CAMT Options History — May 2019

In May 2019, CAMT traded between $8.07 and $10.45. ATM implied volatility averaged 44.6%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 1.6% (HV 20d: 43.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 2.76.

Notable Days

  • 2019-05-06: Highest Volume — 714 contracts
  • 2019-05-31: Largest IV spike — 56.7% change
  • 2019-05-01: Highest IV Rank — 62.0%
  • 2019-05-01: Largest Expected Move — 16.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.08$8.07$10.45$10.14$8.07
Max Pain$9.66$7.50$10.00$7.50$10.00
ATM IV44.6%28.0%58.7%58.7%43.8%
Expected Move12.2%8.0%16.8%16.8%12.6%
HV 20d43.0%38.0%48.0%46.9%38.0%
HV 60d40.5%35.1%45.6%44.9%38.9%
IV Rank35.5%4.1%62.0%62.0%33.9%
IV Percentile55.2%2.0%94.0%94.0%53.2%
Term Structure1.4%-10.0%13.8%-10.0%1.6%
VWIV42.4%30.3%58.6%58.6%43.3%
Skew 25d1.2%-15.5%20.9%20.9%1.0%
Skew 10d11.8%-20.1%87.1%33.6%27.7%
Call IV 25d37.8%27.3%55.0%45.0%43.5%
Put IV 25d38.9%25.0%66.0%66.0%44.6%
Bid-Ask Spread %84.5844.5893.1089.8986.50
Gamma HHI0.560.320.950.890.33
Net GEX21.5K23668.4K42.5K529
Net DEX-170.9K-1.3M247.7K-1.0M247.7K
Net VEX-3.1K-4.4K-2.2K-3.2K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.760.0020.180.490.22
Total Volume186.273071410922
Total OI2,434.1821,5933,2192,4721,600

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$10.14$7.5058.7%16.8%46.9%62.0%58.6%20.9%-10.0%42.5K-1.0M-3.2K0.4989.89N/AN/A73362,013459
2019-05-02$9.99$7.5055.6%16.0%43.6%56.2%55.6%7.7%-8.1%46.8K-902.7K-3.2K0.2480.15N/AN/A102242,047467
2019-05-03$10.45$7.5052.4%15.0%46.2%50.2%51.9%12.0%-5.7%50.0K-1.3M-3.2K0.1844.58N/AN/A260472,132468
2019-05-06$10.07$10.0046.4%11.4%48.0%38.8%39.6%2.1%3.8%68.1K-940.3K-3.2K3.7392.00N/AN/A1515632,177516
2019-05-07$9.82$10.0048.0%12.5%44.5%41.8%42.7%1.8%6.4%57.8K-568.5K-4.4K7.0679.72N/AN/A805652,221998
2019-05-08$9.93$10.0047.8%12.5%44.7%41.5%42.5%3.0%1.0%61.2K-670.5K-4.4K20.1878.91N/AN/A285652,1901,000
2019-05-09$9.86$10.0048.7%12.3%44.5%43.2%42.6%0.7%1.5%62.7K-532.1K-4.3K11.6180.60N/AN/A445112,1911,022
2019-05-10$9.82$10.0045.4%12.7%39.3%36.9%0.0%2.1%1.3%68.4K-508.1K-4.3K0.0081.25N/AN/A402,1811,022
2019-05-13$9.09$10.0056.7%13.7%47.0%58.3%44.4%-15.5%1.1%1.8K103.0K-3.2K0.0087.23N/AN/A3402,1811,012
2019-05-14$9.18$10.0056.2%12.2%47.5%57.2%42.6%-11.9%5.5%2.1K104.1K-3.3K11.5188.97N/AN/A576562,1971,012
2019-05-15$9.19$10.0042.7%12.2%46.6%31.9%0.0%-11.3%1.2%2.2K120.9K-3.2K0.0088.46N/AN/A002,1951,012
2019-05-16$9.07$10.0042.1%12.1%46.6%30.7%30.3%-10.8%0.3%2.1K128.4K-3.1K0.0090.36N/AN/A202,1951,012
2019-05-17$8.84$10.0037.7%10.8%44.4%22.4%0.0%-13.3%4.3%1.6K181.7K-3.0K0.3090.98N/AN/A2372,1981,012
2019-05-20$8.57$10.0029.9%8.6%43.3%7.8%32.2%-1.5%3.7%610188.4K-2.7K0.0090.92N/AN/A100869745
2019-05-21$8.54$10.0031.0%8.9%42.1%9.8%34.3%0.7%10.6%603192.1K-2.7K0.0082.30N/AN/A230868745
2019-05-22$8.38$10.0045.4%13.0%39.6%36.9%41.7%14.2%-4.7%727223.2K-2.6K0.0093.10N/AN/A240858745
2019-05-23$8.17$10.0043.7%12.5%38.8%33.7%41.9%9.6%-0.6%472245.9K-2.3K0.6891.12N/AN/A4430858745
2019-05-24$8.18$10.0044.3%12.7%39.1%34.8%44.4%13.4%-1.2%939226.4K-2.3K0.8689.12N/AN/A4438875718
2019-05-28$8.14$10.0036.1%10.3%39.1%19.3%47.6%-8.9%-1.2%755231.2K-2.3K0.0082.54N/AN/A50873723
2019-05-29$8.12$10.0041.4%11.9%38.9%29.3%38.4%12.1%6.4%649228.6K-2.3K0.4487.84N/AN/A94877723
2019-05-30$8.12$10.0028.0%8.0%38.0%4.1%30.7%-2.7%13.8%236246.0K-2.2K0.4484.20N/AN/A94877723
2019-05-31$8.07$10.0043.8%12.6%38.0%33.9%43.3%1.0%1.6%529247.7K-2.2K0.2286.50N/AN/A184877723