CTRE Options History — June 2021

In June 2021, CTRE traded between $22.95 and $23.99. ATM implied volatility averaged 21.0%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded below realized volatility by 0.6% (HV 20d: 21.6%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 4.80.

Notable Days

  • 2021-06-23: Highest Volume — 198 contracts
  • 2021-06-29: Largest IV spike — 67.8% change
  • 2021-06-01: Highest IV Rank — 16.4%
  • 2021-06-01: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.51$22.95$23.99$23.99$23.24
Max Pain$22.73$22.50$25.00$22.50$25.00
ATM IV21.0%15.0%32.3%32.3%16.4%
Expected Move6.1%4.3%9.3%9.3%4.7%
HV 20d21.6%19.0%27.1%27.1%20.8%
HV 60d21.8%20.7%23.9%23.2%21.3%
IV Rank6.0%0.5%16.4%16.4%1.8%
IV Percentile7.9%0.8%36.9%36.9%2.4%
Term Structure3.3%-10.2%14.8%1.1%10.9%
VWIV19.7%12.1%31.2%15.9%31.2%
Skew 25d12.7%-7.4%94.9%-0.8%6.4%
Skew 10d48.3%-19.0%135.0%-19.0%8.3%
Call IV 25d18.1%10.3%26.5%24.3%14.7%
Put IV 25d30.8%15.8%105.4%23.5%21.1%
Bid-Ask Spread %84.1925.62119.19119.1995.95
Gamma HHI0.620.410.870.850.43
Net GEX32.4K3.4K59.7K58.0K8.2K
Net DEX-292.8K-739.1K30.1K-739.1K-29.9K
Net VEX-3.8K-4.4K-2.9K-3.9K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.800.0071.000.090.33
Total Volume82.95531981254
Total OI1,600.9551,3361,7651,3441,620

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$23.99$22.5032.3%9.3%27.1%16.4%15.9%-0.8%1.1%58.0K-739.1K-3.9K0.09119.1911510981363
2021-06-02$23.70$22.5022.8%6.5%23.4%7.7%14.6%2.0%-3.8%47.9K-549.4K-3.8K8.33103.22650973363
2021-06-03$23.06$22.5022.7%7.3%22.8%7.6%25.0%2.4%-0.2%28.1K-274.8K-3.6K1.6683.6570116978393
2021-06-04$23.20$22.5024.7%7.2%22.3%9.4%25.1%4.6%2.8%32.6K-374.1K-4.2K0.7780.0271551,052419
2021-06-07$23.51$22.5025.4%7.3%22.5%10.0%22.7%17.7%-1.3%47.1K-504.8K-4.4K0.1385.17101131,108474
2021-06-08$23.48$22.5021.0%6.9%22.2%6.0%18.9%20.9%2.0%43.9K-420.2K-4.2K0.5086.12103521,090482
2021-06-09$23.74$22.5024.3%7.0%20.6%9.1%21.9%2.9%-2.1%46.2K-453.5K-4.0K2.0681.4232661,088532
2021-06-10$23.91$22.5020.0%5.7%19.4%5.0%18.3%3.9%5.5%59.7K-513.3K-3.9K0.9387.7574691,108517
2021-06-11$23.70$22.5022.4%6.4%19.0%7.3%20.3%2.5%10.8%50.0K-366.8K-4.3K0.4382.34731,095555
2021-06-14$23.94$22.5020.2%5.8%19.1%5.3%23.5%3.3%4.9%57.9K-429.8K-3.9K71.0080.8721421,103559
2021-06-15$23.64$22.5020.5%5.9%19.8%5.6%21.6%1.5%0.7%32.5K-263.1K-4.0K9.0025.62191,103646
2021-06-16$23.76$22.5017.3%5.0%19.8%2.7%14.2%1.7%4.9%35.2K-313.2K-4.0K1.1188.2328311,104647
2021-06-17$23.59$22.5020.9%6.0%20.0%5.9%12.1%9.8%-4.2%28.6K-258.3K-3.9K1.0047.9426261,117632
2021-06-18$22.95$22.5022.5%6.4%21.9%7.4%22.5%67.0%2.2%12.5K30.1K-3.6K4.6991.8413611,112653
2021-06-21$23.20$22.5017.0%4.9%22.0%2.3%22.4%11.0%-5.8%15.7K-56.6K-3.6K2.2898.0918411,058555
2021-06-22$23.28$22.5016.4%4.7%21.6%1.7%0.0%8.6%13.5%13.3K-93.1K-3.6K0.0085.801301,058556
2021-06-23$23.32$22.5017.4%5.0%21.6%2.7%16.1%9.6%1.5%19.7K-137.0K-3.6K0.5086.46132661,071556
2021-06-24$23.56$22.5015.0%4.3%21.8%0.5%16.1%94.9%10.1%14.6K-194.9K-2.9K0.0062.94301,079556
2021-06-25$23.89$22.5021.4%6.1%22.3%6.4%18.0%13.6%13.8%47.0K-382.7K-3.5K0.0090.51501,079556
2021-06-28$23.35$22.5015.8%4.5%23.8%1.2%14.2%3.6%14.8%3.4K-111.6K-3.2K0.0583.653721,083556
2021-06-29$23.24$25.0026.5%7.6%21.2%11.1%31.2%-7.4%-10.2%11.4K-4.4K-3.0K0.83105.3283691,033558
2021-06-30$23.24$25.0016.4%4.7%20.8%1.8%0.0%6.4%10.9%8.2K-29.9K-3.5K0.3395.95311,048572