CAMT Options History — February 2019 In February 2019, CAMT traded between $7.24 and $9.19. ATM implied volatility averaged 43.6%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 3.0% (HV 20d: 46.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.11.
Notable Days 2019-02-13 : Highest Volume — 383 contracts2019-02-27 : Largest IV spike — 56.1% change2019-02-27 : Highest IV Rank — 53.1%2019-02-27 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.47 $7.24 $9.19 $7.39 $8.67 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 43.6% 34.1% 54.0% 49.1% 34.1% Expected Move 12.3% 9.8% 15.5% 14.2% 9.8% HV 20d 46.6% 24.4% 58.7% 25.0% 58.7% HV 60d 46.0% 39.6% 50.0% 39.6% 49.0% IV Rank 33.1% 15.7% 53.1% 42.6% 15.7% IV Percentile 46.0% 9.9% 84.1% 73.0% 9.9% Term Structure -0.4% -11.9% 12.7% -4.6% 0.8% VWIV 46.1% 27.5% 65.4% 45.6% 53.5% Skew 25d 4.6% -16.2% 56.2% 47.2% -4.7% Skew 10d 17.5% -27.0% 112.0% 71.3% 4.2% Call IV 25d 45.5% 37.4% 62.7% 46.4% 42.3% Put IV 25d 50.2% 27.7% 93.7% 93.6% 37.6% Bid-Ask Spread % 81.93 49.70 120.18 120.18 66.04 Gamma HHI 0.71 0.41 0.98 0.98 0.41 Net GEX -11.9K -48.1K 5.9K -46.5K 1.1K Net DEX -18.5K -483.8K 674.8K 616.3K -124.9K Net VEX -839 -1.5K -485 -1.5K -605 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 1.38 0.00 0.00 Total Volume 128.474 7 383 8 80 Total OI 2,476.105 652 3,998 3,591 711
Daily Data (19 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 2019-02-01 $7.39 $7.50 49.1% 14.2% 25.0% 42.6% 0.0% 47.2% -4.6% -46.5K 616.3K -1.5K 0.00 120.18 N/A N/A 8 0 1,707 1,884 2019-02-04 $7.62 $7.50 51.7% 13.1% 24.4% 47.4% 45.6% -0.8% -0.3% -47.1K 468.9K -1.4K 0.00 100.64 N/A N/A 35 0 1,707 1,884 2019-02-05 $7.82 $7.50 51.3% 11.8% 25.5% 46.7% 38.8% 42.8% 3.1% -46.1K 276.3K -1.3K 0.08 88.42 N/A N/A 78 6 1,722 1,884 2019-02-06 $7.75 $7.50 44.3% 12.7% 25.9% 33.8% 0.0% 56.2% 0.3% -48.1K 317.0K -1.3K 0.00 80.71 N/A N/A 7 0 1,787 1,890 2019-02-07 $7.24 $7.50 44.7% 12.8% 36.6% 35.2% 44.7% 10.5% -0.0% -42.2K 674.8K -1.2K 1.38 94.86 N/A N/A 8 11 1,791 1,890 2019-02-08 $7.42 $7.50 44.0% 12.6% 37.4% 33.8% 43.9% -8.5% 2.5% -38.8K 588.9K -1.2K 0.06 97.33 N/A N/A 285 17 1,792 1,880 2019-02-11 $7.87 $7.50 53.9% 15.5% 42.0% 52.4% 65.4% 5.7% -6.1% -859 -342.9K -485 0.00 82.67 N/A N/A 208 0 1,988 1,886 2019-02-12 $8.12 $7.50 42.4% 12.2% 42.1% 31.3% 58.8% -11.8% 10.5% -451 -387.9K -533 0.02 87.44 N/A N/A 188 3 2,065 1,886 2019-02-13 $9.13 $7.50 37.9% 10.9% 57.3% 22.8% 44.4% 4.3% 1.9% 2.0K -483.8K -532 0.05 86.75 N/A N/A 365 18 2,109 1,889 2019-02-14 $9.07 $7.50 44.5% 12.7% 56.9% 35.2% 45.2% -11.8% 0.4% 2.1K -321.6K -554 0.05 82.52 N/A N/A 341 18 1,960 1,896 2019-02-15 $9.18 $7.50 44.8% 12.8% 56.1% 35.8% 44.4% -9.7% -1.8% 4.0K -337.4K -594 0.06 78.26 N/A N/A 293 18 2,006 1,895 2019-02-19 $9.16 $7.50 39.4% 11.3% 56.4% 25.6% 46.1% -16.2% -2.3% 4.7K -181.6K -631 0.08 82.56 N/A N/A 65 5 445 207 2019-02-20 $9.19 $7.50 38.9% 11.2% 56.4% 24.7% 43.8% -8.6% -2.3% 5.8K -193.4K -729 0.06 70.18 N/A N/A 77 5 498 212 2019-02-21 $9.14 $7.50 39.7% 11.4% 56.4% 26.1% 44.2% 6.4% -4.8% 5.7K -201.9K -710 0.06 69.46 N/A N/A 77 5 500 212 2019-02-22 $9.18 $7.50 39.1% 11.2% 56.4% 25.2% 45.2% -2.2% -3.0% 5.9K -205.8K -708 0.14 49.70 N/A N/A 36 5 501 212 2019-02-25 $9.16 $7.50 39.5% 11.3% 56.0% 25.9% 0.0% -0.3% -2.9% 5.8K -195.6K -691 0.00 74.90 N/A N/A 51 0 512 212 2019-02-26 $8.91 $7.50 34.6% 9.9% 57.5% 16.5% 27.5% -12.3% 12.7% 3.6K -156.1K -605 0.00 68.67 N/A N/A 57 0 506 212 2019-02-27 $8.86 $7.50 54.0% 15.5% 57.5% 53.1% 53.5% 1.8% -11.9% 3.9K -161.6K -677 0.00 75.45 N/A N/A 71 0 496 212 2019-02-28 $8.67 $7.50 34.1% 9.8% 58.7% 15.7% 0.0% -4.7% 0.8% 1.1K -124.9K -605 0.00 66.04 N/A N/A 80 0 499 212
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