CTRM Options History — May 2023

In May 2023, CTRM traded between $4.50 and $6.90. ATM implied volatility averaged 246.9%, placing in the 56.8% IV rank vs the trailing year. The 30-day expected move averaged 63.3%. IV traded above realized volatility by 190.5% (HV 20d: 56.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.34.

Notable Days

  • 2023-05-31: Highest Volume — 20 contracts
  • 2023-05-10: Largest IV drop — 52.3% change
  • 2023-05-09: Highest IV Rank — 97.6%
  • 2023-05-31: Largest Expected Move — 89.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.17$4.50$6.90$6.90$4.50
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV246.9%181.2%380.0%240.3%313.2%
Expected Move63.3%46.3%89.8%68.9%89.8%
HV 20d56.4%40.7%84.6%52.6%84.6%
HV 60d94.2%91.8%100.2%93.6%100.2%
IV Rank56.8%36.6%97.6%54.8%77.1%
IV Percentile89.2%77.4%99.2%92.9%97.2%
Term Structure-66.5%-122.7%-38.3%-81.8%-122.7%
VWIV292.6%178.9%377.7%262.9%350.9%
Bid-Ask Spread %15.744.1089.915.275.62
Net GEX00000
Net DEX75901.4K01.2K
Net VEX-5-14-4-4-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.003.001.890.00
Total Volume3.364020320
Total OI4854261,388426477

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$6.90$25.00240.3%68.9%52.6%54.8%262.9%0.0%-81.8%00-41.895.27N/AN/A124260
2023-05-02$6.70$25.00242.3%69.5%53.2%55.4%0.0%0.0%-88.5%0737-40.005.27N/AN/A004271
2023-05-03$6.50$25.00271.2%77.7%52.3%64.2%0.0%0.0%-96.0%0715-40.006.87N/AN/A004271
2023-05-04$6.30$25.00275.2%47.2%52.8%65.5%178.9%0.0%-38.9%0693-40.005.15N/AN/A004271
2023-05-05$6.70$25.00294.2%49.1%58.4%71.3%0.0%0.0%-38.3%0938-40.006.13N/AN/A004271
2023-05-08$6.70$25.00300.9%46.3%58.4%73.4%0.0%0.0%-41.6%0938-40.005.27N/AN/A604271
2023-05-09$6.50$25.00380.0%50.9%58.6%97.6%0.0%0.0%-43.8%0910-40.506.58N/AN/A004331
2023-05-10$6.60$25.00181.2%51.9%58.7%36.6%0.0%0.0%-44.6%0990-40.007.36N/AN/A404332
2023-05-11$6.50$25.00182.3%52.3%54.5%37.0%0.0%0.0%-46.5%0975-40.006.87N/AN/A004362
2023-05-12$6.40$25.00183.4%52.6%52.8%37.3%0.0%0.0%-48.5%0960-40.0023.45N/AN/A004362
2023-05-15$6.40$25.00209.1%60.0%51.3%45.2%0.0%0.0%-53.5%0960-40.0019.98N/AN/A004362
2023-05-16$6.40$25.00212.4%60.9%46.5%46.2%0.0%0.0%-55.3%0960-40.0089.91N/AN/A004362
2023-05-17$6.60$25.00200.7%57.5%48.2%42.6%0.0%0.0%-56.1%0990-40.0010.32N/AN/A1204362
2023-05-18$6.70$25.00186.7%53.5%41.0%38.3%0.0%0.0%-57.5%01.0K-40.0018.97N/AN/A204482
2023-05-19$6.80$25.00192.0%55.0%41.8%39.9%0.0%0.0%-59.0%01.0K-50.006.98N/AN/A404502
2023-05-22$6.50$25.00218.0%62.5%40.7%47.9%0.0%0.0%-68.7%0195-50.1711.38N/AN/A104530
2023-05-23$6.30$25.00239.8%68.7%41.0%54.6%377.7%0.0%-73.1%0252-50.0363.41N/AN/A304530
2023-05-24$5.60$25.00231.7%66.4%56.6%52.1%0.0%0.0%-82.7%01.4K-143.0013.81N/AN/A011,3853
2023-05-25$4.80$25.00301.1%86.3%76.1%73.4%350.9%0.0%-95.5%0192-50.147.80N/AN/A204550
2023-05-26$4.50$25.00303.7%87.1%77.5%74.2%0.0%0.0%-104.0%0315-50.1015.80N/AN/A104571
2023-05-30$4.80$25.00272.8%78.2%83.0%64.7%0.0%0.0%-122.7%0336-50.004.10N/AN/A1504581
2023-05-31$4.50$25.00313.2%89.8%84.6%77.1%0.0%0.0%0.0%01.2K-50.005.62N/AN/A2004743