CTRM Options History — March 2022

In March 2022, CTRM traded between $16.10 and $18.90. ATM implied volatility averaged 135.4%, placing in the 43.4% IV rank vs the trailing year. The 30-day expected move averaged 38.1%. IV traded above realized volatility by 50.8% (HV 20d: 84.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.32.

Notable Days

  • 2022-03-07: Highest Volume — 743 contracts
  • 2022-03-07: Largest IV spike — 66.9% change
  • 2022-03-07: Highest IV Rank — 67.1%
  • 2022-03-11: Largest Expected Move — 59.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.41$16.10$18.90$16.20$18.60
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV135.4%94.6%173.6%94.6%143.7%
Expected Move38.1%27.1%59.3%27.1%33.4%
HV 20d84.6%71.0%117.6%111.7%71.6%
HV 60d88.2%85.6%89.8%86.4%86.0%
IV Rank43.4%18.1%67.1%18.1%48.6%
IV Percentile74.0%12.0%98.1%12.0%86.1%
Term Structure-24.8%-47.9%36.4%36.4%-29.0%
VWIV152.0%109.1%253.6%244.7%116.4%
Bid-Ask Spread %15.556.0552.626.7915.56
Gamma HHI0.710.650.750.650.73
Net GEX13.3K6.6K19.8K6.6K19.5K
Net DEX-136.7K-784.9K563.0K563.0K-652.5K
Net VEX-12.7K-16.0K-8.2K-8.2K-15.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.060.680.380.34
Total Volume229.875474310895
Total OI4,463.1743,5414,9473,5414,929

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$16.20$25.0094.6%27.1%111.7%18.1%244.7%0.0%36.4%6.6K563.0K-8.2K0.386.79N/AN/A78302,570971
2022-03-02$16.20$25.00109.1%31.3%110.2%27.1%148.2%0.0%-40.5%7.1K539.0K-8.4K0.118.50N/AN/A250282,607971
2022-03-03$16.70$25.00106.5%30.5%109.9%25.4%150.3%0.0%-14.2%8.6K428.3K-9.6K0.3110.41N/AN/A135422,775972
2022-03-04$16.20$25.00104.0%29.8%109.2%23.9%150.2%0.0%-14.0%8.7K324.1K-9.7K0.146.79N/AN/A125172,858947
2022-03-07$18.60$25.00173.6%49.8%117.6%67.1%200.3%0.0%-39.5%11.2K-784.9K-14.6K0.0612.74N/AN/A703402,946946
2022-03-08$17.80$25.00161.9%49.7%95.1%59.9%211.0%0.0%-42.1%9.9K-13.8K-11.6K0.066.05N/AN/A336193,306911
2022-03-09$18.10$25.00138.0%57.2%94.8%45.0%201.2%0.0%-24.6%10.6K62.9K-11.6K0.477.70N/AN/A103483,365912
2022-03-10$17.50$25.00151.8%53.1%81.6%53.6%223.3%0.0%-33.3%9.9K97.0K-11.3K0.267.34N/AN/A188483,398931
2022-03-11$17.80$25.00144.6%59.3%78.6%49.1%253.6%0.0%-28.4%11.4K-768-12.2K0.087.70N/AN/A589473,521933
2022-03-14$16.40$25.00146.1%32.6%83.3%50.1%114.7%0.0%-33.4%11.8K34.3K-11.6K0.3118.31N/AN/A151473,734933
2022-03-15$16.10$25.00155.9%35.5%78.3%56.2%128.0%0.0%-31.5%12.1K-83.6K-12.1K0.2911.16N/AN/A193573,841934
2022-03-16$16.80$25.00125.1%34.1%77.0%37.0%120.1%0.0%-31.6%14.2K-82.8K-12.8K0.4011.36N/AN/A129523,968934
2022-03-17$16.90$0.00121.4%36.6%76.7%34.7%127.8%0.0%-17.7%13.6K-97.1K-13.0K0.6621.63N/AN/A143953,990934
2022-03-18$17.10$25.00141.0%34.8%73.3%46.9%121.8%0.0%-22.8%13.8K-201.2K-13.2K0.5914.53N/AN/A34203,980901
2022-03-21$17.20$25.00148.6%39.0%73.2%51.6%136.7%0.0%-12.3%14.4K-308.1K-13.8K0.0713.57N/AN/A237163,574888
2022-03-22$17.80$25.00145.4%38.1%73.9%49.6%133.2%0.0%-14.0%17.9K-293.8K-14.3K0.1811.87N/AN/A93173,704888
2022-03-23$17.90$25.00122.9%37.5%71.0%35.6%131.5%0.0%-15.1%17.1K-421.9K-14.6K0.3514.61N/AN/A111393,766888
2022-03-24$17.40$25.00114.6%34.8%71.5%30.5%121.8%0.0%-17.4%14.7K-298.6K-14.0K0.6815.15N/AN/A52353,801907
2022-03-25$17.30$25.00117.6%35.1%71.3%32.3%122.9%0.0%-19.6%14.6K-239.5K-13.8K0.5215.15N/AN/A40213,824910
2022-03-28$18.30$25.00159.4%32.5%71.9%58.3%113.5%0.0%-47.9%17.9K-481.9K-15.1K0.1252.45N/AN/A367443,843915
2022-03-29$18.90$25.00129.7%30.9%71.6%39.9%109.1%0.0%-31.4%19.5K-623.5K-16.0K0.4952.62N/AN/A132653,979901
2022-03-30$18.60$25.00158.4%33.0%72.1%57.7%115.9%0.0%-47.0%19.8K-608.7K-15.6K0.4215.56N/AN/A124524,061886
2022-03-31$18.60$25.00143.7%33.4%71.6%48.6%116.4%0.0%-29.0%19.5K-652.5K-15.8K0.3415.56N/AN/A71244,049880