CTRM Options History — August 2023

In August 2023, CTRM traded between $4.10 and $5.70. ATM implied volatility averaged 306.0%, placing in the 56.5% IV rank vs the trailing year. The 30-day expected move averaged 84.5%. IV traded above realized volatility by 249.1% (HV 20d: 56.9%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.08.

Notable Days

  • 2023-08-10: Highest Volume — 18 contracts
  • 2023-08-28: Largest IV spike — 130.4% change
  • 2023-08-29: Highest IV Rank — 99.3%
  • 2023-08-29: Largest Expected Move — 138.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.67$4.10$5.70$4.60$4.10
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV306.0%185.8%484.5%383.7%215.1%
Expected Move84.5%53.3%138.9%110.0%138.9%
HV 20d56.9%25.5%69.7%25.5%68.2%
HV 60d61.8%51.6%69.9%61.8%51.6%
IV Rank56.5%29.1%99.3%75.7%32.4%
IV Percentile81.2%57.5%99.6%95.6%62.3%
Term Structure-67.8%-103.5%-47.7%-47.7%-103.5%
VWIV471.2%471.2%471.2%471.2%471.2%
Bid-Ask Spread %29.154.1096.4456.5729.37
Net GEX00000
Net DEX30057041
Net VEX-5-5-4-4-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.000.00
Total Volume1.69601801
Total OI453.217431464431463

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$4.60$25.00383.7%110.0%25.5%75.7%0.0%0.0%0.0%00-40.0056.57N/AN/A004310
2023-08-02$4.70$25.00402.8%115.5%26.4%80.2%0.0%0.0%0.0%00-40.0055.26N/AN/A304310
2023-08-03$4.60$25.00407.8%73.3%27.8%81.3%0.0%0.0%-47.7%00-40.5012.91N/AN/A004340
2023-08-04$4.60$25.00421.8%68.2%26.2%84.6%0.0%0.0%-49.0%046-40.0012.17N/AN/A004340
2023-08-07$5.10$25.00365.2%54.6%41.8%71.3%0.0%0.0%-50.0%051-40.004.10N/AN/A604340
2023-08-08$5.60$25.00200.8%57.6%51.9%32.7%0.0%0.0%-48.5%056-40.007.28N/AN/A204400
2023-08-09$5.70$25.00185.8%53.3%51.8%29.1%0.0%0.0%-49.3%057-40.0083.24N/AN/A104420
2023-08-10$5.60$25.00303.5%87.0%52.7%56.8%0.0%0.0%-51.4%056-40.0096.44N/AN/A1804420
2023-08-11$5.50$25.00207.7%59.5%52.4%34.3%0.0%0.0%-53.7%055-50.004.65N/AN/A104600
2023-08-14$5.00$25.00274.0%78.5%64.4%49.9%0.0%0.0%-63.0%050-50.0057.87N/AN/A004610
2023-08-15$4.80$25.00254.6%73.0%66.4%45.3%0.0%0.0%-66.9%048-50.036.55N/AN/A304610
2023-08-16$4.70$25.00218.0%62.5%67.0%36.0%0.0%0.0%-70.2%047-50.0028.33N/AN/A004630
2023-08-17$4.60$25.00337.0%96.6%67.5%64.3%0.0%0.0%-73.7%046-50.0013.62N/AN/A004630
2023-08-18$4.50$25.00314.8%90.3%68.0%57.9%0.0%0.0%-77.5%045-50.0057.59N/AN/A004630
2023-08-21$4.50$25.00245.3%70.3%67.5%40.9%0.0%0.0%-87.2%00-50.0016.59N/AN/A104620
2023-08-22$4.30$25.00309.6%88.8%69.3%56.6%0.0%0.0%-93.5%00-50.0055.72N/AN/A004620
2023-08-23$4.20$25.00345.0%98.9%69.7%65.2%0.0%0.0%-99.0%00-50.007.90N/AN/A104620
2023-08-24$4.20$25.00272.6%78.2%69.4%47.1%0.0%0.0%-103.5%00-50.0024.50N/AN/A104630
2023-08-25$4.20$25.00204.5%0.0%68.7%30.3%0.0%0.0%0.0%00-50.0010.62N/AN/A104640
2023-08-28$4.10$25.00471.2%135.1%69.1%96.0%471.2%0.0%0.0%00-51.008.01N/AN/A004630
2023-08-29$4.10$25.00484.5%138.9%69.1%99.3%0.0%0.0%0.0%041-50.009.54N/AN/A004630
2023-08-30$4.10$25.00213.1%0.0%68.3%31.9%0.0%0.0%0.0%041-50.0011.52N/AN/A004630
2023-08-31$4.10$25.00215.1%0.0%68.2%32.4%0.0%0.0%0.0%041-50.0029.37N/AN/A104630