CTRM Options History — March 2023

In March 2023, CTRM traded between $6.80 and $13.70. ATM implied volatility averaged 209.0%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 54.4%. IV traded above realized volatility by 91.6% (HV 20d: 117.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.01.

Notable Days

  • 2023-03-14: Highest Volume — 513 contracts
  • 2023-03-09: Largest IV spike — 142.6% change
  • 2023-03-10: Highest IV Rank — 99.3%
  • 2023-03-15: Largest Expected Move — 90.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.75$6.80$13.70$12.70$7.80
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV209.0%109.1%385.5%154.0%217.7%
Expected Move54.4%25.6%90.0%44.2%62.4%
HV 20d117.4%39.8%143.6%42.2%143.6%
HV 60d83.9%49.5%92.8%62.3%92.8%
IV Rank45.1%14.5%99.3%28.3%47.8%
IV Percentile88.0%32.5%99.6%80.2%92.9%
Term Structure-39.4%-155.2%25.1%-58.1%-63.6%
VWIV241.9%146.4%348.1%176.9%252.0%
Bid-Ask Spread %42.048.3275.5715.168.67
Gamma HHI0.870.451.000.471.00
Net GEX1.1K04.9K4.1K0
Net DEX-60.4K-282.6K95.4K-249.3K702
Net VEX-1.1K-4.7K-1-4.3K-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.010.000.200.040.20
Total Volume44.391051335
Total OI867.783501,8951,820479

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$12.70$25.00154.0%44.2%42.2%28.3%176.9%0.0%-58.1%4.1K-249.3K-4.3K0.0415.16N/AN/A301,714106
2023-03-02$12.90$25.00147.4%42.3%42.4%26.3%0.0%0.0%-60.5%3.8K-218.3K-4.0K0.0013.72N/AN/A3401,713106
2023-03-03$13.70$25.00222.4%63.7%46.9%49.3%317.4%0.0%-59.7%4.2K-220.6K-4.2K0.0030.49N/AN/A12601,692106
2023-03-06$13.30$25.00162.1%31.3%39.8%30.8%0.0%0.0%25.1%4.9K-259.6K-4.4K0.0032.36N/AN/A6901,753106
2023-03-07$13.30$25.00187.3%25.6%39.8%38.5%0.0%0.0%24.6%4.8K-282.6K-4.7K0.009.92N/AN/A301,788106
2023-03-08$9.30$25.00109.1%31.3%133.0%14.5%0.0%0.0%22.1%3.8K-261.8K-3.9K0.0010.92N/AN/A001,789106
2023-03-09$9.00$25.00264.8%58.4%133.1%62.3%187.0%0.0%24.7%095.4K-190.0070.23N/AN/A4101,789106
2023-03-10$8.70$25.00385.5%44.0%133.2%99.3%146.4%0.0%-9.3%00-10.009.04N/AN/A950500
2023-03-13$8.00$25.00162.7%46.6%134.8%30.9%0.0%0.0%-60.1%00-10.0158.29N/AN/A6111430
2023-03-14$7.40$25.00158.1%45.3%135.3%29.6%0.0%0.0%-65.4%0444-20.0057.29N/AN/A51302011
2023-03-15$6.90$25.00313.8%90.0%135.0%77.3%291.9%0.0%-155.2%0414-60.0160.10N/AN/A806011
2023-03-16$7.30$25.00193.1%55.4%138.3%40.3%181.8%0.0%0.0%0511-60.0056.40N/AN/A306011
2023-03-17$6.90$25.00189.2%54.2%138.5%39.1%0.0%0.0%-12.7%0483-60.0056.24N/AN/A306041
2023-03-20$6.80$25.00196.5%56.3%137.6%41.3%0.0%0.0%-44.7%0476-50.008.32N/AN/A504801
2023-03-21$7.10$25.00202.9%58.2%140.1%43.3%0.0%0.0%-44.8%0497-50.0057.96N/AN/A304831
2023-03-22$7.40$25.00254.0%72.8%141.5%59.0%348.1%0.0%-18.3%0518-50.0167.88N/AN/A1704851
2023-03-23$7.20$25.00166.0%47.6%141.4%32.0%0.0%0.0%-47.8%0576-50.0069.15N/AN/A204721
2023-03-24$7.00$25.00172.6%49.5%141.1%34.0%0.0%0.0%-50.8%0560-50.0075.57N/AN/A104731
2023-03-27$7.10$25.00276.6%79.3%141.0%65.9%0.0%0.0%-56.8%0568-50.0024.30N/AN/A104721
2023-03-28$7.10$25.00229.9%65.9%139.7%51.6%275.3%0.0%-59.4%0568-50.0457.96N/AN/A304731
2023-03-29$7.30$25.00219.1%62.8%141.2%48.2%0.0%0.0%-31.9%0657-50.0060.45N/AN/A1204741
2023-03-30$7.10$25.00221.1%63.4%140.3%48.9%0.0%0.0%-65.1%0639-50.0056.40N/AN/A1204751
2023-03-31$7.80$25.00217.7%62.4%143.6%47.8%252.0%0.0%-63.6%0702-50.208.67N/AN/A414781