CAMT Options History — June 2019

In June 2019, CAMT traded between $8.04 and $8.60. ATM implied volatility averaged 37.5%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 5.9% (HV 20d: 31.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.20.

Notable Days

2019-06-21: Highest Volume — 497 contracts
2019-06-24: Largest IV spike — 25.6% change
2019-06-17: Highest IV Rank — 43.7%
2019-06-06: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.32	$8.04	$8.60	$8.09	$8.47
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	37.5%	28.7%	47.4%	38.1%	33.2%
Expected Move	11.3%	8.2%	14.5%	10.9%	9.5%
HV 20d	31.6%	26.8%	37.0%	32.3%	34.2%
HV 60d	39.7%	38.6%	40.9%	38.6%	39.3%
IV Rank	23.0%	6.0%	43.7%	23.2%	15.0%
IV Percentile	27.7%	2.8%	70.6%	25.4%	10.7%
Term Structure	4.1%	-7.3%	15.6%	15.6%	13.0%
VWIV	42.1%	26.5%	53.4%	38.6%	34.1%
Skew 25d	0.2%	-16.3%	14.9%	-16.3%	1.4%
Skew 10d	19.3%	-13.5%	77.8%	0.9%	0.7%
Call IV 25d	39.1%	26.5%	63.4%	63.4%	32.4%
Put IV 25d	39.3%	27.0%	62.7%	47.0%	33.8%
Bid-Ask Spread %	88.42	76.81	99.92	94.43	89.05
Gamma HHI	0.52	0.33	0.81	0.33	0.42
Net GEX	3.8K	434	6.6K	434	4.8K
Net DEX	42.4K	-211.0K	238.0K	238.0K	7.4K
Net VEX	-2.4K	-2.7K	-2.1K	-2.1K	-2.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	1.00	0.00	0.30
Total Volume	141.4	6	497	120	104
Total OI	1,886.15	1,588	2,224	1,588	1,956

Daily Data (20 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
2019-06-03	$8.09	$7.50	38.1%	10.9%	32.3%	23.2%	0.0%	-16.3%	15.6%	434	238.0K	-2.1K	0.00	94.43	N/A	N/A	120	0	877	711
2019-06-04	$8.45	$7.50	34.9%	10.0%	36.7%	17.1%	0.0%	2.1%	-1.7%	2.4K	105.7K	-2.5K	0.01	83.39	N/A	N/A	120	1	993	711
2019-06-05	$8.35	$7.50	33.9%	9.7%	36.2%	15.4%	38.6%	-10.1%	5.5%	2.4K	116.4K	-2.4K	0.01	84.52	N/A	N/A	151	1	1,011	711
2019-06-06	$8.23	$7.50	31.0%	14.5%	35.5%	9.8%	50.5%	12.1%	-4.5%	2.6K	124.6K	-2.3K	0.07	90.56	N/A	N/A	151	11	1,027	711
2019-06-07	$8.39	$7.50	37.7%	12.4%	36.9%	22.4%	42.2%	-1.3%	1.8%	2.4K	113.9K	-2.4K	0.09	80.59	N/A	N/A	157	14	1,027	721
2019-06-10	$8.38	$7.50	40.0%	12.6%	37.0%	26.8%	0.0%	-2.3%	5.9%	2.5K	106.3K	-2.4K	1.00	79.55	N/A	N/A	3	3	1,039	721
2019-06-11	$8.17	$7.50	37.0%	12.8%	27.4%	21.2%	52.0%	-2.2%	6.5%	2.6K	136.0K	-2.3K	0.07	80.23	N/A	N/A	42	3	1,040	724
2019-06-12	$8.16	$7.50	45.3%	13.0%	26.9%	36.7%	51.2%	-1.6%	0.8%	3.1K	132.4K	-2.3K	0.07	76.81	N/A	N/A	42	3	1,080	724
2019-06-13	$8.28	$7.50	43.7%	12.5%	27.8%	36.1%	26.5%	14.3%	3.4%	2.8K	116.7K	-2.3K	0.07	88.06	N/A	N/A	43	3	1,080	724
2019-06-14	$8.16	$7.50	44.0%	12.6%	27.8%	36.8%	52.0%	-5.8%	2.0%	3.0K	130.5K	-2.2K	0.03	88.61	N/A	N/A	103	3	1,081	724
2019-06-17	$8.11	$7.50	47.4%	13.6%	26.8%	43.7%	47.2%	14.9%	8.8%	6.6K	32.5K	-2.2K	0.00	91.44	N/A	N/A	87	0	1,221	724
2019-06-18	$8.46	$7.50	41.7%	12.0%	29.6%	32.2%	53.4%	0.4%	-7.3%	6.3K	-156.5K	-2.6K	0.07	99.92	N/A	N/A	299	20	1,306	741
2019-06-19	$8.59	$7.50	35.8%	10.3%	30.1%	20.2%	32.2%	13.4%	-0.8%	4.5K	-185.8K	-2.7K	0.08	98.53	N/A	N/A	259	20	1,474	741
2019-06-20	$8.60	$7.50	28.7%	8.2%	29.2%	6.0%	32.2%	0.3%	9.3%	3.9K	-208.2K	-2.7K	0.08	90.14	N/A	N/A	259	20	1,483	741
2019-06-21	$8.51	$7.50	31.2%	8.9%	27.9%	10.9%	37.9%	-2.6%	-0.6%	4.3K	-211.0K	-2.7K	0.06	90.10	N/A	N/A	471	26	1,483	741
2019-06-24	$8.29	$7.50	39.2%	11.2%	29.6%	27.0%	51.6%	-12.2%	-3.6%	5.2K	57.6K	-2.6K	0.82	90.77	N/A	N/A	17	14	1,176	718
2019-06-25	$8.04	$7.50	44.1%	12.7%	31.6%	37.0%	44.1%	5.5%	2.7%	5.4K	124.7K	-2.3K	0.40	93.34	N/A	N/A	60	24	1,177	712
2019-06-26	$8.29	$7.50	32.9%	9.4%	33.5%	14.3%	38.0%	-0.8%	9.7%	5.6K	50.5K	-2.5K	0.39	89.01	N/A	N/A	61	24	1,224	722
2019-06-27	$8.48	$7.50	29.8%	8.6%	34.3%	8.2%	32.6%	-5.0%	15.2%	4.4K	15.8K	-2.6K	0.37	89.30	N/A	N/A	65	24	1,224	722
2019-06-28	$8.47	$7.50	33.2%	9.5%	34.2%	15.0%	34.1%	1.4%	13.0%	4.8K	7.4K	-2.6K	0.30	89.05	N/A	N/A	80	24	1,234	722