CTRE Options History — December 2018

In December 2018, CTRE traded between $18.10 and $20.39. ATM implied volatility averaged 27.2%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 1.0% (HV 20d: 26.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.31.

Notable Days

2018-12-05: Highest Volume — 623 contracts
2018-12-24: Largest IV spike — 60.7% change
2018-12-24: Highest IV Rank — 26.4%
2018-12-24: Largest Expected Move — 10.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.52	$18.10	$20.39	$20.32	$18.32
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	27.2%	21.7%	34.8%	22.0%	30.7%
Expected Move	7.6%	6.2%	10.0%	6.3%	8.8%
HV 20d	26.2%	21.0%	31.6%	28.4%	30.3%
HV 60d	26.8%	25.3%	28.8%	25.3%	28.8%
IV Rank	17.4%	11.0%	26.4%	11.4%	21.6%
IV Percentile	57.6%	31.7%	86.5%	36.1%	73.0%
Term Structure	-1.0%	-13.2%	4.0%	4.0%	3.4%
VWIV	27.2%	23.3%	32.2%	23.3%	26.0%
Skew 25d	3.3%	-13.9%	11.8%	-12.2%	10.4%
Skew 10d	3.6%	-17.2%	15.0%	-17.2%	13.0%
Call IV 25d	25.0%	20.1%	36.0%	34.4%	20.7%
Put IV 25d	28.3%	21.6%	34.9%	22.2%	31.1%
Bid-Ask Spread %	96.33	82.39	106.47	89.42	88.12
Gamma HHI	0.86	0.66	0.96	0.80	0.73
Net GEX	90.6K	56.6K	125.3K	59.8K	62.9K
Net DEX	-1.2M	-1.9M	-509.4K	-1.1M	-541.6K
Net VEX	-3.1K	-3.9K	-2.3K	-2.5K	-2.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.00	2.00	0.00	0.23
Total Volume	173.65	53	623	267	53
Total OI	1,686.05	1,267	1,936	1,267	1,583

Daily Data (20 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
2018-12-03	$20.32	$17.50	22.0%	6.3%	28.4%	11.4%	23.3%	-12.2%	4.0%	59.8K	-1.1M	-2.5K	0.00	89.42	267	0	907	360
2018-12-04	$19.80	$17.50	23.9%	6.8%	29.9%	13.6%	26.9%	-13.9%	-9.7%	90.8K	-1.3M	-2.7K	0.10	106.47	207	21	1,085	360
2018-12-05	$19.80	$17.50	27.4%	7.9%	24.6%	17.7%	27.4%	-3.7%	-1.6%	71.6K	-1.1M	-3.1K	0.03	98.98	602	21	1,085	360
2018-12-06	$20.15	$17.50	27.1%	7.3%	24.5%	17.4%	25.7%	9.9%	0.1%	95.2K	-1.5M	-3.7K	0.06	100.12	121	7	1,348	379
2018-12-07	$20.08	$17.50	29.2%	6.8%	24.0%	19.8%	25.3%	8.2%	1.6%	101.5K	-1.5M	-3.7K	0.22	101.29	73	16	1,387	376
2018-12-10	$20.26	$17.50	26.8%	7.3%	24.0%	17.0%	26.2%	2.8%	-2.9%	107.1K	-1.6M	-3.5K	0.00	103.75	83	0	1,389	377
2018-12-11	$20.19	$17.50	29.4%	7.4%	23.9%	20.1%	26.2%	2.9%	-0.4%	100.7K	-1.6M	-3.3K	0.04	91.90	125	5	1,342	377
2018-12-12	$19.96	$17.50	23.9%	6.8%	22.8%	13.6%	24.0%	7.7%	2.0%	98.6K	-1.4M	-3.3K	0.06	93.30	180	11	1,305	387
2018-12-13	$20.27	$17.50	23.6%	6.8%	23.3%	13.2%	24.1%	0.6%	1.7%	122.1K	-1.7M	-3.6K	0.09	99.78	117	11	1,454	387
2018-12-14	$20.39	$17.50	23.4%	6.7%	21.0%	13.1%	23.9%	3.8%	1.8%	119.3K	-1.9M	-3.4K	0.27	103.96	84	23	1,439	387
2018-12-17	$19.69	$17.50	24.8%	7.1%	23.4%	14.7%	29.9%	-0.1%	0.7%	103.7K	-1.3M	-3.2K	0.10	85.81	301	30	1,416	403
2018-12-18	$20.01	$17.50	24.5%	7.0%	23.9%	14.4%	29.3%	0.2%	2.2%	125.3K	-1.5M	-3.9K	0.20	105.37	108	22	1,528	403
2018-12-19	$19.55	$17.50	22.8%	6.5%	25.5%	12.3%	27.5%	7.0%	2.6%	118.1K	-1.2M	-3.7K	0.19	101.10	123	23	1,526	410
2018-12-20	$19.37	$17.50	26.3%	7.5%	25.6%	16.4%	25.0%	4.3%	0.9%	102.2K	-1.1M	-3.6K	0.12	103.16	86	10	1,526	410
2018-12-21	$18.95	$17.50	21.7%	6.2%	25.9%	11.0%	26.6%	8.2%	4.0%	81.6K	-855.5K	-3.3K	0.03	104.29	223	6	1,516	403
2018-12-24	$18.14	$17.50	34.8%	10.0%	29.8%	26.4%	32.2%	2.4%	-12.9%	56.6K	-509.4K	-2.4K	0.11	93.29	142	16	1,368	134
2018-12-26	$18.61	$17.50	33.7%	9.7%	31.3%	25.1%	30.8%	4.9%	-1.7%	71.7K	-685.6K	-2.7K	0.65	82.39	91	59	1,360	125
2018-12-27	$18.35	$17.50	33.6%	9.6%	31.6%	24.9%	32.1%	11.8%	-13.2%	63.5K	-551.5K	-2.4K	2.00	87.46	33	66	1,398	157
2018-12-28	$18.10	$17.50	33.5%	9.6%	30.0%	24.9%	31.6%	10.8%	-3.0%	60.2K	-520.6K	-2.3K	1.61	86.66	41	66	1,402	162
2018-12-31	$18.32	$17.50	30.7%	8.8%	30.3%	21.6%	26.0%	10.4%	3.4%	62.9K	-541.6K	-2.3K	0.23	88.12	43	10	1,421	162