CTRE Options History — April 2018

In April 2018, CTRE traded between $12.83 and $13.62. ATM implied volatility averaged 36.9%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 15.3% (HV 20d: 21.7%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.58.

Notable Days

2018-04-03: Highest Volume — 140 contracts
2018-04-13: Largest IV spike — 195.3% change
2018-04-13: Highest IV Rank — 42.7%
2018-04-13: Largest Expected Move — 24.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.25	$12.83	$13.62	$13.19	$13.19
Max Pain	$12.86	$12.50	$15.00	$15.00	$12.50
ATM IV	36.9%	24.2%	85.5%	34.1%	34.1%
Expected Move	10.3%	6.9%	24.5%	9.8%	9.8%
HV 20d	21.7%	20.3%	25.6%	23.9%	22.2%
HV 60d	28.3%	27.4%	28.6%	27.7%	27.7%
IV Rank	14.8%	7.5%	42.7%	13.2%	13.2%
IV Percentile	80.9%	52.4%	98.4%	89.3%	86.5%
Term Structure	-9.3%	-69.2%	7.3%	-7.9%	-5.4%
VWIV	29.7%	17.1%	44.4%	35.1%	39.0%
Skew 25d	-4.4%	-110.8%	22.3%	-1.6%	-5.7%
Skew 10d	6.2%	-120.7%	28.8%	20.1%	6.3%
Call IV 25d	35.2%	19.0%	131.6%	35.0%	46.3%
Put IV 25d	30.8%	17.5%	45.6%	33.4%	40.7%
Bid-Ask Spread %	115.76	101.43	146.78	110.97	107.05
Gamma HHI	0.67	0.38	0.88	0.78	0.44
Net GEX	3.2K	-30	7.3K	3.7K	1.8K
Net DEX	-21.0K	-47.9K	-835	-9.7K	-25.6K
Net VEX	-288	-420	-204	-308	-204
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.58	0.29	0.82	0.62	0.50
Total Volume	104.143	58	140	136	75
Total OI	295.048	118	369	354	118

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
2018-04-02	$13.19	$15.00	34.1%	9.8%	23.9%	13.2%	35.1%	-1.6%	-7.9%	3.7K	-9.7K	-308	0.62	110.97	84	52	303	51
2018-04-03	$13.15	$15.00	35.4%	10.2%	22.9%	14.0%	36.7%	-0.5%	-2.8%	3.6K	-835	-272	0.59	115.13	88	52	303	51
2018-04-04	$13.57	$15.00	45.2%	12.9%	25.6%	19.6%	44.4%	19.5%	-13.4%	7.0K	-42.4K	-420	0.59	102.75	88	52	308	51
2018-04-05	$13.49	$12.50	34.1%	7.3%	22.5%	13.2%	21.1%	1.8%	-3.6%	5.1K	-18.7K	-327	0.59	113.65	88	52	308	51
2018-04-06	$13.62	$12.50	49.1%	11.0%	22.4%	21.8%	41.3%	22.3%	-0.7%	7.3K	-47.6K	-419	0.60	113.22	86	52	308	51
2018-04-09	$13.52	$12.50	31.8%	8.1%	22.5%	11.9%	24.4%	0.4%	-8.6%	1.4K	-11.0K	-262	0.78	143.37	67	52	311	51
2018-04-10	$13.34	$12.50	79.7%	22.8%	20.6%	39.4%	30.0%	-31.0%	-44.6%	-30	-32.1K	-368	0.78	146.75	67	52	312	51
2018-04-11	$13.35	$12.50	33.1%	9.5%	20.7%	12.6%	21.0%	-6.9%	-9.9%	6.2K	-47.9K	-391	0.78	123.59	67	52	312	51
2018-04-12	$13.20	$12.50	29.0%	8.3%	20.9%	10.3%	28.4%	0.5%	-4.1%	3.6K	-8.7K	-280	0.75	113.43	69	52	313	51
2018-04-13	$13.24	$12.50	85.5%	24.5%	20.7%	42.7%	20.5%	-110.8%	-69.2%	272	-34.4K	-329	0.79	146.78	66	52	315	51
2018-04-16	$13.45	$12.50	25.5%	7.3%	20.4%	8.3%	22.8%	3.9%	-4.3%	4.6K	-19.2K	-263	0.82	105.89	65	53	318	51
2018-04-17	$13.60	$12.50	24.2%	6.9%	21.0%	7.5%	17.1%	-0.7%	-3.0%	6.6K	-33.9K	-305	0.54	101.43	65	35	317	50
2018-04-18	$13.50	$12.50	30.6%	8.8%	21.0%	11.2%	25.6%	3.4%	-12.3%	5.6K	-38.5K	-291	0.54	110.86	65	35	317	45
2018-04-19	$13.19	$12.50	28.6%	8.2%	21.1%	10.1%	27.8%	-0.0%	1.0%	2.2K	-18.4K	-264	0.55	110.44	65	36	317	45
2018-04-20	$12.97	$12.50	27.6%	7.9%	21.6%	9.5%	25.9%	0.2%	0.8%	1.4K	-13.0K	-250	0.55	112.18	65	36	317	47
2018-04-23	$12.83	$12.50	26.9%	7.7%	20.6%	9.1%	27.0%	3.8%	-0.9%	1.5K	-7.2K	-206	0.29	114.28	45	13	99	30
2018-04-24	$12.85	$12.50	32.4%	9.3%	20.6%	12.2%	31.1%	2.9%	-8.4%	1.4K	-5.9K	-219	0.29	107.99	45	13	100	30
2018-04-25	$12.86	$12.50	29.0%	8.3%	20.6%	10.3%	37.5%	-16.0%	-3.2%	1.5K	-6.6K	-220	0.29	112.17	45	13	100	30
2018-04-26	$12.94	$12.50	31.3%	9.0%	20.3%	11.6%	32.3%	7.1%	-2.5%	1.4K	-8.3K	-224	0.29	112.92	45	13	101	30
2018-04-27	$13.30	$12.50	28.3%	8.1%	22.8%	9.9%	34.1%	15.1%	7.3%	1.4K	-11.8K	-235	0.56	106.05	45	25	101	30
2018-04-30	$13.19	$12.50	34.1%	9.8%	22.2%	13.2%	39.0%	-5.7%	-5.4%	1.8K	-25.6K	-204	0.50	107.05	50	25	101	17