CTRM Options History — April 2023 In April 2023, CTRM traded between $6.90 and $9.00. ATM implied volatility averaged 220.7%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 57.5%. IV traded above realized volatility by 149.5% (HV 20d: 71.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.05.
Notable Days 2023-04-11 : Highest Volume — 65 contracts2023-04-21 : Largest IV spike — 59.3% change2023-04-06 : Highest IV Rank — 84.5%2023-04-05 : Largest Expected Move — 88.3%Monthly Statistics Metric Avg Min Max Open Close Price $7.81 $6.90 $9.00 $7.80 $6.90 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 220.7% 136.5% 337.3% 234.9% 262.3% Expected Move 57.5% 39.1% 88.3% 67.4% 75.2% HV 20d 71.2% 50.3% 144.9% 144.0% 63.5% HV 60d 92.9% 91.2% 94.8% 92.8% 93.7% IV Rank 48.8% 22.9% 84.5% 53.1% 61.5% IV Percentile 85.7% 59.9% 99.2% 94.4% 94.4% Term Structure -56.5% -82.9% -28.1% -74.5% -69.9% VWIV 222.7% 153.1% 271.7% 271.7% 243.3% Bid-Ask Spread % 37.87 5.71 69.79 56.50 14.91 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 487 0 1.2K 1.2K 0 Net VEX -5 -6 -4 -5 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.33 0.08 0.00 Total Volume 7.632 0 65 10 1 Total OI 511.526 425 584 483 426
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 2023-04-03 $7.80 $25.00 234.9% 67.4% 144.0% 53.1% 271.7% 0.0% -74.5% 0 1.2K -5 0.08 56.50 N/A N/A 9 1 481 2 2023-04-04 $8.00 $25.00 199.9% 57.3% 144.9% 42.4% 0.0% 0.0% -77.3% 0 640 -5 0.00 69.79 N/A N/A 15 0 482 1 2023-04-05 $7.90 $25.00 308.1% 88.3% 74.6% 75.6% 0.0% 0.0% -82.9% 0 632 -5 0.00 66.26 N/A N/A 7 0 497 1 2023-04-06 $7.70 $25.00 337.3% 57.5% 74.3% 84.5% 0.0% 0.0% -28.1% 0 616 -5 0.00 68.48 N/A N/A 13 0 500 1 2023-04-10 $7.60 $25.00 295.7% 56.6% 73.7% 71.8% 0.0% 0.0% -32.9% 0 608 -5 0.00 62.68 N/A N/A 0 0 505 1 2023-04-11 $7.70 $25.00 312.4% 46.4% 68.1% 76.9% 0.0% 0.0% -33.9% 0 616 -5 0.00 58.46 N/A N/A 65 0 505 1 2023-04-12 $7.80 $25.00 150.8% 43.2% 62.0% 27.3% 0.0% 0.0% -54.5% 0 624 -6 0.00 56.22 N/A N/A 2 0 569 1 2023-04-13 $8.20 $25.00 143.8% 41.2% 57.9% 25.1% 153.1% 0.0% -53.8% 0 656 -6 0.25 54.18 N/A N/A 0 0 571 1 2023-04-14 $8.40 $25.00 162.2% 46.5% 55.4% 30.8% 0.0% 0.0% -54.2% 0 672 -6 0.00 57.10 N/A N/A 1 0 572 1 2023-04-17 $8.60 $25.00 143.2% 41.1% 50.3% 25.0% 0.0% 0.0% -57.9% 0 688 -6 0.00 5.71 N/A N/A 8 0 573 1 2023-04-18 $9.00 $25.00 136.5% 39.1% 50.8% 22.9% 0.0% 0.0% -57.4% 0 720 -6 0.00 5.81 N/A N/A 7 0 574 1 2023-04-19 $8.60 $25.00 163.3% 46.8% 53.7% 31.1% 0.0% 0.0% -61.6% 0 688 -6 0.00 6.68 N/A N/A 6 0 580 1 2023-04-20 $7.90 $25.00 187.0% 53.6% 61.9% 38.4% 0.0% 0.0% -44.5% 0 632 -6 0.33 65.52 N/A N/A 2 1 583 1 2023-04-21 $7.80 $25.00 297.9% 85.4% 61.1% 72.5% 0.0% 0.0% -46.9% 0 156 -6 0.00 32.52 N/A N/A 1 0 584 0 2023-04-24 $7.40 $25.00 193.6% 55.5% 63.4% 40.4% 0.0% 0.0% -55.2% 0 0 -4 0.00 15.99 N/A N/A 2 0 425 0 2023-04-25 $7.20 $25.00 213.0% 61.1% 64.1% 46.4% 243.3% 0.0% -58.9% 0 0 -4 0.25 8.19 N/A N/A 2 0 426 0 2023-04-26 $7.00 $25.00 214.6% 61.5% 64.9% 46.9% 0.0% 0.0% -62.9% 0 140 -4 0.00 7.54 N/A N/A 1 0 426 0 2023-04-27 $6.90 $25.00 237.4% 68.1% 64.2% 53.9% 0.0% 0.0% -66.6% 0 0 -4 0.00 7.10 N/A N/A 1 0 426 0 2023-04-28 $6.90 $25.00 262.3% 75.2% 63.5% 61.5% 0.0% 0.0% -69.9% 0 0 -4 0.00 14.91 N/A N/A 1 0 426 0
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