K	-381.3K	-1.5K	1.36	67.02	N/A	N/A	72	98	991	306
2018-06-14	$8.14	$7.50	32.8%	9.4%	24.4%	6.9%	29.2%	-11.6%	0.6%	6.6K	-325.3K	-1.5K	0.82	37.14	N/A	N/A	132	108	989	326
2018-06-15	$7.87	$7.50	34.7%	9.9%	26.8%	9.1%	34.5%	6.1%	11.1%	5.2K	-239.6K	-1.4K	0.77	28.72	N/A	N/A	132	101	932	336
2018-06-18	$7.90	$7.50	48.2%	13.8%	26.9%	24.6%	47.8%	24.3%	1.4%	5.2K	-191.0K	-1.4K	0.75	53.64	N/A	N/A	120	90	846	335
2018-06-19	$7.67	$7.50	44.4%	12.7%	28.3%	20.2%	44.4%	18.4%	3.6%	5.0K	-158.8K	-1.3K	0.75	56.99	N/A	N/A	120	90	847	335
2018-06-20	$7.84	$7.50	42.5%	12.2%	29.7%	18.1%	42.5%	10.8%	5.0%	5.2K	-181.1K	-1.4K	0.53	40.18	N/A	N/A	169	90	847	335
2018-06-21	$7.82	$7.50	44.4%	12.7%	29.5%	20.2%	43.9%	-0.3%	3.1%	5.6K	-182.4K	-1.4K	0.51	123.84	N/A	N/A	177	90	877	335
2018-06-22	$7.70	$7.50	39.2%	11.2%	29.6%	14.2%	39.3%	23.6%	8.9%	5.2K	-160.5K	-1.3K	0.50	85.22	N/A	N/A	180	90	877	335
2018-06-25	$7.62	$7.50	42.3%	12.1%	29.7%	17.8%	42.3%	4.8%	6.7%	5.3K	-149.7K	-1.3K	0.70	59.76	N/A	N/A	129	90	881	335
2018-06-26	$7.70	$7.50	41.7%	12.0%	30.1%	17.2%	41.8%	-1.3%	7.0%	5.5K	-165.2K	-1.3K	0.70	43.24	N/A	N/A	129	90	889	335
2018-06-27	$7.60	$7.50	42.7%	12.2%	29.3%	18.3%	42.7%	40.0%	4.8%	5.5K	-133.9K	-1.3K	0.70	17.60	N/A	N/A	129	90	886	335
2018-06-28	$7.39	$7.50	42.3%	12.1%	29.8%	17.8%	42.3%	48.3%	7.2%	5.2K	-119.4K	-1.2K	1.00	58.78	N/A	N/A	43	43	888	335
2018-06-29	$7.37	$7.50	41.5%	11.9%	29.7%	16.9%	41.4%	28.0%	1.3%	5.6K	-100.3K	-1.1K	1.00	82.48	N/A	N/A	43	43	890	355