CTRE Options History — February 2021

In February 2021, CTRE traded between $22.04 and $23.52. ATM implied volatility averaged 36.1%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 5.7% (HV 20d: 30.4%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.30.

Notable Days

2021-02-19: Highest Volume — 497 contracts
2021-02-22: Largest IV spike — 74.0% change
2021-02-09: Highest IV Rank — 16.8%
2021-02-25: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.85	$22.04	$23.52	$23.16	$22.30
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	36.1%	23.6%	55.3%	29.6%	37.1%
Expected Move	10.0%	6.8%	14.7%	8.5%	10.6%
HV 20d	30.4%	27.8%	36.3%	36.3%	29.4%
HV 60d	31.1%	29.5%	34.2%	34.2%	30.5%
IV Rank	7.1%	0.8%	16.8%	3.8%	7.6%
IV Percentile	25.5%	1.2%	68.7%	9.9%	27.0%
Term Structure	0.2%	-14.0%	18.3%	1.0%	-4.0%
VWIV	33.1%	22.1%	44.2%	22.1%	36.7%
Skew 25d	4.3%	-6.9%	13.8%	5.4%	9.3%
Skew 10d	-3.9%	-19.6%	11.7%	-19.6%	11.7%
Call IV 25d	32.5%	21.7%	40.4%	21.7%	34.6%
Put IV 25d	36.7%	22.3%	50.6%	27.1%	43.9%
Bid-Ask Spread %	104.29	85.69	133.27	125.52	99.54
Gamma HHI	0.49	0.39	0.64	0.49	0.54
Net GEX	69.7K	3.1K	116.5K	63.8K	45.6K
Net DEX	-919.4K	-1.4M	190.4K	-1.1M	-631.5K
Net VEX	-4.8K	-6.3K	-3.5K	-4.0K	-5.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.00	2.71	0.01	0.15
Total Volume	133.316	13	497	79	15
Total OI	2,039.474	1,540	2,320	1,540	2,286

Daily Data (19 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
2021-02-01	$23.16	$22.50	29.6%	8.5%	36.3%	3.8%	22.1%	5.4%	1.0%	63.8K	-1.1M	-4.0K	0.01	125.52	78	1	1,083	457
2021-02-02	$23.31	$22.50	27.3%	7.8%	34.2%	2.7%	29.9%	0.4%	-3.4%	76.8K	-1.3M	-4.3K	0.07	118.41	27	2	1,159	458
2021-02-03	$23.06	$22.50	23.6%	6.8%	33.1%	0.8%	30.3%	-6.9%	5.0%	81.8K	-1.2M	-4.2K	0.14	133.27	14	2	1,184	458
2021-02-04	$23.52	$22.50	27.5%	10.4%	32.8%	2.8%	31.5%	3.6%	11.2%	72.0K	-1.4M	-4.3K	0.15	101.71	355	53	1,189	460
2021-02-05	$23.38	$22.50	42.3%	9.1%	29.4%	10.2%	26.7%	6.3%	18.3%	84.7K	-1.4M	-4.8K	0.01	96.42	141	1	1,355	501
2021-02-08	$23.23	$22.50	41.4%	9.3%	28.9%	9.8%	32.4%	2.4%	1.4%	87.5K	-1.3M	-4.5K	0.52	85.69	65	34	1,365	502
2021-02-09	$23.23	$22.50	55.3%	12.1%	28.9%	16.8%	41.8%	6.2%	4.1%	78.6K	-1.2M	-4.9K	2.71	99.83	59	160	1,402	546
2021-02-10	$23.12	$22.50	33.4%	9.6%	28.0%	5.7%	33.9%	6.6%	1.8%	70.9K	-1.1M	-4.8K	0.12	92.88	167	20	1,397	700
2021-02-11	$23.26	$22.50	36.3%	10.4%	27.8%	7.2%	32.0%	-0.1%	-5.2%	82.5K	-1.3M	-4.8K	0.11	106.75	56	6	1,503	700
2021-02-12	$22.98	$22.50	31.9%	9.1%	27.9%	5.0%	29.2%	13.8%	12.0%	82.4K	-962.9K	-4.9K	0.44	105.70	9	4	1,526	702
2021-02-16	$22.35	$22.50	36.3%	10.4%	29.3%	7.2%	33.4%	11.4%	-6.4%	116.5K	-491.2K	-4.0K	0.26	103.86	54	14	1,523	706
2021-02-17	$22.63	$22.50	43.9%	12.6%	29.7%	11.1%	31.9%	-5.9%	-14.0%	110.0K	-856.7K	-4.4K	0.00	98.43	35	0	1,563	710
2021-02-18	$22.35	$22.50	29.8%	8.6%	29.7%	4.0%	32.9%	-6.3%	-13.6%	82.3K	-557.5K	-4.1K	0.00	109.77	30	0	1,593	710
2021-02-19	$22.05	$22.50	26.0%	7.4%	30.0%	2.0%	29.5%	2.5%	4.7%	3.1K	190.4K	-3.5K	0.00	93.25	497	0	1,610	710
2021-02-22	$22.49	$22.50	45.2%	13.0%	30.8%	11.7%	44.2%	11.3%	-13.3%	37.8K	-562.3K	-5.0K	0.24	105.38	371	90	1,375	499
2021-02-23	$22.67	$22.50	31.2%	8.9%	30.9%	4.6%	31.3%	3.9%	6.0%	48.4K	-798.4K	-6.3K	0.10	106.47	102	10	1,653	588
2021-02-24	$22.97	$22.50	36.5%	10.5%	31.0%	7.3%	37.6%	7.4%	2.3%	57.6K	-979.8K	-6.2K	0.40	98.05	15	6	1,689	594
2021-02-25	$22.04	$22.50	51.2%	14.7%	30.2%	14.8%	42.3%	10.2%	-4.4%	42.6K	-611.8K	-6.2K	0.25	100.65	32	8	1,695	599
2021-02-26	$22.30	$22.50	37.1%	10.6%	29.4%	7.6%	36.7%	9.3%	-4.0%	45.6K	-631.5K	-5.7K	0.15	99.54	13	2	1,683	603