CTRE Options History — June 2019

In June 2019, CTRE traded between $23.38 and $25.04. ATM implied volatility averaged 21.2%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 1.4% (HV 20d: 19.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.35.

Notable Days

2019-06-21: Highest Volume — 331 contracts
2019-06-04: Largest IV spike — 24.7% change
2019-06-04: Highest IV Rank — 29.5%
2019-06-04: Largest Expected Move — 8.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.26	$23.38	$25.04	$24.13	$24.06
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	21.2%	17.6%	30.7%	24.6%	17.6%
Expected Move	6.2%	5.0%	8.8%	7.1%	5.0%
HV 20d	19.8%	17.2%	25.2%	17.2%	25.2%
HV 60d	19.0%	17.9%	21.0%	18.3%	21.0%
IV Rank	15.2%	9.7%	29.5%	20.4%	9.7%
IV Percentile	44.4%	16.3%	92.9%	71.4%	16.3%
Term Structure	1.7%	-4.0%	14.0%	-4.0%	2.6%
VWIV	23.8%	19.1%	31.0%	25.7%	19.1%
Skew 25d	3.4%	-6.2%	9.2%	4.1%	7.9%
Skew 10d	1.5%	-11.4%	13.4%	6.1%	-7.2%
Call IV 25d	21.4%	14.8%	25.7%	25.7%	18.3%
Put IV 25d	24.8%	15.3%	31.5%	29.8%	26.1%
Bid-Ask Spread %	95.43	86.46	103.14	94.16	93.44
Gamma HHI	0.56	0.35	0.91	0.43	0.66
Net GEX	2.9K	-63.7K	115.8K	-1.0K	-22.7K
Net DEX	12.1K	-846.9K	744.9K	-113.1K	208.5K
Net VEX	-5.0K	-6.0K	-3.0K	-5.9K	-4.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.35	0.00	1.32	0.12	0.27
Total Volume	98.7	29	331	29	218
Total OI	2,404.75	2,227	2,551	2,401	2,321

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
2019-06-03	$24.13	$25.00	24.6%	7.1%	17.2%	20.4%	25.7%	4.1%	-4.0%	-1.0K	-113.1K	-5.9K	0.12	94.16	26	3	1,325	1,076
2019-06-04	$23.56	$25.00	30.7%	8.8%	19.0%	29.5%	31.0%	4.9%	-3.3%	-1.3K	278.4K	-5.4K	1.32	98.18	37	49	1,316	1,078
2019-06-05	$24.20	$25.00	24.4%	7.0%	20.2%	20.0%	27.4%	6.1%	-1.8%	-1.1K	-86.9K	-6.0K	0.17	102.02	78	13	1,311	1,113
2019-06-06	$24.12	$25.00	20.0%	6.6%	20.0%	13.4%	27.1%	4.2%	0.5%	-4.1K	32.5K	-5.5K	0.37	93.25	49	18	1,274	1,114
2019-06-07	$24.20	$25.00	20.6%	6.1%	20.1%	14.3%	26.5%	5.5%	2.6%	-3.4K	83.1K	-5.4K	0.33	89.01	60	20	1,254	1,117
2019-06-10	$24.04	$25.00	22.0%	6.4%	19.4%	16.4%	23.9%	3.0%	1.3%	-7.2K	109.0K	-5.1K	0.53	90.33	34	18	1,257	1,118
2019-06-11	$24.01	$25.00	18.6%	6.2%	18.3%	11.3%	23.2%	4.2%	0.9%	-14.0K	161.0K	-5.2K	0.58	90.74	48	28	1,275	1,134
2019-06-12	$24.30	$25.00	21.4%	6.1%	18.9%	15.5%	24.1%	4.1%	1.2%	-2.2K	4.2K	-5.1K	0.19	91.14	91	17	1,265	1,135
2019-06-13	$24.27	$25.00	21.6%	6.2%	18.6%	15.7%	22.1%	3.4%	0.3%	-2.2K	167.3K	-5.1K	0.28	96.63	86	24	1,306	1,143
2019-06-14	$24.39	$25.00	20.2%	5.8%	18.8%	13.7%	22.9%	2.6%	2.0%	5.5K	177.9K	-5.0K	0.33	97.51	72	24	1,325	1,159
2019-06-17	$24.68	$25.00	20.6%	5.9%	19.4%	14.3%	28.0%	5.1%	1.8%	22.9K	-296.0K	-5.3K	0.02	98.65	45	1	1,324	1,159
2019-06-18	$24.62	$25.00	20.9%	6.0%	18.3%	14.8%	27.8%	2.2%	1.0%	36.3K	-69.4K	-5.0K	0.43	98.15	37	16	1,359	1,160
2019-06-19	$25.03	$25.00	19.5%	5.6%	18.4%	12.7%	23.6%	-3.4%	2.5%	70.9K	-765.5K	-5.2K	0.26	100.79	66	17	1,352	1,169
2019-06-20	$25.04	$25.00	20.3%	5.8%	18.4%	13.9%	20.6%	-4.4%	1.2%	115.8K	-846.9K	-5.2K	0.18	102.84	83	15	1,383	1,168
2019-06-21	$24.51	$25.00	19.1%	5.5%	19.7%	12.0%	19.8%	3.0%	2.8%	-63.7K	254.2K	-4.6K	0.09	92.25	303	28	1,376	1,161
2019-06-24	$24.66	$25.00	18.9%	5.4%	19.7%	11.8%	19.1%	-6.2%	2.9%	-33.6K	-283.6K	-5.1K	0.00	86.46	59	0	1,221	1,006
2019-06-25	$24.34	$25.00	19.3%	5.5%	19.7%	12.3%	20.9%	4.7%	3.5%	-26.2K	-5.9K	-4.6K	0.13	94.10	64	8	1,244	1,006
2019-06-26	$23.38	$25.00	22.9%	6.6%	23.7%	17.7%	21.2%	7.9%	3.0%	-426	744.9K	-3.0K	0.64	95.79	77	49	1,267	1,005
2019-06-27	$23.58	$25.00	20.9%	6.0%	24.0%	14.8%	21.1%	9.2%	14.0%	-10.7K	487.6K	-3.8K	0.79	103.14	52	41	1,267	1,052
2019-06-28	$24.06	$25.00	17.6%	5.0%	25.2%	9.7%	19.1%	7.9%	2.6%	-22.7K	208.5K	-4.1K	0.27	93.44	171	47	1,269	1,052