CTRE Options History — July 2021

In July 2021, CTRE traded between $23.20 and $24.39. ATM implied volatility averaged 29.7%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 6.8% (HV 20d: 22.9%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.00.

Notable Days

2021-07-22: Highest Volume — 130 contracts
2021-07-13: Largest IV spike — 101.7% change
2021-07-13: Highest IV Rank — 69.0%
2021-07-02: Largest Expected Move — 10.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.86	$23.20	$24.39	$23.69	$24.18
Max Pain	$24.17	$22.50	$25.00	$25.00	$25.00
ATM IV	29.7%	18.2%	82.2%	25.8%	23.5%
Expected Move	6.7%	5.2%	10.9%	7.4%	6.7%
HV 20d	22.9%	19.4%	26.6%	19.5%	24.0%
HV 60d	23.0%	21.6%	24.7%	21.6%	21.8%
IV Rank	15.3%	3.8%	69.0%	10.4%	9.2%
IV Percentile	31.3%	4.4%	99.2%	23.8%	19.8%
Term Structure	-0.4%	-31.2%	24.1%	1.9%	3.2%
VWIV	24.6%	16.4%	32.2%	24.0%	24.2%
Skew 25d	0.9%	-6.5%	6.6%	3.1%	-6.5%
Skew 10d	3.2%	-11.0%	48.4%	2.3%	-11.0%
Call IV 25d	23.5%	14.4%	32.7%	14.4%	24.5%
Put IV 25d	24.4%	16.4%	29.7%	17.5%	18.0%
Bid-Ask Spread %	93.20	74.78	121.81	94.93	83.82
Gamma HHI	0.57	0.41	0.67	0.58	0.56
Net GEX	33.9K	5.6K	63.4K	42.8K	31.9K
Net DEX	-324.3K	-515.5K	-65.2K	-243.5K	-463.9K
Net VEX	-3.5K	-4.0K	-2.8K	-3.7K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	0.00	5.00	1.95	5.00
Total Volume	37.143	1	130	62	12
Total OI	1,356	858	1,682	1,622	1,125

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
2021-07-01	$23.69	$25.00	25.8%	7.4%	19.5%	10.4%	24.0%	3.1%	1.9%	42.8K	-243.5K	-3.7K	1.95	94.93	21	41	1,050	572
2021-07-02	$23.59	$25.00	37.9%	10.9%	19.5%	21.5%	0.0%	2.0%	-31.2%	40.8K	-240.6K	-3.7K	0.00	102.67	8	0	1,067	553
2021-07-06	$23.86	$22.50	26.8%	5.9%	19.4%	12.4%	27.3%	6.6%	1.3%	57.4K	-371.1K	-3.6K	0.67	101.39	3	2	1,073	553
2021-07-07	$23.63	$22.50	42.3%	7.3%	19.7%	28.4%	28.9%	-4.3%	1.5%	44.8K	-295.6K	-3.7K	0.00	100.96	4	0	1,079	555
2021-07-08	$23.20	$22.50	38.3%	8.0%	20.3%	24.3%	28.5%	-3.0%	-3.6%	26.1K	-68.8K	-3.5K	3.00	121.81	3	9	1,070	555
2021-07-09	$23.62	$22.50	45.6%	7.1%	21.3%	31.8%	22.7%	4.8%	-2.0%	44.0K	-227.2K	-3.6K	0.00	102.21	6	0	1,069	563
2021-07-12	$23.97	$22.50	40.8%	6.3%	21.7%	26.8%	22.5%	4.2%	-4.6%	63.4K	-404.9K	-3.7K	0.61	82.59	38	23	1,072	563
2021-07-13	$23.62	$22.50	82.2%	5.7%	22.0%	69.0%	24.8%	1.5%	11.2%	48.7K	-290.8K	-3.4K	1.00	97.77	1	1	1,103	541
2021-07-14	$23.57	$22.50	19.2%	5.5%	21.6%	4.9%	27.5%	-5.8%	7.2%	7.3K	-65.2K	-2.8K	0.17	94.31	29	5	1,104	542
2021-07-15	$23.48	$25.00	21.7%	6.2%	21.5%	7.4%	25.6%	-3.7%	24.1%	32.3K	-123.6K	-3.2K	0.14	88.72	14	2	1,132	547
2021-07-16	$23.89	$25.00	23.2%	6.6%	22.3%	8.9%	27.6%	4.4%	-0.1%	14.8K	-187.1K	-3.1K	2.29	74.78	24	55	1,138	544
2021-07-19	$23.31	$25.00	25.6%	7.3%	21.8%	11.3%	24.9%	0.6%	0.1%	5.6K	-106.1K	-3.2K	0.04	83.64	54	2	500	358
2021-07-20	$24.29	$25.00	24.5%	7.0%	25.9%	10.2%	23.5%	2.8%	-3.2%	18.7K	-383.5K	-3.4K	0.16	87.09	79	13	545	359
2021-07-21	$24.39	$25.00	22.8%	6.5%	25.9%	8.5%	32.2%	6.6%	-2.3%	30.9K	-488.5K	-3.1K	0.15	88.47	112	17	613	371
2021-07-22	$24.04	$25.00	25.1%	7.2%	26.6%	10.8%	26.2%	5.4%	8.3%	25.1K	-441.6K	-3.9K	0.20	96.04	108	22	668	368
2021-07-23	$24.26	$25.00	21.4%	6.1%	26.6%	7.0%	20.7%	3.9%	-1.0%	32.1K	-477.3K	-4.0K	0.00	88.19	21	0	716	380
2021-07-26	$24.05	$25.00	19.9%	5.7%	26.4%	5.6%	0.0%	2.6%	-9.1%	30.3K	-449.0K	-3.9K	3.20	88.33	5	16	716	380
2021-07-27	$24.14	$25.00	18.2%	5.2%	24.9%	3.8%	16.4%	3.3%	1.6%	38.3K	-515.5K	-3.8K	1.11	91.90	9	10	723	380
2021-07-28	$24.20	$25.00	20.0%	5.7%	24.8%	5.7%	18.1%	-3.3%	-6.4%	39.3K	-483.5K	-3.7K	0.00	92.81	0	1	728	377
2021-07-29	$24.13	$25.00	18.5%	5.3%	24.9%	4.1%	21.8%	-6.1%	-4.9%	37.2K	-483.9K	-3.7K	0.25	94.81	8	2	739	385
2021-07-30	$24.18	$25.00	23.5%	6.7%	24.0%	9.2%	24.2%	-6.5%	3.2%	31.9K	-463.9K	-3.8K	5.00	83.82	2	10	739	386