CTRM Options History — November 2024 In November 2024, CTRM traded between $3.44 and $3.91. ATM implied volatility averaged 135.0%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded above realized volatility by 109.2% (HV 20d: 25.8%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 14.58.
Notable Days 2024-11-20 : Highest Volume — 577 contracts2024-11-08 : Largest IV spike — 152.5% change2024-11-12 : Highest IV Rank — 31.4%2024-11-14 : Largest Expected Move — 66.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.66 $3.44 $3.91 $3.88 $3.57 Max Pain $4.50 $2.50 $5.00 $2.50 $2.50 ATM IV 135.0% 53.0% 300.3% 53.0% 91.0% Expected Move 30.6% 15.2% 66.3% 15.2% 26.1% HV 20d 25.8% 21.7% 33.1% 22.1% 33.1% HV 60d 32.5% 30.7% 35.0% 34.8% 31.4% IV Rank 12.0% 2.5% 31.4% 2.5% 6.9% IV Percentile 35.3% 4.0% 81.7% 4.0% 23.8% Term Structure -30.9% -99.9% 29.4% -1.8% -42.0% VWIV 121.0% 63.4% 262.0% 262.0% 63.4% Bid-Ask Spread % 111.04 65.36 155.29 113.66 87.38 Gamma HHI 0.74 0.44 0.95 0.85 0.60 Net GEX -612 -1.4K -293 -387 -733 Net DEX 49.0K 34.8K 61.1K 34.8K 45.7K Net VEX -209 -276 -163 -241 -252 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 14.58 0.00 169.00 0.00 1.00 Total Volume 60.85 0 577 2 0 Total OI 763.7 400 1,014 671 1,014
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 2024-11-01 $3.88 $2.50 53.0% 15.2% 22.1% 2.5% 0.0% 0.0% -1.8% -387 34.8K -241 0.00 113.66 N/A N/A 2 0 184 487 2024-11-04 $3.79 $5.00 92.4% 19.8% 22.3% 7.1% 0.0% 0.0% -4.0% -739 48.7K -190 0.00 106.45 N/A N/A 21 0 184 487 2024-11-05 $3.88 $5.00 91.4% 20.2% 23.6% 6.9% 0.0% 0.0% 17.7% -454 50.2K -201 4.33 120.95 N/A N/A 3 13 205 487 2024-11-06 $3.91 $5.00 94.4% 17.1% 23.7% 7.3% 0.0% 0.0% 29.4% -522 54.9K -163 0.00 125.47 N/A N/A 3 0 205 500 2024-11-07 $3.88 $5.00 102.2% 20.0% 23.3% 8.2% 0.0% 0.0% 3.2% -489 55.1K -187 0.00 141.88 N/A N/A 18 0 206 500 2024-11-08 $3.84 $5.00 258.0% 20.2% 21.7% 26.4% 0.0% 0.0% 6.4% -473 46.0K -191 0.00 128.73 N/A N/A 2 0 210 487 2024-11-11 $3.76 $5.00 175.4% 19.8% 22.6% 16.8% 0.0% 0.0% 15.9% -436 44.9K -191 0.00 128.55 N/A N/A 8 0 212 487 2024-11-12 $3.71 $5.00 300.3% 40.1% 22.6% 31.4% 0.0% 0.0% -16.0% -389 44.0K -187 0.00 130.98 N/A N/A 5 0 214 487 2024-11-13 $3.62 $5.00 150.0% 43.0% 22.3% 13.8% 0.0% 0.0% -63.5% -369 44.5K -182 0.10 129.79 N/A N/A 10 1 213 487 2024-11-14 $3.72 $5.00 231.1% 66.3% 24.4% 23.3% 0.0% 0.0% -99.9% -419 43.2K -190 0.00 155.29 N/A N/A 23 0 213 489 2024-11-15 $3.56 $5.00 149.1% 42.8% 28.0% 13.7% 0.0% 0.0% -57.7% -299 39.9K -210 0.00 143.29 N/A N/A 3 0 244 489 2024-11-18 $3.53 $5.00 195.3% 56.0% 27.3% 19.1% 262.0% 0.0% -52.3% -293 45.4K -178 21.20 116.65 N/A N/A 10 212 176 224 2024-11-19 $3.46 $5.00 150.7% 43.2% 26.8% 13.9% 0.0% 0.0% -47.2% -720 55.2K -214 0.00 95.62 N/A N/A 15 0 181 435 2024-11-20 $3.44 $5.00 114.6% 32.9% 25.5% 9.7% 109.7% 0.0% -47.0% -685 55.3K -204 81.43 65.36 N/A N/A 7 570 196 435 2024-11-21 $3.45 $5.00 96.8% 27.7% 25.8% 7.6% 73.8% 0.0% -48.1% -1.4K 61.1K -276 169.00 85.67 N/A N/A 1 169 198 808 2024-11-22 $3.57 $5.00 79.0% 22.6% 29.7% 5.5% 0.0% 0.0% -31.1% -799 53.6K -200 0.00 87.38 N/A N/A 93 0 199 729 2024-11-25 $3.59 $5.00 77.0% 22.1% 29.8% 5.3% 96.0% 0.0% -31.0% -690 50.3K -228 0.00 84.39 N/A N/A 18 0 253 729 2024-11-26 $3.53 $2.50 98.1% 28.1% 30.0% 7.7% 63.4% 0.0% -73.1% -935 50.2K -262 0.00 86.35 N/A N/A 8 0 277 729 2024-11-27 $3.46 $2.50 99.6% 28.6% 30.4% 7.9% 0.0% 0.0% -75.5% -991 56.4K -242 1.00 87.00 N/A N/A 1 1 285 729 2024-11-29 $3.57 $2.50 91.0% 26.1% 33.1% 6.9% 0.0% 0.0% -42.0% -733 45.7K -252 0.00 87.38 N/A N/A 0 0 285 729
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