CTRM Options History — July 2024

In July 2024, CTRM traded between $4.43 and $5.38. ATM implied volatility averaged 101.2%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 43.7% (HV 20d: 57.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 0.86.

Notable Days

  • 2024-07-09: Highest Volume — 59 contracts
  • 2024-07-15: Largest IV spike — 118.8% change
  • 2024-07-15: Highest IV Rank — 15.9%
  • 2024-07-15: Largest Expected Move — 51.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.69$4.43$5.38$4.60$5.38
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV101.2%51.2%180.4%126.6%84.9%
Expected Move27.7%14.7%51.7%36.3%24.3%
HV 20d57.5%45.6%69.2%62.8%52.4%
HV 60d67.2%65.0%68.6%65.0%68.6%
IV Rank6.5%0.6%15.9%9.5%4.6%
IV Percentile8.0%1.6%24.2%9.9%7.9%
Term Structure50.4%-54.3%135.9%-5.3%119.6%
VWIV85.1%46.0%155.8%110.8%59.9%
Bid-Ask Spread %119.4974.08156.4674.75105.14
Gamma HHI0.620.380.940.420.75
Net GEX-937-2.0K-280-1.4K-545
Net DEX47.0K-319.1K181.3K59.9K-319.1K
Net VEX-1.1K-1.7K-311-1.2K-311
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.0010.000.000.00
Total Volume16.273059346
Total OI2,327.4552,0222,4932,4572,107

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$4.60$5.00126.6%36.3%62.8%9.5%110.8%0.0%-5.3%-1.4K59.9K-1.2K0.0074.75N/AN/A309021,555
2024-07-02$4.56$5.0092.1%26.4%62.8%5.4%92.1%0.0%36.0%-2.0K60.5K-1.4K0.0079.59N/AN/A109031,555
2024-07-03$4.84$5.0078.4%22.5%66.1%3.8%75.9%0.0%19.1%-97647.7K-1.2K3.3374.08N/AN/A3109021,555
2024-07-05$4.54$5.0080.8%21.4%68.9%4.1%0.0%0.0%92.7%-99858.4K-1.1K0.09156.46N/AN/A1119021,555
2024-07-08$4.43$5.00117.5%28.1%69.2%8.5%126.8%0.0%116.9%-1.9K85.2K-1.1K10.00142.48N/AN/A3309031,555
2024-07-09$4.53$5.00162.8%24.7%67.8%13.8%88.6%0.0%16.5%-1.3K29.1K-1.7K0.31122.14N/AN/A45149111,567
2024-07-10$4.52$5.00172.0%49.3%67.8%14.9%0.0%0.0%-16.3%-1.1K47.9K-1.2K0.00144.65N/AN/A109181,575
2024-07-11$4.48$5.0087.8%25.2%67.8%4.9%87.8%0.0%61.8%-1.0K121.9K-1.0K2.00123.19N/AN/A369181,575
2024-07-12$4.48$5.0082.5%23.6%67.6%4.3%80.3%0.0%71.2%-1.5K79.4K-1.1K1.00122.06N/AN/A339171,569
2024-07-15$4.49$5.00180.4%51.7%65.2%15.9%0.0%0.0%112.1%-829117.6K-9630.00137.88N/AN/A009171,568
2024-07-16$4.74$5.0077.0%22.1%65.3%3.6%0.0%0.0%107.0%-1.2K61.4K-1.1K0.00142.55N/AN/A1409171,568
2024-07-17$4.69$5.0080.8%23.2%46.4%4.1%0.0%0.0%112.7%-600101.6K-1.1K0.00145.12N/AN/A009211,568
2024-07-18$4.54$5.0090.0%25.8%47.9%5.2%0.0%0.0%-20.1%-605181.3K-1.1K0.17150.39N/AN/A619211,568
2024-07-19$4.53$5.0051.2%14.7%45.6%0.6%58.8%0.0%14.3%-71992.9K-9290.00107.78N/AN/A109271,483
2024-07-22$4.75$5.0086.4%24.8%49.0%4.8%86.4%0.0%29.5%-50435.5K-1.2K0.00116.41N/AN/A5207131,309
2024-07-23$4.87$5.0084.8%24.3%49.8%4.6%59.9%0.0%56.0%-52740.7K-1.1K0.10130.37N/AN/A1017431,309
2024-07-24$4.78$5.0083.1%23.8%50.2%4.4%83.1%0.0%135.9%-1.3K62.1K-1.0K0.0090.45N/AN/A2407531,310
2024-07-25$4.77$5.0083.5%23.9%49.8%4.4%155.8%0.0%-54.3%-38251.4K-9770.00122.92N/AN/A1607691,310
2024-07-26$4.81$5.0084.2%24.1%47.5%4.5%84.2%0.0%5.6%-45644.7K-1.0K0.00121.59N/AN/A507801,310
2024-07-29$4.87$5.00173.0%49.6%46.6%15.1%46.0%0.0%84.3%-280-9.2K-1.3K0.00115.12N/AN/A3507851,310
2024-07-30$5.02$5.0065.8%18.8%47.5%2.3%65.7%0.0%12.8%-531-17.0K-1.3K0.11103.76N/AN/A917911,310
2024-07-31$5.38$5.0084.9%24.3%52.4%4.6%59.9%0.0%119.6%-545-319.1K-3110.00105.14N/AN/A4607961,311