CTRE Options History — July 2019

In July 2019, CTRE traded between $23.05 and $24.62. ATM implied volatility averaged 23.2%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 3.3% (HV 20d: 26.5%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.18.

Notable Days

  • 2019-07-19: Highest Volume — 807 contracts
  • 2019-07-10: Largest IV spike — 66.3% change
  • 2019-07-31: Highest IV Rank — 29.3%
  • 2019-07-09: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.78$23.05$24.62$23.47$23.35
Max Pain$23.18$22.50$25.00$25.00$22.50
ATM IV23.2%13.6%30.6%20.4%30.6%
Expected Move7.0%4.6%9.8%5.9%8.8%
HV 20d26.5%17.7%28.3%26.5%17.7%
HV 60d22.1%21.3%22.9%21.6%21.8%
IV Rank18.2%3.7%29.3%14.1%29.3%
IV Percentile57.6%2.8%93.7%40.9%93.7%
Term Structure-1.6%-19.3%5.2%5.2%-2.7%
VWIV24.5%14.5%29.7%14.5%29.7%
Skew 25d3.5%-2.3%9.5%8.2%9.0%
Skew 10d3.0%-12.3%81.0%81.0%6.4%
Call IV 25d24.2%14.4%32.4%14.4%22.0%
Put IV 25d27.7%22.6%33.8%22.6%31.0%
Bid-Ask Spread %95.1382.28107.3898.14107.38
Gamma HHI0.640.310.920.360.91
Net GEX20.5K-21.2K68.7K6.7K65.0K
Net DEX150.6K-447.0K1.3M715.2K-300.8K
Net VEX-3.0K-5.0K-1.8K-3.2K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.0010.250.313.27
Total Volume102.045228073447
Total OI1,999.7731,2392,4352,4221,312

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$23.47$25.0020.4%5.9%26.5%14.1%14.5%8.2%5.2%6.7K715.2K-3.2K0.3198.142681,3701,052
2019-07-02$24.28$25.0016.2%4.6%27.9%7.7%21.5%8.5%4.1%-11.1K-44.0K-4.4K1.54102.7424371,3831,052
2019-07-03$24.62$25.0018.3%5.3%26.7%10.9%19.6%0.2%4.5%-17.9K-447.0K-5.0K0.8097.7560481,3901,043
2019-07-05$24.20$22.5017.6%6.5%27.4%9.9%23.1%4.0%-0.9%-7.8K48.0K-4.2K2.3891.2124571,3991,031
2019-07-08$24.55$22.5019.9%6.7%27.9%13.2%25.4%1.9%-2.5%-20.1K-327.3K-4.3K0.7993.9729231,3951,028
2019-07-09$24.30$22.5013.6%9.8%28.0%3.7%28.7%-1.7%-19.3%-16.1K265.5K-3.4K0.77100.0930231,4071,028
2019-07-10$24.45$22.5022.6%6.5%28.1%17.2%24.0%1.9%-1.6%-21.2K238.9K-3.3K0.7294.2332231,4071,028
2019-07-11$24.14$22.5021.8%6.3%28.1%16.1%22.0%3.2%-0.7%-2.7K473.3K-3.0K0.5794.2349281,4051,028
2019-07-12$24.05$22.5021.8%6.2%28.2%16.1%22.0%2.9%-0.5%-1.5K435.5K-3.0K0.7194.8352371,4011,030
2019-07-15$23.80$25.0021.1%6.0%28.3%15.0%21.4%2.5%0.3%4.3K524.0K-2.7K0.0093.742201,3901,037
2019-07-16$23.89$25.0022.0%6.3%28.0%16.4%22.3%4.3%-1.7%4.7K654.9K-2.4K0.0293.8214831,3811,037
2019-07-17$23.82$25.0022.7%6.5%28.0%17.5%25.3%4.6%-1.7%8.7K950.0K-2.3K0.1392.7294121,3021,038
2019-07-18$23.77$22.5017.5%5.0%27.1%9.7%22.4%4.9%-0.3%7.4K877.1K-2.3K0.1897.1185151,2811,027
2019-07-19$23.23$22.5025.8%7.4%28.0%22.2%24.0%9.5%0.1%15.7K1.3M-1.8K0.0498.88777301,2581,027
2019-07-22$23.05$22.5027.9%8.0%27.3%25.3%27.3%0.1%3.8%51.1K-181.2K-2.5K0.1099.072021,011228
2019-07-23$23.45$22.5028.0%8.0%28.1%25.4%25.0%5.7%-2.6%68.6K-344.0K-2.9K0.2697.0361161,026228
2019-07-24$23.48$22.5028.6%8.2%27.8%26.3%27.8%3.2%-3.5%68.7K-369.9K-3.0K0.3992.2541161,050243
2019-07-25$23.14$22.5028.4%8.1%24.4%26.0%28.2%-2.3%-2.5%55.6K-224.4K-2.6K0.3690.8844161,048243
2019-07-26$23.36$22.5028.2%8.1%24.5%25.8%27.8%2.5%-3.8%62.1K-280.4K-2.8K0.3283.0681261,045256
2019-07-29$23.24$22.5027.9%8.0%23.2%25.3%29.3%-0.3%-3.3%62.5K-279.8K-2.5K10.2582.284411,071262
2019-07-30$23.41$22.5029.2%8.4%21.8%27.2%27.7%4.2%-4.8%68.3K-332.6K-2.6K2.0997.4811231,073244
2019-07-31$23.35$22.5030.6%8.8%17.7%29.3%29.7%9.0%-2.7%65.0K-300.8K-2.5K3.27107.3811361,069243