CAMT Options History — October 2019 In October 2019, CAMT traded between $9.39 and $11.22. ATM implied volatility averaged 44.5%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 1.5% (HV 20d: 42.9%). Max pain ranged from $9.83 to $9.83. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.17.
Notable Days 2019-10-10 : Highest Volume — 593 contracts2019-10-31 : Largest IV spike — 36.2% change2019-10-11 : Highest IV Rank — 31.5%2019-10-11 : Largest Expected Move — 15.4%Monthly Statistics Metric Avg Min Max Open Close Price $10.22 $9.39 $11.22 $9.40 $10.79 Max Pain $9.83 $9.83 $9.83 $9.83 $9.83 ATM IV 44.5% 33.0% 53.6% 33.0% 45.2% Expected Move 12.8% 9.5% 15.4% 9.5% 13.0% HV 20d 42.9% 36.8% 48.2% 42.1% 38.9% HV 60d 41.5% 38.4% 43.6% 41.7% 38.4% IV Rank 21.3% 8.5% 31.5% 8.5% 22.2% IV Percentile 60.4% 11.5% 86.5% 11.5% 65.1% Term Structure 0.1% -11.1% 20.0% 20.0% -6.9% VWIV 44.6% 25.9% 52.9% 25.9% 43.3% Skew 25d 11.6% -19.8% 71.4% 33.6% 3.8% Skew 10d 18.9% -4.5% 122.0% 24.0% 24.5% Call IV 25d 38.5% 31.9% 54.1% 35.2% 34.6% Put IV 25d 50.1% 33.0% 109.9% 68.7% 38.4% Bid-Ask Spread % 89.34 77.33 110.86 110.86 89.37 Gamma HHI 0.52 0.45 0.54 0.53 0.51 Net GEX -23.9K -39.8K 9.1K -31.2K -20.9K Net DEX -310.5K -1.7M 946.1K 834.7K -1.2M Net VEX -11.9K -17.4K -3.8K -17.4K -7.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.00 7.07 0.00 1.00 Total Volume 66.13 0 593 4 8 Total OI 12,560.13 12,347 12,828 12,782 12,450
Daily Data (23 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 2019-10-01 $9.40 $9.83 33.0% 9.5% 42.1% 8.5% 25.9% 33.6% 20.0% -31.2K 834.7K -17.4K 0.00 110.86 N/A N/A 4 0 2,796 9,986 2019-10-02 $9.39 $9.83 42.6% 12.2% 41.7% 19.3% 0.0% 24.8% 3.6% -29.7K 754.4K -16.3K 0.00 98.78 N/A N/A 319 1 2,796 9,986 2019-10-03 $9.61 $9.83 44.5% 13.1% 41.5% 21.4% 0.0% 2.8% -1.1% -22.7K 510.5K -16.4K 5.33 78.54 N/A N/A 3 16 2,776 9,987 2019-10-04 $9.64 $9.83 38.3% 13.0% 41.5% 14.4% 41.2% -0.5% -1.2% -24.3K 514.5K -16.4K 0.00 86.36 N/A N/A 13 0 2,779 10,003 2019-10-07 $9.80 $9.83 38.5% 13.1% 41.8% 14.7% 0.0% 12.7% 3.7% -39.8K 64.8K -13.8K 0.36 87.00 N/A N/A 14 5 2,771 10,003 2019-10-08 $9.43 $9.83 43.6% 10.1% 44.3% 20.3% 0.0% 4.3% 17.2% -23.4K 946.1K -16.7K 0.00 92.07 N/A N/A 0 0 2,780 10,008 2019-10-09 $10.06 $9.83 46.8% 13.4% 44.4% 23.9% 50.3% 6.9% 0.8% -33.4K -390.7K -12.4K 0.38 90.87 N/A N/A 65 25 2,780 10,008 2019-10-10 $9.99 $9.83 47.0% 13.5% 44.4% 24.1% 47.0% 13.0% -1.0% -22.4K -47.0K -14.7K 0.10 89.90 N/A N/A 537 56 2,795 10,033 2019-10-11 $10.08 $9.83 53.6% 15.4% 44.1% 31.5% 46.7% 71.4% -8.9% -30.6K 194.9K -13.4K 0.00 92.61 N/A N/A 19 0 2,358 9,989 2019-10-14 $9.97 $9.83 47.8% 13.7% 44.2% 25.0% 47.8% 23.4% 0.8% -29.6K 214.0K -13.8K 0.22 87.90 N/A N/A 9 2 2,364 9,989 2019-10-15 $10.13 $9.83 45.7% 13.1% 44.5% 22.7% 45.7% 16.8% -1.7% -19.1K -23.3K -13.1K 6.44 89.52 N/A N/A 16 103 2,373 9,989 2019-10-16 $9.91 $9.83 45.1% 12.9% 45.2% 22.0% 0.0% 11.6% -0.8% -27.6K 314.0K -14.0K 1.33 77.50 N/A N/A 15 20 2,380 10,090 2019-10-17 $10.14 $9.83 45.5% 13.0% 45.8% 22.5% 0.0% 15.9% -1.1% -24.8K -20.5K -12.8K 0.00 77.33 N/A N/A 49 0 2,395 10,110 2019-10-18 $10.24 $9.83 45.8% 13.1% 45.3% 22.8% 0.0% 14.4% -3.6% -28.9K -365.2K -11.2K 1.33 80.11 N/A N/A 6 8 2,443 10,110 2019-10-21 $10.54 $9.83 49.9% 14.3% 46.2% 27.3% 49.7% 15.3% -2.5% -17.1K -600.3K -10.7K 7.07 81.72 N/A N/A 15 106 2,424 10,099 2019-10-22 $10.50 $9.83 47.1% 13.5% 46.1% 24.3% 46.8% 15.2% -1.0% -18.7K -690.8K -10.3K 0.29 81.67 N/A N/A 7 2 2,425 9,999 2019-10-23 $10.44 $9.83 50.2% 14.4% 44.9% 27.7% 0.0% 12.8% -3.3% -22.9K -612.9K -9.8K 0.00 80.17 N/A N/A 5 0 2,427 9,999 2019-10-24 $10.98 $9.83 44.1% 12.6% 48.2% 20.9% 52.9% -1.5% -11.1% 9.1K -1.7M -3.8K 0.10 104.13 N/A N/A 10 1 2,432 9,999 2019-10-25 $11.15 $9.83 45.9% 13.2% 37.4% 22.9% 47.4% -11.0% -6.5% -22.7K -1.6M -6.0K 0.08 98.93 N/A N/A 25 2 2,432 9,998 2019-10-28 $11.22 $9.83 51.3% 14.7% 36.8% 28.9% 35.2% 5.1% -5.6% -20.7K -1.6M -7.1K 1.22 89.65 N/A N/A 9 11 2,440 9,998 2019-10-29 $10.93 $9.83 38.4% 11.0% 38.8% 14.5% 43.3% -19.8% 2.9% -22.3K -1.1M -9.1K 0.00 97.96 N/A N/A 6 0 2,436 10,006 2019-10-30 $10.80 $9.83 33.2% 9.5% 39.3% 8.8% 0.0% -3.4% 10.5% -24.9K -1.5M -6.6K 0.50 91.99 N/A N/A 6 3 2,436 10,006 2019-10-31 $10.79 $9.83 45.2% 13.0% 38.9% 22.2% 0.0% 3.8% -6.9% -20.9K -1.2M -7.4K 1.00 89.37 N/A N/A 4 4 2,441 10,009
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