CTRE Options History — July 2018

In July 2018, CTRE traded between $16.43 and $17.36. ATM implied volatility averaged 21.1%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 3.6% (HV 20d: 17.5%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.60.

Notable Days

2018-07-13: Highest Volume — 201 contracts
2018-07-11: Largest IV spike — 71.7% change
2018-07-27: Highest IV Rank — 7.7%
2018-07-27: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.96	$16.43	$17.36	$16.92	$16.84
Max Pain	$17.02	$12.50	$17.50	$12.50	$17.50
ATM IV	21.1%	12.4%	25.3%	22.6%	22.7%
Expected Move	6.5%	3.6%	7.2%	6.5%	6.5%
HV 20d	17.5%	14.2%	21.4%	16.5%	21.4%
HV 60d	23.8%	23.0%	24.3%	24.3%	23.8%
IV Rank	5.3%	0.3%	7.7%	6.1%	6.2%
IV Percentile	29.1%	0.4%	50.0%	32.9%	34.1%
Term Structure	-2.3%	-9.3%	12.2%	12.2%	-5.5%
VWIV	23.7%	12.8%	39.9%	39.9%	20.9%
Skew 25d	7.2%	-2.5%	124.6%	16.4%	-0.4%
Skew 10d	4.5%	-6.7%	113.9%	-2.1%	-3.4%
Call IV 25d	23.3%	11.8%	30.0%	11.8%	28.5%
Put IV 25d	30.5%	20.7%	138.2%	28.2%	28.1%
Bid-Ask Spread %	104.92	72.68	136.57	103.45	110.22
Gamma HHI	0.72	0.67	0.80	0.80	0.73
Net GEX	21.9K	15.4K	29.2K	25.9K	16.8K
Net DEX	-324.6K	-426.9K	-191.6K	-364.0K	-228.1K
Net VEX	-1.5K	-1.9K	-1.4K	-1.7K	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.44	1.28	1.28	0.56
Total Volume	154.048	86	201	107	86
Total OI	602.143	522	658	627	555

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
2018-07-02	$16.92	$12.50	22.6%	6.5%	16.5%	6.1%	39.9%	16.4%	12.2%	25.9K	-364.0K	-1.7K	1.28	103.45	47	60	563	64
2018-07-03	$17.12	$12.50	12.4%	3.6%	16.7%	0.3%	12.8%	124.6%	4.6%	29.2K	-408.5K	-1.8K	0.77	117.44	78	60	593	64
2018-07-05	$17.17	$17.50	16.2%	6.8%	16.7%	2.4%	24.7%	-0.3%	-2.8%	26.1K	-426.0K	-1.9K	0.55	131.03	109	60	594	64
2018-07-06	$17.22	$17.50	14.6%	6.3%	16.7%	1.5%	22.6%	0.9%	-1.3%	25.0K	-426.9K	-1.8K	0.47	136.57	127	60	579	64
2018-07-09	$17.08	$17.50	14.9%	6.3%	17.1%	1.7%	22.4%	-0.4%	-1.8%	23.0K	-355.9K	-1.6K	0.47	110.88	127	60	549	64
2018-07-10	$17.08	$17.50	13.4%	6.5%	16.9%	0.8%	22.7%	-2.5%	-2.5%	24.8K	-363.7K	-1.6K	0.44	79.89	137	60	558	64
2018-07-11	$17.31	$17.50	23.0%	6.6%	17.2%	6.3%	23.6%	0.0%	-0.6%	26.2K	-405.8K	-1.6K	0.45	110.26	138	62	558	64
2018-07-12	$17.14	$17.50	24.0%	6.9%	15.4%	7.0%	24.8%	1.8%	-3.6%	24.9K	-371.7K	-1.6K	0.45	83.06	138	62	556	66
2018-07-13	$16.92	$17.50	22.4%	6.4%	14.3%	6.0%	23.0%	-0.5%	-2.2%	22.4K	-343.8K	-1.5K	0.45	81.50	139	62	556	66
2018-07-16	$16.93	$17.50	22.1%	6.3%	14.3%	5.8%	22.7%	-0.6%	-2.1%	22.9K	-338.5K	-1.5K	0.45	75.15	139	62	556	66
2018-07-17	$16.90	$17.50	22.6%	6.5%	14.3%	6.1%	23.3%	1.4%	-3.5%	22.6K	-333.7K	-1.5K	0.55	72.68	101	56	556	66
2018-07-18	$16.81	$17.50	21.1%	6.0%	14.2%	5.3%	21.8%	0.7%	-3.1%	22.2K	-309.4K	-1.4K	0.47	112.28	119	56	556	70
2018-07-19	$17.36	$17.50	22.1%	6.3%	17.7%	5.9%	22.2%	1.2%	-2.1%	23.9K	-401.4K	-1.5K	0.46	110.06	123	56	546	70
2018-07-20	$17.00	$17.50	22.3%	6.4%	19.3%	6.0%	22.5%	-0.2%	-2.8%	20.0K	-322.4K	-1.4K	0.46	101.94	123	56	556	70
2018-07-23	$16.91	$17.50	24.5%	7.0%	19.4%	7.2%	24.8%	0.7%	-4.0%	19.2K	-276.2K	-1.4K	0.69	111.78	72	50	475	47
2018-07-24	$16.76	$17.50	24.1%	6.9%	18.8%	7.0%	24.7%	0.6%	-3.3%	18.1K	-248.5K	-1.4K	0.79	112.74	66	52	478	67
2018-07-25	$16.87	$17.50	24.1%	6.9%	18.9%	7.0%	24.4%	1.2%	-3.6%	17.5K	-244.3K	-1.5K	0.79	112.92	66	52	480	74
2018-07-26	$16.90	$17.50	23.2%	6.6%	19.0%	6.5%	23.5%	2.2%	-2.3%	18.3K	-255.9K	-1.5K	0.79	111.71	66	52	480	74
2018-07-27	$16.43	$17.50	25.3%	7.2%	21.4%	7.7%	28.1%	6.7%	-9.3%	15.4K	-191.6K	-1.4K	0.62	108.48	68	42	480	74
2018-07-30	$16.57	$17.50	24.9%	7.1%	21.2%	7.5%	22.3%	-2.4%	-8.0%	15.8K	-200.3K	-1.4K	0.56	109.36	55	31	475	88
2018-07-31	$16.84	$17.50	22.7%	6.5%	21.4%	6.2%	20.9%	-0.4%	-5.5%	16.8K	-228.1K	-1.4K	0.56	110.22	55	31	465	90