CTRE Options History — September 2018

In September 2018, CTRE traded between $17.15 and $18.38. ATM implied volatility averaged 19.1%, placing in the 4.1% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 2.0% (HV 20d: 17.1%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.59.

Notable Days

2018-09-04: Highest Volume — 103 contracts
2018-09-10: Largest IV spike — 38.8% change
2018-09-11: Highest IV Rank — 6.1%
2018-09-12: Largest Expected Move — 5.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.91	$17.15	$18.38	$18.11	$17.61
Max Pain	$15.53	$15.00	$17.50	$17.50	$17.50
ATM IV	19.1%	15.6%	22.6%	19.1%	18.3%
Expected Move	5.5%	4.6%	5.9%	5.5%	5.2%
HV 20d	17.1%	14.3%	21.2%	14.8%	21.2%
HV 60d	19.7%	19.1%	20.7%	19.5%	20.7%
IV Rank	4.1%	2.1%	6.1%	4.1%	3.7%
IV Percentile	17.0%	4.8%	36.5%	13.9%	11.5%
Term Structure	2.0%	-1.9%	6.2%	-1.9%	6.2%
VWIV	22.8%	17.0%	26.1%	17.0%	20.7%
Skew 25d	4.9%	-8.5%	8.0%	-8.5%	7.3%
Skew 10d	9.8%	-9.7%	15.5%	4.5%	13.3%
Call IV 25d	17.3%	12.9%	25.5%	25.5%	18.1%
Put IV 25d	22.2%	17.0%	26.5%	17.0%	25.3%
Bid-Ask Spread %	103.31	92.38	121.77	102.19	105.17
Gamma HHI	0.66	0.55	0.78	0.58	0.77
Net GEX	22.3K	20.2K	26.7K	21.1K	26.7K
Net DEX	-384.7K	-481.4K	-167.3K	-440.9K	-229.8K
Net VEX	-1.1K	-1.3K	-954	-1.3K	-1.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.39	0.67	0.58	0.48
Total Volume	93.947	77	103	103	77
Total OI	588.474	509	607	596	509

Daily Data (19 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
2018-09-04	$18.11	$17.50	19.1%	5.5%	14.8%	4.1%	17.0%	-8.5%	-1.9%	21.1K	-440.9K	-1.3K	0.58	102.19	65	38	498	98
2018-09-05	$18.12	$17.50	17.3%	4.9%	14.3%	3.1%	17.1%	-4.4%	2.5%	21.3K	-443.3K	-1.3K	0.58	121.77	65	38	503	98
2018-09-06	$18.25	$15.00	17.7%	5.4%	14.3%	3.3%	19.2%	5.6%	2.4%	21.7K	-456.3K	-1.2K	0.66	104.39	58	38	503	98
2018-09-07	$17.81	$15.00	15.6%	5.8%	17.0%	2.1%	25.9%	6.8%	1.0%	20.2K	-378.7K	-1.2K	0.66	104.29	58	38	503	98
2018-09-10	$18.02	$15.00	21.6%	5.8%	17.2%	5.6%	18.4%	6.1%	1.1%	20.9K	-415.7K	-1.2K	0.66	92.38	58	38	503	98
2018-09-11	$18.02	$15.00	22.6%	5.8%	17.1%	6.1%	20.0%	5.4%	0.6%	21.1K	-410.7K	-1.2K	0.66	96.84	58	38	503	98
2018-09-12	$18.22	$15.00	20.5%	5.9%	15.6%	4.9%	25.8%	8.0%	0.9%	21.8K	-457.8K	-1.2K	0.66	103.94	58	38	503	98
2018-09-13	$18.38	$15.00	20.3%	5.8%	15.8%	4.8%	26.1%	7.6%	1.0%	22.1K	-481.4K	-1.2K	0.66	105.86	58	38	503	98
2018-09-14	$18.18	$15.00	19.1%	5.5%	16.3%	4.1%	24.0%	6.6%	0.8%	22.3K	-452.8K	-1.1K	0.66	103.91	58	38	502	98
2018-09-17	$18.28	$15.00	19.6%	5.6%	16.4%	4.4%	25.8%	6.6%	3.4%	21.8K	-462.0K	-1.1K	0.66	104.95	58	38	502	98
2018-09-18	$18.15	$15.00	19.9%	5.7%	16.6%	4.6%	23.8%	6.3%	1.0%	22.0K	-441.1K	-1.1K	0.66	104.19	58	38	502	98
2018-09-19	$17.77	$15.00	20.0%	5.7%	16.8%	4.6%	24.5%	6.2%	0.9%	20.6K	-380.4K	-1.1K	0.67	102.75	58	39	502	98
2018-09-20	$17.99	$15.00	19.5%	5.6%	17.4%	4.4%	24.6%	6.3%	1.6%	22.6K	-403.6K	-1.1K	0.61	99.67	64	39	502	99
2018-09-21	$17.94	$15.00	18.9%	5.4%	17.5%	4.0%	21.9%	4.0%	3.4%	23.9K	-409.4K	-1.1K	0.62	99.23	63	39	508	99
2018-09-24	$17.51	$15.00	19.5%	5.6%	19.2%	4.3%	26.1%	6.6%	3.5%	23.5K	-311.5K	-1.0K	0.39	98.88	64	25	497	80
2018-09-25	$17.47	$15.00	19.0%	5.4%	19.1%	4.1%	24.2%	6.8%	3.2%	24.5K	-311.2K	-1.0K	0.39	99.72	64	25	507	80
2018-09-26	$17.15	$15.00	16.2%	4.6%	19.1%	2.5%	25.6%	4.2%	3.1%	21.3K	-254.8K	-954	0.46	107.59	54	25	507	80
2018-09-27	$17.24	$17.50	18.9%	5.4%	19.3%	4.0%	22.5%	5.9%	3.6%	24.1K	-167.3K	-980	0.46	105.26	54	25	430	80
2018-09-28	$17.61	$17.50	18.3%	5.2%	21.2%	3.7%	20.7%	7.3%	6.2%	26.7K	-229.8K	-1.0K	0.48	105.17	52	25	430	79