CTRM Options History — December 2023

In December 2023, CTRM traded between $3.60 and $4.50. ATM implied volatility averaged 317.7%, placing in the 57.0% IV rank vs the trailing year. The 30-day expected move averaged 81.4%. IV traded above realized volatility by 230.5% (HV 20d: 87.2%). 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 0.00.

Notable Days

  • 2023-12-22: Highest Volume — 21 contracts
  • 2023-12-05: Largest IV spike — 68.2% change
  • 2023-12-01: Highest IV Rank — 100.0%
  • 2023-12-01: Largest Expected Move — 141.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.12$3.60$4.50$3.60$4.20
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV317.7%232.8%493.7%493.7%379.9%
Expected Move81.4%65.1%141.5%141.5%108.9%
HV 20d87.2%69.3%93.3%69.3%87.6%
HV 60d75.4%65.2%78.5%65.2%77.0%
IV Rank57.0%36.2%100.0%100.0%72.2%
IV Percentile68.4%45.6%100.0%100.0%86.1%
Term Structure-73.2%-100.4%-14.0%-79.6%-89.0%
Bid-Ask Spread %27.419.2569.8269.8222.88
Net GEX00000
Net DEX9102522160
Net VEX-2-3-2-2-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume3.2502121
Total OI238.3221273221273

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$3.60$25.00493.7%141.5%69.3%100.0%0.0%0.0%0.0%0216-20.0069.82N/AN/A202201
2023-12-04$4.20$25.00268.8%77.1%87.9%45.0%0.0%0.0%-79.6%0252-20.0017.54N/AN/A002221
2023-12-05$4.20$25.00452.1%65.1%87.9%89.8%0.0%0.0%-81.3%0252-20.0057.61N/AN/A102221
2023-12-06$4.10$25.00460.9%65.6%88.7%92.0%0.0%0.0%-84.3%0246-20.0067.79N/AN/A102231
2023-12-07$3.90$25.00450.7%65.6%91.0%89.5%0.0%0.0%-88.7%0234-20.0015.32N/AN/A102241
2023-12-08$4.00$25.00232.8%66.7%91.3%36.2%0.0%0.0%-89.3%0240-20.009.25N/AN/A002251
2023-12-11$3.70$25.00236.8%67.9%93.3%37.2%0.0%0.0%-100.1%0222-20.0027.79N/AN/A002261
2023-12-12$4.10$25.00245.6%70.4%84.7%39.3%0.0%0.0%-96.6%041-20.0015.01N/AN/A302260
2023-12-13$4.00$25.00247.5%71.0%85.9%39.8%0.0%0.0%-100.4%040-20.0022.04N/AN/A002280
2023-12-14$4.00$25.00250.8%71.9%85.8%40.6%0.0%0.0%-14.0%040-20.0030.24N/AN/A002280
2023-12-15$4.20$25.00256.5%73.5%86.4%42.0%0.0%0.0%-55.2%042-20.0022.23N/AN/A502280
2023-12-18$4.20$25.00268.0%76.8%86.4%44.8%0.0%0.0%-61.1%00-20.0024.37N/AN/A502320
2023-12-19$4.20$25.00272.2%78.0%86.4%45.8%0.0%0.0%-63.5%00-20.0023.39N/AN/A402340
2023-12-20$4.20$25.00276.5%79.3%86.4%46.9%0.0%0.0%-65.7%00-20.0023.39N/AN/A502370
2023-12-21$4.50$25.00284.2%81.5%88.3%48.8%0.0%0.0%-65.5%00-20.0012.82N/AN/A1402420
2023-12-22$4.50$25.00289.2%82.9%88.3%50.0%0.0%0.0%-28.1%00-30.0028.54N/AN/A2102510
2023-12-26$4.30$25.00309.6%88.8%89.5%55.0%0.0%0.0%-82.7%00-30.0019.89N/AN/A202720
2023-12-27$4.10$25.00313.8%90.0%92.2%56.0%0.0%0.0%-89.0%00-30.0015.47N/AN/A002730
2023-12-28$4.10$25.00364.9%104.6%87.5%68.5%0.0%0.0%0.0%00-30.0022.88N/AN/A002730
2023-12-29$4.20$25.00379.9%108.9%87.6%72.2%0.0%0.0%0.0%00-30.0022.88N/AN/A102730