CTRE Options History — May 2019

In May 2019, CTRE traded between $24.03 and $25.30. ATM implied volatility averaged 22.6%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 3.5% (HV 20d: 19.0%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.47.

Notable Days

  • 2019-05-15: Highest Volume — 512 contracts
  • 2019-05-08: Largest IV drop — 51.8% change
  • 2019-05-07: Highest IV Rank — 26.3%
  • 2019-05-02: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.75$24.03$25.30$24.23$24.35
Max Pain$24.66$22.50$25.00$22.50$25.00
ATM IV22.6%15.1%33.7%26.1%23.4%
Expected Move6.3%5.3%7.8%7.5%6.7%
HV 20d19.0%16.6%21.8%20.2%17.7%
HV 60d18.5%17.8%19.9%19.9%18.2%
IV Rank13.7%4.7%26.3%17.5%18.6%
IV Percentile52.0%6.3%94.8%75.8%62.3%
Term Structure-1.5%-6.2%0.2%-4.6%-1.5%
VWIV22.7%18.4%30.2%26.6%23.6%
Skew 25d2.6%-5.5%6.3%0.9%2.8%
Skew 10d2.8%-9.4%11.9%-4.4%-0.4%
Call IV 25d23.6%19.5%32.3%29.6%26.6%
Put IV 25d26.2%19.8%33.9%30.5%29.4%
Bid-Ask Spread %96.8387.96105.9996.53100.37
Gamma HHI0.620.380.900.690.41
Net GEX48.1K-6.9K139.5K59.5K-80
Net DEX-1.1M-1.8M-310.8K-1.1M-360.5K
Net VEX-5.7K-7.4K-3.9K-3.9K-6.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.470.0010.450.870.56
Total Volume183.227355127367
Total OI1,838.7731,2122,4831,2122,414

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$24.23$22.5026.1%7.5%20.2%17.5%26.6%0.9%-4.6%59.5K-1.1M-3.9K0.8796.533934893319
2019-05-02$24.27$22.5027.2%7.8%20.2%18.7%28.7%2.5%-6.2%57.5K-1.0M-4.0K0.2398.6715536903343
2019-05-03$24.62$22.5026.6%7.6%20.6%18.0%30.2%1.6%-5.2%73.0K-1.3M-4.3K0.3595.85193671,017342
2019-05-06$24.55$25.0031.3%6.2%20.4%23.5%21.6%2.0%-0.9%69.2K-1.3M-4.5K0.0094.5417201,041387
2019-05-07$24.03$25.0033.7%6.6%21.8%26.3%23.0%3.0%-2.0%77.4K-1.1M-4.9K0.6096.231811091,165387
2019-05-08$24.19$25.0016.2%5.7%21.8%6.0%19.2%2.2%-1.7%91.2K-1.2M-4.7K2.3787.96461091,169302
2019-05-09$24.20$25.0015.1%5.6%21.2%4.7%20.1%1.4%-0.2%91.2K-1.2M-4.7K1.8897.87581091,179302
2019-05-10$24.56$25.0015.5%5.3%20.9%5.1%18.4%3.0%-0.3%108.0K-1.4M-4.5K0.2593.312871,178302
2019-05-13$24.96$25.0020.2%5.7%21.6%10.7%22.1%2.8%-1.3%120.5K-1.6M-4.4K0.46103.2450231,158302
2019-05-14$25.08$25.0018.9%5.4%20.9%9.0%20.7%1.4%-1.0%139.5K-1.7M-4.3K1.3899.691041441,180291
2019-05-15$25.23$25.0021.2%6.1%18.5%11.8%21.2%2.7%0.2%117.3K-1.8M-4.4K7.68100.93594531,172286
2019-05-16$25.27$25.0021.7%6.2%17.6%12.4%21.7%-1.7%0.1%52.6K-1.2M-6.2K10.45105.99313241,144733
2019-05-17$25.29$25.0021.2%6.1%17.5%11.8%21.2%4.2%0.2%142-938.3K-7.4K3.34101.56983271,1511,037
2019-05-20$24.84$25.0022.4%6.4%18.0%13.2%22.4%5.3%-1.3%3.5K-310.8K-7.4K0.6790.9567451,0741,014
2019-05-21$25.24$25.0021.3%6.1%16.8%11.9%21.3%5.6%-0.7%-1.2K-690.5K-7.2K0.3191.3968211,0721,026
2019-05-22$25.30$25.0021.7%6.2%16.8%12.3%21.7%5.0%-1.6%-6.9K-707.3K-7.1K0.0393.2012841,0701,046
2019-05-23$25.12$25.0023.7%6.8%17.0%14.7%23.7%-5.5%-1.4%-2.9K-848.0K-7.3K0.0699.77261151,2121,060
2019-05-24$25.26$25.0021.7%6.2%16.6%12.3%21.7%6.3%-0.6%1.0K-1.2M-7.2K0.1593.93166251,3311,061
2019-05-28$24.91$25.0022.9%6.6%17.4%13.8%22.9%5.4%-1.3%2.6K-1.1M-7.0K0.3594.922691,4071,076
2019-05-29$24.56$25.0022.1%6.3%17.5%12.9%24.0%3.4%-0.3%5.4K-682.9K-6.9K0.1395.1494121,4041,079
2019-05-30$24.51$25.0022.4%6.4%17.5%17.0%22.9%1.9%-1.3%-618-531.8K-6.6K0.2098.1156111,3481,076
2019-05-31$24.35$25.0023.4%6.7%17.7%18.6%23.6%2.8%-1.5%-80-360.5K-6.4K0.56100.3743241,3371,077