CTRM Options History — September 2021

In September 2021, CTRM traded between $21.70 and $27.40. ATM implied volatility averaged 120.1%. The 30-day expected move averaged 34.7%. IV traded above realized volatility by 38.6% (HV 20d: 81.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.35.

Notable Days

  • 2021-09-15: Highest Volume — 1,005 contracts
  • 2021-09-08: Largest IV spike — 18.1% change
  • 2021-09-15: Largest Expected Move — 38.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.19$21.70$27.40$22.40$24.50
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV120.1%102.2%134.9%115.6%112.3%
Expected Move34.7%31.3%38.7%33.2%32.2%
HV 20d81.5%57.2%99.0%95.0%98.6%
HV 60d89.1%88.0%91.0%89.0%88.0%
Term Structure-1.5%-19.7%12.4%6.6%8.6%
VWIV122.6%109.1%141.6%115.7%112.4%
Bid-Ask Spread %13.488.5421.7416.4913.60
Gamma HHI0.510.370.770.640.37
Net GEX18.2K1.7K83.3K25.9K2.2K
Net DEX-521.8K-2.8M467.1K-454.5K-204.4K
Net VEX-13.3K-17.1K-9.5K-10.7K-16.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.350.022.060.020.17
Total Volume299.238931,005117142
Total OI4,262.193,5385,1483,5384,766

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$22.40$25.00115.6%33.2%95.0%0.0%115.7%0.0%6.6%25.9K-454.5K-10.7K0.0216.49N/AN/A11432,597941
2021-09-02$23.40$25.00112.2%35.5%63.0%0.0%131.1%0.0%-4.9%31.2K-495.8K-11.0K0.2510.73N/AN/A248632,695992
2021-09-03$22.90$25.00112.2%31.3%57.4%0.0%109.1%0.0%6.8%30.3K-393.7K-10.7K0.1414.50N/AN/A112162,744992
2021-09-07$22.80$25.00102.2%33.4%57.2%0.0%116.5%0.0%-1.3%38.8K-253.7K-10.5K0.1011.97N/AN/A9392,9161,033
2021-09-08$21.70$25.00120.7%34.6%58.5%0.0%120.7%0.0%0.2%31.0K-160.4K-10.2K0.2412.53N/AN/A224532,9371,035
2021-09-09$22.20$25.00117.5%33.7%58.7%0.0%117.5%0.0%-1.6%34.1K-126.2K-9.9K0.0912.39N/AN/A8582,9891,038
2021-09-10$21.70$25.00124.1%35.6%58.7%0.0%124.2%0.0%-8.2%4.0K467.1K-9.5K2.069.28N/AN/A861763,0081,088
2021-09-13$24.40$25.00133.9%38.4%71.6%0.0%137.7%0.0%-12.1%40.2K-927.9K-12.0K0.1112.45N/AN/A779843,0251,095
2021-09-14$22.80$25.00129.0%37.0%74.0%0.0%129.0%0.0%-10.4%3.6K426.2K-10.7K0.3412.44N/AN/A199683,0431,214
2021-09-15$26.60$25.00134.9%38.7%88.3%0.0%141.6%0.0%-19.7%9.1K-2.8M-13.7K0.448.54N/AN/A7003053,4491,263
2021-09-16$25.70$25.00131.8%37.8%89.9%0.0%139.9%0.0%-5.3%83.3K-1.6M-14.3K0.2510.23N/AN/A5191313,4071,296
2021-09-17$25.40$25.00126.1%36.2%86.1%0.0%130.1%0.0%-1.6%6.8K-2.1M-14.8K0.119.18N/AN/A397433,6241,524
2021-09-20$23.10$25.00128.0%36.7%94.5%0.0%128.0%0.0%1.5%5.2K72.8K-13.6K0.4818.14N/AN/A149722,6311,357
2021-09-21$24.10$25.00129.1%37.0%95.2%0.0%129.1%0.0%-10.7%5.7K34.8K-14.2K0.1410.29N/AN/A160232,7141,385
2021-09-22$25.00$25.00120.3%34.5%92.3%0.0%120.3%0.0%3.9%6.6K-258.5K-15.3K0.2818.65N/AN/A155432,7791,434
2021-09-23$25.70$25.00115.5%33.1%92.4%0.0%115.5%0.0%4.8%7.0K-426.3K-16.1K0.4315.89N/AN/A101442,8631,452
2021-09-24$25.60$25.00112.9%32.4%92.0%0.0%113.1%0.0%12.4%5.6K-408.2K-16.0K0.8311.42N/AN/A1411172,9191,496
2021-09-27$27.40$25.00117.8%33.8%93.9%0.0%117.8%0.0%-6.8%6.5K-764.5K-17.0K0.3015.52N/AN/A242742,9411,508
2021-09-28$26.10$25.00110.5%31.7%95.7%0.0%110.5%0.0%8.9%3.3K-507.8K-17.1K0.1521.74N/AN/A123192,9881,614
2021-09-29$24.40$25.00115.2%33.0%99.0%0.0%115.2%0.0%-2.2%1.7K-108.9K-16.2K0.4317.03N/AN/A115493,0731,641
2021-09-30$24.50$25.00112.3%32.2%98.6%0.0%112.4%0.0%8.6%2.2K-204.4K-16.3K0.1713.60N/AN/A121213,1131,653