CTRE Options History — December 2019

In December 2019, CTRE traded between $20.18 and $21.55. ATM implied volatility averaged 19.5%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 4.6% (HV 20d: 24.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.76.

Notable Days

2019-12-23: Highest Volume — 67 contracts
2019-12-03: Largest IV spike — 38.9% change
2019-12-03: Highest IV Rank — 25.3%
2019-12-03: Largest Expected Move — 7.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.79	$20.18	$21.55	$20.70	$20.66
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	19.5%	15.5%	25.6%	18.4%	18.7%
Expected Move	5.6%	4.4%	7.3%	5.3%	5.4%
HV 20d	24.1%	19.3%	34.7%	34.6%	19.9%
HV 60d	26.0%	25.2%	27.3%	27.1%	25.8%
IV Rank	14.6%	7.6%	25.3%	12.8%	13.3%
IV Percentile	25.1%	4.0%	75.4%	13.5%	19.4%
Term Structure	5.8%	-0.5%	12.3%	6.8%	8.0%
VWIV	19.6%	13.6%	25.7%	16.3%	20.0%
Skew 25d	5.6%	-4.2%	14.5%	5.9%	7.3%
Skew 10d	13.1%	2.8%	21.5%	13.6%	16.3%
Call IV 25d	17.6%	12.3%	27.3%	16.1%	14.5%
Put IV 25d	23.2%	19.4%	28.4%	22.1%	21.8%
Bid-Ask Spread %	61.61	47.54	101.58	99.15	58.27
Gamma HHI	0.42	0.27	0.58	0.39	0.37
Net GEX	14.4K	79	34.5K	16.2K	5.9K
Net DEX	-40.3K	-224.6K	130.2K	-31.8K	-38.7K
Net VEX	-1.6K	-2.3K	-1.2K	-1.9K	-1.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.76	0.00	5.00	0.10	0.13
Total Volume	22.476	2	67	11	17
Total OI	2,500.381	2,318	2,584	2,534	2,398

Daily Data (21 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
2019-12-02	$20.70	$20.00	18.4%	5.3%	34.6%	12.8%	16.3%	5.9%	6.8%	16.2K	-31.8K	-1.9K	0.10	99.15	10	1	2,254	280
2019-12-03	$21.01	$20.00	25.6%	7.3%	34.7%	25.3%	25.7%	9.8%	-0.5%	31.7K	-146.5K	-2.3K	0.45	101.58	11	5	2,260	280
2019-12-04	$21.20	$20.00	22.6%	6.5%	34.0%	20.1%	0.0%	14.5%	6.3%	33.3K	-174.5K	-2.3K	5.00	97.09	2	10	2,255	276
2019-12-05	$21.30	$20.00	23.1%	6.1%	34.0%	20.9%	21.1%	1.6%	2.3%	34.4K	-205.0K	-2.2K	3.33	50.24	6	20	2,257	276
2019-12-06	$21.39	$20.00	19.7%	5.7%	27.9%	14.9%	20.4%	2.1%	3.2%	33.1K	-184.3K	-2.0K	0.09	56.41	23	2	2,256	276
2019-12-09	$21.55	$20.00	19.7%	5.4%	24.2%	15.0%	18.7%	1.8%	4.2%	34.5K	-224.6K	-1.9K	0.03	51.28	38	1	2,245	275
2019-12-10	$21.30	$20.00	20.3%	6.1%	24.7%	16.1%	21.7%	0.0%	1.0%	31.3K	-169.8K	-2.0K	0.14	54.31	14	2	2,258	275
2019-12-11	$21.08	$20.00	21.4%	6.1%	19.6%	18.0%	0.0%	6.8%	4.3%	24.9K	-139.0K	-2.0K	0.00	60.72	4	0	2,257	276
2019-12-12	$20.65	$20.00	20.6%	5.9%	21.2%	16.6%	20.7%	4.8%	4.1%	5.5K	16.7K	-1.5K	1.14	62.20	7	8	2,257	276
2019-12-13	$20.18	$20.00	19.8%	5.7%	23.1%	15.1%	19.8%	8.3%	3.8%	79	130.2K	-1.4K	0.15	48.76	55	8	2,260	283
2019-12-16	$20.63	$20.00	15.5%	4.4%	23.0%	7.6%	17.3%	4.6%	11.4%	8.3K	13.2K	-1.4K	0.33	64.98	3	1	2,292	289
2019-12-17	$20.52	$20.00	20.2%	5.8%	21.4%	15.8%	20.3%	-2.3%	3.2%	6.7K	46.2K	-1.4K	0.36	58.53	33	12	2,294	290
2019-12-18	$20.85	$20.00	17.1%	4.9%	22.1%	10.5%	13.6%	7.2%	10.0%	12.4K	-41.9K	-1.4K	0.00	47.54	8	0	2,291	278
2019-12-19	$20.80	$20.00	16.8%	4.8%	21.1%	9.9%	19.5%	-4.2%	9.2%	6.7K	-30.6K	-1.3K	0.50	53.82	4	2	2,293	278
2019-12-20	$20.66	$20.00	16.7%	4.8%	21.0%	9.8%	0.0%	9.6%	12.3%	5.3K	-7.0K	-1.4K	0.02	48.49	60	1	2,294	279
2019-12-23	$20.39	$20.00	19.3%	5.5%	21.6%	14.3%	19.6%	7.7%	4.0%	3.2K	69.6K	-1.3K	0.18	53.72	57	10	2,065	253
2019-12-24	$20.49	$20.00	16.5%	4.7%	20.6%	9.4%	0.0%	10.3%	9.6%	2.6K	49.7K	-1.3K	0.33	50.31	9	3	2,118	263
2019-12-26	$20.30	$20.00	19.2%	5.5%	19.3%	14.1%	19.1%	7.8%	4.8%	1.4K	86.6K	-1.3K	2.50	68.08	4	10	2,127	266
2019-12-27	$20.48	$20.00	16.9%	4.8%	19.5%	10.1%	20.0%	6.5%	9.8%	2.7K	44.4K	-1.3K	1.25	52.17	4	5	2,131	272
2019-12-30	$20.39	$20.00	21.3%	6.1%	19.5%	17.8%	0.0%	8.4%	2.9%	1.7K	91.6K	-1.2K	0.00	56.21	2	0	2,128	277
2019-12-31	$20.66	$20.00	18.7%	5.4%	19.9%	13.3%	0.0%	7.3%	8.0%	5.9K	-38.7K	-1.4K	0.13	58.27	15	2	2,128	270