CTRM Options History — November 2023

In November 2023, CTRM traded between $2.90 and $3.50. ATM implied volatility averaged 343.5%, placing in the 63.5% IV rank vs the trailing year. The 30-day expected move averaged 93.3%. IV traded above realized volatility by 279.7% (HV 20d: 63.8%). 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 0.09.

Notable Days

  • 2023-11-28: Highest Volume — 1 contracts
  • 2023-11-20: Largest IV spike — 72.9% change
  • 2023-11-30: Highest IV Rank — 91.6%
  • 2023-11-30: Largest Expected Move — 131.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.24$2.90$3.50$3.40$3.40
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV343.5%191.2%457.9%443.2%457.9%
Expected Move93.3%63.6%131.3%127.1%131.3%
HV 20d63.8%52.9%76.9%75.7%66.9%
HV 60d59.4%54.1%64.3%57.4%64.2%
IV Rank63.5%26.1%91.6%88.0%91.6%
IV Percentile79.1%34.5%97.2%97.2%97.2%
Term Structure-73.5%-94.2%-55.9%-55.9%-94.2%
Bid-Ask Spread %37.543.2184.484.6912.45
Net GEX00000
Net DEX492920434204
Net VEX-2-2-2-2-2
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.090.001.000.000.00
Total Volume0.1430101
Total OI218.571218221218221

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$3.40$25.00443.2%127.1%75.7%88.0%0.0%0.0%0.0%034-20.004.69N/AN/A002180
2023-11-02$3.50$25.00374.1%63.6%76.9%71.1%0.0%0.0%-55.9%035-20.003.21N/AN/A002180
2023-11-03$3.50$25.00252.3%72.3%61.8%41.1%0.0%0.0%-57.4%035-20.0084.48N/AN/A002180
2023-11-06$3.50$25.00435.2%75.0%62.0%86.1%0.0%0.0%-62.5%035-20.0052.61N/AN/A002180
2023-11-07$3.50$25.00455.8%75.9%60.8%91.1%0.0%0.0%-64.4%035-20.005.10N/AN/A002180
2023-11-08$3.50$25.00296.9%85.1%59.6%52.1%0.0%0.0%-66.3%035-20.008.20N/AN/A002190
2023-11-09$3.50$25.00236.7%67.8%52.9%37.3%0.0%0.0%-68.4%035-21.0072.53N/AN/A002190
2023-11-10$3.30$25.00248.1%71.1%55.5%40.1%0.0%0.0%-72.9%033-20.0064.66N/AN/A002190
2023-11-13$2.90$25.00278.6%79.9%68.7%47.6%0.0%0.0%-86.3%029-20.0025.64N/AN/A002190
2023-11-14$2.90$25.00283.0%81.1%67.3%48.7%0.0%0.0%-89.3%029-20.0068.38N/AN/A002190
2023-11-15$3.00$25.00282.4%81.0%63.9%48.5%0.0%0.0%-90.8%030-20.0067.02N/AN/A002190
2023-11-16$3.00$25.00369.3%105.9%62.5%69.9%0.0%0.0%-94.2%030-20.0015.78N/AN/A002190
2023-11-17$3.10$25.00191.2%0.0%63.4%26.1%0.0%0.0%0.0%031-20.0068.50N/AN/A002190
2023-11-20$3.10$25.00330.7%94.8%63.4%60.4%0.0%0.0%0.0%031-20.0065.11N/AN/A002180
2023-11-21$3.10$25.00337.1%96.7%63.4%62.0%0.0%0.0%0.0%031-20.0010.83N/AN/A002180
2023-11-22$3.10$25.00344.0%98.6%63.4%63.7%0.0%0.0%0.0%031-20.0065.11N/AN/A002180
2023-11-24$3.20$25.00368.9%105.8%63.2%69.8%0.0%0.0%0.0%032-20.009.09N/AN/A002180
2023-11-27$3.10$25.00386.8%110.9%62.4%74.2%0.0%0.0%0.0%031-20.008.81N/AN/A002180
2023-11-28$3.10$25.00397.6%114.0%60.3%76.8%0.0%0.0%0.0%031-20.0067.12N/AN/A012180
2023-11-29$3.40$25.00443.8%127.2%66.9%88.2%0.0%0.0%0.0%0204-20.008.93N/AN/A102181
2023-11-30$3.40$25.00457.9%131.3%66.9%91.6%0.0%0.0%0.0%0204-20.0012.45N/AN/A102201