CAMT Options History — July 2018

In July 2018, CAMT traded between $7.38 and $8.45. ATM implied volatility averaged 50.3%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 20.7% (HV 20d: 29.5%). 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 5 of 21 days. Put/call ratio averaged 8.59.

Notable Days

  • 2018-07-27: Highest Volume — 833 contracts
  • 2018-07-31: Largest IV drop — 35.4% change
  • 2018-07-30: Highest IV Rank — 43.4%
  • 2018-07-30: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.87$7.38$8.45$7.71$8.20
Max Pain$7.37$7.36$7.50$7.50$7.36
ATM IV50.3%37.4%64.5%46.6%41.7%
Expected Move14.7%11.9%18.5%13.4%11.9%
HV 20d29.5%26.2%33.1%33.1%26.2%
HV 60d31.4%30.3%32.9%32.9%31.0%
IV Rank27.0%12.2%43.4%22.8%17.1%
IV Percentile47.3%9.1%81.3%35.7%20.2%
Term Structure-0.6%-29.4%121.6%7.0%-17.0%
VWIV48.5%35.8%64.6%46.6%35.8%
Skew 25d4.8%-16.0%49.5%3.8%11.2%
Skew 10d12.6%-22.3%101.1%5.4%14.1%
Call IV 25d44.8%29.0%68.9%42.8%29.0%
Put IV 25d49.6%38.0%101.1%46.6%40.2%
Bid-Ask Spread %43.7516.8877.6777.0551.49
Gamma HHI0.410.350.560.440.36
Net GEX2.7K1496.1K5.2K406
Net DEX-80.6K-171.3K80.9K-139.2K-62.5K
Net VEX-1.8K-2.3K-1.1K-1.3K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.590.7823.611.022.19
Total Volume464.198483385118
Total OI1,532.4291,2321,8071,2451,736

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$7.71$7.5046.6%13.4%33.1%22.8%46.6%3.8%7.0%5.2K-139.2K-1.3K1.0277.05N/AN/A4243890355
2018-07-03$7.68$7.5048.0%13.8%31.6%24.4%48.1%4.3%4.3%5.5K-146.5K-1.3K1.0224.38N/AN/A4243891355
2018-07-05$7.70$7.3648.2%14.9%31.6%24.6%48.9%11.4%-1.9%5.6K-171.3K-1.3K1.0526.32N/AN/A4143892355
2018-07-06$7.70$7.3644.1%13.4%31.6%19.9%46.5%32.6%1.4%5.8K-132.3K-1.2K0.8661.74N/AN/A5043892355
2018-07-09$7.67$7.3648.6%14.5%31.3%25.1%50.0%49.5%-4.8%5.6K-142.2K-1.2K0.8020.99N/AN/A5443901355
2018-07-10$7.56$7.3637.4%14.3%30.2%12.2%49.9%-4.0%-3.6%5.6K-118.3K-1.1K0.7820.18N/AN/A5543896355
2018-07-11$7.52$7.3649.3%14.1%30.1%25.8%49.7%-16.0%-4.0%5.4K-117.5K-1.1K0.7871.01N/AN/A5543893355
2018-07-12$7.54$7.3643.2%12.4%28.9%18.9%43.7%-3.5%0.8%6.1K-109.6K-1.1K0.7865.13N/AN/A5543893355
2018-07-13$7.38$7.3647.2%13.5%28.7%23.4%47.5%-1.6%-1.9%5.4K-80.4K-1.1K1.4517.07N/AN/A6696877355
2018-07-16$7.47$7.3650.6%14.5%27.2%27.4%50.9%-3.7%-11.3%52180.9K-2.2K11.1816.88N/AN/A66738882910
2018-07-17$7.77$7.3652.8%15.1%31.0%29.9%48.1%-4.7%-13.8%58515.2K-2.3K17.1674.32N/AN/A43738882910
2018-07-18$7.97$7.3650.3%14.4%30.4%27.0%45.3%1.7%-7.7%712-33.8K-2.3K17.2650.16N/AN/A43742877910
2018-07-19$7.96$7.3649.5%14.2%29.4%26.2%45.1%4.1%-6.2%618-24.6K-2.3K14.2726.91N/AN/A52742877920
2018-07-20$8.07$7.3648.8%14.0%29.8%25.3%44.0%4.7%-1.7%391-46.1K-2.3K14.2728.97N/AN/A52742887920
2018-07-23$8.05$7.3654.3%15.6%29.1%31.6%56.1%4.0%121.6%541-45.0K-2.2K16.6459.02N/AN/A44732792910
2018-07-24$8.06$7.3654.9%15.7%28.7%32.3%54.9%-1.7%-4.9%516-50.2K-2.2K16.6424.17N/AN/A44732794910
2018-07-25$8.21$7.3655.5%15.9%29.2%33.0%55.4%1.1%-6.2%149-61.4K-2.2K23.6125.74N/AN/A31732794910
2018-07-26$8.32$7.3661.0%17.5%28.7%39.3%48.9%1.5%-13.2%584-96.5K-2.2K10.4366.11N/AN/A72751799910
2018-07-27$8.25$7.3659.3%17.0%26.5%37.4%38.2%4.4%-19.5%327-89.8K-2.2K9.1677.67N/AN/A82751801910
2018-07-30$8.45$7.3664.5%18.5%27.1%43.4%64.6%2.2%-29.4%644-122.3K-2.1K19.0233.36N/AN/A40761810910
2018-07-31$8.20$7.3641.7%11.9%26.2%17.1%35.8%11.2%-17.0%406-62.5K-2.1K2.1951.49N/AN/A3781816920