CTRM Options History — August 2024

In August 2024, CTRM traded between $4.54 and $5.26. ATM implied volatility averaged 100.4%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 27.2%. IV traded above realized volatility by 39.6% (HV 20d: 60.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 10.27.

Notable Days

  • 2024-08-29: Highest Volume — 132 contracts
  • 2024-08-21: Largest IV spike — 118.5% change
  • 2024-08-07: Highest IV Rank — 21.1%
  • 2024-08-06: Largest Expected Move — 44.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.86$4.54$5.26$5.26$4.54
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV100.4%32.0%223.9%140.5%127.3%
Expected Move27.2%9.2%44.9%40.3%36.5%
HV 20d60.8%49.2%65.0%49.8%55.7%
HV 60d64.9%57.7%70.7%68.8%57.8%
IV Rank7.2%0.0%21.1%11.2%11.1%
IV Percentile12.8%0.0%36.9%19.0%24.2%
Term Structure27.7%-100.5%135.9%-100.5%-7.6%
VWIV100.8%56.3%234.9%140.5%99.2%
Bid-Ask Spread %117.4461.35166.77124.56129.51
Gamma HHI0.470.340.680.420.68
Net GEX-149-2.1K683-786155
Net DEX-13.4K-91.2K63.7K-69.0K46.6K
Net VEX-1.1K-1.4K-886-1.3K-929
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.270.00131.000.2570.00
Total Volume23.6821132571
Total OI2,190.5912,1262,3392,1262,339

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$5.26$5.00140.5%40.3%49.8%11.2%140.5%0.0%-100.5%-786-69.0K-1.3K0.25124.56N/AN/A418151,311
2024-08-02$4.95$5.00102.7%29.4%49.2%6.7%101.2%0.0%-34.0%-210-28.0K-1.3K0.0099.63N/AN/A048181,311
2024-08-05$4.60$5.00161.8%29.5%55.7%13.7%102.9%0.0%93.3%-2.1K63.7K-1.1K0.00145.64N/AN/A2308181,311
2024-08-06$4.75$5.00124.1%44.9%56.3%9.2%161.8%0.0%42.7%-1.0K30.1K-8860.25151.42N/AN/A828231,311
2024-08-07$4.63$5.00223.9%41.8%57.1%21.1%234.9%0.0%87.9%-1.1K21.9K-1.2K0.00130.08N/AN/A0528261,313
2024-08-08$4.99$5.00104.5%30.3%62.6%6.9%121.2%0.0%108.9%-707-17.4K-1.0K0.07115.70N/AN/A1418261,361
2024-08-09$4.94$5.00109.5%27.9%62.8%7.5%61.1%0.0%32.6%-551-46.0K-1.4K0.00166.77N/AN/A408311,361
2024-08-12$5.19$5.0080.1%23.7%64.8%4.0%65.5%0.0%25.3%-366-91.2K-1.4K1.67133.37N/AN/A358351,361
2024-08-13$5.12$5.00119.2%30.7%62.7%8.7%0.0%0.0%20.1%27-39.1K-1.2K0.00112.03N/AN/A108361,361
2024-08-14$4.95$5.0068.1%19.5%63.9%2.6%0.0%0.0%-49.0%441-16.1K-1.2K0.00127.33N/AN/A408371,361
2024-08-15$4.79$5.0070.8%20.3%64.0%2.9%70.3%0.0%7.9%-183-24.7K-1.3K1.33116.01N/AN/A688351,361
2024-08-16$4.69$5.00104.6%30.0%64.5%6.9%104.6%0.0%14.5%-32619-1.1K0.33131.44N/AN/A1248401,363
2024-08-19$4.81$5.0032.0%9.2%62.9%0.0%57.1%0.0%28.0%32621.0K-1.1K0.00101.47N/AN/A7308011,353
2024-08-20$5.03$5.0055.8%16.0%64.3%2.8%56.3%0.0%14.0%-27-56.7K-1.2K0.07102.90N/AN/A4638271,353
2024-08-21$5.00$5.00121.8%34.9%63.9%10.5%101.7%0.0%-2.3%566-40.6K-1.2K0.0089.80N/AN/A408541,353
2024-08-22$4.86$5.0083.3%23.9%64.8%6.0%0.0%0.0%8.4%-88-26.4K-1.2K0.33115.23N/AN/A318541,353
2024-08-23$4.83$5.0054.6%15.7%64.8%2.6%63.4%0.0%135.9%5110.5K-9230.0095.21N/AN/A408571,354
2024-08-26$4.92$5.0063.8%18.3%65.0%3.7%0.0%0.0%53.7%683-33.6K-1.1K0.00116.17N/AN/A208591,354
2024-08-27$4.82$5.0068.5%19.6%64.4%4.3%70.9%0.0%60.8%613-8.7K-1.1K0.0061.35N/AN/A208591,354
2024-08-28$4.69$5.0070.3%20.1%59.1%4.5%99.2%0.0%64.5%589-1.2K-1.1K0.00100.19N/AN/A2408611,354
2024-08-29$4.57$5.00121.7%34.9%59.2%10.5%0.0%0.0%3.3%4539.7K-999131.00117.84N/AN/A11318761,352
2024-08-30$4.54$5.00127.3%36.5%55.7%11.1%0.0%0.0%-7.6%15546.6K-92970.00129.51N/AN/A1708771,462