CTRM Options History — December 2022

In December 2022, CTRM traded between $10.60 and $16.50. ATM implied volatility averaged 150.5%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 31.9%. IV traded above realized volatility by 63.3% (HV 20d: 87.2%). 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 0.22.

Notable Days

  • 2022-12-01: Highest Volume — 74 contracts
  • 2022-12-14: Largest IV drop — 72.7% change
  • 2022-12-13: Highest IV Rank — 81.4%
  • 2022-12-21: Largest Expected Move — 41.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.64$10.60$16.50$16.50$11.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV150.5%89.5%327.2%105.1%140.0%
Expected Move31.9%23.0%41.5%30.1%40.1%
HV 20d87.2%59.1%100.5%59.1%83.5%
HV 60d68.9%58.9%72.9%58.9%68.8%
IV Rank27.2%8.5%81.4%13.3%24.0%
IV Percentile63.9%16.3%99.2%34.5%72.2%
Term Structure-16.1%-49.0%34.9%-41.8%-45.7%
VWIV128.1%96.3%165.0%118.5%148.2%
Bid-Ask Spread %12.253.9257.8157.815.13
Gamma HHI0.370.340.410.390.37
Net GEX3.0K1.8K5.4K5.3K1.8K
Net DEX47.2K-94.3K134.8K-21.1K52.8K
Net VEX-3.4K-5.6K-2.3K-5.0K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.001.060.010.48
Total Volume16.2384747412
Total OI3,179.7623,1143,2273,1143,123

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$16.50$25.00105.1%30.1%59.1%13.3%118.5%0.0%-41.8%5.3K-21.1K-5.0K0.0157.81N/AN/A7312,854260
2022-12-02$15.60$25.00108.7%31.2%62.8%14.4%112.7%0.0%-49.0%5.1K-27.5K-5.0K0.0356.65N/AN/A2612,917260
2022-12-05$15.60$25.00122.4%23.0%63.0%18.6%0.0%0.0%32.8%5.4K-94.3K-5.6K0.0010.60N/AN/A7302,923260
2022-12-06$15.60$25.00144.0%27.9%62.7%25.2%148.5%0.0%34.9%5.3K-43.8K-5.2K0.087.89N/AN/A712,942260
2022-12-07$12.90$25.00189.5%24.9%95.7%39.2%96.3%0.0%20.3%3.1K21.1K-3.9K0.156.96N/AN/A2032,945260
2022-12-08$13.50$25.00193.6%28.6%96.2%40.4%125.9%0.0%-32.5%3.3K25.8K-4.1K0.386.96N/AN/A312,964261
2022-12-09$12.90$25.00214.7%25.4%97.4%46.9%0.0%0.0%22.0%3.0K71.9K-3.4K0.035.54N/AN/A802,966261
2022-12-12$13.30$25.00267.1%24.9%96.5%63.0%0.0%0.0%21.0%3.2K54.3K-3.7K0.005.65N/AN/A2102,966261
2022-12-13$12.90$25.00327.2%26.7%97.1%81.4%0.0%0.0%16.6%2.7K107.9K-3.1K0.174.09N/AN/A712,933261
2022-12-14$12.50$25.0089.5%25.6%97.8%8.5%99.0%0.0%15.2%2.8K65.6K-3.4K0.225.54N/AN/A1122,930259
2022-12-15$11.90$25.00105.1%30.1%99.4%13.3%116.1%0.0%-23.7%2.2K98.1K-2.9K1.064.75N/AN/A222,940261
2022-12-16$11.70$25.00104.1%29.8%98.3%13.0%0.0%0.0%-25.0%2.3K94.4K-2.9K0.006.05N/AN/A1202,941261
2022-12-19$11.20$25.00135.9%39.0%98.9%22.7%165.0%0.0%-29.0%1.9K134.8K-2.3K0.438.60N/AN/A422,919260
2022-12-20$11.30$25.00117.2%33.6%98.9%17.0%127.0%0.0%-29.8%2.3K55.6K-2.9K0.039.84N/AN/A702,919240
2022-12-21$11.90$25.00144.9%41.5%100.5%25.5%0.0%0.0%-29.2%2.4K67.5K-3.1K0.2318.64N/AN/A822,921240
2022-12-22$11.30$25.00121.1%34.7%93.5%18.2%131.1%0.0%-32.0%2.2K80.9K-2.7K0.216.39N/AN/A312,927240
2022-12-23$11.30$25.00123.0%35.3%83.0%18.8%133.0%0.0%-33.3%2.3K45.7K-2.9K0.7411.21N/AN/A432,930241
2022-12-27$11.00$25.00142.1%40.7%82.6%24.6%0.0%0.0%-40.5%1.9K101.4K-2.3K0.008.81N/AN/A402,931242
2022-12-28$10.60$25.00138.5%39.7%82.7%23.5%143.5%0.0%-44.1%2.1K63.5K-2.7K0.296.26N/AN/A722,934242
2022-12-29$10.80$25.00127.5%36.5%81.8%20.1%0.0%0.0%-45.4%1.9K35.8K-2.3K0.083.92N/AN/A612,935185
2022-12-30$11.20$25.00140.0%40.1%83.5%24.0%148.2%0.0%-45.7%1.8K52.8K-2.3K0.485.13N/AN/A842,938185