CTRM Options History — July 2021 In July 2021, CTRM traded between $19.90 and $21.90. ATM implied volatility averaged 126.5%. The 30-day expected move averaged 36.3%. Max pain ranged from $25.00 to $25.00. Net GEX was positive for 12 of 12 trading days. Term structure was in contango for 11 of 12 days. Put/call ratio averaged 0.22.
Notable Days 2021-07-19 : Highest Volume — 201 contracts2021-07-23 : Largest IV drop — 14.8% change2021-07-22 : Largest Expected Move — 40.3%Monthly Statistics Metric Avg Min Max Open Close Price $20.76 $19.90 $21.90 $21.70 $20.70 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 126.5% 108.8% 140.6% 125.6% 108.8% Expected Move 36.3% 31.2% 40.3% 36.0% 31.2% Term Structure 11.2% -2.5% 29.9% 5.7% 29.9% VWIV 125.7% 108.7% 140.5% 119.4% 108.7% Bid-Ask Spread % 14.24 10.21 29.76 11.87 29.76 Gamma HHI 0.47 0.40 0.55 0.40 0.40 Net GEX 2.8K 775 6.6K 931 6.6K Net DEX 230.1K 75.9K 518.9K 496.2K 132.3K Net VEX -7.2K -7.8K -6.8K -7.6K -7.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.02 0.94 0.26 0.06 Total Volume 110.917 48 201 91 97 Total OI 2,164.25 1,821 2,725 2,699 2,293
Daily Data (12 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 2021-07-15 $21.70 $25.00 125.6% 36.0% 0.0% 0.0% 119.4% 0.0% 5.7% 931 496.2K -7.6K 0.26 11.87 N/A N/A 72 19 1,777 922 2021-07-16 $20.40 $25.00 121.3% 34.8% 0.0% 0.0% 118.8% 0.0% 14.3% 996 518.9K -7.0K 0.94 11.89 N/A N/A 67 64 1,811 914 2021-07-19 $20.10 $25.00 134.9% 38.7% 0.0% 0.0% 134.9% 0.0% 5.2% 775 241.0K -6.8K 0.10 11.29 N/A N/A 182 19 1,074 747 2021-07-20 $21.00 $25.00 127.3% 36.5% 0.0% 0.0% 127.2% 0.0% 10.2% 1.8K 191.1K -7.2K 0.13 11.52 N/A N/A 79 10 1,168 761 2021-07-21 $21.90 $25.00 133.3% 38.2% 0.0% 0.0% 133.3% 0.0% 5.7% 2.7K 75.9K -7.8K 0.02 10.21 N/A N/A 95 2 1,209 762 2021-07-22 $20.40 $25.00 140.6% 40.3% 0.0% 0.0% 140.5% 0.0% 2.0% 2.8K 144.7K -7.2K 0.18 10.45 N/A N/A 41 7 1,265 761 2021-07-23 $20.10 $25.00 119.8% 34.3% 0.0% 0.0% 119.7% 0.0% 17.4% 2.5K 231.4K -6.9K 0.14 14.32 N/A N/A 69 10 1,278 767 2021-07-26 $20.10 $25.00 130.2% 37.3% 0.0% 0.0% 130.4% 0.0% 10.3% 2.7K 222.6K -6.8K 0.25 16.32 N/A N/A 93 23 1,278 767 2021-07-27 $19.90 $25.00 137.6% 39.4% 0.0% 0.0% 137.6% 0.0% -2.5% 2.8K 203.4K -7.1K 0.27 14.15 N/A N/A 68 18 1,318 773 2021-07-28 $21.10 $25.00 122.4% 35.1% 0.0% 0.0% 122.4% 0.0% 16.7% 4.0K 160.7K -7.4K 0.03 14.17 N/A N/A 162 5 1,364 784 2021-07-29 $21.70 $25.00 116.0% 33.3% 0.0% 0.0% 115.9% 0.0% 19.3% 4.7K 142.7K -7.5K 0.27 14.91 N/A N/A 102 27 1,392 786 2021-07-30 $20.70 $25.00 108.8% 31.2% 0.0% 0.0% 108.7% 0.0% 29.9% 6.6K 132.3K -7.5K 0.06 29.76 N/A N/A 91 6 1,506 787
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