CTRM Options History — August 2022

In August 2022, CTRM traded between $13.70 and $17.70. ATM implied volatility averaged 90.7%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 50.7% (HV 20d: 40.1%). Max pain ranged from $25.00 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.82.

Notable Days

  • 2022-08-04: Highest Volume — 256 contracts
  • 2022-08-10: Largest IV drop — 43.7% change
  • 2022-08-31: Highest IV Rank — 46.2%
  • 2022-08-31: Largest Expected Move — 53.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.18$13.70$17.70$16.70$13.70
Max Pain$27.17$25.00$50.00$50.00$25.00
ATM IV90.7%61.9%185.2%86.7%185.2%
Expected Move26.0%17.7%53.1%24.9%53.1%
HV 20d40.1%35.6%46.0%43.7%35.9%
HV 60d53.7%51.4%59.2%59.2%52.8%
IV Rank10.4%0.0%46.2%8.0%46.2%
IV Percentile19.5%0.0%96.0%10.7%96.0%
Term Structure8.4%-49.2%51.7%34.2%4.8%
VWIV148.0%79.7%250.9%220.0%250.9%
Bid-Ask Spread %14.115.0454.277.0131.86
Gamma HHI0.610.380.820.820.56
Net GEX20.4K2.5K36.3K31.2K9.7K
Net DEX-752.0K-1.6M121.8K-501.7K-309.3K
Net VEX-12.4K-17.3K-4.7K-12.4K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.006.120.490.13
Total Volume63.9131325616524
Total OI4,765.2174,6134,8554,6134,743

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$16.70$50.0086.7%24.9%43.7%8.0%220.0%0.0%34.2%31.2K-501.7K-12.4K0.497.01N/AN/A111544,144469
2022-08-02$16.80$50.0078.2%22.4%43.6%4.8%231.6%0.0%28.5%31.1K-1.1M-15.5K0.8254.27N/AN/A66544,224470
2022-08-03$17.10$25.0086.4%24.8%41.6%7.9%247.3%0.0%30.0%33.6K-1.6M-17.3K6.128.86N/AN/A362194,255469
2022-08-04$16.90$25.0085.5%26.7%40.8%7.6%110.3%0.0%-9.5%32.5K-889.8K-14.7K5.827.09N/AN/A382184,269489
2022-08-05$16.90$25.00101.7%27.0%40.5%13.7%113.6%0.0%-10.2%33.7K-983.1K-15.0K4.519.51N/AN/A311424,275489
2022-08-08$17.10$25.00103.8%33.8%37.4%14.5%120.1%0.0%-12.7%33.4K-944.3K-14.7K0.0819.80N/AN/A4334,281486
2022-08-09$16.90$25.00120.3%30.9%37.8%20.8%113.8%0.0%-3.0%32.6K-965.9K-14.9K0.0934.57N/AN/A5654,297486
2022-08-10$17.50$25.0067.7%19.4%38.5%0.8%83.4%0.0%51.7%36.3K-1.1M-15.8K0.0315.08N/AN/A3214,320486
2022-08-11$17.70$25.0062.3%17.8%38.5%0.0%0.0%0.0%51.0%32.7K-1.5M-17.1K0.0114.68N/AN/A1804,322485
2022-08-12$17.50$25.0061.9%17.7%39.5%0.0%0.0%0.0%36.2%33.3K-1.3M-16.2K0.328.06N/AN/A1034,328485
2022-08-15$17.00$25.0068.4%19.6%42.2%2.4%0.0%0.0%34.9%13.3K-818.5K-12.7K0.009.23N/AN/A1704,338482
2022-08-16$16.70$25.0066.8%19.2%39.7%1.9%0.0%0.0%35.2%12.1K-591.7K-12.0K0.017.09N/AN/A3704,344482
2022-08-17$16.30$25.0080.8%23.2%40.8%7.1%95.3%0.0%37.5%11.9K-552.5K-11.1K0.0417.39N/AN/A1914,365483
2022-08-18$16.60$25.0084.1%24.1%40.8%8.3%0.0%0.0%36.6%12.0K-570.8K-11.4K0.0123.80N/AN/A1304,368483
2022-08-19$15.80$25.0079.2%22.7%44.9%6.5%0.0%0.0%35.8%11.4K-546.7K-11.3K0.2010.50N/AN/A1434,372483
2022-08-22$15.40$25.0078.3%22.4%46.0%6.1%0.0%0.0%34.1%11.1K-581.4K-10.6K0.025.04N/AN/A3214,310391
2022-08-23$15.60$25.0083.0%23.8%44.1%7.9%0.0%0.0%-29.2%11.3K-564.0K-10.6K0.005.04N/AN/A3104,322391
2022-08-24$15.40$25.0081.6%23.4%37.6%7.4%79.7%0.0%-31.1%11.2K-629.5K-10.7K0.195.04N/AN/A1124,338391
2022-08-25$15.50$25.0085.1%24.4%35.7%8.7%0.0%0.0%-32.2%11.4K-585.0K-10.6K0.005.04N/AN/A2204,345393
2022-08-26$14.80$25.00101.2%29.0%39.0%14.7%109.4%0.0%-36.2%10.3K-391.2K-9.3K0.026.19N/AN/A5414,349393
2022-08-29$14.40$25.00102.1%29.3%35.6%15.1%0.0%0.0%-43.8%10.2K-426.5K-9.4K0.006.12N/AN/A3304,372394
2022-08-30$13.80$25.00136.7%39.2%37.3%28.0%0.0%0.0%-49.2%2.5K121.8K-4.7K0.0413.30N/AN/A1414,370369
2022-08-31$13.70$25.00185.2%53.1%35.9%46.2%250.9%0.0%4.8%9.7K-309.3K-8.1K0.1331.86N/AN/A2134,374369