CAMT Options History — April 2019

In April 2019, CAMT traded between $9.14 and $10.87. ATM implied volatility averaged 47.7%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 10.0% (HV 20d: 37.6%). 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 4 of 21 days. Put/call ratio averaged 0.63.

Notable Days

  • 2019-04-17: Highest Volume — 946 contracts
  • 2019-04-10: Largest IV spike — 38.1% change
  • 2019-04-29: Highest IV Rank — 57.3%
  • 2019-04-29: Largest Expected Move — 16.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.22$9.14$10.87$9.14$9.99
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV47.7%30.0%56.2%35.1%53.5%
Expected Move14.5%13.0%16.1%13.4%15.3%
HV 20d37.6%26.1%46.8%26.1%46.8%
HV 60d42.4%38.8%45.2%39.2%45.2%
IV Rank41.2%7.9%57.3%17.6%52.3%
IV Percentile66.6%5.2%92.5%15.9%85.7%
Term Structure-2.9%-14.0%20.2%16.1%-7.8%
VWIV50.1%40.3%57.1%51.3%53.6%
Skew 25d18.0%-2.4%77.9%14.8%5.8%
Skew 10d34.7%-1.3%131.9%8.4%9.4%
Call IV 25d42.9%29.3%56.4%36.6%47.7%
Put IV 25d60.9%37.0%115.9%51.4%53.5%
Bid-Ask Spread %78.5968.1597.7997.7982.47
Gamma HHI0.890.580.930.580.92
Net GEX36.3K3.4K51.4K3.4K51.4K
Net DEX-1.1M-1.5M-162.9K-162.9K-936.8K
Net VEX-2.9K-3.5K-841-841-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.012.880.010.08
Total Volume229.817946770300
Total OI2,180.5247632,5827632,582

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$9.14$7.5035.1%13.4%26.1%17.6%51.3%14.8%16.1%3.4K-162.9K-8410.0197.79N/AN/A7664501262
2019-04-02$9.23$7.5030.0%13.4%26.2%7.9%41.6%24.1%20.2%24.3K-471.8K-2.0K0.2971.32N/AN/A1441,495266
2019-04-03$9.74$7.5039.5%13.7%31.5%25.9%48.0%14.4%-3.9%28.8K-685.7K-2.2K0.1671.11N/AN/A166271,503271
2019-04-04$9.69$7.5042.4%13.3%29.6%31.3%46.3%-2.1%-3.1%29.0K-650.5K-2.2K0.1370.70N/AN/A194251,518286
2019-04-05$9.86$7.5041.1%13.0%29.7%28.9%45.7%16.8%-2.1%30.9K-727.4K-2.3K0.1968.15N/AN/A112211,513286
2019-04-08$10.41$7.5044.8%14.4%33.9%35.9%50.1%28.2%-5.4%29.8K-968.5K-2.2K0.0587.51N/AN/A449231,532285
2019-04-09$10.31$7.5039.9%13.8%34.1%26.6%47.1%28.9%-2.7%36.4K-1.1M-3.1K0.2176.04N/AN/A193411,860308
2019-04-10$10.17$7.5055.1%15.8%34.8%55.1%55.6%29.5%-14.0%32.9K-1.1M-3.2K0.7782.89N/AN/A60461,895319
2019-04-11$10.74$7.5047.9%13.7%37.9%41.7%48.0%21.2%-3.5%36.3K-1.3M-3.1K0.3278.69N/AN/A146471,905325
2019-04-12$10.63$7.5049.5%14.2%37.9%44.6%49.8%1.7%-4.6%36.8K-1.3M-3.1K0.1888.10N/AN/A262471,905326
2019-04-15$10.53$7.5047.9%13.7%38.3%41.6%48.0%37.1%-5.6%42.3K-1.3M-3.2K2.0479.63N/AN/A25511,986326
2019-04-16$10.73$7.5050.1%14.4%38.1%45.8%48.9%4.1%-3.8%37.3K-1.4M-3.3K0.3575.68N/AN/A51182,008377
2019-04-17$10.61$7.5050.2%14.4%38.3%46.0%49.8%2.2%-2.0%38.5K-1.4M-3.3K0.0275.38N/AN/A928182,014379
2019-04-18$10.09$7.5048.7%14.0%43.5%43.1%40.3%77.9%1.2%46.7K-1.1M-3.5K0.8176.14N/AN/A58472,102390
2019-04-22$10.37$7.5051.8%14.9%43.8%49.0%51.8%11.9%2.0%42.6K-1.2M-3.5K0.1781.80N/AN/A612,073401
2019-04-23$10.57$7.5054.6%15.6%41.5%54.2%54.5%29.7%-9.6%40.4K-1.3M-3.4K0.7979.19N/AN/A14112,075402
2019-04-24$10.87$7.5055.0%15.8%42.0%55.1%57.1%-2.4%-8.0%37.6K-1.5M-3.3K1.0473.01N/AN/A1131182,076402
2019-04-25$10.47$7.5053.7%15.4%44.8%52.5%57.0%3.7%-7.5%43.3K-1.3M-3.4K2.4284.47N/AN/A571382,121408
2019-04-26$10.32$7.5053.6%15.4%45.5%52.5%51.2%19.1%-8.3%45.6K-1.2M-3.4K2.8874.70N/AN/A481382,125428
2019-04-29$10.24$7.5056.2%16.1%45.8%57.3%56.1%12.5%-9.1%47.4K-1.1M-3.3K0.3975.71N/AN/A28112,127428
2019-04-30$9.99$7.5053.5%15.3%46.8%52.3%53.6%5.8%-7.8%51.4K-936.8K-3.3K0.0882.47N/AN/A277232,144438