CTRM Options History — February 2022

In February 2022, CTRM traded between $11.90 and $18.60. ATM implied volatility averaged 126.0%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 33.2%. IV traded above realized volatility by 22.3% (HV 20d: 103.7%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.54.

Notable Days

2022-02-11: Highest Volume — 441 contracts
2022-02-25: Largest IV spike — 48.7% change
2022-02-04: Highest IV Rank — 65.2%
2022-02-01: Largest Expected Move — 42.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$15.76	$11.90	$18.60	$12.60	$16.60
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	126.0%	80.7%	170.5%	147.7%	124.5%
Expected Move	33.2%	23.1%	42.3%	42.3%	35.7%
HV 20d	103.7%	66.8%	120.2%	70.2%	111.0%
HV 60d	79.7%	61.8%	86.7%	63.2%	86.4%
IV Rank	37.6%	9.4%	65.2%	51.1%	36.6%
IV Percentile	61.9%	5.9%	97.2%	94.2%	74.5%
Term Structure	6.6%	-49.2%	64.8%	-49.2%	40.6%
VWIV	159.0%	103.7%	239.7%	183.2%	239.7%
Bid-Ask Spread %	9.29	5.34	17.43	5.34	6.79
Gamma HHI	0.49	0.38	0.67	0.47	0.66
Net GEX	3.6K	1.1K	6.7K	1.5K	6.7K
Net DEX	605.1K	-82	1.2M	967.3K	625.6K
Net VEX	-6.5K	-11.0K	-2.1K	-2.8K	-8.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.06	2.08	0.51	0.32
Total Volume	164.211	53	441	80	207
Total OI	3,081.684	2,566	3,489	2,566	3,469

Daily Data (19 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
2022-02-01	$12.60	$25.00	147.7%	42.3%	70.2%	51.1%	183.2%	0.0%	-49.2%	1.5K	967.3K	-2.8K	0.51	5.34	N/A	N/A	53	27	1,613	953
2022-02-02	$12.40	$25.00	147.7%	42.3%	69.9%	51.0%	197.3%	0.0%	23.0%	1.1K	889.4K	-2.2K	1.24	8.69	N/A	N/A	24	29	1,647	949
2022-02-03	$11.90	$25.00	160.7%	27.3%	66.8%	59.1%	103.7%	0.0%	64.8%	1.3K	842.0K	-2.6K	0.69	15.67	N/A	N/A	39	27	1,665	949
2022-02-04	$12.20	$25.00	170.5%	35.2%	67.9%	65.2%	160.3%	0.0%	61.2%	1.4K	879.0K	-2.6K	0.68	10.47	N/A	N/A	39	26	1,667	945
2022-02-07	$15.10	$25.00	170.3%	37.8%	103.6%	65.1%	154.2%	0.0%	-33.3%	1.9K	933.5K	-4.4K	0.25	11.52	N/A	N/A	192	48	1,693	942
2022-02-08	$14.90	$25.00	162.8%	34.0%	102.3%	60.5%	134.4%	0.0%	-13.4%	1.8K	1.2M	-2.1K	0.51	10.82	N/A	N/A	70	36	1,826	968
2022-02-09	$17.20	$25.00	100.9%	28.9%	112.9%	21.9%	122.1%	0.0%	-5.1%	2.6K	232.6K	-8.8K	0.22	9.23	N/A	N/A	260	58	1,860	954
2022-02-10	$18.30	$25.00	116.6%	33.4%	113.9%	31.7%	116.8%	0.0%	-10.0%	2.7K	305.1K	-8.7K	0.11	7.42	N/A	N/A	299	34	1,998	958
2022-02-11	$18.60	$25.00	132.3%	37.9%	113.6%	41.5%	133.1%	0.0%	-12.9%	5.8K	-82	-11.0K	0.12	17.43	N/A	N/A	392	49	2,133	965
2022-02-14	$17.10	$25.00	130.2%	37.3%	118.6%	40.2%	135.9%	0.0%	-12.4%	3.7K	138.1K	-9.9K	0.31	7.09	N/A	N/A	91	28	2,383	986
2022-02-15	$18.10	$25.00	103.2%	29.6%	117.0%	23.4%	126.5%	0.0%	-2.4%	4.5K	105.8K	-10.6K	0.62	9.70	N/A	N/A	71	44	2,394	992
2022-02-16	$17.70	$25.00	106.1%	30.4%	117.0%	25.2%	125.1%	0.0%	-10.0%	4.4K	244.6K	-10.2K	0.69	9.70	N/A	N/A	48	33	2,430	989
2022-02-17	$16.60	$25.00	120.6%	34.6%	120.2%	34.2%	155.8%	0.0%	-16.1%	3.8K	870.7K	-6.7K	0.27	9.85	N/A	N/A	98	27	2,453	994
2022-02-18	$16.50	$25.00	110.6%	31.7%	114.8%	28.0%	161.9%	0.0%	-3.1%	3.9K	749.9K	-6.7K	0.44	6.79	N/A	N/A	49	22	2,501	988
2022-02-22	$16.30	$25.00	80.7%	23.1%	113.0%	9.4%	195.0%	0.0%	60.4%	4.3K	515.4K	-4.5K	0.06	6.79	N/A	N/A	359	21	2,127	959
2022-02-23	$15.50	$25.00	82.8%	23.7%	114.5%	10.7%	228.9%	0.0%	44.5%	5.7K	681.3K	-7.3K	0.59	8.09	N/A	N/A	58	34	2,416	958
2022-02-24	$16.00	$25.00	91.1%	26.1%	112.5%	15.9%	141.2%	0.0%	39.3%	6.0K	680.6K	-7.3K	0.55	8.50	N/A	N/A	99	55	2,424	942
2022-02-25	$15.80	$25.00	135.5%	38.8%	111.2%	43.5%	206.7%	0.0%	-40.9%	6.3K	649.8K	-7.8K	2.08	6.60	N/A	N/A	24	50	2,490	972
2022-02-28	$16.60	$25.00	124.5%	35.7%	111.0%	36.6%	239.7%	0.0%	40.6%	6.7K	625.6K	-8.2K	0.32	6.79	N/A	N/A	157	50	2,498	971