CTRE Options History — August 2019

In August 2019, CTRE traded between $22.51 and $23.88. ATM implied volatility averaged 24.8%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 6.5% (HV 20d: 18.3%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.05.

Notable Days

  • 2019-08-12: Highest Volume — 1,482 contracts
  • 2019-08-28: Largest IV spike — 70.0% change
  • 2019-08-05: Highest IV Rank — 41.4%
  • 2019-08-02: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.23$22.51$23.88$23.12$23.81
Max Pain$22.50$22.50$22.50$22.50$22.50
ATM IV24.8%16.7%38.6%31.4%18.5%
Expected Move6.6%4.7%9.3%9.0%5.3%
HV 20d18.3%16.0%19.9%16.8%19.7%
HV 60d21.8%21.4%22.3%21.4%21.4%
IV Rank20.6%8.4%41.4%30.5%11.1%
IV Percentile59.2%9.1%98.8%95.6%18.3%
Term Structure-0.7%-12.8%7.8%-9.1%-0.9%
VWIV24.2%17.5%37.4%30.7%25.6%
Skew 25d4.5%-2.3%20.9%7.8%4.0%
Skew 10d4.6%-6.7%37.4%9.8%-1.5%
Call IV 25d21.2%14.6%25.6%24.4%21.3%
Put IV 25d25.7%20.0%37.0%32.3%25.2%
Bid-Ask Spread %103.2893.22112.40107.92108.02
Gamma HHI0.830.440.950.930.88
Net GEX79.8K4.8K134.8K54.7K130.0K
Net DEX-794.2K-1.5M68.1K-222.8K-1.5M
Net VEX-6.2K-9.8K-1.5K-2.3K-9.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.0011.003.270.58
Total Volume165.45531,4824749
Total OI2,044.6361,3143,0121,3172,488

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$23.12$22.5031.4%9.0%16.8%30.5%30.7%7.8%-9.1%54.7K-222.8K-2.3K3.27107.9211361,069248
2019-08-02$23.16$22.5032.5%9.3%16.0%32.1%0.0%7.7%-7.4%54.9K-217.1K-2.4K0.50110.19211,067248
2019-08-05$22.70$22.5038.6%6.4%16.0%41.4%27.1%3.3%3.9%38.2K-84.7K-1.9K2.0693.2218371,067247
2019-08-06$23.01$22.5036.9%7.3%16.9%38.8%0.0%4.8%-1.2%44.6K-146.4K-2.2K1.5793.897111,076273
2019-08-07$22.54$22.5026.5%8.6%17.7%23.2%0.0%8.0%-5.7%9.5K67.9K-1.7K0.50106.72211,076276
2019-08-08$22.61$22.5021.2%6.1%17.6%15.1%21.3%3.4%1.4%6.1K35.4K-1.5K0.25105.60821,076264
2019-08-09$22.53$22.5022.0%6.1%17.6%16.4%0.0%5.4%-0.2%4.8K68.1K-1.5K0.50102.37211,079264
2019-08-12$22.84$22.5031.1%6.8%18.4%30.1%24.2%-1.8%0.4%10.3K-43.1K-1.6K0.04105.981,420621,081265
2019-08-13$22.81$22.5021.5%4.7%18.2%15.6%17.5%20.9%7.8%45.4K-578.6K-5.7K0.04112.4017671,896325
2019-08-14$22.51$22.5025.3%7.3%18.6%21.4%0.0%9.3%-1.6%49.3K-522.5K-6.3K0.00101.6871002,040331
2019-08-15$22.84$22.5025.3%7.3%19.6%21.4%25.4%-2.3%0.8%91.3K-1.0M-8.4K0.04100.4219072,681331
2019-08-16$23.37$22.5022.5%6.5%19.9%17.2%21.7%1.2%2.7%108.1K-1.2M-9.0K0.01101.599712,614328
2019-08-19$23.44$22.5022.4%6.4%19.7%17.0%22.0%2.1%2.6%111.9K-1.2M-8.7K0.15101.6179121,991250
2019-08-20$23.43$22.5023.2%6.7%18.7%18.2%23.2%1.1%0.7%116.0K-1.2M-8.9K0.04103.465122,019262
2019-08-21$23.72$22.5021.9%6.3%19.2%16.3%0.0%0.6%2.6%129.7K-1.4M-9.0K0.0099.9412002,051270
2019-08-22$23.88$22.5016.7%4.8%18.5%8.4%20.7%2.1%0.1%134.3K-1.5M-9.4K2.30101.3327622,055270
2019-08-23$23.79$22.5021.9%6.3%18.3%16.2%23.1%1.9%-0.4%115.5K-1.5M-9.8K0.00101.779902,049332
2019-08-26$23.79$22.5018.3%5.3%18.2%10.9%20.6%4.1%1.8%124.5K-1.4M-9.4K0.0698.839362,048332
2019-08-27$23.77$22.5018.7%5.4%18.0%11.4%22.3%2.6%-1.3%124.5K-1.4M-9.4K0.21100.1163132,099330
2019-08-28$23.41$22.5031.7%9.1%18.9%31.0%37.4%9.7%-12.8%117.6K-1.1M-8.5K0.00109.1914302,109329
2019-08-29$23.87$22.5017.4%5.0%19.7%9.5%25.6%3.6%0.9%134.8K-1.4M-9.4K11.00106.031112,147329
2019-08-30$23.81$22.5018.5%5.3%19.7%11.1%0.0%4.0%-0.9%130.0K-1.5M-9.4K0.58108.0231182,149339