CTRM Options History — November 2021

In November 2021, CTRM traded between $18.80 and $24.70. ATM implied volatility averaged 106.7%. The 30-day expected move averaged 30.1%. IV traded above realized volatility by 61.1% (HV 20d: 45.6%). 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 1.08.

Notable Days

  • 2021-11-05: Highest Volume — 585 contracts
  • 2021-11-29: Largest IV drop — 47.1% change
  • 2021-11-02: Largest Expected Move — 35.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.72$18.80$24.70$24.40$18.80
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV106.7%65.6%128.6%114.2%81.1%
Expected Move30.1%18.8%35.6%32.7%23.3%
HV 20d45.6%40.9%51.2%41.9%41.9%
HV 60d68.6%66.9%70.2%69.7%67.0%
Term Structure3.2%-16.0%58.1%-6.3%48.7%
VWIV109.2%99.2%124.4%114.4%99.2%
Bid-Ask Spread %13.096.0119.3512.5112.35
Gamma HHI0.480.390.690.410.41
Net GEX3.9K2008.7K2003.5K
Net DEX494.6K-318.5K1.2M-1.2K889.2K
Net VEX-13.4K-16.5K-9.9K-16.5K-11.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.473.550.623.55
Total Volume280.333169585233213
Total OI4,900.194,2625,3364,8084,570

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$24.40$25.00114.2%32.7%41.9%0.0%114.4%0.0%-6.3%200-1.2K-16.5K0.6212.51N/AN/A144892,9881,820
2021-11-02$23.80$25.00124.1%35.6%42.7%0.0%124.2%0.0%-11.0%1.5K28.9K-16.4K1.0215.81N/AN/A84853,0561,841
2021-11-03$23.90$25.00108.4%31.1%42.4%0.0%108.5%0.0%-0.9%1.4K36.9K-16.0K0.4714.10N/AN/A162763,0791,829
2021-11-04$23.50$25.00112.4%29.9%41.9%0.0%105.3%0.0%3.5%75625.0K-16.2K1.018.90N/AN/A1061073,0801,835
2021-11-05$23.30$25.00128.6%32.7%40.9%0.0%114.5%0.0%-4.0%1.7K195.3K-15.5K1.0215.78N/AN/A2902953,1431,865
2021-11-08$24.70$25.00115.7%30.0%44.7%0.0%105.1%0.0%-6.0%3.9K-318.5K-15.7K0.5013.45N/AN/A2871433,2551,790
2021-11-09$24.00$25.00105.4%30.6%46.0%0.0%109.3%0.0%-0.7%6.9K-111.4K-16.3K0.5312.68N/AN/A2031073,3591,755
2021-11-10$22.80$25.00104.4%29.9%48.9%0.0%109.6%0.0%7.7%7.1K142.3K-14.7K0.6315.76N/AN/A2351473,3911,755
2021-11-11$22.60$25.00106.2%30.5%48.9%0.0%106.2%0.0%1.0%8.7K159.5K-14.3K1.439.88N/AN/A961373,4371,710
2021-11-12$22.80$25.0099.7%28.6%49.1%0.0%99.8%0.0%6.9%8.2K400.6K-14.8K1.3515.91N/AN/A881193,4581,756
2021-11-15$21.80$25.00105.8%30.3%51.2%0.0%106.6%0.0%-0.7%4.7K928.8K-13.4K0.7214.52N/AN/A1511093,4681,752
2021-11-16$21.30$25.00104.3%29.9%46.7%0.0%104.7%0.0%-7.3%2.8K1.2M-11.6K0.8319.35N/AN/A1761473,4191,749
2021-11-17$20.70$25.00103.0%29.5%46.8%0.0%103.6%0.0%4.8%3.7K1.1M-11.0K1.0217.58N/AN/A1231253,5331,710
2021-11-18$20.10$25.00120.9%34.7%46.1%0.0%121.2%0.0%-16.0%3.7K1.1M-11.6K1.4516.32N/AN/A951383,6021,709
2021-11-19$20.00$25.00102.4%29.4%46.0%0.0%102.5%0.0%13.0%3.9K1.0M-11.6K1.7910.07N/AN/A661193,6161,720
2021-11-22$19.80$25.00104.9%30.1%46.0%0.0%112.7%0.0%1.4%2.9K887.2K-9.9K0.5011.34N/AN/A2541272,8181,444
2021-11-23$19.20$25.00104.7%30.0%46.6%0.0%110.5%0.0%-15.4%3.1K805.5K-10.7K1.0713.60N/AN/A1551662,8981,447
2021-11-24$20.00$25.00104.2%29.9%48.2%0.0%105.5%0.0%-1.7%5.5K598.7K-11.3K0.9710.57N/AN/A1251222,9351,403
2021-11-26$19.40$25.00123.9%35.5%45.2%0.0%124.4%0.0%-7.4%4.4K638.3K-11.4K1.016.01N/AN/A1141153,0021,427
2021-11-29$19.30$25.0065.6%18.8%45.2%0.0%105.3%0.0%58.1%4.1K677.2K-11.3K1.158.31N/AN/A1151323,0351,445
2021-11-30$18.80$25.0081.1%23.3%41.9%0.0%99.2%0.0%48.7%3.5K889.2K-11.2K3.5512.35N/AN/A471663,0911,479