CTRM Options History — May 2024

In May 2024, CTRM traded between $3.08 and $4.63. ATM implied volatility averaged 183.8%, placing in the 16.3% IV rank vs the trailing year. The 30-day expected move averaged 40.3%. IV traded above realized volatility by 126.6% (HV 20d: 57.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 2.54.

Notable Days

  • 2024-05-16: Highest Volume — 378 contracts
  • 2024-05-31: Largest IV spike — 191.3% change
  • 2024-05-09: Highest IV Rank — 35.3%
  • 2024-05-02: Largest Expected Move — 76.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.81$3.08$4.63$3.08$4.61
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV183.8%50.5%343.4%192.4%147.1%
Expected Move40.3%14.5%76.2%55.2%42.2%
HV 20d57.2%27.8%85.8%28.2%85.8%
HV 60d55.6%48.0%65.2%48.3%65.0%
IV Rank16.3%0.5%35.3%17.4%12.0%
IV Percentile18.8%0.8%73.0%10.3%7.5%
Term Structure-13.1%-81.8%73.3%-70.3%50.0%
VWIV134.7%67.0%206.4%196.7%131.3%
Bid-Ask Spread %130.70102.35155.47113.06119.43
Gamma HHI0.680.490.960.910.55
Net GEX-662-1.9K1.7K-1.3K1.5K
Net DEX72.9K-53.5K194.7K158.1K-42.6K
Net VEX-1.4K-1.9K-209-1.2K-1.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.540.0032.000.005.50
Total Volume55.5451378113
Total OI2,458.4092,2612,8092,2612,676

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$3.08$5.00192.4%55.2%28.2%17.4%196.7%0.0%-70.3%-1.3K158.1K-1.2K0.00113.06N/AN/A108441,417
2024-05-02$3.13$5.00265.9%76.2%27.8%26.1%197.9%0.0%-75.4%-1.0K120.0K-1.4K3.33123.99N/AN/A3108441,417
2024-05-03$3.16$5.00194.0%55.6%28.4%17.6%201.6%0.0%-59.4%-958101.3K-1.5K0.00131.16N/AN/A1708461,427
2024-05-06$3.21$5.00222.3%43.4%29.2%20.9%0.0%0.0%-13.1%-92269.8K-1.4K0.91147.30N/AN/A11108571,427
2024-05-07$3.48$5.00172.1%41.8%42.4%14.9%67.0%0.0%-25.3%-405194.7K-2090.00155.47N/AN/A5908631,437
2024-05-08$3.60$5.00273.9%35.5%44.1%27.1%0.0%0.0%-21.1%-73440.1K-1.6K0.00140.22N/AN/A409061,437
2024-05-09$3.50$5.00343.4%38.3%45.3%35.3%0.0%0.0%20.7%-1.1K106.3K-1.4K0.04147.72N/AN/A2419101,437
2024-05-10$3.59$5.00240.2%27.8%44.8%23.0%0.0%0.0%-22.6%-761123.9K-1.3K0.00142.57N/AN/A409061,438
2024-05-13$3.83$5.00275.2%30.3%48.6%27.2%0.0%0.0%-21.7%-1.1K48.6K-1.6K0.00155.03N/AN/A4509091,438
2024-05-14$3.75$5.00334.2%44.0%49.3%34.2%68.6%0.0%-33.6%-1.1K81.1K-1.5K0.00145.93N/AN/A3109371,438
2024-05-15$3.56$5.00104.1%29.8%52.6%6.9%0.0%0.0%-28.9%-1.1K108.9K-1.4K32.00142.34N/AN/A41289581,438
2024-05-16$4.04$5.00102.8%29.5%67.4%6.7%117.9%0.0%3.2%-1.7K82.5K-1.2K0.11116.58N/AN/A342369621,528
2024-05-17$4.09$5.00233.3%66.9%67.4%22.2%206.4%0.0%-81.8%-1.2K72.2K-1.5K0.23119.27N/AN/A75171,2451,564
2024-05-20$3.95$5.0081.7%23.4%67.3%4.2%67.0%0.0%73.3%873.1K-1.4K0.08135.96N/AN/A144121,0381,384
2024-05-21$4.03$5.00167.4%48.0%67.1%14.4%149.5%0.0%-24.8%-1.4K68.9K-1.5K0.16114.68N/AN/A63101,1561,396
2024-05-22$3.91$5.0070.6%20.2%68.6%2.9%0.0%0.0%27.4%-1.9K100.5K-1.2K5.00151.98N/AN/A2101,1561,406
2024-05-23$3.80$5.00141.5%40.6%69.5%11.3%141.5%0.0%2.1%-1.2K129.9K-1.1K0.20120.78N/AN/A1531,1581,416
2024-05-24$3.94$5.00135.2%38.8%70.1%10.6%0.0%0.0%-39.7%-1.3K87.9K-1.4K0.00120.26N/AN/A0221,1431,419
2024-05-28$4.54$5.00106.2%30.5%84.1%7.1%106.5%0.0%26.6%407-28.2K-1.5K0.06116.95N/AN/A7751,1431,441
2024-05-29$4.36$5.00189.2%54.2%85.4%17.0%131.3%0.0%-10.8%955-40.7K-1.9K1.71102.35N/AN/A7121,2091,443
2024-05-30$4.63$5.0050.5%14.5%85.3%0.5%102.7%0.0%36.2%1.7K-53.5K-1.8K4.00112.44N/AN/A141,2161,455
2024-05-31$4.61$5.00147.1%42.2%85.8%12.0%131.3%0.0%50.0%1.5K-42.6K-1.8K5.50119.43N/AN/A2111,2171,459