CAMT Options History — February 2021

In February 2021, CAMT traded between $24.70 and $30.07. ATM implied volatility averaged 67.7%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 23.7% (HV 20d: 44.0%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.46.

Notable Days

2021-02-08: Highest Volume — 720 contracts
2021-02-09: Largest IV drop — 32.8% change
2021-02-08: Highest IV Rank — 57.9%
2021-02-01: Largest Expected Move — 24.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$27.71	$24.70	$30.07	$24.70	$27.93
Max Pain	$21.71	$17.50	$22.50	$17.50	$22.50
ATM IV	67.7%	50.4%	96.6%	85.7%	70.2%
Expected Move	18.1%	14.4%	24.6%	24.6%	20.1%
HV 20d	44.0%	37.7%	59.8%	42.2%	59.8%
HV 60d	44.4%	38.9%	48.1%	48.1%	47.5%
IV Rank	37.6%	25.4%	57.9%	50.2%	39.3%
IV Percentile	75.8%	45.6%	96.4%	94.4%	82.5%
Term Structure	-8.4%	-40.2%	20.3%	-39.3%	-11.1%
VWIV	62.3%	52.4%	75.5%	75.5%	70.5%
Skew 25d	6.1%	-15.7%	30.5%	-10.5%	-14.9%
Skew 10d	12.1%	-28.8%	29.2%	20.1%	20.8%
Call IV 25d	64.8%	53.3%	105.4%	105.4%	67.1%
Put IV 25d	70.9%	52.3%	99.1%	94.9%	52.3%
Bid-Ask Spread %	98.72	86.56	116.87	116.87	100.73
Gamma HHI	0.59	0.29	0.99	0.56	0.32
Net GEX	164.4K	17.1K	1.7M	75.8K	20.4K
Net DEX	-6.0M	-10.4M	-617.1K	-5.3M	-814.2K
Net VEX	-3.8K	-4.8K	-2.5K	-4.5K	-3.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.00	5.07	0.04	1.75
Total Volume	126.421	9	720	48	11
Total OI	3,297.211	1,150	4,501	3,445	1,348

Daily Data (19 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
2021-02-01	$24.70	$17.50	85.7%	24.6%	42.2%	50.2%	75.5%	-10.5%	-39.3%	75.8K	-5.3M	-4.5K	0.04	116.87	N/A	N/A	46	2	2,879	566
2021-02-02	$25.96	$17.50	60.3%	17.3%	44.6%	32.4%	66.9%	-15.7%	-8.2%	78.4K	-6.3M	-3.7K	0.00	101.07	N/A	N/A	245	0	2,891	564
2021-02-03	$25.83	$17.50	67.9%	19.5%	44.8%	37.7%	74.0%	3.6%	-20.5%	87.0K	-6.5M	-4.7K	0.01	96.91	N/A	N/A	190	1	3,107	564
2021-02-04	$26.32	$22.50	76.8%	14.5%	44.2%	44.0%	60.5%	3.0%	2.8%	79.4K	-6.5M	-4.4K	0.83	106.53	N/A	N/A	6	5	3,046	565
2021-02-05	$27.13	$22.50	82.5%	17.0%	38.4%	48.0%	54.5%	6.7%	-8.7%	74.0K	-7.0M	-4.0K	0.00	110.11	N/A	N/A	85	0	3,049	570
2021-02-08	$28.09	$22.50	96.6%	17.9%	38.7%	57.9%	59.1%	-12.8%	-17.3%	60.3K	-7.5M	-3.7K	0.03	86.56	N/A	N/A	701	19	3,051	570
2021-02-09	$27.24	$22.50	64.9%	16.8%	41.3%	35.6%	57.2%	4.5%	2.1%	111.5K	-7.6M	-4.8K	0.26	93.15	N/A	N/A	177	46	3,670	586
2021-02-10	$27.35	$22.50	74.2%	21.3%	41.3%	42.2%	66.8%	10.1%	-19.9%	121.8K	-7.6M	-4.6K	0.10	91.38	N/A	N/A	31	3	3,709	599
2021-02-11	$28.27	$22.50	57.6%	16.5%	42.1%	30.5%	57.0%	11.1%	3.4%	126.2K	-8.4M	-4.1K	0.06	90.39	N/A	N/A	62	4	3,728	601
2021-02-12	$28.88	$22.50	64.5%	18.5%	41.3%	35.3%	66.2%	30.5%	-5.0%	114.3K	-9.1M	-3.9K	0.02	96.74	N/A	N/A	167	4	3,737	602
2021-02-16	$29.37	$22.50	54.4%	15.6%	40.6%	28.2%	52.9%	17.1%	20.3%	137.6K	-9.5M	-3.8K	0.04	93.34	N/A	N/A	111	5	3,861	606
2021-02-17	$29.10	$22.50	59.7%	17.1%	41.1%	31.9%	59.1%	16.3%	-5.5%	141.0K	-9.3M	-3.6K	0.08	95.66	N/A	N/A	137	11	3,880	604
2021-02-18	$29.22	$22.50	50.4%	14.4%	41.1%	25.4%	52.4%	4.0%	1.8%	140.2K	-9.2M	-3.4K	0.00	97.80	N/A	N/A	24	0	3,893	608
2021-02-19	$30.07	$22.50	52.0%	14.9%	37.7%	26.5%	52.5%	9.0%	3.9%	1.7M	-10.4M	-3.3K	0.00	91.03	N/A	N/A	58	0	3,887	608
2021-02-22	$28.51	$22.50	54.0%	15.5%	43.9%	27.9%	62.6%	23.4%	0.2%	18.9K	-848.9K	-3.2K	0.00	101.04	N/A	N/A	9	0	628	522
2021-02-23	$27.44	$22.50	71.5%	20.5%	46.9%	40.2%	63.7%	3.7%	-40.2%	20.9K	-821.8K	-2.5K	0.41	98.40	N/A	N/A	32	13	635	522
2021-02-24	$28.75	$22.50	64.2%	18.4%	48.6%	35.1%	63.4%	11.9%	1.2%	21.4K	-916.0K	-3.3K	0.00	101.93	N/A	N/A	33	0	651	534
2021-02-25	$26.32	$22.50	78.8%	22.6%	58.0%	45.3%	69.0%	15.8%	-18.9%	17.1K	-617.1K	-3.0K	5.07	105.99	N/A	N/A	27	137	672	534
2021-02-26	$27.93	$22.50	70.2%	20.1%	59.8%	39.3%	70.5%	-14.9%	-11.1%	20.4K	-814.2K	-3.3K	1.75	100.73	N/A	N/A	4	7	679	669