CTRM Options History — January 2024

In January 2024, CTRM traded between $4.60 and $6.00. ATM implied volatility averaged 304.6%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 86.6%. IV traded above realized volatility by 208.1% (HV 20d: 96.5%). 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 1 of 21 days. Put/call ratio averaged 0.02.

Notable Days

2024-01-29: Highest Volume — 8 contracts
2024-01-03: Largest IV drop — 29.3% change
2024-01-31: Highest IV Rank — 96.1%
2024-01-31: Largest Expected Move — 137.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.16	$4.60	$6.00	$4.90	$4.90
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	304.6%	240.8%	477.9%	373.1%	477.9%
Expected Move	86.6%	68.8%	137.0%	107.0%	137.0%
HV 20d	96.5%	80.4%	101.4%	100.3%	80.4%
HV 60d	84.6%	83.0%	86.2%	83.2%	83.6%
IV Rank	53.7%	38.1%	96.1%	70.5%	96.1%
IV Percentile	64.3%	39.7%	98.4%	83.7%	98.4%
Term Structure	-66.4%	-109.0%	176.2%	-109.0%	-107.6%
VWIV	463.9%	463.9%	463.9%	463.9%	463.9%
Bid-Ask Spread %	55.80	14.49	75.63	22.44	68.85
Net GEX	0	0	0	0	0
Net DEX	30	0	60	0	0
Net VEX	-2	-3	-1	-3	-1
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.29	0.03	0.00
Total Volume	1.333	0	8	3	0
Total OI	201.238	60	290	274	72

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2024-01-02	$4.90	$25.00	373.1%	107.0%	100.3%	70.5%	463.9%	0.0%	-109.0%	0	-3	0.03	22.44	N/A	N/A	3	274
2024-01-03	$5.70	$25.00	263.9%	75.7%	99.7%	43.8%	0.0%	0.0%	-105.0%	57	-3	0.29	14.49	N/A	N/A	1	278
2024-01-04	$6.00	$25.00	263.3%	68.8%	100.3%	43.6%	0.0%	0.0%	-33.3%	60	-3	0.00	75.63	N/A	N/A	5	278
2024-01-05	$6.00	$25.00	272.6%	69.6%	99.4%	45.9%	0.0%	0.0%	-58.0%	60	-3	0.00	27.50	N/A	N/A	2	283
2024-01-08	$5.80	$25.00	251.3%	72.1%	98.0%	40.7%	0.0%	0.0%	-64.0%	58	-3	0.00	26.88	N/A	N/A	2	284
2024-01-09	$5.50	$25.00	253.8%	72.8%	101.4%	41.3%	0.0%	0.0%	-42.5%	55	-3	0.00	70.16	N/A	N/A	1	286
2024-01-10	$5.20	$25.00	255.9%	73.4%	98.9%	41.8%	0.0%	0.0%	-72.5%	52	-3	0.00	15.89	N/A	N/A	1	288
2024-01-11	$5.00	$25.00	281.6%	80.7%	95.4%	48.1%	0.0%	0.0%	-94.6%	50	-3	0.00	69.24	N/A	N/A	0	289
2024-01-12	$5.10	$25.00	262.6%	75.3%	94.6%	43.5%	0.0%	0.0%	-77.5%	51	-3	0.00	69.24	N/A	N/A	0	289
2024-01-16	$5.00	$25.00	278.2%	79.8%	95.2%	47.3%	0.0%	0.0%	-88.1%	50	-3	0.00	68.46	N/A	N/A	1	289
2024-01-17	$5.00	$25.00	282.7%	81.1%	94.2%	48.4%	0.0%	0.0%	-91.0%	50	-3	0.00	67.09	N/A	N/A	0	290
2024-01-18	$4.90	$25.00	240.8%	69.0%	94.7%	38.1%	0.0%	0.0%	-62.0%	49	-3	0.00	67.67	N/A	N/A	0	290
2024-01-19	$4.60	$25.00	289.8%	83.1%	98.0%	50.1%	0.0%	0.0%	176.2%	46	-3	0.00	30.28	N/A	N/A	0	290
2024-01-22	$4.60	$25.00	306.4%	87.8%	98.0%	54.2%	0.0%	0.0%	-76.0%	0	-1	0.00	68.42	N/A	N/A	0	60
2024-01-23	$4.80	$25.00	314.1%	90.1%	96.1%	56.1%	0.0%	0.0%	-77.3%	0	-1	0.00	68.81	N/A	N/A	0	61
2024-01-24	$5.10	$25.00	322.6%	92.5%	98.2%	58.2%	0.0%	0.0%	-77.9%	0	-1	0.00	68.10	N/A	N/A	4	61
2024-01-25	$5.10	$25.00	329.8%	94.5%	96.3%	59.9%	0.0%	0.0%	-81.6%	0	-1	0.00	68.85	N/A	N/A	0	64
2024-01-26	$5.00	$25.00	336.9%	96.6%	94.7%	61.7%	0.0%	0.0%	-86.8%	0	-1	0.00	68.85	N/A	N/A	0	64
2024-01-29	$5.20	$25.00	364.6%	104.5%	95.2%	68.4%	0.0%	0.0%	-99.1%	0	-1	0.00	67.12	N/A	N/A	8	64
2024-01-30	$5.00	$25.00	373.9%	107.2%	96.7%	70.7%	0.0%	0.0%	-107.6%	0	-1	0.00	67.88	N/A	N/A	0	72
2024-01-31	$4.90	$25.00	477.9%	137.0%	80.4%	96.1%	0.0%	0.0%	0.0%	0	-1	0.00	68.85	N/A	N/A	0	72