CAMT Options History — August 2019

In August 2019, CAMT traded between $8.36 and $9.83. ATM implied volatility averaged 50.3%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 4.8% (HV 20d: 45.4%). Max pain ranged from $7.33 to $10.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 24.55.

Notable Days

  • 2019-08-01: Highest Volume — 3,108 contracts
  • 2019-08-09: Largest IV spike — 117.4% change
  • 2019-08-09: Highest IV Rank — 100.0%
  • 2019-08-01: Largest Expected Move — 15.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.89$8.36$9.83$9.83$9.01
Max Pain$7.67$7.33$10.00$10.00$7.33
ATM IV50.3%25.3%115.1%55.5%27.6%
Expected Move11.8%7.3%15.9%15.9%7.9%
HV 20d45.4%38.3%50.1%38.3%45.1%
HV 60d37.9%36.2%39.5%36.2%38.8%
IV Rank34.6%0.0%100.0%60.0%2.5%
IV Percentile53.3%0.0%100.0%93.3%2.0%
Term Structure12.7%-11.5%155.9%-11.5%17.9%
VWIV43.9%23.9%55.5%55.5%23.9%
Skew 25d3.2%-18.4%24.6%17.2%-9.6%
Skew 10d11.2%-25.8%64.0%27.0%-11.2%
Call IV 25d40.8%25.4%52.6%51.0%41.9%
Put IV 25d44.0%27.5%77.3%68.1%32.2%
Bid-Ask Spread %93.0779.74118.2781.4492.80
Gamma HHI0.530.490.580.490.52
Net GEX-25.2K-46.6K6.2K6.2K-26.5K
Net DEX918.8K-389.8K1.9M-378.4K824.6K
Net VEX-22.5K-25.6K0-15.2K-23.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio24.550.00266.501.830.00
Total Volume383.45503,1083,1080
Total OI12,819.318014,0708,45214,070

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-08-01$9.83$10.0055.5%15.9%38.3%60.0%55.5%17.2%-11.5%6.2K-378.4K-15.2K1.8381.44N/AN/A1,0992,0092,9665,486
2019-08-02$9.61$10.0053.2%15.2%39.2%55.3%53.1%24.6%-4.2%4.6K-389.8K-20.5K2.0179.74N/AN/A1743503,9817,492
2019-08-05$9.04$7.5057.0%14.3%44.6%63.0%53.6%3.9%-0.2%-9.4K447.6K-22.1K2.7790.65N/AN/A3851,0684,1037,742
2019-08-06$9.29$7.5049.7%12.2%45.2%48.2%0.0%3.0%1.3%-5.0K230.7K-24.0K0.4390.99N/AN/A734,4558,766
2019-08-07$8.87$7.5054.0%13.4%48.8%57.1%39.0%4.4%2.3%-25.0K1.0M-24.5K266.5088.12N/AN/A102,6654,4568,765
2019-08-08$8.94$7.5038.4%13.1%48.5%25.5%36.4%1.2%1.4%-29.0K1.0M-25.6K0.0090.67N/AN/A604,4549,524
2019-08-09$8.62$7.5083.5%12.5%49.3%100.0%0.0%-2.2%3.1%-38.4K1.5M-24.7K0.0095.43N/AN/A404,4589,524
2019-08-12$8.62$7.50114.9%14.9%48.7%100.0%47.6%1.8%-10.6%-36.8K1.5M-24.5K0.2987.42N/AN/A724,4599,524
2019-08-13$8.66$7.50115.1%8.7%47.9%100.0%0.0%-16.4%13.5%-40.4K1.5M-24.7K0.00101.58N/AN/A2004,4569,525
2019-08-14$8.39$7.5048.2%13.8%49.4%23.9%0.0%16.7%0.3%-43.4K1.8M-24.2K0.0090.39N/AN/A104,4769,525
2019-08-15$8.36$7.5052.0%14.9%49.0%28.3%51.9%9.2%-3.5%-46.6K1.9M-23.9K1.6790.69N/AN/A6104,4759,500
2019-08-16$8.62$7.5032.3%9.3%50.1%5.8%0.0%-18.4%10.7%-41.7K1.6M-24.5K0.0098.70N/AN/A204,4759,500
2019-08-19$8.80$7.5030.3%8.7%44.7%3.5%55.1%-0.4%14.4%-41.9K1.3M-23.7K191.0089.05N/AN/A35734,0389,443
2019-08-20$8.63$0.0038.0%10.9%44.1%12.3%32.1%16.0%155.9%0000.00118.27N/AN/A4000
2019-08-21$8.90$7.3334.9%10.0%41.2%8.8%0.0%9.5%21.0%-26.3K941.6K-24.9K0.0098.07N/AN/A204,04310,003
2019-08-22$9.16$7.3339.9%11.4%42.9%14.5%40.1%-9.3%2.1%-19.4K440.0K-22.9K0.0087.97N/AN/A1004,04310,003
2019-08-23$8.80$7.3340.0%11.5%44.8%14.6%0.0%8.3%18.2%-28.9K1.1M-24.5K0.0099.42N/AN/A004,05310,003
2019-08-26$8.81$7.3337.1%10.6%43.2%11.3%38.8%6.2%15.8%-28.3K1.1M-24.1K0.0095.94N/AN/A304,05110,003
2019-08-27$8.67$7.3343.8%12.5%43.4%18.9%0.0%6.3%-3.8%-33.3K1.2M-24.6K0.0091.57N/AN/A054,05410,003
2019-08-28$8.96$7.3334.9%10.0%45.5%8.8%0.0%4.5%15.3%-22.4K836.7K-24.1K0.0099.96N/AN/A404,05410,008
2019-08-29$9.01$7.3325.3%7.3%45.6%0.0%23.9%-6.7%20.6%-22.3K725.7K-23.4K0.0088.75N/AN/A404,05810,008
2019-08-30$9.01$7.3327.6%7.9%45.1%2.5%0.0%-9.6%17.9%-26.5K824.6K-23.7K0.0092.80N/AN/A004,06210,008