CTRM Options History — October 2023

In October 2023, CTRM traded between $3.40 and $4.70. ATM implied volatility averaged 322.2%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 80.3%. IV traded above realized volatility by 254.3% (HV 20d: 67.9%). 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 0.08.

Notable Days

  • 2023-10-17: Highest Volume — 12 contracts
  • 2023-10-11: Largest IV drop — 48.5% change
  • 2023-10-06: Highest IV Rank — 100.0%
  • 2023-10-04: Largest Expected Move — 122.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.11$3.40$4.70$4.20$3.40
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV322.2%210.4%491.9%409.4%337.3%
Expected Move80.3%53.5%122.1%117.4%96.7%
HV 20d67.9%48.6%82.0%50.1%75.7%
HV 60d58.4%50.2%64.2%50.9%61.1%
IV Rank58.5%30.8%100.0%80.7%62.0%
IV Percentile78.4%50.8%100.0%96.8%84.5%
Term Structure-82.5%-104.0%-68.9%-72.1%-91.5%
Bid-Ask Spread %13.402.8354.1716.883.47
Net GEX00000
Net DEX7043034
Net VEX-4-5-2-5-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.000.00
Total Volume0.86401200
Total OI390.727217474470218

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$4.20$25.00409.4%117.4%50.1%80.7%0.0%0.0%0.0%00-50.0016.88N/AN/A004700
2023-10-03$4.10$25.00338.3%97.0%50.0%63.0%0.0%0.0%0.0%00-50.004.80N/AN/A004700
2023-10-04$4.10$25.00425.8%122.1%49.4%84.8%0.0%0.0%0.0%00-50.007.63N/AN/A004700
2023-10-05$4.10$0.00439.4%56.6%48.6%88.1%0.0%0.0%-72.1%00-50.0026.89N/AN/A004700
2023-10-06$4.60$0.00491.9%53.5%63.5%100.0%0.0%0.0%-68.9%00-50.0026.89N/AN/A304700
2023-10-09$4.50$0.00375.7%57.6%63.4%71.4%0.0%0.0%-75.2%00-50.0016.95N/AN/A004720
2023-10-10$4.60$0.00408.3%59.0%63.6%79.5%0.0%0.0%-76.2%00-50.006.89N/AN/A204720
2023-10-11$4.70$0.00210.4%60.3%63.7%30.8%0.0%0.0%-77.2%00-50.0910.06N/AN/A104740
2023-10-12$4.30$0.00230.2%66.0%72.4%35.7%0.0%0.0%-83.7%043-50.004.33N/AN/A004740
2023-10-13$4.30$0.00233.4%66.9%72.0%36.5%0.0%0.0%-86.0%00-50.0053.60N/AN/A004740
2023-10-16$4.30$0.00214.1%61.4%71.3%31.7%0.0%0.0%-93.7%00-50.002.83N/AN/A004740
2023-10-17$4.40$0.00221.2%63.4%71.6%33.5%0.0%0.0%-95.3%00-50.003.80N/AN/A1204740
2023-10-18$4.00$0.00244.6%70.1%79.4%39.2%0.0%0.0%-104.0%00-50.009.68N/AN/A104690
2023-10-19$4.10$25.00251.4%72.1%79.8%40.9%0.0%0.0%-69.1%00-50.006.12N/AN/A004700
2023-10-20$3.90$25.00311.2%89.2%82.0%55.6%0.0%0.0%-74.0%00-50.009.40N/AN/A004700
2023-10-23$3.90$25.00263.5%75.5%73.4%43.9%0.0%0.0%-83.7%00-20.003.98N/AN/A002170
2023-10-24$3.90$25.00335.5%96.2%73.4%61.6%0.0%0.0%-87.5%00-20.0012.69N/AN/A002170
2023-10-25$3.90$25.00310.3%89.0%71.7%55.4%0.0%0.0%-91.5%00-20.0054.17N/AN/A002170
2023-10-26$3.70$25.00332.3%95.3%73.5%60.8%0.0%0.0%0.0%00-21.005.56N/AN/A002180
2023-10-27$3.80$25.00349.0%100.1%71.8%64.9%0.0%0.0%0.0%038-20.004.74N/AN/A002180
2023-10-30$3.60$25.00354.9%101.7%73.8%66.3%0.0%0.0%0.0%036-20.003.47N/AN/A002180
2023-10-31$3.40$25.00337.3%96.7%75.7%62.0%0.0%0.0%0.0%034-20.003.47N/AN/A002180