CAMT Options History — March 2019 In March 2019, CAMT traded between $8.49 and $9.14. ATM implied volatility averaged 42.5%, placing in the 31.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 4.2% (HV 20d: 38.3%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.46.
Notable Days 2019-03-05 : Highest Volume — 129 contracts2019-03-06 : Largest IV spike — 65.5% change2019-03-11 : Highest IV Rank — 93.3%2019-03-07 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $8.84 $8.49 $9.14 $8.76 $8.95 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 42.5% 27.2% 75.3% 39.1% 27.2% Expected Move 13.2% 9.4% 19.9% 11.2% 13.3% HV 20d 38.3% 23.5% 58.7% 58.7% 26.4% HV 60d 45.4% 40.2% 48.5% 48.5% 40.2% IV Rank 31.5% 2.6% 93.3% 25.2% 2.6% IV Percentile 37.3% 1.6% 99.2% 25.8% 1.6% Term Structure 8.3% -1.7% 21.9% 8.9% 21.9% VWIV 49.0% 33.3% 89.7% 33.3% 41.6% Skew 25d -3.3% -16.4% 17.0% 2.2% 1.5% Skew 10d 3.0% -29.5% 45.4% 29.3% 3.9% Call IV 25d 38.8% 25.3% 44.8% 41.4% 27.8% Put IV 25d 35.4% 26.9% 46.3% 43.7% 29.3% Bid-Ask Spread % 74.91 45.58 94.29 45.58 82.17 Gamma HHI 0.56 0.39 0.68 0.45 0.60 Net GEX 2.9K 443 4.3K 1.8K 3.3K Net DEX -150.6K -194.5K -116.3K -130.8K -145.9K Net VEX -730 -832 -544 -589 -772 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.00 2.00 0.00 0.88 Total Volume 53.095 0 129 80 32 Total OI 785.952 668 865 708 753
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 2019-03-01 $8.76 $7.50 39.1% 11.2% 58.7% 25.2% 33.3% 2.2% 8.9% 1.8K -130.8K -589 0.00 45.58 N/A N/A 80 0 496 212 2019-03-04 $8.59 $7.50 33.0% 9.4% 58.7% 13.5% 58.2% 0.7% 13.5% 443 -116.3K -544 0.11 67.77 N/A N/A 114 13 496 212 2019-03-05 $8.59 $7.50 38.7% 11.1% 58.1% 24.3% 81.3% -1.5% 21.2% 1.9K -131.9K -686 0.11 67.70 N/A N/A 116 13 610 224 2019-03-06 $8.72 $7.50 64.0% 18.4% 57.8% 72.0% 46.0% 1.5% 14.3% 4.3K -156.4K -714 0.52 84.96 N/A N/A 25 13 610 224 2019-03-07 $8.50 $7.50 69.4% 19.9% 58.6% 82.1% 89.7% -1.1% 5.5% 2.9K -128.1K -684 0.25 94.29 N/A N/A 53 13 610 224 2019-03-08 $8.49 $7.50 56.8% 16.3% 52.0% 58.4% 57.5% 1.3% 9.0% 2.4K -133.9K -725 0.38 73.34 N/A N/A 48 18 640 224 2019-03-11 $8.64 $7.50 75.3% 13.1% 51.8% 93.3% 0.0% 17.0% 17.0% 3.0K -148.4K -705 0.00 72.78 N/A N/A 0 0 640 219 2019-03-12 $8.84 $7.50 44.5% 12.4% 48.6% 35.3% 0.0% -16.4% -1.7% 2.9K -169.0K -732 0.00 70.43 N/A N/A 3 0 640 219 2019-03-13 $8.99 $7.50 42.2% 12.7% 47.8% 30.9% 44.5% -11.5% 1.9% 3.0K -180.0K -703 0.00 67.88 N/A N/A 23 0 638 219 2019-03-14 $8.87 $7.50 35.9% 12.8% 23.5% 19.1% 45.0% -14.1% 3.1% 3.0K -170.4K -735 0.00 83.84 N/A N/A 11 0 646 219 2019-03-15 $9.12 $7.50 40.5% 12.7% 25.5% 27.8% 39.7% -9.1% 3.2% 3.6K -194.5K -721 0.00 69.84 N/A N/A 9 0 644 219 2019-03-18 $9.14 $7.50 41.5% 12.8% 25.2% 29.6% 44.8% -8.5% 2.8% 3.4K -191.3K -691 0.08 71.42 N/A N/A 26 2 465 203 2019-03-19 $9.07 $7.50 42.4% 13.3% 25.3% 31.2% 46.4% -10.0% 2.9% 3.4K -163.2K -813 2.00 76.11 N/A N/A 26 52 481 249 2019-03-20 $8.99 $7.50 34.2% 12.3% 25.4% 15.8% 42.2% -1.7% 2.3% 3.0K -150.6K -832 1.79 84.86 N/A N/A 29 52 481 254 2019-03-21 $9.12 $7.50 35.1% 12.5% 25.9% 17.5% 43.6% -14.2% 1.9% 3.6K -163.6K -796 1.11 69.18 N/A N/A 47 52 484 254 2019-03-22 $9.03 $7.50 42.6% 12.2% 26.1% 31.7% 42.6% 2.9% -0.6% 3.6K -158.0K -824 1.44 78.47 N/A N/A 36 52 511 254 2019-03-25 $8.75 $7.50 31.7% 12.4% 28.3% 11.2% 44.8% 3.6% 7.3% 2.7K -124.4K -777 0.00 71.39 N/A N/A 35 0 515 254 2019-03-26 $8.87 $7.50 27.4% 12.8% 27.2% 3.1% 46.0% 0.1% 20.4% 3.0K -137.2K -780 0.18 70.44 N/A N/A 34 6 501 254 2019-03-27 $8.79 $7.50 31.9% 13.0% 27.3% 11.5% 45.1% 1.4% 19.6% 2.5K -127.0K -743 0.17 84.39 N/A N/A 35 6 501 253 2019-03-28 $8.92 $7.50 39.4% 12.8% 26.6% 25.6% 38.9% -14.6% 0.5% 3.3K -141.9K -760 0.17 86.20 N/A N/A 35 6 500 253 2019-03-29 $8.95 $7.50 27.2% 13.3% 26.4% 2.6% 41.6% 1.5% 21.9% 3.3K -145.9K -772 0.88 82.17 N/A N/A 17 15 500 253
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