CTRM Options History — November 2022

In November 2022, CTRM traded between $11.60 and $16.30. ATM implied volatility averaged 120.8%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 72.0% (HV 20d: 48.8%). 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 0.37.

Notable Days

  • 2022-11-28: Highest Volume — 85 contracts
  • 2022-11-09: Largest IV drop — 36.9% change
  • 2022-11-08: Highest IV Rank — 34.6%
  • 2022-11-02: Largest Expected Move — 40.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.22$11.60$16.30$12.70$16.30
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV120.8%93.8%174.7%134.7%99.4%
Expected Move31.3%26.9%40.8%38.6%28.5%
HV 20d48.8%41.5%63.4%54.6%63.3%
HV 60d53.0%50.8%59.0%50.8%58.8%
IV Rank18.1%9.8%34.6%22.4%11.5%
IV Percentile50.8%21.0%91.7%70.6%25.8%
Term Structure-26.8%-55.4%30.9%-49.1%-40.3%
VWIV122.9%102.0%162.3%142.5%108.0%
Bid-Ask Spread %46.395.3867.068.4355.10
Gamma HHI0.350.330.380.350.37
Net GEX3.0K2.1K5.4K2.5K5.4K
Net DEX3.0K-139.9K109.8K-544-57.4K
Net VEX-4.1K-5.4K-3.0K-4.0K-5.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.011.750.070.01
Total Volume29.0486851919
Total OI3,004.8572,8873,1042,8873,104

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$12.70$25.00134.7%38.6%54.6%22.4%142.5%0.0%-49.1%2.5K-544-4.0K0.078.43N/AN/A1812,629258
2022-11-02$12.10$25.00142.3%40.8%51.0%24.7%145.4%0.0%-55.4%2.5K-20.9K-4.1K0.155.38N/AN/A812,644258
2022-11-03$11.80$25.00158.6%27.2%46.2%29.7%0.0%0.0%-22.7%2.4K-27.0K-4.2K0.1354.94N/AN/A912,649258
2022-11-04$12.00$25.00149.2%30.6%45.6%26.8%0.0%0.0%-22.8%2.5K-29.4K-4.3K0.0262.09N/AN/A6412,652258
2022-11-07$11.90$25.00166.7%29.0%45.7%32.2%111.7%0.0%-25.0%2.4K15.0K-3.8K0.059.45N/AN/A6932,707258
2022-11-08$11.90$25.00174.7%29.3%43.7%34.6%113.1%0.0%-25.7%2.1K109.8K-3.0K0.896.59N/AN/A432,727261
2022-11-09$11.60$25.00110.2%31.6%44.7%14.8%124.4%0.0%-27.4%2.4K-139.9K-4.3K0.5755.63N/AN/A632,728261
2022-11-10$12.00$25.00106.1%30.4%43.6%13.6%119.1%0.0%-27.1%2.4K-121.0K-4.4K0.7658.11N/AN/A432,731260
2022-11-11$12.60$25.00104.1%29.8%44.5%13.0%119.4%0.0%-26.2%2.4K73.6K-3.5K0.117.32N/AN/A1922,734260
2022-11-14$12.50$25.00107.8%30.9%43.9%14.1%121.7%0.0%-29.2%2.4K68.9K-3.4K0.4963.20N/AN/A422,747260
2022-11-15$12.50$25.00109.5%31.4%43.3%14.6%123.6%0.0%-30.2%2.5K47.3K-3.7K0.2367.06N/AN/A922,748260
2022-11-16$12.50$25.00110.7%31.7%43.0%15.0%124.1%0.0%-31.5%2.5K45.8K-3.7K0.7558.27N/AN/A432,750260
2022-11-17$13.00$25.00107.4%30.8%43.8%14.0%120.5%0.0%30.9%2.7K66.3K-3.5K0.3062.44N/AN/A41122,751260
2022-11-18$13.20$25.0099.9%28.6%43.3%11.7%105.1%0.0%-31.8%2.6K64.9K-3.6K1.7563.76N/AN/A7122,771262
2022-11-21$12.90$25.00113.7%32.6%44.3%15.9%124.1%0.0%-36.9%2.5K61.6K-3.7K0.4254.16N/AN/A28122,761262
2022-11-22$13.20$25.00120.1%34.4%41.5%17.9%138.4%0.0%-37.2%2.8K9.1K-4.2K0.4956.74N/AN/A30152,782262
2022-11-23$14.60$25.00105.4%30.2%53.6%13.3%120.2%0.0%-33.8%3.4K34.7K-4.3K0.2855.70N/AN/A34102,790260
2022-11-25$16.20$25.00121.0%34.7%61.5%18.2%162.3%0.0%-31.2%4.5K-6.5K-5.0K0.0960.93N/AN/A3532,817262
2022-11-28$16.30$25.0093.8%26.9%61.3%9.8%102.0%0.0%29.5%5.2K-68.8K-5.4K0.0155.10N/AN/A8412,845257
2022-11-29$15.80$25.00101.7%29.1%63.4%12.2%110.4%0.0%-40.1%5.0K-61.9K-5.3K0.1653.78N/AN/A2132,840258
2022-11-30$16.30$25.0099.4%28.5%63.3%11.5%108.0%0.0%-40.3%5.4K-57.4K-5.4K0.0155.10N/AN/A1902,844260