CTM - Latest News

Castellum, Inc. (CTM), operates in Technology / Information Technology Services, trades on AMEX.

Market capitalization stands near $76.7M. Beta to the broader market is -4.44.

The article list below shows the most recent CTM headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.

Recent CTM Headlines

Castellum Reminds Stockholders to Submit Their Vote at Its Upcoming 2026 Annual Meeting

globenewswire.com - May 18, 2026

VIENNA, Va. , May 18, 2026 (GLOBE NEWSWIRE) -- Castellum, Inc.

Canterra Minerals Completes Winter Drilling and Commences Geophysical Survey at Critical Minerals and Gold Projects in Central Newfoundland

globenewswire.com - May 12, 2026

VANCOUVER, British Columbia, May 12, 2026 (GLOBE NEWSWIRE) -- Canterra Minerals Corporation (TSXV: CTM) (OTCQB: CTMCF) (FSE: DXZB) (“Canterra” or the

Castellum Announces First Quarter 2026 Financial Results

globenewswire.com - May 8, 2026

Revenue Increase of 23% Driven by Ramp Up of Long-Term Contracts Won in 2025; Enters Second Quarter with a Record Backlog of $273. 3 Million Revenue I

Castellum, Inc. Achieves CMMC Level 2 C3PAO Certification

globenewswire.com - Apr 23, 2026

VIENNA, Va. , April 23, 2026 (GLOBE NEWSWIRE) -- Castellum, Inc.

Polyrizon Announces GMP Manufacturing of Clinical Trial Material (CTM) with Eurofins CDMO AmatsiAquitaine S.A.S for Planned U.S. Clinical Study

globenewswire.com - Mar 10, 2026

Raanana, Israel, March 10, 2026 (GLOBE NEWSWIRE) -- Polyrizon Ltd. (Nasdaq: PLRZ) (“Polyrizon” or the “Company”), a pre-clinical-stage biotechnology

How News Affects CTM Options Pricing

Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track CTM's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.

Frequently asked CTM news questions

What is the latest CTM news headline?

The most recent CTM headline (May 18, 2026) is "Castellum Reminds Stockholders to Submit Their Vote at Its Upcoming 2026 Annual Meeting". The five most recent stories with summaries and publication times are listed above, sourced from major financial news vendors.

How fresh is the CTM news on this page?

News rows refresh roughly every 30 minutes during the trading day. The five most recent headlines are listed in publication-time order. Press releases from the company itself typically appear within minutes of the wire release; third-party reporting may lag by 30-60 minutes depending on the source.

What CTM news moves options pricing?

Three categories move single-name IV most aggressively: scheduled earnings releases (priced into pre-event IV, crushed post-event), unscheduled M&A or strategic announcements (rapid IV expansion, slower decay), and regulatory or legal events (drug-trial readouts, antitrust filings, FDA approvals). Routine news flow (analyst commentary, sector rotation) typically does not move IV meaningfully unless it triggers a cluster of rating changes.

How can I track unusual CTM options activity related to news?

Unusual options activity often precedes news by hours to days; the canonical signals are volume substantially above the trailing average concentrated in a small number of strikes, atypical put/call skew, and aggressive execution (at-the-ask sweeps or block prints). Cross-reference the per-ticker gamma-exposure and volume-history pages with the news flow above to triangulate informed vs uninformed flow.