CTRM Options History — September 2024

In September 2024, CTRM traded between $3.95 and $4.58. ATM implied volatility averaged 129.2%, placing in the 11.4% IV rank vs the trailing year. The 30-day expected move averaged 32.1%. IV traded above realized volatility by 88.2% (HV 20d: 41.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.23.

Notable Days

2024-09-30: Highest Volume — 72 contracts
2024-09-30: Largest IV spike — 150.9% change
2024-09-10: Highest IV Rank — 25.9%
2024-09-30: Largest Expected Move — 60.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.28	$3.95	$4.58	$4.48	$4.19
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	129.2%	59.5%	253.2%	159.5%	211.3%
Expected Move	32.1%	17.0%	60.6%	45.7%	60.6%
HV 20d	41.0%	33.8%	50.7%	49.6%	42.2%
HV 60d	53.2%	49.0%	58.3%	57.8%	49.0%
IV Rank	11.4%	3.2%	25.9%	14.9%	21.0%
IV Percentile	24.1%	3.6%	54.4%	30.2%	46.0%
Term Structure	14.6%	-74.8%	101.6%	58.2%	-27.1%
VWIV	127.4%	72.1%	326.7%	111.2%	176.4%
Bid-Ask Spread %	117.51	70.34	144.44	103.84	102.24
Gamma HHI	0.63	0.42	0.92	0.65	0.77
Net GEX	-143	-787	398	208	-326
Net DEX	126.8K	46.2K	240.7K	55.7K	221.8K
Net VEX	-632	-945	-195	-816	-277
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	2.79	0.00	2.79
Total Volume	16.25	0	72	2	72
Total OI	2,348.25	2,135	2,465	2,395	2,169

Daily Data (20 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
2024-09-03	$4.48	$5.00	159.5%	45.7%	49.6%	14.9%	111.2%	0.0%	58.2%	208	55.7K	-816	0.00	103.84	N/A	N/A	2	0	878	1,517
2024-09-04	$4.38	$5.00	138.8%	39.8%	48.5%	12.5%	0.0%	0.0%	-21.9%	-12	87.1K	-825	0.00	137.79	N/A	N/A	0	0	879	1,517
2024-09-05	$4.58	$5.00	105.2%	21.5%	50.7%	8.5%	74.9%	0.0%	38.1%	398	46.2K	-945	0.00	144.44	N/A	N/A	1	0	879	1,517
2024-09-06	$4.44	$5.00	133.2%	24.0%	43.2%	11.8%	78.9%	0.0%	72.1%	243	83.7K	-818	0.97	133.19	N/A	N/A	30	29	880	1,517
2024-09-09	$4.42	$5.00	194.3%	26.5%	43.2%	19.0%	0.0%	0.0%	-17.1%	-401	69.8K	-888	0.00	121.75	N/A	N/A	17	0	910	1,517
2024-09-10	$4.52	$5.00	253.2%	25.0%	39.6%	25.9%	0.0%	0.0%	34.2%	328	86.5K	-819	0.00	131.09	N/A	N/A	1	0	913	1,517
2024-09-11	$4.43	$5.00	86.7%	24.9%	39.8%	6.4%	0.0%	0.0%	-11.7%	-99	88.2K	-820	0.13	130.63	N/A	N/A	8	1	913	1,517
2024-09-12	$4.45	$5.00	90.0%	25.8%	38.7%	6.8%	0.0%	0.0%	39.1%	-287	89.9K	-800	0.06	129.53	N/A	N/A	17	1	919	1,517
2024-09-13	$4.30	$5.00	92.2%	26.4%	38.8%	7.0%	0.0%	0.0%	67.8%	16	71.1K	-763	0.00	129.53	N/A	N/A	5	0	921	1,518
2024-09-16	$4.20	$5.00	73.9%	21.2%	39.0%	4.9%	0.0%	0.0%	77.8%	-166	91.3K	-757	0.00	123.53	N/A	N/A	2	0	926	1,518
2024-09-17	$4.28	$5.00	76.6%	22.0%	38.4%	5.2%	79.4%	0.0%	46.6%	-295	138.0K	-633	0.00	119.90	N/A	N/A	25	0	925	1,518
2024-09-18	$4.18	$5.00	59.5%	17.0%	33.8%	3.2%	72.1%	0.0%	101.6%	278	160.2K	-481	0.00	109.41	N/A	N/A	1	0	945	1,518
2024-09-19	$4.33	$5.00	65.9%	18.9%	37.3%	4.0%	326.7%	0.0%	12.9%	-169	132.1K	-689	0.20	114.46	N/A	N/A	5	1	945	1,518
2024-09-20	$4.14	$5.00	138.7%	39.8%	39.0%	12.5%	126.6%	0.0%	-46.8%	-787	91.3K	-691	0.18	131.47	N/A	N/A	17	3	946	1,519
2024-09-23	$4.10	$5.00	184.7%	53.0%	39.0%	17.9%	104.7%	0.0%	-21.1%	-342	216.4K	-282	0.00	95.19	N/A	N/A	29	0	835	1,300
2024-09-24	$4.11	$5.00	89.0%	25.5%	37.9%	6.7%	84.7%	0.0%	1.0%	-614	240.7K	-236	0.15	116.04	N/A	N/A	27	4	841	1,300
2024-09-25	$3.95	$5.00	156.2%	44.8%	39.3%	14.5%	148.8%	0.0%	-74.8%	-397	233.3K	-195	0.00	98.71	N/A	N/A	17	0	863	1,300
2024-09-26	$4.07	$5.00	191.6%	54.9%	41.2%	18.7%	144.9%	0.0%	-55.0%	-430	221.9K	-278	0.00	107.13	N/A	N/A	6	0	868	1,300
2024-09-27	$4.08	$5.00	84.2%	24.1%	40.7%	6.1%	0.0%	0.0%	18.7%	4	110.5K	-625	0.00	70.34	N/A	N/A	4	0	865	1,300
2024-09-30	$4.19	$5.00	211.3%	60.6%	42.2%	21.0%	176.4%	0.0%	-27.1%	-326	221.8K	-277	2.79	102.24	N/A	N/A	19	53	869	1,300