CTRM Options History — October 2024

In October 2024, CTRM traded between $3.88 and $4.25. ATM implied volatility averaged 125.3%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 93.3% (HV 20d: 32.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 2.87.

Notable Days

  • 2024-10-30: Highest Volume — 215 contracts
  • 2024-10-16: Largest IV spike — 301.4% change
  • 2024-10-22: Highest IV Rank — 25.9%
  • 2024-10-22: Largest Expected Move — 72.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$4.07$3.88$4.25$4.22$3.88
Max Pain$2.72$2.50$5.00$5.00$2.50
ATM IV125.3%45.5%253.3%84.2%51.2%
Expected Move32.9%13.0%72.6%24.1%14.7%
HV 20d32.0%22.1%42.3%42.3%22.1%
HV 60d45.7%38.4%49.0%48.8%38.4%
IV Rank10.9%1.6%25.9%6.1%2.2%
IV Percentile24.9%0.4%61.5%12.3%3.2%
Term Structure19.9%-21.8%74.9%-16.2%4.3%
VWIV64.0%46.0%84.2%84.2%63.0%
Bid-Ask Spread %123.3954.25153.0154.25117.08
Gamma HHI0.770.440.920.820.92
Net GEX-450-683157-569-613
Net DEX133.4K26.8K249.5K249.5K44.7K
Net VEX-257-644-41-235-185
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.870.0030.002.0030.00
Total Volume26.043021530
Total OI1,556.2614012,3462,234671

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$4.22$5.0084.2%24.1%42.3%6.1%84.2%0.0%-16.2%-569249.5K-2352.0054.25N/AN/A128831,351
2024-10-02$4.25$5.0088.2%25.3%41.8%6.6%84.1%0.0%-9.9%157120.9K-5762.3363.57N/AN/A378841,353
2024-10-03$4.16$2.50150.2%25.9%38.5%13.8%0.0%0.0%18.4%-49776.8K-6440.00153.01N/AN/A078931,358
2024-10-04$4.15$2.50239.8%26.3%37.3%24.3%0.0%0.0%11.1%-504245.1K-2220.01138.28N/AN/A7318931,351
2024-10-07$4.06$2.50178.1%58.0%37.8%17.1%46.0%0.0%74.9%-504243.5K-21311.22142.53N/AN/A91018921,350
2024-10-08$4.11$2.50196.9%40.1%37.1%19.3%0.0%0.0%-0.3%-638242.8K-2370.60132.06N/AN/A538951,446
2024-10-09$4.06$2.50131.7%37.7%36.7%11.7%0.0%0.0%23.2%-556240.3K-2320.00147.27N/AN/A009001,446
2024-10-10$4.00$2.50120.2%34.4%36.8%10.3%0.0%0.0%-21.8%-598245.1K-1951.00129.62N/AN/A229001,446
2024-10-11$4.09$2.50182.4%52.3%36.3%17.6%0.0%0.0%-0.8%-568230.1K-2280.00148.17N/AN/A208981,417
2024-10-14$4.06$2.5069.1%19.8%35.5%4.3%0.0%0.0%69.0%-392208.1K-2610.00119.12N/AN/A508991,417
2024-10-15$4.01$2.5058.1%16.7%34.9%3.0%53.5%0.0%27.2%-632219.7K-2340.67132.51N/AN/A329021,417
2024-10-16$4.08$2.50233.3%66.9%34.7%23.5%57.8%0.0%5.6%-25498.2K-2642.00143.00N/AN/A129011,170
2024-10-17$4.13$2.5073.0%20.9%32.4%4.8%50.8%0.0%57.0%-683133.1K-1951.11109.08N/AN/A19219011,172
2024-10-18$4.09$2.5086.3%24.7%28.4%6.3%82.9%0.0%-6.0%-371111.9K-2610.31108.54N/AN/A1349201,192
2024-10-21$4.13$2.5078.2%22.4%28.4%5.4%78.2%0.0%-19.6%-57943.2K-2330.00134.57N/AN/A170107294
2024-10-22$4.17$2.50253.3%72.6%28.6%25.9%47.5%0.0%29.1%-52847.8K-2300.00124.41N/AN/A350143294
2024-10-23$4.04$2.50248.7%71.3%27.2%25.3%0.0%0.0%28.5%-37329.4K-2900.00124.33N/AN/A10174294
2024-10-24$4.00$2.5056.5%16.2%25.2%2.9%56.5%0.0%51.1%-48438.3K-2120.00134.21N/AN/A50174294
2024-10-25$3.97$2.50146.4%42.0%25.3%13.4%0.0%0.0%27.4%-24026.8K-2870.00118.41N/AN/A00179294
2024-10-28$3.99$2.5063.0%18.1%23.2%3.6%63.0%0.0%37.6%10381.3K-410.40139.57N/AN/A52179294
2024-10-29$3.95$2.5045.5%13.0%23.1%1.6%0.0%0.0%45.1%-55745.2K-22230.00117.43N/AN/A130184296
2024-10-30$3.93$2.5047.7%13.7%22.8%1.8%0.0%0.0%23.3%-46846.6K-2200.00106.94N/AN/A0215184292
2024-10-31$3.88$2.5051.2%14.7%22.1%2.2%0.0%0.0%4.3%-61344.7K-1850.00117.08N/AN/A00184487