CTRM Options History — February 2023 In February 2023, CTRM traded between $12.00 and $13.30. ATM implied volatility averaged 129.7%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded above realized volatility by 83.5% (HV 20d: 46.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.03.
Notable Days 2023-02-06 : Highest Volume — 188 contracts2023-02-08 : Largest IV drop — 53.6% change2023-02-07 : Highest IV Rank — 38.4%2023-02-01 : Largest Expected Move — 45.4%Monthly Statistics Metric Avg Min Max Open Close Price $12.83 $12.00 $13.30 $12.00 $13.10 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 129.7% 84.9% 186.9% 158.3% 141.3% Expected Move 32.5% 23.4% 45.4% 45.4% 40.5% HV 20d 46.1% 40.5% 51.5% 46.7% 40.5% HV 60d 67.5% 62.1% 70.0% 68.2% 62.1% IV Rank 20.8% 7.1% 38.4% 29.6% 24.4% IV Percentile 53.7% 9.5% 92.1% 81.7% 71.0% Term Structure -29.4% -55.8% -0.5% -55.8% -52.8% VWIV 154.3% 125.9% 176.5% 176.5% 160.3% Bid-Ask Spread % 9.08 5.54 22.05 7.94 6.96 Gamma HHI 0.44 0.37 0.55 0.42 0.55 Net GEX 3.9K 2.0K 5.0K 2.0K 4.1K Net DEX -230.8K -418.9K -41.5K -41.5K -191.7K Net VEX -4.2K -5.8K -2.3K -2.3K -3.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.19 0.03 0.03 Total Volume 33.737 1 188 11 7 Total OI 1,669.368 1,412 1,821 1,412 1,821
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-02-01 $12.00 $25.00 158.3% 45.4% 46.7% 29.6% 176.5% 0.0% -55.8% 2.0K -41.5K -2.3K 0.03 7.94 N/A N/A 11 0 1,306 106 2023-02-02 $12.10 $25.00 164.8% 28.2% 44.3% 31.6% 0.0% 0.0% -22.0% 2.2K -43.9K -2.3K 0.00 7.94 N/A N/A 34 0 1,316 106 2023-02-03 $13.10 $25.00 155.4% 23.4% 51.5% 28.7% 0.0% 0.0% -20.5% 2.6K -99.1K -3.0K 0.09 7.13 N/A N/A 58 5 1,320 106 2023-02-06 $13.10 $25.00 157.2% 24.3% 47.6% 29.3% 0.0% 0.0% -22.3% 2.6K -88.1K -2.8K 0.00 7.13 N/A N/A 188 0 1,354 109 2023-02-07 $13.30 $25.00 186.9% 25.2% 47.6% 38.4% 0.0% 0.0% -22.6% 3.9K -222.8K -4.2K 0.00 10.16 N/A N/A 3 0 1,511 109 2023-02-08 $13.10 $25.00 86.8% 24.9% 47.5% 7.6% 0.0% 0.0% -23.7% 4.0K -242.9K -4.3K 0.00 10.16 N/A N/A 11 0 1,514 109 2023-02-09 $12.90 $25.00 84.9% 24.4% 47.4% 7.1% 0.0% 0.0% -24.9% 3.1K -104.4K -3.1K 0.00 5.65 N/A N/A 9 0 1,514 109 2023-02-10 $12.90 $25.00 106.3% 30.5% 44.3% 13.6% 125.9% 0.0% -25.7% 4.1K -272.2K -4.5K 0.00 9.68 N/A N/A 140 0 1,518 109 2023-02-13 $13.10 $25.00 121.2% 34.7% 44.5% 18.2% 0.0% 0.0% -27.8% 4.6K -334.4K -5.1K 0.01 21.22 N/A N/A 30 0 1,645 109 2023-02-14 $13.30 $25.00 148.6% 42.6% 44.7% 26.6% 0.0% 0.0% -28.2% 5.0K -390.9K -5.8K 0.00 22.05 N/A N/A 37 0 1,658 109 2023-02-15 $13.30 $25.00 108.7% 31.2% 44.1% 14.4% 0.0% 0.0% -29.2% 5.0K -418.9K -5.8K 0.17 8.43 N/A N/A 5 1 1,669 109 2023-02-16 $12.70 $25.00 104.0% 29.8% 47.1% 12.9% 0.0% 0.0% -32.1% 4.7K -346.5K -5.2K 0.00 8.43 N/A N/A 4 0 1,671 109 2023-02-17 $12.90 $25.00 108.4% 31.1% 46.1% 14.3% 0.0% 0.0% -32.7% 4.6K -344.0K -5.4K 0.19 6.96 N/A N/A 4 1 1,669 109 2023-02-21 $12.50 $25.00 134.9% 38.7% 47.6% 22.4% 0.0% 0.0% -39.8% 4.6K -348.2K -5.1K 0.03 6.55 N/A N/A 21 1 1,659 106 2023-02-22 $12.70 $25.00 116.5% 33.4% 47.4% 16.8% 0.0% 0.0% -0.5% 4.2K -229.1K -4.2K 0.00 6.96 N/A N/A 8 0 1,655 106 2023-02-23 $12.50 $25.00 115.5% 33.1% 47.4% 16.5% 0.0% 0.0% -43.5% 4.3K -249.7K -4.3K 0.00 5.54 N/A N/A 1 0 1,659 106 2023-02-24 $12.50 $25.00 132.2% 37.9% 46.8% 21.6% 0.0% 0.0% -45.5% 3.9K -208.1K -3.9K 0.00 6.73 N/A N/A 5 0 1,659 106 2023-02-27 $12.70 $25.00 131.5% 37.7% 43.8% 21.4% 0.0% 0.0% -9.8% 4.2K -208.1K -4.1K 0.00 6.96 N/A N/A 57 0 1,662 106 2023-02-28 $13.10 $25.00 141.3% 40.5% 40.5% 24.4% 160.3% 0.0% -52.8% 4.1K -191.7K -3.8K 0.03 6.96 N/A N/A 7 0 1,715 106
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