CTRE Options History — October 2018

In October 2018, CTRE traded between $16.77 and $18.05. ATM implied volatility averaged 25.9%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 2.1% (HV 20d: 23.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.34.

Notable Days

  • 2018-10-26: Highest Volume — 116 contracts
  • 2018-10-26: Largest IV spike — 193.0% change
  • 2018-10-26: Highest IV Rank — 37.8%
  • 2018-10-26: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.39$16.77$18.05$17.39$17.74
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV25.9%16.6%77.6%18.4%29.7%
Expected Move7.7%5.1%22.3%5.3%8.5%
HV 20d23.9%20.0%27.6%21.5%25.4%
HV 60d21.5%20.4%22.9%20.9%20.7%
IV Rank8.0%2.7%37.8%3.7%10.0%
IV Percentile45.4%7.1%96.8%11.9%72.2%
Term Structure-6.2%-90.6%5.1%3.8%-5.6%
VWIV26.6%18.0%39.3%19.1%29.7%
Skew 25d3.7%-11.5%49.7%8.5%9.5%
Skew 10d7.5%-13.9%105.3%12.9%15.5%
Call IV 25d26.8%19.4%44.4%19.4%23.5%
Put IV 25d30.5%17.8%76.2%28.0%33.0%
Bid-Ask Spread %106.4192.40114.59104.3792.40
Gamma HHI0.730.570.890.800.60
Net GEX24.8K10.6K53.6K27.7K15.6K
Net DEX-185.0K-278.7K-113.2K-196.5K-241.5K
Net VEX-872-956-773-956-848
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.170.440.420.20
Total Volume93.2177611684116
Total OI466.826332551510420

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$17.39$17.5018.4%5.3%21.5%3.7%19.1%8.5%3.8%27.7K-196.5K-9560.42104.37592543179
2018-10-02$17.35$17.5017.8%5.1%20.8%3.4%18.0%-1.6%5.1%28.3K-179.0K-9420.42107.88592543179
2018-10-03$17.13$17.5019.6%5.6%21.1%4.4%20.4%7.6%3.5%24.5K-154.3K-9020.42107.64592543173
2018-10-04$16.95$0.0018.0%6.8%21.0%3.5%0.0%7.0%-2.6%22.3K-136.3K-8870.42104.77592543174
2018-10-05$17.11$0.0020.9%6.5%20.0%5.2%0.0%-0.1%-1.8%23.1K-151.2K-9100.42111.57592543074
2018-10-08$17.44$0.0017.3%6.6%20.8%3.1%0.0%1.5%-1.9%34.8K-199.9K-9020.42111.46592543074
2018-10-09$17.62$0.0016.6%6.6%21.2%2.7%0.0%2.6%-1.9%37.9K-244.3K-8930.43110.65582543074
2018-10-10$17.68$17.5025.0%7.2%20.8%7.5%25.0%4.0%-5.4%31.9K-278.7K-8880.40112.11632543974
2018-10-11$16.95$17.5026.0%7.4%24.9%8.1%26.0%7.6%-3.2%23.7K-165.8K-9320.40107.53632545874
2018-10-12$16.77$17.5025.4%7.3%24.9%7.8%25.6%6.7%-2.8%18.7K-113.2K-8550.40104.05632545974
2018-10-15$17.04$17.5024.8%7.1%25.7%7.2%24.9%9.1%-3.5%26.6K-129.7K-8310.40107.46632545974
2018-10-16$17.47$17.5024.0%6.9%27.6%6.8%24.0%1.8%-3.1%51.6K-237.2K-8830.40110.48632545974
2018-10-17$17.34$17.5023.6%6.8%26.7%6.6%23.6%1.4%-3.0%53.6K-189.3K-8530.40112.39632545974
2018-10-18$17.35$17.5024.7%7.1%26.2%7.2%24.7%1.3%-2.9%50.5K-193.5K-8360.44111.02632845974
2018-10-19$17.35$17.5023.2%6.6%26.2%6.3%25.9%-6.7%-2.7%10.6K-136.5K-8040.34108.30832846784
2018-10-22$17.25$17.5024.9%7.1%24.9%7.3%25.4%-1.7%-3.8%10.7K-117.7K-7730.27102.52601626171
2018-10-23$17.25$17.5024.7%7.1%24.9%7.2%25.2%-1.6%-3.5%10.7K-126.4K-7940.20102.78801626771
2018-10-24$17.50$17.5026.3%7.6%24.5%8.1%26.7%-0.3%-3.9%12.8K-168.4K-8590.2095.81801628771
2018-10-25$17.82$17.5026.5%7.6%25.2%8.2%26.5%49.7%-3.7%13.5K-200.3K-8820.20101.38801628771
2018-10-26$17.57$17.5077.6%22.3%24.7%37.8%39.3%-4.7%-90.6%12.8K-181.2K-8850.17114.59991728771
2018-10-29$17.80$17.5030.1%8.6%24.7%10.3%38.2%-11.5%-4.0%13.9K-246.0K-8720.17104.61981730767
2018-10-30$18.05$17.5031.3%9.0%25.0%11.0%37.2%-5.5%-5.9%15.6K-267.5K-8670.20101.67971933067
2018-10-31$17.74$17.5029.7%8.5%25.4%10.0%29.7%9.5%-5.6%15.6K-241.5K-8480.2092.40971935664