CTRM Options History — October 2021

In October 2021, CTRM traded between $22.60 and $25.60. ATM implied volatility averaged 106.4%. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 36.3% (HV 20d: 70.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2021-10-25: Highest Volume — 311 contracts
  • 2021-10-11: Largest IV spike — 41.2% change
  • 2021-10-01: Largest Expected Move — 33.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.87$22.60$25.60$25.00$23.50
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV106.4%79.7%129.8%115.4%104.6%
Expected Move30.5%28.3%33.1%33.1%30.0%
HV 20d70.1%43.1%100.2%97.8%45.4%
HV 60d83.1%71.0%87.6%87.3%71.0%
Term Structure-1.4%-37.7%8.9%-1.8%-6.9%
VWIV108.3%98.9%122.4%115.4%104.8%
Bid-Ask Spread %11.798.2016.9413.1113.35
Gamma HHI0.400.370.440.370.40
Net GEX1.2K-2.2K4.7K4.0K178
Net DEX200.4K-388.2K1.3M-198.2K129.7K
Net VEX-15.3K-16.6K-14.3K-16.6K-16.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.101.900.191.55
Total Volume191.52492311295120
Total OI4,800.7143,6755,6044,8494,785

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$25.00$25.00115.4%33.1%97.8%0.0%115.4%0.0%-1.8%4.0K-198.2K-16.6K0.1913.11N/AN/A247483,1641,685
2021-10-04$23.50$25.00115.5%31.4%100.1%0.0%112.6%0.0%1.4%3.4K185.8K-14.8K0.678.20N/AN/A1711143,2061,701
2021-10-05$23.20$25.00110.9%31.9%100.2%0.0%112.8%0.0%1.0%4.4K189.7K-15.2K0.498.67N/AN/A106523,4081,712
2021-10-06$22.90$25.00102.6%29.6%98.6%0.0%104.5%0.0%8.4%261656.9K-14.4K0.9916.94N/AN/A57563,4421,778
2021-10-07$23.50$25.0095.3%29.9%98.7%0.0%107.5%0.0%1.9%-560491.4K-14.6K0.539.37N/AN/A60323,4631,783
2021-10-08$22.90$25.0079.7%28.9%98.8%0.0%101.5%0.0%4.2%-2.2K500.4K-14.3K0.4212.98N/AN/A85363,4751,823
2021-10-11$23.60$25.00112.5%30.6%89.9%0.0%122.4%0.0%2.1%-1.2K304.1K-15.0K0.3413.10N/AN/A130443,5001,848
2021-10-12$23.60$25.00129.8%30.7%86.4%0.0%108.4%0.0%-1.4%-2.1K385.3K-14.7K0.3513.62N/AN/A71253,5441,882
2021-10-13$24.10$25.00103.9%29.8%65.7%0.0%104.7%0.0%5.3%574263.7K-15.5K0.269.80N/AN/A114303,6241,902
2021-10-14$24.00$25.00105.4%30.2%64.8%0.0%110.6%0.0%8.9%175700.2K-15.0K0.109.80N/AN/A104113,6621,909
2021-10-15$23.90$25.00103.5%29.7%64.7%0.0%105.6%0.0%1.9%1.5K1.3M-14.4K0.7113.61N/AN/A109783,7001,904
2021-10-18$24.10$25.00103.6%29.7%54.9%0.0%105.9%0.0%0.8%2.4K-68.1K-14.7K0.1810.80N/AN/A214392,2631,412
2021-10-19$25.40$25.00102.5%29.4%56.0%0.0%105.4%0.0%0.3%2.9K-261.2K-15.8K0.1510.39N/AN/A243382,3281,451
2021-10-20$25.60$25.00103.8%29.8%54.6%0.0%105.5%0.0%-0.5%4.7K-388.2K-16.2K0.8510.41N/AN/A98832,5781,526
2021-10-21$24.60$25.0098.9%28.3%55.5%0.0%98.9%0.0%7.8%3.2K-256.8K-15.9K0.8311.53N/AN/A86722,6181,553
2021-10-22$24.20$25.00105.6%30.3%55.7%0.0%105.7%0.0%-9.6%3.0K-125.1K-15.6K1.9016.26N/AN/A821562,6431,558
2021-10-25$23.80$25.00107.1%30.7%49.2%0.0%108.0%0.0%-5.9%1.2K-60.3K-15.9K0.9710.83N/AN/A1581532,6701,657
2021-10-26$23.60$25.00109.8%31.5%46.7%0.0%109.8%0.0%-3.9%-103122.3K-15.9K1.3111.29N/AN/A62822,7601,736
2021-10-27$22.60$25.00110.4%31.6%43.1%0.0%110.4%0.0%-37.7%-88252.9K-15.5K0.6712.77N/AN/A1571062,7771,753
2021-10-28$23.60$25.00114.5%32.8%46.2%0.0%114.7%0.0%-6.7%-222102.4K-16.2K0.4210.83N/AN/A207862,8381,794
2021-10-29$23.50$25.00104.6%30.0%45.4%0.0%104.8%0.0%-6.9%178129.7K-16.2K1.5513.35N/AN/A47732,9721,813