CTRE Options History — May 2016

Name: CTRE Options Analytics - May 2016
Creator: Options Analysis Suite

In May 2016, CTRE traded between $12.62 and $13.41. ATM implied volatility averaged 29.6%. The 30-day expected move averaged 8.5%. Net GEX was positive for 6 of 14 trading days. Term structure was in contango for 2 of 14 days. Put/call ratio averaged 0.10.

Notable Days

2016-05-24: Highest Volume — 11 contracts
2016-05-17: Largest IV spike — 14.2% change
2016-05-31: Largest Expected Move — 9.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.15	$12.62	$13.41	$13.15	$13.41
ATM IV	29.6%	26.0%	32.9%	26.5%	32.9%
Expected Move	8.5%	7.4%	9.4%	7.6%	9.4%
Term Structure	-2.3%	-8.6%	6.5%	-1.2%	-2.3%
Skew 25d	6.7%	2.9%	8.6%	6.9%	2.9%
Skew 10d	12.2%	7.8%	14.1%	11.9%	7.8%
Call IV 25d	30.9%	30.3%	31.7%	31.7%	30.5%
Put IV 25d	37.6%	33.4%	38.9%	38.6%	33.4%
Bid-Ask Spread %	123.86	118.61	127.53	124.17	120.74
Gamma HHI	0.80	0.63	1.00	1.00	1.00
Net GEX	175	0	637	0	130
Net DEX	-2.9K	-10.6K	0	0	-10.6K
Net VEX	-8	-29	0	0	-12
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.20	0.00	0.10
Total Volume	4.714	0	11	0	11
Total OI	5.357	0	16	0	16

Daily Data (14 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 Vol	Put Vol	Call OI	Put OI
2016-05-11	$13.15	$0.00	26.5%	7.6%	0.0%	0.0%	0.0%	0.0%	-1.2%	0	0	0	0.00	124.17	0	0	0	0
2016-05-12	$13.38	$0.00	29.7%	8.5%	0.0%	0.0%	0.0%	0.0%	-5.8%	0	0	0	0.00	124.83	0	0	0	0
2016-05-13	$13.30	$0.00	28.9%	8.3%	0.0%	0.0%	0.0%	0.0%	-3.7%	0	0	0	0.00	127.53	0	0	0	0
2016-05-16	$13.27	$0.00	26.0%	7.4%	0.0%	0.0%	0.0%	0.0%	4.7%	0	0	0	0.00	119.57	0	0	0	0
2016-05-17	$13.30	$0.00	29.7%	8.5%	0.0%	0.0%	0.0%	0.0%	-2.2%	0	0	0	0.00	125.47	0	0	0	0
2016-05-18	$12.90	$0.00	28.8%	8.2%	0.0%	0.0%	0.0%	0.0%	-3.0%	0	0	0	0.00	127.13	0	0	0	0
2016-05-19	$12.62	$0.00	30.6%	8.8%	0.0%	0.0%	0.0%	0.0%	-8.6%	0	0	0	0.00	127.23	0	0	0	0
2016-05-20	$13.00	$0.00	29.9%	8.6%	0.0%	0.0%	0.0%	0.0%	-5.3%	0	0	0	0.00	118.61	5	0	0	0
2016-05-23	$12.93	$0.00	29.4%	8.4%	0.0%	0.0%	0.0%	6.9%	-1.3%	301	-4.0K	-9	0.20	124.38	5	1	5	0
2016-05-24	$13.33	$0.00	28.4%	8.1%	0.0%	0.0%	0.0%	6.8%	6.5%	244	-3.8K	-10	0.10	121.79	10	1	5	1
2016-05-25	$13.13	$0.00	29.6%	8.5%	0.0%	0.0%	0.0%	6.7%	-3.5%	562	-7.4K	-29	0.10	122.74	10	1	15	1
2016-05-26	$13.19	$0.00	32.0%	9.2%	0.0%	0.0%	0.0%	8.6%	-2.1%	637	-7.5K	-27	0.10	125.85	10	1	15	1
2016-05-27	$13.24	$0.00	32.3%	9.3%	0.0%	0.0%	0.0%	8.5%	-3.6%	582	-7.5K	-26	0.10	124.06	10	1	15	1
2016-05-31	$13.41	$0.00	32.9%	9.4%	0.0%	0.0%	0.0%	2.9%	-2.3%	130	-10.6K	-12	0.10	120.74	10	1	15	1