CTRM Options History — September 2022

In September 2022, CTRM traded between $10.90 and $13.70. ATM implied volatility averaged 154.0%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 113.0% (HV 20d: 41.0%). 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 7 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2022-09-20: Highest Volume — 51 contracts
  • 2022-09-14: Largest IV drop — 73.2% change
  • 2022-09-13: Highest IV Rank — 100.0%
  • 2022-09-02: Largest Expected Move — 41.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.41$10.90$13.70$13.40$11.00
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV154.0%88.8%387.7%140.1%135.5%
Expected Move31.3%21.5%41.0%40.2%38.9%
HV 20d41.0%32.7%51.5%36.1%51.5%
HV 60d46.3%42.7%52.9%52.9%45.6%
IV Rank31.2%8.3%100.0%29.3%22.6%
IV Percentile68.1%17.5%100.0%83.3%77.4%
Term Structure-17.6%-61.8%24.9%-57.4%-46.7%
VWIV178.2%111.4%329.3%153.6%209.3%
Bid-Ask Spread %54.3215.1370.7716.9853.85
Gamma HHI0.370.350.390.380.35
Net GEX2.3K1.7K2.9K2.5K1.7K
Net DEX105.7K-36.7K177.3K105.5K147.7K
Net VEX-4.2K-5.1K-3.0K-4.8K-3.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.000.810.100.52
Total Volume21.5715511815
Total OI4,722.3334,6334,8044,7464,641

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$13.40$25.00140.1%40.2%36.1%29.3%153.6%0.0%-57.4%2.5K105.5K-4.8K0.1016.98N/AN/A1624,377369
2022-09-02$13.30$25.00143.2%41.0%35.9%30.4%154.1%0.0%-61.8%2.4K101.5K-4.6K0.0115.13N/AN/A1604,384368
2022-09-06$12.90$25.00156.6%21.5%35.3%35.4%126.5%0.0%17.8%2.7K75.9K-4.8K0.1163.42N/AN/A4044,384368
2022-09-07$12.90$25.00167.0%21.9%35.7%39.4%111.4%0.0%22.5%2.6K82.5K-4.6K0.1355.78N/AN/A3044,398368
2022-09-08$13.10$25.00183.7%23.0%32.7%45.6%0.0%0.0%20.9%2.7K106.2K-4.7K0.0461.10N/AN/A1104,405368
2022-09-09$13.70$25.00296.6%22.5%38.0%87.8%0.0%0.0%24.9%2.7K120.3K-4.6K0.0018.95N/AN/A604,406368
2022-09-12$13.50$25.00243.0%22.6%38.0%67.8%0.0%0.0%19.6%2.9K87.9K-4.9K0.1464.40N/AN/A414,409368
2022-09-13$12.90$25.00387.7%29.2%39.3%100.0%168.0%0.0%18.8%2.5K98.9K-4.5K0.1669.10N/AN/A2344,411368
2022-09-14$13.00$25.00103.8%29.8%40.0%12.9%0.0%0.0%23.9%2.7K73.4K-4.8K0.0063.27N/AN/A1804,421368
2022-09-15$13.20$25.0088.8%25.5%40.9%8.3%0.0%0.0%-20.9%2.8K16.4K-5.1K0.0460.70N/AN/A604,436368
2022-09-16$12.80$25.00130.0%37.3%40.0%20.9%215.7%0.0%-22.5%2.2K142.6K-4.2K0.2170.77N/AN/A1744,439362
2022-09-19$12.50$25.00107.0%30.7%37.9%13.9%0.0%0.0%-25.6%2.4K127.2K-4.0K0.0068.11N/AN/A2204,307362
2022-09-20$12.50$25.0097.2%27.9%37.8%10.9%0.0%0.0%-26.6%2.4K111.2K-4.2K0.2554.11N/AN/A41104,327362
2022-09-21$12.50$25.0098.8%28.3%37.0%11.3%0.0%0.0%-27.5%2.4K-36.7K-4.8K0.1554.52N/AN/A3554,310372
2022-09-22$11.60$25.00112.2%32.2%43.3%15.5%116.4%0.0%-31.1%2.0K135.7K-3.7K0.0353.29N/AN/A1914,302371
2022-09-23$10.90$25.00115.4%33.1%45.8%16.4%113.3%0.0%-34.6%1.9K133.6K-3.7K0.0158.12N/AN/A1904,299371
2022-09-26$10.90$25.00122.0%35.0%44.9%18.5%181.4%0.0%-39.2%2.0K153.7K-3.5K0.8163.23N/AN/A18144,297371
2022-09-27$11.40$25.00133.9%38.4%49.4%22.1%212.7%0.0%-39.0%1.9K177.3K-3.2K0.6561.74N/AN/A1174,296365
2022-09-28$11.60$25.00139.3%39.9%49.0%23.8%329.3%0.0%-40.1%2.0K163.9K-3.6K0.5360.35N/AN/A1054,302368
2022-09-29$11.00$25.00132.4%38.0%51.5%21.6%224.7%0.0%-44.4%1.9K95.1K-3.5K0.5153.85N/AN/A1054,307326
2022-09-30$11.00$25.00135.5%38.9%51.5%22.6%209.3%0.0%-46.7%1.7K147.7K-3.0K0.5253.85N/AN/A1054,312329