CTRM Options History — June 2023

In June 2023, CTRM traded between $3.90 and $4.60. ATM implied volatility averaged 297.5%, placing in the 65.3% IV rank vs the trailing year. The 30-day expected move averaged 71.9%. IV traded above realized volatility by 217.3% (HV 20d: 80.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.13.

Notable Days

  • 2023-06-14: Highest Volume — 12 contracts
  • 2023-06-12: Largest IV drop — 44.3% change
  • 2023-06-05: Highest IV Rank — 100.0%
  • 2023-06-02: Largest Expected Move — 95.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.30$3.90$4.60$4.30$4.40
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV297.5%219.7%438.4%293.4%331.9%
Expected Move71.9%53.8%95.8%84.1%95.2%
HV 20d80.2%55.9%89.6%85.0%56.3%
HV 60d70.2%65.9%100.3%100.3%66.6%
IV Rank65.3%41.9%100.0%71.1%71.7%
IV Percentile91.1%82.9%100.0%93.3%96.0%
Term Structure-77.8%-96.3%-52.7%-75.4%-92.0%
Bid-Ask Spread %7.902.8317.314.015.55
Net GEX00000
Net DEX309421.2K1.2K132
Net VEX-5-5-5-5-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.130.002.000.000.00
Total Volume1.47601201
Total OI504.81493517495517

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$4.30$25.00293.4%84.1%85.0%71.1%0.0%0.0%0.0%01.2K-50.004.01N/AN/A004923
2023-06-02$4.50$25.00334.0%95.8%88.0%83.5%0.0%0.0%0.0%01.2K-50.004.01N/AN/A004953
2023-06-05$4.60$25.00389.5%59.7%84.4%100.0%0.0%0.0%-75.4%01.2K-50.004.80N/AN/A004953
2023-06-06$4.50$25.00393.2%53.8%84.1%100.0%0.0%0.0%-78.1%01.2K-50.002.83N/AN/A004933
2023-06-07$4.40$25.00396.3%60.3%84.0%100.0%0.0%0.0%-80.8%088-50.005.55N/AN/A004930
2023-06-08$4.50$25.00438.4%61.3%84.5%100.0%0.0%0.0%-81.4%090-50.006.87N/AN/A004930
2023-06-09$4.20$25.00394.5%60.8%86.3%88.3%0.0%0.0%-86.9%084-50.006.87N/AN/A004930
2023-06-12$4.20$25.00219.7%63.0%86.6%41.9%0.0%0.0%-93.0%084-50.0017.28N/AN/A104930
2023-06-13$4.40$25.00225.8%64.7%89.6%43.5%0.0%0.0%-92.7%088-50.0011.26N/AN/A104930
2023-06-14$4.30$25.00227.2%65.1%89.3%43.9%0.0%0.0%-96.3%086-50.008.62N/AN/A1204940
2023-06-15$4.30$25.00230.2%66.0%87.7%44.7%0.0%0.0%-52.7%086-50.0016.22N/AN/A305050
2023-06-16$4.30$25.00233.3%66.9%87.0%45.5%0.0%0.0%-54.4%086-50.008.01N/AN/A1105050
2023-06-20$4.20$25.00245.6%70.4%85.9%48.8%0.0%0.0%-63.4%042-50.0017.31N/AN/A105140
2023-06-21$4.20$25.00249.5%71.5%85.9%49.8%0.0%0.0%-65.7%042-52.006.39N/AN/A005150
2023-06-22$3.90$25.00245.3%70.3%87.9%48.7%0.0%0.0%-71.3%0117-50.004.80N/AN/A005160
2023-06-23$4.10$25.00255.6%73.3%84.2%51.4%0.0%0.0%-72.0%0123-50.009.48N/AN/A105160
2023-06-26$4.20$25.00272.6%78.2%67.4%56.0%0.0%0.0%-80.3%0126-50.006.87N/AN/A005160
2023-06-27$4.20$25.00295.3%84.7%63.9%62.0%0.0%0.0%0.0%0126-50.006.87N/AN/A005170
2023-06-28$4.30$25.00286.3%82.1%59.6%59.6%0.0%0.0%-86.6%0129-50.006.12N/AN/A005170
2023-06-29$4.20$25.00290.3%83.2%55.9%60.7%0.0%0.0%-92.0%0126-50.006.12N/AN/A005170
2023-06-30$4.40$25.00331.9%95.2%56.3%71.7%0.0%0.0%0.0%0132-50.005.55N/AN/A105170