CTRE Options History — October 2019

In October 2019, CTRE traded between $22.87 and $24.48. ATM implied volatility averaged 24.5%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 5.8% (HV 20d: 18.7%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.27.

Notable Days

  • 2019-10-18: Highest Volume — 512 contracts
  • 2019-10-08: Largest IV spike — 24.9% change
  • 2019-10-29: Highest IV Rank — 45.0%
  • 2019-10-04: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.72$22.87$24.48$22.96$24.23
Max Pain$22.72$22.50$25.00$25.00$22.50
ATM IV24.5%18.5%30.1%25.1%26.0%
Expected Move7.3%5.9%9.1%7.2%7.5%
HV 20d18.7%14.9%25.0%23.6%19.1%
HV 60d19.8%19.1%20.7%19.8%20.0%
IV Rank21.9%11.2%45.0%21.0%35.5%
IV Percentile64.1%16.3%91.3%72.6%77.8%
Term Structure-2.0%-6.5%3.1%3.1%-4.6%
VWIV25.5%20.9%35.3%25.0%35.3%
Skew 25d2.6%-0.5%7.9%7.9%5.1%
Skew 10d0.2%-2.7%13.6%13.6%-1.0%
Call IV 25d24.5%18.9%28.4%18.9%28.4%
Put IV 25d27.1%23.2%33.5%26.8%33.5%
Bid-Ask Spread %95.9082.09103.2283.41100.50
Gamma HHI0.890.800.940.820.94
Net GEX156.2K88.1K227.1K95.9K227.1K
Net DEX-1.3M-2.2M-599.0K-674.9K-1.9M
Net VEX-7.1K-8.2K-6.1K-6.6K-7.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.003.330.240.20
Total Volume65.6961512316
Total OI2,586.5222,2542,7332,6112,588

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$22.96$25.0025.1%7.2%23.6%21.0%25.0%7.9%3.1%95.9K-674.9K-6.6K0.2483.412562,264347
2019-10-02$22.87$25.0026.3%7.5%23.6%22.8%26.3%7.9%0.9%88.1K-599.0K-6.5K3.3382.093102,262353
2019-10-03$23.24$22.5024.1%7.8%24.3%19.6%0.0%4.5%-1.3%107.4K-782.0K-6.8K0.0096.39102,263363
2019-10-04$23.56$22.5018.5%9.1%24.9%11.2%24.1%6.0%-4.7%121.6K-877.6K-6.9K0.00103.223202,263363
2019-10-07$23.68$22.5020.6%7.6%25.0%14.4%26.6%1.9%-1.9%138.2K-1.1M-6.9K0.0092.042502,285339
2019-10-08$23.87$22.5025.8%7.1%17.3%22.1%24.5%1.8%-1.7%164.3K-1.5M-7.7K0.0099.302702,306339
2019-10-09$23.85$22.5024.3%7.0%16.4%19.9%25.9%1.3%-1.6%163.8K-1.4M-7.7K0.0096.384202,315339
2019-10-10$23.71$22.5027.5%7.9%16.5%24.7%29.7%3.0%-1.6%157.5K-1.3M-7.3K0.0895.2310482,321339
2019-10-11$23.65$22.5024.6%7.1%15.4%20.4%22.5%2.6%1.0%159.0K-1.3M-7.4K0.7798.0726202,379339
2019-10-14$23.56$22.5024.9%7.2%15.4%20.8%0.0%2.8%-0.6%157.1K-1.2M-6.8K0.0097.994802,402331
2019-10-15$23.48$22.5024.7%7.1%14.9%20.5%23.2%2.0%-0.7%156.1K-1.3M-6.7K0.2293.563782,399293
2019-10-16$23.41$22.5024.2%6.9%14.9%19.7%23.9%1.0%-2.1%151.2K-1.1M-6.1K0.0096.472502,414291
2019-10-17$23.80$22.5020.4%5.9%15.9%14.0%23.4%2.8%0.5%105.2K-1.1M-6.3K0.2097.752042,416291
2019-10-18$23.98$22.5023.6%6.8%15.9%18.8%23.8%-0.0%-2.8%108.3K-1.2M-6.5K0.0295.46502102,417288
2019-10-21$24.11$22.5024.1%6.9%15.9%19.5%24.7%0.7%-3.8%177.8K-1.6M-7.4K0.0894.73125102,077177
2019-10-22$23.98$22.5023.1%6.6%15.9%18.1%25.0%0.4%-2.6%172.9K-1.6M-7.6K0.0094.521102,125187
2019-10-23$24.45$22.5023.5%6.7%17.0%18.7%23.7%1.1%-2.3%195.2K-2.0M-7.9K0.0395.9323172,146198
2019-10-24$24.48$22.5024.9%7.2%16.7%20.8%25.0%1.0%-4.4%225.1K-2.2M-8.2K0.0697.971612,303205
2019-10-25$23.64$22.5025.7%7.4%21.2%22.0%20.9%-0.5%-3.1%177.8K-1.3M-7.0K0.4696.4624112,308206
2019-10-28$23.46$22.5026.9%7.7%21.3%23.8%28.5%0.1%-2.1%164.1K-1.1M-6.4K0.5098.501682,313212
2019-10-29$23.56$22.5030.1%8.6%18.8%45.0%28.9%1.4%-6.5%170.3K-1.3M-6.9K0.03100.883212,334219
2019-10-30$23.96$22.5024.0%6.9%19.4%30.8%0.0%5.2%-3.2%207.5K-1.6M-7.1K0.0098.912902,352219
2019-10-31$24.23$22.5026.0%7.5%19.1%35.5%35.3%5.1%-4.6%227.1K-1.9M-7.6K0.20100.50512,369219