CTRM Options History — July 2023

In July 2023, CTRM traded between $4.30 and $4.60. ATM implied volatility averaged 336.7%, placing in the 66.8% IV rank vs the trailing year. The 30-day expected move averaged 85.2%. IV traded above realized volatility by 294.3% (HV 20d: 42.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.04.

Notable Days

  • 2023-07-06: Highest Volume — 5 contracts
  • 2023-07-19: Largest IV drop — 37.3% change
  • 2023-07-10: Highest IV Rank — 100.0%
  • 2023-07-05: Largest Expected Move — 108.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.50$4.30$4.60$4.40$4.60
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV336.7%223.9%487.1%356.5%373.2%
Expected Move85.2%57.6%108.6%102.2%107.0%
HV 20d42.4%25.5%54.6%53.8%25.5%
HV 60d64.1%61.8%67.3%66.6%62.0%
IV Rank66.8%38.1%100.0%78.2%73.2%
IV Percentile91.0%75.0%100.0%96.8%94.8%
Term Structure-80.0%-97.1%-65.5%-69.2%-88.3%
VWIV326.6%326.6%326.6%326.6%326.6%
Bid-Ask Spread %33.896.4885.6311.9321.05
Net GEX00000
Net DEX10101801320
Net VEX-5-5-4-5-4
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.040.000.500.000.00
Total Volume1.70502
Total OI497.1422536518429

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$4.40$25.00356.5%102.2%53.8%78.2%0.0%0.0%0.0%0132-50.0011.93N/AN/A005180
2023-07-05$4.40$25.00378.8%108.6%53.1%84.2%0.0%0.0%0.0%0132-50.0012.55N/AN/A305180
2023-07-06$4.40$0.00390.9%67.0%52.6%87.4%326.6%0.0%-69.2%0132-50.0285.63N/AN/A505210
2023-07-07$4.30$0.00393.9%88.3%52.6%88.2%0.0%0.0%-71.8%0129-50.0022.04N/AN/A105260
2023-07-10$4.50$0.00464.8%57.6%54.6%100.0%0.0%0.0%-75.3%0135-50.0081.98N/AN/A105260
2023-07-11$4.50$0.00487.1%58.3%48.1%100.0%0.0%0.0%-77.3%0135-50.006.48N/AN/A105270
2023-07-12$4.50$0.00327.6%93.9%48.1%62.5%0.0%0.0%-79.3%0135-50.0023.96N/AN/A105280
2023-07-13$4.60$0.00331.7%95.1%45.9%63.5%0.0%0.0%-80.4%0138-50.0768.69N/AN/A205290
2023-07-14$4.50$0.00336.5%96.5%45.9%64.6%0.0%0.0%-83.8%090-50.0923.96N/AN/A205290
2023-07-17$4.50$0.00351.5%100.8%45.9%68.1%0.0%0.0%-91.4%0135-50.0818.10N/AN/A305310
2023-07-18$4.50$0.00357.0%102.4%45.9%69.4%0.0%0.0%-94.2%0180-50.0068.69N/AN/A205340
2023-07-19$4.50$0.00223.9%64.2%44.9%38.1%0.0%0.0%-97.1%0180-50.0024.11N/AN/A105350
2023-07-20$4.50$0.00227.7%65.3%44.9%39.0%0.0%0.0%-65.5%0180-50.0024.42N/AN/A105350
2023-07-21$4.50$0.00231.8%66.5%34.3%40.0%0.0%0.0%-68.1%0180-50.0067.97N/AN/A105360
2023-07-24$4.60$0.00280.2%80.3%31.0%51.3%0.0%0.0%-76.0%00-40.5011.17N/AN/A004220
2023-07-25$4.60$0.00285.9%82.0%30.3%52.7%0.0%0.0%-79.4%00-40.009.28N/AN/A004220
2023-07-26$4.60$0.00291.9%83.7%30.3%54.1%0.0%0.0%-83.1%00-40.0057.55N/AN/A304220
2023-07-27$4.50$0.00296.6%85.0%30.8%55.2%0.0%0.0%-88.3%00-40.0022.03N/AN/A504250
2023-07-28$4.60$25.00346.3%99.3%29.9%66.9%0.0%0.0%0.0%00-40.0016.23N/AN/A004290
2023-07-31$4.60$25.00373.2%107.0%25.5%73.2%0.0%0.0%0.0%00-40.0021.05N/AN/A204290