CTRM Options History — December 2021

In December 2021, CTRM traded between $13.70 and $18.60. ATM implied volatility averaged 107.4%. The 30-day expected move averaged 28.1%. IV traded above realized volatility by 52.4% (HV 20d: 55.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.55.

Notable Days

  • 2021-12-15: Highest Volume — 283 contracts
  • 2021-12-13: Largest IV spike — 59.8% change
  • 2021-12-15: Largest Expected Move — 38.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.14$13.70$18.60$17.70$14.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV107.4%75.9%226.4%82.2%104.7%
Expected Move28.1%21.8%38.8%23.6%30.0%
HV 20d55.0%43.7%67.3%45.0%66.7%
HV 60d56.3%49.6%68.2%68.0%53.3%
Term Structure12.6%-34.1%47.7%47.7%-34.1%
VWIV115.0%81.3%142.2%95.7%120.0%
Bid-Ask Spread %6.842.9415.778.204.52
Gamma HHI0.420.340.610.450.34
Net GEX657-2.3K4.0K1.4K903
Net DEX1.5M800.1K2.3M1.6M2.0M
Net VEX-5.8K-10.5K-1.2K-6.6K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.550.373.111.441.34
Total Volume160.5459128312791
Total OI4,584.9094,2264,8044,5844,804

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$17.70$25.0082.2%23.6%45.0%0.0%95.7%0.0%47.7%1.4K1.6M-6.6K1.448.20N/AN/A52753,1101,474
2021-12-02$18.10$25.0078.0%22.4%46.4%0.0%125.4%0.0%46.4%3.4K800.1K-9.6K1.819.58N/AN/A47853,1071,473
2021-12-03$17.10$25.00103.8%29.7%48.9%0.0%133.1%0.0%43.0%1.2K1.5M-6.1K1.9910.76N/AN/A48963,1181,472
2021-12-06$17.20$25.00105.2%28.5%49.4%0.0%114.2%0.0%4.2%431.8M-4.0K1.3710.58N/AN/A62863,1231,470
2021-12-07$17.60$25.0082.4%27.4%43.7%0.0%141.7%0.0%-0.5%9771.5M-6.5K1.5611.41N/AN/A46723,1461,479
2021-12-08$18.60$25.00108.2%33.8%50.4%0.0%119.6%0.0%-0.9%4.0K833.4K-10.5K1.1115.77N/AN/A74823,1581,478
2021-12-09$17.70$25.00130.4%26.5%50.2%0.0%130.0%0.0%7.9%1.0K1.6M-5.8K2.309.23N/AN/A551273,1691,481
2021-12-10$17.20$25.00110.4%32.7%50.5%0.0%117.5%0.0%5.2%1.2K1.3M-6.3K1.907.09N/AN/A47903,1991,416
2021-12-13$16.50$25.00176.4%29.6%50.7%0.0%127.5%0.0%-10.0%9471.4M-6.5K0.615.27N/AN/A124763,2001,432
2021-12-14$15.50$25.00226.4%31.4%52.4%0.0%94.4%0.0%-24.0%9251.4M-6.0K1.263.24N/AN/A871103,2131,435
2021-12-15$16.10$25.00135.2%38.8%55.8%0.0%137.3%0.0%-24.4%5851.5M-5.7K0.386.60N/AN/A205783,2041,431
2021-12-16$15.30$25.00108.8%31.2%57.1%0.0%118.7%0.0%-0.1%8541.2M-5.4K1.306.35N/AN/A64833,2681,333
2021-12-17$15.70$25.0099.7%28.6%58.6%0.0%113.0%0.0%13.3%4741.3M-5.2K1.523.90N/AN/A65993,2521,347
2021-12-20$15.20$25.0075.9%21.8%59.0%0.0%82.2%0.0%46.7%5121.2M-5.9K2.316.89N/AN/A741722,9421,284
2021-12-21$15.40$25.00116.9%33.5%59.8%0.0%142.2%0.0%-31.5%-3791.3M-6.8K2.454.86N/AN/A521272,9491,372
2021-12-22$15.60$25.0098.1%28.1%60.0%0.0%131.1%0.0%43.9%-1.0K1.3M-7.1K3.113.24N/AN/A411272,9531,427
2021-12-23$15.90$25.0078.4%22.5%58.0%0.0%87.5%0.0%42.9%-2.0K1.5M-7.8K1.877.50N/AN/A53992,9631,552
2021-12-27$15.40$25.0076.7%22.0%58.1%0.0%92.1%0.0%43.5%-2.3K1.4M-7.5K0.713.24N/AN/A79562,9901,582
2021-12-28$14.70$25.0078.7%22.6%59.3%0.0%119.8%0.0%44.4%5752.2M-1.4K0.953.12N/AN/A60573,0411,602
2021-12-29$13.70$25.0089.2%25.6%62.5%0.0%81.3%0.0%44.7%7851.9M-2.9K2.472.94N/AN/A521283,0551,614
2021-12-30$14.70$25.0096.3%27.6%67.3%0.0%106.5%0.0%-31.1%4482.3M-1.2K0.376.12N/AN/A94353,0741,676
2021-12-31$14.20$25.00104.7%30.0%66.7%0.0%120.0%0.0%-34.1%9032.0M-3.1K1.344.52N/AN/A39523,1171,687