CTRM Options History — December 2024 In December 2024, CTRM traded between $2.75 and $3.50. ATM implied volatility averaged 95.4%, placing in the 7.4% IV rank vs the trailing year. The 30-day expected move averaged 25.7%. IV traded above realized volatility by 52.1% (HV 20d: 43.3%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 2.14.
Notable Days 2024-12-16 : Highest Volume — 67 contracts2024-12-23 : Largest IV drop — 50.4% change2024-12-10 : Highest IV Rank — 12.1%2024-12-03 : Largest Expected Move — 33.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.11 $2.75 $3.50 $3.49 $2.75 Max Pain $3.81 $2.50 $5.00 $2.50 $2.50 ATM IV 95.4% 52.5% 135.9% 116.1% 56.4% Expected Move 25.7% 15.1% 33.6% 33.3% 16.2% HV 20d 43.3% 32.6% 55.0% 33.7% 51.9% HV 60d 34.3% 30.4% 38.6% 31.2% 37.7% IV Rank 7.4% 2.4% 12.1% 9.8% 2.8% IV Percentile 25.7% 4.0% 43.7% 35.3% 5.6% Term Structure 0.3% -95.6% 69.5% -92.6% 17.1% VWIV 82.3% 42.2% 144.6% 75.1% 50.5% Bid-Ask Spread % 113.32 66.72 151.66 69.68 107.69 Gamma HHI 0.60 0.38 0.98 0.41 0.71 Net GEX -417 -2.5K -172 -172 -357 Net DEX 35.0K -5.2K 90.6K 40.0K -3.1K Net VEX -128 -250 -61 -218 -83 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.14 0.00 22.00 0.00 0.00 Total Volume 13.857 0 67 5 2 Total OI 843.667 339 1,087 1,014 366
Daily Data (21 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 2024-12-02 $3.49 $2.50 116.1% 33.3% 33.7% 9.8% 75.1% 0.0% -92.6% -172 40.0K -218 0.00 69.68 N/A N/A 5 0 285 729 2024-12-03 $3.44 $2.50 117.4% 33.6% 33.2% 10.0% 144.6% 0.0% -95.6% -1.1K 63.0K -250 2.65 87.00 N/A N/A 17 45 290 729 2024-12-04 $3.50 $2.50 110.3% 31.6% 32.6% 9.2% 0.0% 0.0% -84.2% -365 51.2K -155 0.00 66.72 N/A N/A 1 0 291 763 2024-12-05 $3.40 $5.00 121.9% 27.8% 33.2% 10.5% 92.7% 0.0% 21.9% -288 47.0K -187 0.00 111.89 N/A N/A 19 0 292 763 2024-12-06 $3.38 $5.00 127.8% 28.4% 33.2% 11.2% 0.0% 0.0% 14.1% -356 51.5K -141 0.00 127.07 N/A N/A 1 0 285 763 2024-12-09 $3.42 $5.00 133.3% 28.9% 33.9% 11.8% 96.2% 0.0% 12.5% -305 46.4K -179 0.17 112.57 N/A N/A 6 1 286 763 2024-12-10 $3.46 $5.00 135.9% 29.9% 33.9% 12.1% 0.0% 0.0% 11.7% -297 50.0K -169 0.00 125.71 N/A N/A 0 0 291 763 2024-12-11 $3.38 $5.00 101.3% 29.1% 34.4% 8.1% 0.0% 0.0% 10.0% -272 46.8K -175 0.00 126.29 N/A N/A 2 0 291 763 2024-12-12 $3.33 $5.00 101.0% 29.0% 33.9% 8.1% 0.0% 0.0% 15.3% -272 49.0K -161 0.00 123.86 N/A N/A 0 0 291 763 2024-12-13 $3.06 $5.00 98.1% 28.1% 42.3% 7.7% 68.1% 0.0% 8.2% -220 53.5K -128 1.75 151.66 N/A N/A 4 7 291 763 2024-12-16 $2.94 $5.00 94.5% 27.1% 41.9% 7.3% 0.0% 0.0% 7.4% -252 57.9K -76 0.91 118.60 N/A N/A 35 32 292 763 2024-12-17 $2.79 $5.00 92.7% 26.6% 44.6% 7.1% 0.0% 0.0% 14.0% -2.5K 90.6K -113 6.00 135.16 N/A N/A 1 6 266 782 2024-12-18 $3.01 $5.00 103.7% 29.7% 54.2% 8.4% 0.0% 0.0% 1.2% -286 57.3K -94 2.18 134.46 N/A N/A 11 24 267 788 2024-12-19 $2.91 $5.00 91.5% 26.2% 55.0% 7.0% 84.0% 0.0% 30.9% -240 50.2K -108 0.67 148.52 N/A N/A 3 2 278 809 2024-12-20 $2.87 $2.50 106.0% 30.4% 54.9% 8.6% 87.3% 0.0% 69.5% -173 312 -71 1.00 115.55 N/A N/A 1 1 281 601 2024-12-23 $2.84 $2.50 52.5% 15.1% 52.4% 2.4% 42.2% 0.0% 20.7% -305 -817 -62 22.00 108.30 N/A N/A 1 22 228 111 2024-12-24 $2.86 $2.50 57.6% 16.5% 52.5% 3.0% 0.0% 0.0% 11.4% -290 -452 -61 0.00 116.24 N/A N/A 19 0 229 112 2024-12-26 $2.89 $2.50 64.1% 18.4% 53.0% 3.7% 50.5% 0.0% 0.7% -203 -5.2K -89 1.22 100.45 N/A N/A 9 11 248 112 2024-12-27 $2.88 $2.50 60.8% 17.4% 52.9% 3.4% 0.0% 0.0% -9.8% -210 -5.2K -84 0.00 95.83 N/A N/A 3 0 251 112 2024-12-30 $2.76 $2.50 60.1% 17.2% 51.9% 3.3% 0.0% 0.0% 20.8% -324 -3.7K -86 0.00 96.56 N/A N/A 0 0 254 112 2024-12-31 $2.75 $2.50 56.4% 16.2% 51.9% 2.8% 0.0% 0.0% 17.1% -357 -3.1K -83 0.00 107.69 N/A N/A 2 0 254 112
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