CTRM Options History — January 2022

In January 2022, CTRM traded between $10.70 and $15.30. ATM implied volatility averaged 125.6%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 57.1% (HV 20d: 68.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.22.

Notable Days

2022-01-21: Highest Volume — 326 contracts
2022-01-24: Largest IV spike — 58.0% change
2022-01-31: Highest IV Rank — 88.2%
2022-01-31: Largest Expected Move — 59.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.89	$10.70	$15.30	$15.20	$11.80
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	125.6%	70.9%	207.4%	101.9%	207.4%
Expected Move	33.0%	20.3%	59.5%	29.2%	59.5%
HV 20d	68.5%	63.7%	73.4%	70.3%	70.5%
HV 60d	57.2%	55.0%	61.2%	55.1%	61.2%
IV Rank	39.9%	3.3%	88.2%	11.3%	88.2%
IV Percentile	59.3%	1.6%	99.3%	8.7%	99.3%
Term Structure	20.8%	-175.1%	65.3%	39.7%	-175.1%
VWIV	155.9%	82.8%	244.2%	187.1%	244.2%
Bid-Ask Spread %	8.85	2.73	55.21	6.35	4.01
Gamma HHI	0.43	0.34	0.59	0.34	0.46
Net GEX	632	-2.8K	1.6K	1.3K	540
Net DEX	1.8M	774.7K	2.4M	2.2M	951.0K
Net VEX	-3.0K	-7.3K	-861	-3.6K	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.22	0.38	3.33	1.34	0.44
Total Volume	106.3	45	326	87	72
Total OI	4,323.65	2,473	5,232	4,862	2,540

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-01-03	$15.20	$25.00	101.9%	29.2%	70.3%	0.0%	187.1%	0.0%	39.7%	1.3K	2.2M	-3.6K	1.34	6.35	N/A	N/A	37	50	3,141	1,721
2022-01-04	$15.30	$25.00	92.2%	26.4%	70.3%	0.0%	103.9%	0.0%	36.7%	-2.8K	1.3M	-7.3K	2.98	4.73	N/A	N/A	38	115	3,156	1,755
2022-01-05	$14.20	$25.00	119.8%	34.4%	73.4%	0.0%	128.7%	0.0%	25.6%	859	2.3M	-3.8K	0.88	4.52	N/A	N/A	33	29	3,164	1,853
2022-01-06	$14.10	$25.00	100.2%	20.6%	69.2%	0.0%	125.7%	0.0%	53.5%	370	2.2M	-3.1K	1.08	5.98	N/A	N/A	32	35	3,167	1,862
2022-01-07	$14.00	$25.00	122.4%	22.9%	67.9%	0.0%	164.3%	0.0%	54.8%	714	2.3M	-3.7K	1.21	7.39	N/A	N/A	28	34	3,181	1,878
2022-01-10	$13.40	$25.00	143.5%	21.9%	68.7%	0.0%	110.2%	0.0%	34.7%	849	2.2M	-3.8K	0.92	2.87	N/A	N/A	32	29	3,193	1,880
2022-01-11	$14.00	$25.00	144.8%	21.3%	70.5%	0.0%	128.5%	0.0%	35.2%	538	2.3M	-3.2K	0.78	5.98	N/A	N/A	49	38	3,208	1,890
2022-01-12	$13.80	$25.00	83.7%	24.0%	67.6%	11.3%	130.3%	0.0%	33.8%	152	2.4M	-1.6K	0.56	4.35	N/A	N/A	49	27	3,227	1,901
2022-01-13	$13.70	$25.00	70.9%	20.3%	65.6%	3.3%	121.6%	0.0%	54.2%	771	2.2M	-3.2K	0.50	2.94	N/A	N/A	78	39	3,253	1,901
2022-01-14	$13.50	$25.00	99.9%	28.6%	63.7%	21.4%	118.9%	0.0%	35.8%	163	2.4M	-1.7K	1.35	4.23	N/A	N/A	23	30	3,288	1,913
2022-01-18	$12.80	$25.00	87.6%	25.1%	64.6%	13.7%	82.8%	0.0%	29.0%	779	2.1M	-3.6K	1.82	5.65	N/A	N/A	20	37	3,294	1,920
2022-01-19	$12.50	$25.00	128.9%	36.9%	64.3%	39.3%	160.5%	0.0%	31.2%	465	2.0M	-3.3K	0.91	2.73	N/A	N/A	32	29	3,299	1,933
2022-01-20	$12.40	$25.00	97.4%	27.9%	63.7%	19.8%	96.6%	0.0%	60.1%	1.2K	2.1M	-2.8K	1.05	19.16	N/A	N/A	47	49	3,299	1,881
2022-01-21	$11.40	$25.00	109.0%	31.3%	68.1%	27.0%	133.5%	0.0%	62.5%	1.3K	1.9M	-2.5K	3.33	3.86	N/A	N/A	75	251	3,313	1,883
2022-01-24	$10.90	$25.00	172.2%	49.4%	67.5%	66.3%	229.2%	0.0%	-39.2%	1.0K	1.1M	-2.3K	1.08	10.85	N/A	N/A	135	146	1,415	1,155
2022-01-25	$11.60	$25.00	147.7%	42.4%	73.2%	51.1%	184.1%	0.0%	44.3%	733	1.1M	-861	1.15	7.51	N/A	N/A	65	75	1,490	1,032
2022-01-26	$11.10	$25.00	158.0%	45.3%	73.0%	57.5%	219.8%	0.0%	-21.4%	930	819.4K	-2.6K	1.72	8.68	N/A	N/A	47	81	1,511	1,010
2022-01-27	$10.70	$25.00	157.1%	45.0%	70.5%	56.9%	210.9%	0.0%	65.3%	1.2K	774.7K	-2.7K	0.89	55.21	N/A	N/A	24	21	1,528	945
2022-01-28	$11.30	$25.00	167.4%	48.0%	68.2%	63.3%	236.7%	0.0%	-45.1%	1.6K	850.9K	-2.7K	0.38	9.93	N/A	N/A	69	26	1,543	950
2022-01-31	$11.80	$25.00	207.4%	59.5%	70.5%	88.2%	244.2%	0.0%	-175.1%	540	951.0K	-2.1K	0.44	4.01	N/A	N/A	50	22	1,587	953