CTRM Options History — June 2022

In June 2022, CTRM traded between $13.40 and $19.60. ATM implied volatility averaged 102.5%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 30.7%. IV traded above realized volatility by 43.1% (HV 20d: 59.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.39.

Notable Days

  • 2022-06-13: Highest Volume — 157 contracts
  • 2022-06-16: Largest IV spike — 54.4% change
  • 2022-06-10: Highest IV Rank — 31.3%
  • 2022-06-10: Largest Expected Move — 37.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.24$13.40$19.60$19.50$13.40
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV102.5%78.5%130.3%78.5%123.2%
Expected Move30.7%22.5%37.4%22.5%35.3%
HV 20d59.4%48.8%65.8%60.7%63.9%
HV 60d80.5%76.5%82.8%79.0%82.6%
IV Rank17.8%6.3%31.3%6.3%27.8%
IV Percentile28.3%3.2%72.9%3.2%63.2%
Term Structure-18.1%-57.4%49.7%49.7%-57.4%
VWIV149.6%84.6%288.7%171.9%288.7%
Bid-Ask Spread %7.613.9518.068.905.78
Gamma HHI0.610.390.700.690.43
Net GEX22.6K7.1K39.5K37.3K7.4K
Net DEX-1.3M-2.9M-127.3K-2.8M-188.5K
Net VEX-17.9K-25.4K-10.7K-24.1K-10.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.390.094.780.420.69
Total Volume84.813015746123
Total OI5,352.7625,2085,6185,2085,284

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$19.50$25.0078.5%22.5%60.7%6.3%171.9%0.0%49.7%37.3K-2.8M-24.1K0.428.90N/AN/A32144,760448
2022-06-02$19.50$25.0091.0%32.1%60.7%12.3%112.2%0.0%-14.9%37.7K-2.7M-24.2K0.0914.84N/AN/A5854,767457
2022-06-03$19.60$25.0097.3%32.5%57.5%15.3%113.4%0.0%-19.6%38.9K-2.9M-25.4K0.2716.08N/AN/A3494,795458
2022-06-06$19.60$25.0086.2%32.5%57.2%10.0%114.5%0.0%-18.0%39.0K-2.9M-25.2K0.6318.06N/AN/A36234,807462
2022-06-07$19.30$25.0086.9%34.2%49.0%10.3%119.5%0.0%-24.2%39.5K-2.8M-25.3K0.8616.08N/AN/A36314,831478
2022-06-08$18.70$25.00106.1%30.4%48.8%19.6%106.2%0.0%-14.9%33.0K-2.2M-22.8K1.693.95N/AN/A34574,839504
2022-06-09$17.00$25.00108.9%31.2%59.2%21.0%115.2%0.0%-32.6%28.3K-1.6M-20.4K3.097.09N/AN/A28854,848556
2022-06-10$16.80$25.00130.3%37.4%59.1%31.3%131.3%0.0%-34.8%27.0K-1.4M-20.6K0.414.05N/AN/A2194,852638
2022-06-13$15.30$25.00112.6%32.3%65.3%22.8%122.3%0.0%-18.9%22.5K-998.0K-17.6K0.134.73N/AN/A139184,859641
2022-06-14$15.50$25.00110.0%31.5%65.8%21.5%136.7%0.0%-43.1%22.4K-1.2M-17.6K1.654.73N/AN/A29474,806629
2022-06-15$15.60$25.0083.8%24.0%54.3%8.8%116.4%0.0%4.3%22.3K-1.2M-17.6K4.785.04N/AN/A261224,821684
2022-06-16$14.60$25.00129.4%37.1%57.1%30.8%164.2%0.0%-32.9%19.1K-892.2K-17.8K1.626.12N/AN/A18294,813805
2022-06-17$14.40$25.0081.8%23.4%55.9%7.8%84.6%0.0%39.6%19.1K-762.2K-15.7K1.396.12N/AN/A30414,814734
2022-06-21$14.90$25.0084.2%24.1%58.2%9.0%90.9%0.0%-31.2%7.5K-249.5K-12.2K1.384.64N/AN/A42584,564729
2022-06-22$14.00$25.0096.8%27.7%60.3%15.1%143.2%0.0%-35.8%7.1K-127.3K-11.0K1.985.98N/AN/A48954,600720
2022-06-23$14.40$25.00104.3%29.9%61.2%18.7%119.8%0.0%-36.2%8.0K-394.1K-11.9K2.744.52N/AN/A371004,619646
2022-06-24$15.00$25.0099.0%28.4%63.6%16.1%208.9%0.0%-35.4%21.3K-1.0M-17.2K0.834.64N/AN/A33274,620646
2022-06-27$15.30$25.00103.6%29.7%62.2%18.4%238.0%0.0%14.1%22.0K-881.3K-16.1K0.826.35N/AN/A34274,631648
2022-06-28$14.60$25.00107.9%30.9%63.0%20.5%200.7%0.0%13.6%8.2K-212.7K-11.2K1.164.66N/AN/A29334,645648
2022-06-29$14.00$25.00129.8%37.2%63.7%31.0%242.4%0.0%-51.2%7.7K-159.1K-10.8K2.467.39N/AN/A24604,653649
2022-06-30$13.40$25.00123.2%35.3%63.9%27.8%288.7%0.0%-57.4%7.4K-188.5K-10.7K0.695.78N/AN/A73504,655629