CTRM Options History — April 2022

In April 2022, CTRM traded between $16.60 and $23.80. ATM implied volatility averaged 141.2%, placing in the 38.9% IV rank vs the trailing year. The 30-day expected move averaged 36.9%. IV traded above realized volatility by 55.6% (HV 20d: 85.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.14.

Notable Days

  • 2022-04-11: Highest Volume — 1,292 contracts
  • 2022-04-11: Largest IV spike — 83.8% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-12: Largest Expected Move — 44.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.02$16.60$23.80$17.90$18.70
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV141.2%81.1%272.4%81.1%132.3%
Expected Move36.9%31.9%44.2%34.5%37.9%
HV 20d85.6%54.7%110.8%72.2%110.8%
HV 60d92.6%84.9%98.0%84.9%97.9%
IV Rank38.9%9.7%100.0%9.7%32.2%
IV Percentile71.0%5.5%100.0%5.5%76.5%
Term Structure1.4%-19.1%37.8%37.8%6.2%
VWIV130.5%112.5%159.7%121.7%135.3%
Bid-Ask Spread %11.484.1222.4616.994.12
Gamma HHI0.650.540.740.720.54
Net GEX27.7K14.8K39.9K19.4K22.5K
Net DEX-2.3M-4.3M-331.0K-639.2K-2.6M
Net VEX-20.9K-26.7K-13.8K-15.5K-21.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.140.020.390.290.12
Total Volume371.3691,292119240
Total OI4,9724,2626,1214,9484,930

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$17.90$25.0081.1%34.5%72.2%9.7%121.7%0.0%37.8%19.4K-639.2K-15.5K0.2916.99N/AN/A92274,073875
2022-04-04$18.70$25.00122.6%35.2%54.7%35.5%123.1%0.0%-2.7%21.3K-800.2K-16.4K0.2922.46N/AN/A95284,145875
2022-04-05$17.70$25.00108.9%36.0%56.0%26.9%127.8%0.0%-11.5%15.8K-417.0K-14.5K0.1316.92N/AN/A287394,203871
2022-04-06$17.40$25.00126.7%31.9%56.0%38.0%112.5%0.0%7.2%17.0K-351.3K-14.2K0.208.15N/AN/A121254,202854
2022-04-07$16.90$25.00143.4%34.0%55.6%48.4%119.9%0.0%-1.9%14.8K-508.5K-14.5K0.2111.53N/AN/A117244,245865
2022-04-08$16.60$25.00148.2%34.4%55.5%51.4%122.2%0.0%2.1%15.8K-331.0K-13.8K0.265.27N/AN/A55144,247868
2022-04-11$19.90$25.00272.4%41.8%79.6%100.0%148.4%0.0%-13.3%22.2K-1.4M-17.4K0.1911.19N/AN/A1,0822104,260873
2022-04-12$19.90$25.00268.3%44.2%79.0%98.0%159.7%0.0%-19.1%25.8K-1.9M-20.4K0.0811.85N/AN/A850684,754806
2022-04-13$22.30$25.00141.3%40.5%86.5%36.6%142.5%0.0%-11.8%30.5K-2.7M-23.0K0.0410.55N/AN/A797315,050773
2022-04-14$23.60$25.00135.1%38.7%87.7%33.6%150.1%0.0%1.8%36.7K-3.3M-26.4K0.1410.73N/AN/A352495,352769
2022-04-18$22.10$25.00125.0%35.8%92.5%28.7%125.0%0.0%11.3%36.8K-3.7M-24.6K0.0512.38N/AN/A354173,946316
2022-04-19$23.80$25.00118.2%33.9%94.9%25.4%119.5%0.0%10.8%39.5K-4.3M-26.6K0.0212.22N/AN/A34173,973330
2022-04-20$23.10$25.00134.2%38.5%96.0%33.2%134.2%0.0%-3.5%39.9K-4.2M-26.7K0.108.56N/AN/A280294,143336
2022-04-21$21.20$25.00127.4%36.5%102.3%29.9%127.6%0.0%0.3%37.2K-3.4M-24.4K0.0813.48N/AN/A357294,192356
2022-04-22$22.20$25.00116.4%33.4%102.1%24.6%116.4%0.0%6.6%39.9K-3.8M-25.9K0.0611.61N/AN/A507304,196376
2022-04-25$20.70$25.00125.7%36.0%106.1%29.1%125.6%0.0%2.7%37.6K-3.4M-24.8K0.0414.30N/AN/A264104,415383
2022-04-26$19.90$25.00137.8%39.5%105.9%34.9%137.8%0.0%-0.2%35.0K-3.3M-24.0K0.0813.27N/AN/A176154,464385
2022-04-27$18.50$25.00134.7%38.6%108.7%33.4%135.2%0.0%1.0%22.2K-2.3M-20.9K0.395.55N/AN/A131514,468393
2022-04-28$19.40$25.00123.7%35.5%109.9%28.1%125.7%0.0%5.1%23.0K-2.6M-21.7K0.108.47N/AN/A205204,473405
2022-04-29$18.70$25.00132.3%37.9%110.8%32.2%135.3%0.0%6.2%22.5K-2.6M-21.9K0.124.12N/AN/A215254,520410