CAMT Options History — January 2019

In January 2019, CAMT traded between $6.69 and $7.16. ATM implied volatility averaged 42.4%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded below realized volatility by 2.3% (HV 20d: 44.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 2.08.

Notable Days

  • 2019-01-04: Highest Volume — 251 contracts
  • 2019-01-07: Largest IV spike — 49.2% change
  • 2019-01-07: Highest IV Rank — 65.4%
  • 2019-01-30: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.00$6.69$7.16$6.96$7.12
Max Pain$8.57$7.50$10.00$7.50$7.50
ATM IV42.4%30.9%61.6%32.6%38.5%
Expected Move12.1%8.8%15.7%9.3%13.5%
HV 20d44.7%26.7%51.8%50.3%26.7%
HV 60d42.3%38.9%45.2%44.5%39.0%
IV Rank30.4%9.3%65.4%12.5%23.2%
IV Percentile39.7%5.6%88.9%6.7%23.8%
Term Structure0.1%-22.6%23.7%16.2%-4.8%
VWIV41.1%28.1%61.4%45.2%55.5%
Skew 25d24.2%-10.2%50.6%45.7%3.0%
Skew 10d30.0%-7.3%70.3%29.3%6.2%
Call IV 25d42.0%30.3%55.1%35.7%47.7%
Put IV 25d66.2%35.4%99.4%81.4%50.7%
Bid-Ask Spread %95.3459.69128.5190.27128.51
Gamma HHI0.930.780.990.890.99
Net GEX-28.3K-48.1K-16.7K-23.8K-48.1K
Net DEX763.8K550.9K924.1K787.9K550.9K
Net VEX-1.7K-2.2K-1.4K-2.0K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.080.0020.000.240.00
Total Volume49.09502515214
Total OI3,536.6193,3713,6373,3713,591

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-01-02$6.96$7.5032.6%9.3%50.3%12.5%0.0%45.7%16.2%-23.8K787.9K-2.0K0.2490.27N/AN/A42101,5061,865
2019-01-03$6.69$10.0035.2%10.9%48.7%17.2%45.2%-7.7%1.6%-21.4K863.4K-1.6K0.2370.10N/AN/A43101,5081,865
2019-01-04$6.93$10.0041.3%13.2%51.1%28.3%61.4%19.1%-15.9%-22.1K749.0K-2.0K0.04107.45N/AN/A241101,5091,865
2019-01-07$6.99$10.0061.6%14.7%51.2%65.4%0.0%14.8%-22.6%-16.7K664.6K-2.2K0.00103.65N/AN/A101,7061,865
2019-01-08$6.98$10.0044.6%10.1%51.2%34.3%0.0%16.1%12.5%-33.3K738.4K-1.9K20.00107.14N/AN/A1201,7071,865
2019-01-09$6.93$10.0046.5%13.3%51.1%37.9%0.0%17.6%-6.7%-18.9K679.5K-2.0K20.00103.92N/AN/A1201,7071,885
2019-01-10$6.92$10.0040.0%11.5%51.1%26.1%33.4%17.8%9.8%-21.4K787.0K-1.8K0.48104.96N/AN/A42201,7071,885
2019-01-11$6.88$10.0030.9%8.8%50.0%9.3%31.0%16.5%6.0%-27.9K912.1K-1.5K0.48105.43N/AN/A42201,6791,885
2019-01-14$7.09$10.0035.3%10.1%51.8%17.4%0.0%19.7%7.7%-36.2K741.1K-1.8K0.00107.59N/AN/A301,6791,885
2019-01-15$7.08$10.0041.5%11.9%51.8%28.8%44.9%29.4%-0.7%-25.9K722.2K-1.8K0.0095.23N/AN/A5801,6821,885
2019-01-16$6.98$7.5041.1%11.8%51.2%28.0%46.8%-10.2%-7.0%-27.6K818.1K-1.6K0.0094.06N/AN/A5901,7261,885
2019-01-17$6.89$7.5034.0%9.7%51.2%15.0%30.5%22.5%14.4%-30.9K924.1K-1.4K0.00102.50N/AN/A3401,7271,885
2019-01-18$7.03$7.5034.7%10.0%51.5%16.4%28.6%26.9%12.8%-32.1K820.0K-1.6K0.1299.98N/AN/A3441,7521,885
2019-01-22$7.09$7.5042.1%12.1%50.2%29.8%28.1%46.5%23.7%-27.2K730.2K-1.7K0.0090.70N/AN/A5501,5471,884
2019-01-23$7.04$7.5043.0%12.3%50.2%31.4%30.1%31.6%15.4%-26.4K751.2K-1.6K0.0089.92N/AN/A901,6001,884
2019-01-24$7.16$7.5049.5%14.2%31.7%43.4%49.6%49.1%-22.0%-31.7K758.6K-1.6K0.0059.69N/AN/A1401,6001,884
2019-01-25$7.08$7.5048.4%13.9%29.6%41.4%49.4%50.6%-4.1%-31.9K802.2K-1.5K0.0080.86N/AN/A20901,6011,884
2019-01-28$7.03$7.5046.6%13.4%29.3%38.1%0.0%31.0%-6.8%-28.3K742.1K-1.5K0.0078.07N/AN/A001,7141,884
2019-01-29$7.00$7.5048.1%13.8%29.2%40.9%0.0%30.6%-15.4%-33.4K722.4K-1.5K0.0091.99N/AN/A101,7141,884
2019-01-30$7.07$7.5054.9%15.7%29.3%53.1%55.5%38.4%-10.9%-29.6K774.4K-1.4K0.0090.16N/AN/A1401,7141,884
2019-01-31$7.12$7.5038.5%13.5%26.7%23.2%0.0%3.0%-4.8%-48.1K550.9K-1.5K0.00128.51N/AN/A1401,7071,884