CTRM Options History — October 2022

In October 2022, CTRM traded between $11.00 and $12.70. ATM implied volatility averaged 143.1%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 36.8%. IV traded above realized volatility by 80.3% (HV 20d: 62.9%). 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 2 of 21 days. Put/call ratio averaged 0.22.

Notable Days

  • 2022-10-05: Highest Volume — 65 contracts
  • 2022-10-12: Largest IV drop — 54.4% change
  • 2022-10-11: Highest IV Rank — 43.4%
  • 2022-10-05: Largest Expected Move — 56.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.62$11.00$12.70$11.00$12.30
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV143.1%92.7%203.2%145.0%139.0%
Expected Move36.8%26.3%56.0%41.6%39.9%
HV 20d62.9%51.6%68.0%51.6%58.8%
HV 60d50.3%45.6%52.1%45.6%50.4%
IV Rank24.9%9.4%43.4%25.5%23.7%
IV Percentile70.3%20.2%95.2%83.7%75.8%
Term Structure-40.7%-149.4%27.2%-54.9%-48.2%
VWIV149.1%85.9%290.5%226.4%149.9%
Bid-Ask Spread %35.663.9668.9655.416.73
Gamma HHI0.350.340.370.350.36
Net GEX2.2K1.7K2.5K1.7K2.3K
Net DEX57.0K-11.4K156.8K132.6K-11.4K
Net VEX-3.7K-4.4K-3.1K-3.1K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.060.780.180.11
Total Volume22.5718651813
Total OI4,176.9522,8534,7234,6432,881

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$11.00$25.00145.0%41.6%51.6%25.5%226.4%0.0%-54.9%1.7K132.6K-3.1K0.1855.41N/AN/A1534,314329
2022-10-04$11.80$25.00149.9%43.0%58.1%27.0%290.5%0.0%-53.6%1.8K156.8K-3.1K0.0756.68N/AN/A3624,318329
2022-10-05$12.70$25.00195.4%56.0%64.4%41.0%259.0%0.0%-52.0%2.3K103.5K-4.0K0.0752.05N/AN/A6144,338329
2022-10-06$11.90$25.00176.6%42.0%67.9%35.2%152.4%0.0%-40.7%2.2K59.9K-4.1K0.2157.83N/AN/A3174,377329
2022-10-07$11.60$25.00160.7%26.8%65.7%30.3%97.6%0.0%23.5%2.4K56.6K-4.0K0.064.39N/AN/A3324,376329
2022-10-10$11.70$25.00202.0%28.0%65.9%43.0%102.9%0.0%-35.7%2.3K20.7K-4.4K0.0858.63N/AN/A2424,386329
2022-10-11$11.30$25.00203.2%26.3%65.2%43.4%85.9%0.0%27.2%2.1K60.2K-3.8K0.093.96N/AN/A1924,387329
2022-10-12$11.20$25.0092.7%26.6%64.9%9.4%86.4%0.0%-39.0%2.2K32.4K-4.0K0.285.22N/AN/A624,394329
2022-10-13$11.70$25.00101.7%29.2%67.0%12.2%107.1%0.0%-38.6%2.1K35.8K-3.9K0.576.93N/AN/A1164,396306
2022-10-14$11.30$25.00110.2%31.6%67.2%14.8%119.4%0.0%-41.0%2.1K78.4K-3.5K0.4357.32N/AN/A1564,400306
2022-10-17$11.10$25.00112.2%32.2%67.1%15.4%116.7%0.0%-45.5%1.9K116.3K-3.2K0.7819.26N/AN/A974,405306
2022-10-18$11.40$25.00118.3%33.9%68.0%17.3%130.2%0.0%-45.6%2.2K76.4K-3.7K0.4468.96N/AN/A1774,408307
2022-10-19$11.30$25.00181.9%52.2%68.0%36.8%189.3%0.0%-149.4%2.3K23.0K-4.1K0.2866.96N/AN/A1034,414307
2022-10-20$11.10$25.00118.5%34.0%63.1%17.4%124.2%0.0%-32.5%2.3K5.5K-4.1K0.2166.25N/AN/A1234,415307
2022-10-21$11.40$25.00124.2%35.6%59.7%19.1%136.5%0.0%-33.0%2.2K40.1K-3.9K0.0967.30N/AN/A2934,412307
2022-10-24$11.30$25.00129.2%37.0%59.8%20.7%138.1%0.0%-37.8%2.1K33.3K-3.5K0.207.81N/AN/A1122,595258
2022-10-25$11.90$25.00127.9%36.7%60.5%20.3%140.4%0.0%-37.2%2.2K79.4K-3.2K0.129.20N/AN/A1422,600258
2022-10-26$12.10$25.00132.8%38.1%60.5%21.8%149.6%0.0%-38.3%2.4K29.8K-3.7K0.1027.76N/AN/A1622,610258
2022-10-27$11.80$25.00132.3%37.9%57.9%21.6%143.3%0.0%-41.0%2.4K26.8K-3.5K0.1018.71N/AN/A1312,608258
2022-10-28$12.20$25.00152.4%43.7%58.8%27.8%184.9%0.0%-41.6%2.5K40.0K-3.7K0.1131.54N/AN/A1212,614258
2022-10-31$12.30$25.00139.0%39.9%58.8%23.7%149.9%0.0%-48.2%2.3K-11.4K-4.1K0.116.73N/AN/A1212,623258