CTRM Options History — February 2024

In February 2024, CTRM traded between $4.00 and $4.90. ATM implied volatility averaged 305.5%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 84.9%. IV traded above realized volatility by 256.0% (HV 20d: 49.5%). 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

2024-02-28: Highest Volume — 3 contracts
2024-02-02: Largest IV drop — 38.6% change
2024-02-01: Highest IV Rank — 82.6%
2024-02-29: Largest Expected Move — 114.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.46	$4.00	$4.90	$4.80	$4.50
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	305.5%	252.5%	422.6%	422.6%	400.1%
Expected Move	84.9%	67.7%	114.7%	67.7%	114.7%
HV 20d	49.5%	31.1%	57.3%	57.3%	53.9%
HV 60d	81.1%	78.7%	84.7%	83.7%	80.2%
IV Rank	52.5%	41.0%	82.6%	82.6%	75.7%
IV Percentile	61.3%	41.3%	92.1%	92.1%	89.7%
Term Structure	-72.0%	-106.8%	-46.5%	-46.5%	-104.2%
VWIV	289.0%	289.0%	289.0%	289.0%	289.0%
Bid-Ask Spread %	81.84	21.98	95.43	86.65	65.75
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	0	0	0	0	0
Net DEX	49	0	132	0	45
Net VEX	-1	-1	-1	-1	-1
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.05	0.00	0.00
Total Volume	0.45	0	3	1	0
Total OI	75.05	72	79	72	79

Daily Data (20 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
2024-02-01	$4.80	$25.00	422.6%	67.7%	57.3%	82.6%	0.0%	0.0%	-46.5%	0	-1	0.00	86.65	N/A	N/A	1	72
2024-02-02	$4.90	$25.00	259.6%	74.4%	54.0%	42.7%	0.0%	0.0%	-47.2%	0	-1	0.00	95.43	N/A	N/A	0	73
2024-02-05	$4.80	$25.00	268.8%	77.1%	54.0%	45.0%	0.0%	0.0%	-52.0%	0	-1	0.00	95.18	N/A	N/A	0	73
2024-02-06	$4.70	$25.00	271.9%	77.9%	53.5%	45.7%	0.0%	0.0%	-54.2%	47	-1	0.00	95.18	N/A	N/A	0	73
2024-02-07	$4.50	$25.00	252.5%	72.4%	52.6%	41.0%	0.0%	0.0%	-57.4%	45	-1	0.00	67.01	N/A	N/A	0	74
2024-02-08	$4.50	$25.00	255.8%	73.3%	49.7%	41.8%	0.0%	0.0%	-59.2%	45	-1	0.00	94.99	N/A	N/A	0	74
2024-02-09	$4.50	$25.00	259.4%	74.4%	48.3%	42.7%	0.0%	0.0%	-61.0%	90	-1	0.00	94.03	N/A	N/A	0	74
2024-02-12	$4.40	$25.00	270.1%	77.4%	47.7%	45.3%	0.0%	0.0%	-68.3%	88	-1	0.00	94.88	N/A	N/A	2	74
2024-02-13	$4.40	$25.00	274.3%	78.6%	47.6%	43.7%	0.0%	0.0%	-70.6%	88	-1	0.00	94.29	N/A	N/A	0	75
2024-02-14	$4.40	$25.00	278.8%	79.9%	47.6%	44.8%	0.0%	0.0%	-73.1%	88	-1	0.05	94.03	N/A	N/A	2	75
2024-02-15	$4.40	$25.00	283.4%	81.2%	47.3%	46.0%	0.0%	0.0%	-75.8%	132	-1	0.00	67.54	N/A	N/A	0	77
2024-02-16	$4.30	$25.00	287.3%	82.4%	42.8%	47.0%	0.0%	0.0%	-79.8%	129	-1	0.00	94.60	N/A	N/A	0	77
2024-02-20	$4.20	$25.00	308.8%	88.5%	43.3%	52.5%	0.0%	0.0%	-95.0%	0	-1	0.00	94.60	N/A	N/A	0	75
2024-02-21	$4.10	$25.00	314.1%	90.0%	40.0%	53.4%	0.0%	0.0%	-100.6%	0	-1	0.00	94.60	N/A	N/A	1	75
2024-02-22	$4.00	$25.00	284.9%	81.7%	31.1%	45.7%	289.0%	0.0%	-106.8%	0	-1	0.00	90.92	N/A	N/A	0	76
2024-02-23	$4.50	$25.00	303.8%	87.1%	55.7%	50.6%	0.0%	0.0%	-104.2%	45	-1	0.00	63.63	N/A	N/A	0	76
2024-02-26	$4.40	$25.00	358.3%	102.7%	55.7%	64.8%	0.0%	0.0%	0.0%	44	-1	0.00	65.03	N/A	N/A	0	76
2024-02-27	$4.50	$25.00	376.4%	107.9%	54.2%	69.5%	0.0%	0.0%	0.0%	45	-1	0.00	21.98	N/A	N/A	0	76
2024-02-28	$4.40	$25.00	379.5%	108.8%	53.2%	70.3%	0.0%	0.0%	0.0%	44	-1	0.00	66.48	N/A	N/A	3	77
2024-02-29	$4.50	$25.00	400.1%	114.7%	53.9%	75.7%	0.0%	0.0%	0.0%	45	-1	0.00	65.75	N/A	N/A	0	79