CTRE Options History — November 2017

In November 2017, CTRE traded between $18.24 and $19.61. ATM implied volatility averaged 33.4%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 14.9% (HV 20d: 18.5%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.52.

Notable Days

2017-11-17: Highest Volume — 76 contracts
2017-11-06: Largest IV spike — 630.2% change
2017-11-06: Highest IV Rank — 100.0%
2017-11-06: Largest Expected Move — 29.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.85	$18.24	$19.61	$19.07	$18.24
Max Pain	$15.83	$15.00	$17.50	$15.00	$15.00
ATM IV	33.4%	17.1%	185.3%	25.9%	20.8%
Expected Move	8.2%	4.9%	29.3%	7.4%	6.0%
HV 20d	18.5%	15.4%	20.8%	16.6%	18.5%
HV 60d	16.7%	15.8%	17.4%	16.3%	16.9%
IV Rank	16.4%	3.5%	100.0%	36.4%	5.6%
IV Percentile	50.5%	7.1%	100.0%	66.3%	29.8%
Term Structure	-11.5%	-125.3%	10.5%	-6.2%	1.6%
VWIV	36.5%	21.4%	183.3%	26.0%	22.9%
Skew 25d	-4.5%	-69.4%	6.9%	6.9%	-10.4%
Skew 10d	0.1%	-7.6%	9.8%	-1.4%	-0.7%
Call IV 25d	28.8%	14.0%	137.8%	25.7%	30.9%
Put IV 25d	24.3%	17.6%	68.4%	32.5%	20.4%
Bid-Ask Spread %	111.59	105.88	144.63	105.88	116.75
Gamma HHI	0.90	0.83	0.97	0.92	0.88
Net GEX	9.4K	7.3K	15.0K	8.9K	7.3K
Net DEX	-134.0K	-199.8K	-69.4K	-166.4K	-69.4K
Net VEX	-802	-938	-642	-938	-642
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.52	0.41	0.73	0.49	0.45
Total Volume	66.81	52	76	70	71
Total OI	284.143	274	297	287	279

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 Vol	Put Vol	Call OI	Put OI
2017-11-01	$19.07	$15.00	25.9%	7.4%	16.6%	36.4%	26.0%	6.9%	-6.2%	8.9K	-166.4K	-938	0.49	105.88	47	23	225	62
2017-11-02	$19.19	$0.00	22.1%	4.9%	16.2%	27.2%	0.0%	-0.1%	-6.2%	12.1K	-155.2K	-855	0.49	110.16	47	23	225	62
2017-11-03	$19.33	$0.00	25.4%	5.3%	15.5%	35.1%	0.0%	0.2%	-1.2%	11.2K	-169.5K	-873	0.49	106.73	47	23	225	62
2017-11-06	$19.58	$0.00	185.3%	29.3%	15.6%	100.0%	0.0%	-69.4%	-69.1%	10.6K	-160.1K	-742	0.48	144.63	48	23	225	62
2017-11-07	$19.61	$0.00	26.1%	6.0%	15.4%	8.6%	0.0%	0.4%	-4.4%	15.0K	-193.8K	-854	0.48	110.68	48	23	228	59
2017-11-08	$19.49	$0.00	18.5%	5.3%	15.6%	4.3%	0.0%	-0.3%	1.9%	12.4K	-199.8K	-893	0.49	111.98	47	23	228	59
2017-11-09	$18.77	$0.00	17.1%	4.9%	20.8%	3.5%	21.4%	5.1%	10.5%	9.0K	-139.7K	-830	0.48	110.90	48	23	228	59
2017-11-10	$18.66	$17.50	24.3%	7.0%	20.7%	7.6%	30.4%	-3.5%	-4.5%	8.5K	-132.7K	-813	0.46	109.73	48	22	227	59
2017-11-13	$18.71	$17.50	21.5%	6.2%	20.8%	6.0%	25.2%	-3.9%	-3.8%	8.9K	-138.1K	-850	0.46	109.87	48	22	227	60
2017-11-14	$18.68	$17.50	22.0%	6.3%	20.7%	6.3%	26.1%	2.4%	3.6%	7.9K	-139.9K	-828	0.52	110.64	42	22	227	60
2017-11-15	$18.48	$17.50	20.2%	5.8%	19.7%	5.2%	23.6%	-0.1%	2.5%	7.8K	-114.1K	-786	0.52	106.87	42	22	227	60
2017-11-16	$18.67	$17.50	22.9%	6.6%	19.8%	6.8%	27.7%	3.4%	1.1%	8.1K	-137.0K	-811	0.42	105.92	52	22	227	60
2017-11-17	$18.64	$15.00	19.9%	5.7%	19.7%	5.1%	21.7%	2.7%	-0.9%	9.1K	-147.9K	-774	0.41	109.92	54	22	237	60
2017-11-20	$18.54	$15.00	22.5%	6.4%	19.6%	6.5%	27.2%	-7.0%	-3.8%	7.5K	-102.5K	-774	0.73	110.82	30	22	214	60
2017-11-21	$18.86	$15.00	19.1%	5.5%	19.7%	4.6%	27.5%	4.3%	-0.0%	9.6K	-122.1K	-782	0.73	106.33	30	22	219	60
2017-11-22	$18.76	$15.00	25.3%	7.2%	19.8%	8.1%	29.8%	-4.1%	-11.5%	8.7K	-116.4K	-800	0.73	111.97	30	22	219	60
2017-11-24	$18.70	$15.00	24.0%	6.9%	19.7%	7.4%	29.9%	0.5%	-8.5%	9.3K	-111.3K	-751	0.73	105.91	30	22	219	60
2017-11-27	$18.64	$15.00	26.6%	7.6%	18.4%	8.9%	30.8%	-3.6%	-8.7%	8.7K	-108.9K	-753	0.45	110.32	49	22	219	60
2017-11-28	$18.70	$15.00	24.9%	7.1%	18.2%	7.9%	29.8%	-5.7%	-8.8%	8.4K	-100.0K	-740	0.45	110.13	49	22	219	60
2017-11-29	$18.45	$15.00	87.6%	25.1%	18.5%	43.9%	183.3%	-12.6%	-125.3%	7.9K	-89.7K	-753	0.45	117.19	49	22	219	60
2017-11-30	$18.24	$15.00	20.8%	6.0%	18.5%	5.6%	22.9%	-10.4%	1.6%	7.3K	-69.4K	-642	0.45	116.75	49	22	219	60