CTRM Options History — August 2021

In August 2021, CTRM traded between $18.80 and $24.70. ATM implied volatility averaged 111.5%. The 30-day expected move averaged 32.7%. IV traded above realized volatility by 14.7% (HV 20d: 96.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.27.

Notable Days

  • 2021-08-05: Highest Volume — 1,106 contracts
  • 2021-08-11: Largest IV spike — 63.2% change
  • 2021-08-04: Largest Expected Move — 38.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.25$18.80$24.70$21.10$22.80
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV111.5%69.0%132.4%107.4%122.8%
Expected Move32.7%29.6%38.0%30.8%35.2%
HV 20d96.8%93.1%106.0%104.2%95.5%
Term Structure4.9%-7.2%20.8%20.8%4.1%
VWIV116.1%105.2%132.4%107.4%122.9%
Bid-Ask Spread %11.984.1220.995.8916.60
Gamma HHI0.510.420.660.420.60
Net GEX8.8K-70623.2K7.4K23.0K
Net DEX221.0K-516.8K758.9K169.6K-516.8K
Net VEX-8.1K-10.7K-6.1K-7.6K-10.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.040.890.190.33
Total Volume214.591341,10699247
Total OI2,977.3182,3523,6052,3523,413

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$21.10$25.00107.4%30.8%0.0%0.0%107.4%0.0%20.8%7.4K169.6K-7.6K0.195.89N/AN/A83161,544808
2021-08-03$20.80$25.00110.6%31.7%0.0%0.0%110.8%0.0%19.4%7.1K228.1K-7.3K0.197.54N/AN/A2861,561811
2021-08-04$20.20$25.00132.4%38.0%0.0%0.0%132.4%0.0%3.6%-204491.3K-6.5K0.405.76N/AN/A34141,605823
2021-08-05$24.70$25.00124.7%35.1%104.2%0.0%126.3%0.0%0.4%12.7K-435.2K-9.5K0.1413.98N/AN/A9661401,625823
2021-08-06$22.90$25.00112.2%32.6%106.0%0.0%120.7%0.0%3.9%11.8K-79.9K-8.6K0.239.05N/AN/A325741,619832
2021-08-09$22.60$25.00103.9%31.2%102.9%0.0%116.1%0.0%8.4%19.7K-72.4K-9.1K0.2010.01N/AN/A168342,149915
2021-08-10$21.80$25.0069.0%35.0%100.8%0.0%128.9%0.0%-4.7%20.2K229.1K-8.5K0.1811.45N/AN/A111202,294927
2021-08-11$22.20$25.00112.6%32.3%98.2%0.0%118.0%0.0%8.3%23.2K-100.0K-9.0K0.1610.46N/AN/A150242,316932
2021-08-12$21.70$25.00106.7%30.6%96.0%0.0%106.8%0.0%4.2%3.4K512.2K-7.8K0.1117.64N/AN/A116132,347934
2021-08-13$21.40$25.00108.9%31.2%93.3%0.0%109.2%0.0%3.2%3.3K529.9K-7.6K0.6013.93N/AN/A57342,443938
2021-08-16$20.40$25.00111.6%32.0%94.9%0.0%111.6%0.0%4.5%3.0K552.6K-7.2K0.4113.48N/AN/A89362,481937
2021-08-17$19.50$25.00104.1%29.8%94.8%0.0%105.2%0.0%19.6%2.7K644.3K-7.0K0.447.88N/AN/A49212,518966
2021-08-18$20.00$25.00103.4%29.6%93.9%0.0%114.2%0.0%1.1%3.5K622.2K-7.1K0.6618.67N/AN/A50332,561966
2021-08-19$18.80$25.00113.0%32.4%93.1%0.0%113.3%0.0%6.5%-411758.9K-6.1K0.894.12N/AN/A37322,591965
2021-08-20$19.10$25.00107.0%30.7%93.3%0.0%107.2%0.0%12.5%2.9K747.0K-6.3K0.226.01N/AN/A81182,621984
2021-08-23$19.40$25.00113.9%32.7%93.5%0.0%114.1%0.0%3.1%-706483.9K-6.8K0.165.42N/AN/A75121,556861
2021-08-24$21.00$25.00115.7%33.2%97.7%0.0%116.1%0.0%3.8%4.8K254.0K-7.9K0.0616.79N/AN/A369241,608865
2021-08-25$20.90$25.00118.2%33.9%95.5%0.0%118.6%0.0%-5.3%5.1K211.4K-7.9K0.1616.79N/AN/A138231,647876
2021-08-26$21.70$25.00119.8%34.3%95.9%0.0%120.0%0.0%-7.2%10.2K61.4K-8.8K0.0416.34N/AN/A439151,863888
2021-08-27$22.50$25.00117.1%33.6%95.0%0.0%117.0%0.0%-4.7%13.5K-165.4K-9.8K0.0720.99N/AN/A272181,966906
2021-08-30$22.10$25.00118.5%34.0%95.2%0.0%118.5%0.0%1.8%18.5K-264.1K-10.1K0.1214.78N/AN/A205252,300916
2021-08-31$22.80$25.00122.8%35.2%95.5%0.0%122.9%0.0%4.1%23.0K-516.8K-10.7K0.3316.60N/AN/A186612,489924