CTRM Options History — July 2022

In July 2022, CTRM traded between $13.00 and $16.00. ATM implied volatility averaged 134.4%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 80.4% (HV 20d: 54.0%). Max pain ranged from $25.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2022-07-07: Highest Volume — 174 contracts
  • 2022-07-13: Largest IV drop — 73.9% change
  • 2022-07-12: Highest IV Rank — 100.0%
  • 2022-07-01: Largest Expected Move — 35.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.12$13.00$16.00$13.30$16.00
Max Pain$26.25$25.00$50.00$25.00$50.00
ATM IV134.4%79.0%329.1%122.4%81.7%
Expected Move26.8%22.6%35.1%35.1%23.4%
HV 20d54.0%42.5%67.2%63.6%42.5%
HV 60d67.6%58.4%82.4%81.9%58.4%
IV Rank30.4%5.1%100.0%27.5%6.1%
IV Percentile39.2%3.6%100.0%61.3%6.0%
Term Structure-4.2%-62.0%33.5%-62.0%-28.6%
VWIV193.1%99.1%384.4%291.5%180.3%
Bid-Ask Spread %22.584.3064.174.306.79
Gamma HHI0.540.430.850.470.64
Net GEX9.8K6.7K24.1K7.0K11.2K
Net DEX-285.3K-813.8K152.3K-104.4K152.3K
Net VEX-9.1K-13.5K-6.0K-9.4K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.052.230.711.37
Total Volume72.05211748493
Total OI4,824.64,4025,2895,2894,611

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$13.30$25.00122.4%35.1%63.6%27.5%291.5%0.0%-62.0%7.0K-104.4K-9.4K0.714.30N/AN/A49354,681608
2022-07-05$13.30$25.00202.0%25.3%63.4%66.0%114.6%0.0%16.2%19.2K-813.8K-13.5K0.769.84N/AN/A47364,678519
2022-07-06$13.00$25.00208.7%24.9%63.0%69.2%127.2%0.0%32.5%6.7K-242.6K-9.2K2.2360.83N/AN/A491094,681519
2022-07-07$13.60$25.00212.3%31.1%67.2%71.0%167.0%0.0%33.5%7.8K-376.9K-9.8K1.7663.13N/AN/A631114,693451
2022-07-08$13.50$25.00206.7%32.2%67.0%68.2%157.5%0.0%32.8%7.5K-353.3K-9.2K0.659.84N/AN/A45294,703449
2022-07-11$13.10$25.00257.3%29.0%60.5%92.7%148.5%0.0%28.6%7.5K-299.8K-9.0K0.7864.17N/AN/A42334,705441
2022-07-12$13.00$25.00329.1%29.2%60.6%100.0%131.8%0.0%29.7%7.6K-314.4K-8.7K0.478.19N/AN/A45214,702434
2022-07-13$13.10$25.0086.0%24.7%52.8%7.8%100.4%0.0%29.8%7.5K-237.2K-8.4K0.5054.24N/AN/A44224,708434
2022-07-14$13.30$25.0098.6%28.3%53.0%12.5%124.1%0.0%-5.3%7.7K-237.7K-8.6K0.806.96N/AN/A28224,706435
2022-07-15$13.50$25.0083.5%23.9%53.3%6.8%99.1%0.0%-20.9%8.1K-262.8K-9.0K0.6354.98N/AN/A34224,707434
2022-07-18$13.70$25.0089.4%25.6%49.0%9.1%205.8%0.0%-22.8%7.9K-233.3K-8.4K0.088.65N/AN/A4944,012390
2022-07-19$14.50$25.0089.8%25.8%53.2%9.2%313.8%0.0%-21.8%8.9K-289.6K-8.7K0.1217.17N/AN/A2834,034391
2022-07-20$14.80$25.0084.8%24.3%52.3%7.3%180.5%0.0%-21.9%9.2K-590.6K-10.7K0.054.66N/AN/A6134,046391
2022-07-21$15.10$25.0079.0%22.6%47.3%5.1%384.4%0.0%-22.2%9.5K-689.1K-10.9K0.1422.23N/AN/A2434,082391
2022-07-22$15.00$25.0079.2%22.7%46.5%5.2%376.4%0.0%-23.3%24.1K-468.7K-10.0K0.1821.74N/AN/A1834,087391
2022-07-25$14.90$25.0093.8%26.9%44.2%10.7%182.4%0.0%-26.5%8.6K137.2K-6.0K0.1114.36N/AN/A3144,090391
2022-07-26$14.40$25.00100.6%28.9%45.1%13.3%208.8%0.0%-29.2%9.4K-277.8K-8.5K0.117.60N/AN/A3134,096391
2022-07-27$15.40$25.0093.0%26.7%48.5%10.4%226.8%0.0%-27.5%10.3K-260.0K-8.9K0.086.35N/AN/A4344,110391
2022-07-28$15.90$25.0089.8%25.7%46.5%9.2%141.2%0.0%25.6%11.0K55.9K-7.1K1.555.60N/AN/A59914,117392
2022-07-29$16.00$50.0081.7%23.4%42.5%6.1%180.3%0.0%-28.6%11.2K152.3K-7.1K1.376.79N/AN/A39544,143468