CTRM Options History — April 2024

In April 2024, CTRM traded between $3.16 and $3.81. ATM implied volatility averaged 165.2%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 42.0%. IV traded above realized volatility by 111.9% (HV 20d: 53.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 11.29.

Notable Days

  • 2024-04-17: Highest Volume — 992 contracts
  • 2024-04-29: Largest IV spike — 69.4% change
  • 2024-04-08: Highest IV Rank — 24.7%
  • 2024-04-02: Largest Expected Move — 69.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.49$3.16$3.81$3.54$3.16
Max Pain$3.86$2.50$5.00$2.50$5.00
ATM IV165.2%89.0%254.2%174.7%187.8%
Expected Move42.0%25.5%69.7%50.1%53.8%
HV 20d53.3%33.9%60.7%55.2%33.9%
HV 60d51.8%48.3%55.0%54.7%48.3%
IV Rank14.1%5.1%24.7%15.3%16.8%
IV Percentile7.2%0.8%32.5%3.6%8.7%
Term Structure-36.4%-162.0%164.8%-39.7%-58.7%
VWIV159.2%89.9%249.6%249.6%171.0%
Bid-Ask Spread %113.2296.37125.88113.95112.08
Gamma HHI0.850.620.990.790.89
Net GEX-180-1.3K99431-994
Net DEX24.5K-71.7K148.3K-5.0K110.3K
Net VEX-794-1.6K-6-6-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.290.00197.400.034.20
Total Volume114.50992390
Total OI1,203.909252,384252,261

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$3.54$2.50174.7%50.1%55.2%15.3%0.0%0.0%-39.7%31-5.0K-60.03113.95N/AN/A381232
2024-04-02$3.64$2.50243.2%69.7%56.8%23.4%249.6%0.0%-162.0%158-8.0K-210.00120.11N/AN/A110612
2024-04-03$3.81$2.50176.7%50.7%60.0%15.5%206.6%0.0%-117.2%198-9.9K-240.00125.88N/AN/A330622
2024-04-04$3.67$2.50225.6%34.9%60.7%21.3%0.0%0.0%-27.5%234-9.5K-260.00117.16N/AN/A20832
2024-04-05$3.67$2.50200.3%35.3%59.7%18.3%111.8%0.0%-28.3%225-11.4K-310.00112.19N/AN/A90952
2024-04-08$3.69$2.50254.2%36.4%59.7%24.7%162.7%0.0%-29.8%187-14.3K-360.00113.49N/AN/A110952
2024-04-09$3.63$2.50233.1%37.8%59.5%22.2%114.4%0.0%-33.9%254-11.5K-330.00109.81N/AN/A2201062
2024-04-10$3.59$2.50135.6%38.9%58.4%10.6%0.0%0.0%-6.3%287-12.3K-350.20123.09N/AN/A5691141242
2024-04-11$3.58$2.5089.0%25.5%58.3%5.1%139.3%0.0%-28.1%994-57.4K-7260.00110.80N/AN/A500682276
2024-04-12$3.69$2.50133.9%38.4%59.9%10.4%129.1%0.0%-33.5%976-71.7K-7961.70116.47N/AN/A88150686276
2024-04-15$3.56$5.00147.4%42.3%60.7%12.0%130.0%0.0%-44.8%781-35.5K-7970.0496.37N/AN/A261770425
2024-04-16$3.60$5.00147.6%42.3%59.3%12.0%178.9%0.0%-43.9%506-63.8K-8520.00115.62N/AN/A450791426
2024-04-17$3.54$5.00144.4%41.4%59.4%11.7%153.3%0.0%-45.2%644-44.9K-798197.40109.90N/AN/A5987836426
2024-04-18$3.42$5.00157.9%45.3%60.1%13.3%0.0%0.0%164.8%-1.0K57.8K-1.6K32.50107.56N/AN/A41308371,413
2024-04-19$3.42$5.00192.9%55.3%60.1%17.4%174.3%0.0%-60.8%-1.1K88.5K-1.6K0.00110.51N/AN/A9708411,543
2024-04-22$3.30$5.00133.0%38.1%60.6%10.3%225.2%0.0%-16.4%-1.0K80.6K-1.5K0.32124.00N/AN/A31107741,413
2024-04-23$3.28$5.00106.9%30.6%39.1%7.2%133.3%0.0%-41.0%-1.1K114.2K-1.5K0.00110.26N/AN/A1108051,423
2024-04-24$3.28$5.00144.5%41.4%39.1%11.7%89.9%0.0%8.0%-1.1K110.0K-1.5K0.00113.16N/AN/A108161,423
2024-04-25$3.24$5.00103.2%29.6%38.5%6.7%0.0%0.0%-43.8%-94090.9K-1.4K0.8099.20N/AN/A25208161,386
2024-04-26$3.23$5.00112.0%32.1%37.2%7.8%178.2%0.0%-46.8%-1.3K148.3K-1.3K0.00115.48N/AN/A208411,396
2024-04-29$3.23$5.00189.6%54.4%35.6%17.0%171.0%0.0%-66.4%-84993.3K-1.5K4.20113.72N/AN/A5218431,396
2024-04-30$3.16$5.00187.8%53.8%33.9%16.8%0.0%0.0%-58.7%-994110.3K-1.4K0.00112.08N/AN/A008441,417