CTRE Options History — February 2019

In February 2019, CTRE traded between $21.66 and $23.04. ATM implied volatility averaged 21.9%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded below realized volatility by 0.8% (HV 20d: 22.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.31.

Notable Days

2019-02-04: Highest Volume — 828 contracts
2019-02-06: Largest IV drop — 23.6% change
2019-02-05: Highest IV Rank — 19.7%
2019-02-07: Largest Expected Move — 7.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.33	$21.66	$23.04	$21.66	$22.38
Max Pain	$19.34	$17.50	$20.00	$20.00	$20.00
ATM IV	21.9%	16.0%	28.9%	26.2%	18.4%
Expected Move	6.0%	4.6%	7.7%	6.3%	5.3%
HV 20d	22.7%	20.2%	25.7%	20.2%	22.8%
HV 60d	27.0%	26.5%	28.5%	28.5%	26.8%
IV Rank	11.3%	4.4%	19.7%	16.5%	7.2%
IV Percentile	34.3%	5.6%	69.0%	57.9%	15.1%
Term Structure	-1.0%	-5.9%	4.4%	-0.3%	0.3%
VWIV	21.1%	16.0%	27.2%	23.3%	18.4%
Skew 25d	2.1%	-5.0%	7.0%	5.8%	-1.4%
Skew 10d	3.5%	-3.2%	10.9%	8.1%	-2.6%
Call IV 25d	20.8%	16.3%	24.6%	21.6%	22.1%
Put IV 25d	23.0%	17.5%	28.3%	27.4%	20.7%
Bid-Ask Spread %	87.91	41.49	110.35	95.58	84.32
Gamma HHI	0.89	0.54	0.97	0.54	0.96
Net GEX	322.8K	48.7K	505.9K	48.7K	493.9K
Net DEX	-2.7M	-3.9M	-867.3K	-867.3K	-2.7M
Net VEX	-5.7K	-7.1K	-2.3K	-2.4K	-5.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.01	1.25	0.23	0.29
Total Volume	219.316	1	828	209	40
Total OI	2,394.737	784	2,911	793	2,673

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
2019-02-01	$21.66	$20.00	26.2%	6.3%	20.2%	16.5%	23.3%	5.8%	-0.3%	48.7K	-867.3K	-2.4K	0.23	95.58	170	39	727	66
2019-02-04	$21.94	$20.00	27.9%	6.3%	20.2%	18.4%	21.9%	6.1%	0.3%	51.2K	-912.0K	-2.3K	0.01	95.91	818	10	718	66
2019-02-05	$22.01	$20.00	28.9%	6.5%	20.2%	19.7%	22.7%	5.6%	-1.4%	170.1K	-1.9M	-5.1K	0.04	99.25	574	22	1,733	71
2019-02-06	$21.82	$20.00	22.1%	6.3%	20.5%	11.6%	0.0%	5.5%	-1.0%	225.1K	-2.1M	-6.2K	0.00	93.89	0	1	2,218	80
2019-02-07	$22.38	$20.00	26.7%	7.7%	20.4%	17.0%	27.2%	5.2%	-5.9%	218.0K	-2.5M	-6.3K	0.01	108.10	616	5	2,218	80
2019-02-08	$22.20	$20.00	21.8%	6.3%	20.7%	11.3%	21.8%	7.0%	-0.6%	311.2K	-2.9M	-7.1K	0.04	100.32	391	16	2,612	79
2019-02-11	$22.56	$17.50	22.9%	6.6%	21.0%	12.5%	22.9%	2.4%	-1.1%	319.4K	-3.4M	-6.8K	0.02	109.98	246	5	2,629	71
2019-02-12	$21.77	$17.50	25.1%	7.2%	25.7%	15.2%	25.1%	-5.0%	-3.8%	296.9K	-2.3M	-6.4K	0.10	104.94	140	14	2,810	76
2019-02-13	$21.86	$17.50	23.7%	6.8%	25.0%	13.4%	23.5%	4.9%	-5.0%	321.9K	-2.4M	-6.4K	0.18	97.75	100	18	2,816	74
2019-02-14	$22.31	$17.50	18.1%	5.2%	25.6%	6.9%	18.4%	0.6%	1.0%	505.9K	-3.0M	-6.6K	0.56	110.35	113	63	2,807	73
2019-02-15	$22.39	$17.50	16.0%	4.6%	25.6%	4.4%	16.0%	-0.8%	2.0%	415.4K	-2.8M	-6.4K	0.23	82.47	110	25	2,798	113
2019-02-19	$22.70	$20.00	18.5%	5.3%	23.9%	7.3%	19.9%	1.0%	-1.3%	383.7K	-3.4M	-5.8K	0.61	66.52	66	40	2,415	64
2019-02-20	$22.62	$20.00	18.6%	5.3%	23.5%	7.4%	18.7%	-0.3%	-0.1%	389.0K	-3.2M	-5.9K	0.71	75.35	70	50	2,404	104
2019-02-21	$22.74	$20.00	18.6%	5.3%	22.4%	7.5%	18.8%	0.1%	4.4%	393.9K	-3.3M	-5.7K	1.25	74.19	40	50	2,397	114
2019-02-22	$23.04	$20.00	21.3%	6.1%	22.5%	10.6%	21.3%	5.1%	-2.7%	320.9K	-3.9M	-5.3K	0.84	41.49	96	81	2,399	114
2019-02-25	$22.64	$20.00	21.0%	6.0%	23.6%	10.3%	21.0%	-0.4%	-1.3%	393.3K	-3.1M	-5.7K	0.14	78.34	35	5	2,438	164
2019-02-26	$22.74	$20.00	21.2%	6.1%	23.3%	10.5%	21.2%	0.0%	-2.7%	398.0K	-3.4M	-5.6K	0.16	77.04	32	5	2,470	164
2019-02-27	$22.49	$20.00	18.6%	5.3%	23.7%	7.5%	18.7%	-1.1%	0.6%	477.6K	-2.9M	-5.7K	0.13	74.42	54	7	2,481	164
2019-02-28	$22.38	$20.00	18.4%	5.3%	22.8%	7.2%	18.4%	-1.4%	0.3%	493.9K	-2.7M	-5.6K	0.29	84.32	31	9	2,502	171