CTRM Options History — June 2024

In June 2024, CTRM traded between $4.08 and $4.95. ATM implied volatility averaged 114.7%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 30.9%. IV traded above realized volatility by 34.6% (HV 20d: 80.1%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 1.53.

Notable Days

2024-06-06: Highest Volume — 93 contracts
2024-06-10: Largest IV spike — 100.7% change
2024-06-11: Highest IV Rank — 20.4%
2024-06-05: Largest Expected Move — 49.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.64	$4.08	$4.95	$4.62	$4.62
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	114.7%	50.0%	218.0%	115.6%	89.5%
Expected Move	30.9%	14.3%	49.6%	33.1%	25.7%
HV 20d	80.1%	62.8%	86.7%	85.9%	62.8%
HV 60d	66.1%	64.8%	71.5%	64.9%	65.5%
IV Rank	8.1%	0.4%	20.4%	8.2%	5.1%
IV Percentile	6.5%	0.8%	20.6%	4.8%	4.0%
Term Structure	26.3%	-75.8%	91.7%	30.8%	20.0%
VWIV	104.2%	82.4%	128.8%	115.6%	114.1%
Bid-Ask Spread %	108.78	85.32	127.26	102.52	92.39
Gamma HHI	0.49	0.40	0.61	0.54	0.52
Net GEX	-338	-1.7K	2.4K	1.4K	-1.1K
Net DEX	18.5K	-112.1K	192.8K	-53.7K	69.9K
Net VEX	-1.7K	-2.0K	-1.2K	-1.8K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.53	0.00	15.00	15.00	0.00
Total Volume	32	0	93	48	0
Total OI	2,784.895	2,440	3,032	2,685	2,457

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$4.62	$5.00	115.6%	33.1%	85.9%	8.2%	115.6%	0.0%	30.8%	1.4K	-53.7K	-1.8K	15.00	102.52	N/A	N/A	3	45	1,215	1,470
2024-06-04	$4.56	$5.00	90.3%	25.9%	86.7%	5.2%	90.3%	0.0%	27.9%	1.6K	-25.1K	-1.8K	0.35	104.86	N/A	N/A	23	8	1,218	1,515
2024-06-05	$4.73	$5.00	173.0%	49.6%	83.8%	15.1%	106.8%	0.0%	-4.1%	-331	-55.2K	-1.5K	0.27	106.43	N/A	N/A	41	11	1,239	1,522
2024-06-06	$4.79	$5.00	99.8%	15.8%	83.5%	6.3%	100.3%	0.0%	43.0%	2.2K	-75.7K	-1.9K	1.02	127.26	N/A	N/A	46	47	1,257	1,531
2024-06-07	$4.57	$5.00	98.1%	35.8%	85.0%	6.1%	110.2%	0.0%	-10.7%	1.6K	-45.6K	-2.0K	4.54	106.32	N/A	N/A	13	59	1,307	1,578
2024-06-10	$4.57	$5.00	196.8%	45.8%	85.0%	17.9%	0.0%	0.0%	66.1%	238	32.5K	-1.6K	1.11	121.69	N/A	N/A	9	10	1,300	1,637
2024-06-11	$4.53	$5.00	218.0%	40.5%	82.9%	20.4%	103.5%	0.0%	21.4%	-1.5K	98.5K	-1.7K	0.48	121.90	N/A	N/A	23	11	1,301	1,647
2024-06-12	$4.47	$5.00	92.1%	26.4%	82.6%	5.4%	0.0%	0.0%	69.7%	142	41.1K	-1.4K	4.60	125.20	N/A	N/A	5	23	1,305	1,658
2024-06-13	$4.26	$5.00	103.6%	29.7%	82.2%	6.8%	99.5%	0.0%	57.4%	-1.7K	162.1K	-1.4K	0.00	108.03	N/A	N/A	44	0	1,309	1,679
2024-06-14	$4.08	$5.00	169.7%	48.6%	71.4%	14.7%	112.9%	0.0%	19.4%	-1.6K	192.8K	-1.3K	0.00	111.98	N/A	N/A	22	0	1,353	1,679
2024-06-17	$4.65	$5.00	96.9%	27.8%	85.1%	6.0%	96.9%	0.0%	50.9%	-1.4K	69.7K	-1.6K	0.00	115.94	N/A	N/A	36	0	1,375	1,574
2024-06-18	$4.65	$5.00	140.9%	40.4%	83.8%	11.2%	128.8%	0.0%	-16.8%	2.4K	-112.1K	-2.0K	0.00	112.79	N/A	N/A	34	0	1,417	1,574
2024-06-20	$4.83	$5.00	51.3%	14.7%	84.3%	0.6%	82.4%	0.0%	-75.8%	-796	14.6K	-1.8K	0.00	120.71	N/A	N/A	3	0	1,420	1,574
2024-06-21	$4.82	$5.00	59.6%	17.1%	83.2%	1.6%	95.6%	0.0%	-0.8%	-1.6K	8.6K	-1.8K	0.19	107.88	N/A	N/A	21	4	1,425	1,574
2024-06-24	$4.84	$5.00	50.0%	14.3%	81.9%	0.4%	107.3%	0.0%	51.1%	-1.5K	1.1K	-1.8K	0.00	90.73	N/A	N/A	29	0	884	1,556
2024-06-25	$4.88	$5.00	84.4%	24.2%	81.5%	4.5%	85.2%	0.0%	91.7%	-1.3K	-605	-1.5K	0.07	115.95	N/A	N/A	14	1	893	1,556
2024-06-26	$4.95	$5.00	135.7%	38.9%	65.2%	10.6%	117.5%	0.0%	17.5%	-1.5K	-1.2K	-1.8K	0.00	85.32	N/A	N/A	3	0	900	1,555
2024-06-27	$4.74	$5.00	114.1%	32.7%	65.5%	8.1%	114.1%	0.0%	42.0%	-1.5K	29.0K	-1.7K	0.00	89.00	N/A	N/A	20	0	904	1,555
2024-06-28	$4.62	$5.00	89.5%	25.7%	62.8%	5.1%	0.0%	0.0%	20.0%	-1.1K	69.9K	-1.2K	0.00	92.39	N/A	N/A	0	0	902	1,555