CTRM Options History — September 2023

In September 2023, CTRM traded between $3.90 and $4.30. ATM implied volatility averaged 295.0%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 81.2%. IV traded above realized volatility by 256.0% (HV 20d: 38.9%). 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 0.16.

Notable Days

  • 2023-09-01: Highest Volume — 3 contracts
  • 2023-09-06: Largest IV drop — 50.6% change
  • 2023-09-05: Highest IV Rank — 94.4%
  • 2023-09-01: Largest Expected Move — 132.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.08$3.90$4.30$4.20$4.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV295.0%210.2%464.5%462.8%379.9%
Expected Move81.2%60.3%132.7%132.7%108.9%
HV 20d38.9%25.9%69.0%69.0%50.9%
HV 60d49.0%45.7%51.7%51.7%51.1%
IV Rank52.2%31.2%94.4%93.9%73.3%
IV Percentile78.5%58.3%98.4%98.4%92.5%
Term Structure-79.2%-100.5%-55.0%-80.2%-89.1%
VWIV462.8%462.8%462.8%462.8%462.8%
Bid-Ask Spread %13.664.8022.967.1517.52
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX790200420
Net VEX-5-5-5-5-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.001.250.081.25
Total Volume0.50330
Total OI467.7464471464470

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$4.20$25.00462.8%132.7%69.0%93.9%462.8%0.0%0.0%042-50.087.15N/AN/A304640
2023-09-05$4.30$25.00464.5%65.4%57.3%94.4%0.0%0.0%-80.2%0129-50.007.63N/AN/A004660
2023-09-06$4.20$25.00229.6%65.8%42.8%36.0%0.0%0.0%-83.1%0126-50.0015.01N/AN/A004660
2023-09-07$4.10$25.00231.3%66.3%41.2%36.4%0.0%0.0%-86.1%0123-50.1320.92N/AN/A204660
2023-09-08$4.10$25.00210.2%60.3%41.6%31.2%0.0%0.0%-88.0%0164-50.004.80N/AN/A004680
2023-09-11$4.00$25.00241.3%69.2%41.8%38.9%0.0%0.0%-95.7%0160-50.005.56N/AN/A004680
2023-09-12$4.00$25.00244.4%70.1%29.7%39.6%0.0%0.0%-98.0%0160-50.006.40N/AN/A004680
2023-09-13$4.00$25.00247.6%71.0%27.8%40.4%0.0%0.0%-100.5%0160-50.0011.95N/AN/A004680
2023-09-14$4.00$25.00250.9%71.9%27.6%41.3%0.0%0.0%-55.0%0160-50.0010.18N/AN/A004680
2023-09-15$4.10$25.00255.7%73.3%29.4%42.5%0.0%0.0%-56.1%0164-50.0014.13N/AN/A004680
2023-09-18$4.00$25.00265.7%76.2%29.6%44.9%0.0%0.0%-63.0%00-50.0022.96N/AN/A004660
2023-09-19$4.00$25.00269.8%77.3%29.6%46.0%0.0%0.0%-65.3%00-50.0014.68N/AN/A004660
2023-09-20$3.90$25.00301.7%86.5%26.8%53.9%0.0%0.0%0.0%00-50.0015.06N/AN/A304660
2023-09-21$3.90$25.00277.3%79.5%25.9%47.8%0.0%0.0%-71.4%00-50.0011.14N/AN/A004690
2023-09-22$3.90$25.00282.0%80.9%25.9%49.0%0.0%0.0%-74.2%00-50.0012.00N/AN/A004690
2023-09-25$4.30$25.00303.5%87.0%44.3%54.3%0.0%0.0%-79.3%00-50.0021.11N/AN/A004690
2023-09-26$4.30$25.00309.6%88.8%43.3%55.9%0.0%0.0%-82.8%00-50.0021.94N/AN/A004690
2023-09-27$4.10$25.00313.8%90.0%46.8%56.9%0.0%0.0%-89.1%00-51.2516.72N/AN/A114690
2023-09-28$4.00$25.00357.5%102.5%47.7%67.8%0.0%0.0%0.0%0200-50.0016.37N/AN/A004701
2023-09-29$4.20$25.00379.9%108.9%50.9%73.3%0.0%0.0%0.0%00-50.0017.52N/AN/A004700