CTRE Options History — April 2019

In April 2019, CTRE traded between $23.05 and $24.32. ATM implied volatility averaged 21.7%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 3.5% (HV 20d: 18.2%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.29.

Notable Days

2019-04-12: Highest Volume — 255 contracts
2019-04-05: Largest IV spike — 71.5% change
2019-04-25: Highest IV Rank — 21.0%
2019-04-25: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.63	$23.05	$24.32	$23.23	$24.22
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	21.7%	12.1%	29.1%	20.7%	24.9%
Expected Move	6.7%	4.3%	8.4%	6.6%	7.1%
HV 20d	18.2%	16.6%	20.2%	18.1%	20.2%
HV 60d	20.0%	19.7%	20.7%	20.7%	20.0%
IV Rank	12.3%	1.2%	21.0%	11.1%	16.0%
IV Percentile	46.2%	0.8%	84.9%	37.7%	68.7%
Term Structure	-2.5%	-6.5%	8.2%	0.9%	-5.0%
VWIV	23.5%	20.0%	29.4%	21.5%	26.8%
Skew 25d	3.3%	-1.8%	8.3%	0.0%	3.3%
Skew 10d	-0.7%	-5.5%	3.2%	-0.3%	-0.8%
Call IV 25d	21.6%	12.9%	27.3%	20.8%	27.2%
Put IV 25d	24.9%	16.5%	30.4%	20.8%	30.4%
Bid-Ask Spread %	98.61	91.10	107.20	101.39	95.26
Gamma HHI	0.59	0.47	0.72	0.57	0.67
Net GEX	35.9K	10.2K	69.3K	10.2K	57.0K
Net DEX	-926.9K	-1.2M	-575.5K	-575.5K	-1.0M
Net VEX	-3.0K	-3.8K	-2.5K	-2.6K	-3.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.02	0.98	0.02	0.51
Total Volume	108.762	11	255	66	62
Total OI	1,170.524	980	1,482	1,005	1,187

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
2019-04-01	$23.23	$22.50	20.7%	6.6%	18.1%	11.1%	21.5%	0.0%	0.9%	10.2K	-575.5K	-2.6K	0.02	101.39	65	1	595	410
2019-04-02	$23.35	$22.50	13.3%	6.1%	17.5%	2.6%	20.1%	-1.8%	8.2%	16.2K	-825.1K	-2.5K	0.02	94.32	105	2	656	410
2019-04-03	$23.34	$22.50	12.1%	6.1%	17.5%	1.2%	21.0%	1.7%	-1.3%	20.3K	-907.3K	-2.5K	0.19	99.37	95	18	705	409
2019-04-04	$23.27	$22.50	14.1%	5.9%	17.4%	3.5%	20.4%	1.8%	0.2%	18.5K	-875.7K	-2.6K	0.19	99.88	98	19	717	410
2019-04-05	$23.53	$22.50	24.2%	5.9%	17.1%	15.2%	20.0%	2.6%	-0.1%	26.6K	-884.2K	-2.7K	0.34	99.98	113	38	719	410
2019-04-08	$23.36	$22.50	15.7%	6.0%	16.6%	5.4%	21.0%	8.3%	0.8%	20.9K	-888.0K	-2.5K	0.22	106.32	9	2	716	423
2019-04-09	$23.53	$22.50	17.9%	6.6%	16.6%	7.9%	23.0%	2.7%	-2.7%	25.4K	-956.3K	-2.5K	0.02	97.46	103	2	721	425
2019-04-10	$23.89	$22.50	14.9%	4.3%	17.1%	4.5%	22.0%	2.7%	-0.0%	35.3K	-1.0M	-2.8K	0.04	95.35	81	3	735	425
2019-04-11	$24.32	$22.50	21.9%	6.3%	18.3%	12.6%	22.3%	1.6%	-3.2%	44.7K	-1.1M	-2.6K	0.07	96.23	214	14	731	426
2019-04-12	$24.27	$22.50	22.1%	6.3%	18.3%	12.8%	20.9%	1.5%	-3.8%	69.3K	-1.2M	-2.9K	0.16	93.25	220	35	879	438
2019-04-15	$23.96	$22.50	21.6%	6.2%	17.1%	12.2%	23.6%	2.7%	-3.3%	54.4K	-1.2M	-3.3K	0.05	91.10	82	4	952	454
2019-04-16	$23.39	$22.50	26.0%	7.5%	18.9%	17.4%	22.1%	4.7%	-4.7%	36.0K	-1.1M	-3.3K	0.18	99.12	55	10	1,011	455
2019-04-17	$23.12	$22.50	25.8%	7.4%	19.3%	17.1%	25.0%	8.1%	-5.2%	26.5K	-980.9K	-3.3K	0.61	104.04	59	36	1,020	460
2019-04-18	$23.38	$22.50	24.2%	6.9%	17.1%	15.2%	23.4%	1.5%	-2.6%	41.8K	-1.0M	-3.2K	0.68	100.19	60	41	1,006	476
2019-04-22	$23.05	$22.50	29.0%	8.3%	17.3%	20.9%	29.4%	8.2%	-5.5%	36.1K	-669.9K	-3.3K	0.24	107.20	49	12	727	253
2019-04-23	$23.64	$22.50	28.2%	8.1%	19.3%	19.9%	23.9%	3.5%	-4.4%	40.2K	-805.3K	-3.3K	0.23	97.89	53	12	726	264
2019-04-24	$23.78	$22.50	23.2%	6.7%	19.3%	14.1%	28.4%	5.5%	-4.0%	41.5K	-827.3K	-3.3K	0.98	96.91	50	49	727	264
2019-04-25	$23.68	$22.50	29.1%	8.4%	19.4%	21.0%	25.8%	4.8%	-6.5%	37.9K	-776.7K	-3.4K	0.90	101.75	51	46	731	301
2019-04-26	$23.99	$22.50	24.8%	7.1%	19.7%	15.9%	26.3%	3.3%	-5.0%	40.4K	-872.0K	-3.4K	0.14	97.77	211	29	732	302
2019-04-29	$23.84	$22.50	21.9%	6.3%	19.9%	12.6%	27.0%	2.1%	-6.5%	54.6K	-943.8K	-3.8K	0.33	95.93	57	19	872	301
2019-04-30	$24.22	$22.50	24.9%	7.1%	20.2%	16.0%	26.8%	3.3%	-5.0%	57.0K	-1.0M	-3.7K	0.51	95.26	41	21	867	320