CTRE Options History — August 2021

In August 2021, CTRE traded between $21.29 and $23.90. ATM implied volatility averaged 26.4%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 1.2% (HV 20d: 25.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.09.

Notable Days

2021-08-20: Highest Volume — 90 contracts
2021-08-16: Largest IV spike — 41.1% change
2021-08-05: Highest IV Rank — 20.7%
2021-08-16: Largest Expected Move — 9.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.27	$21.29	$23.90	$23.90	$21.91
Max Pain	$24.43	$22.50	$25.00	$25.00	$22.50
ATM IV	26.4%	18.8%	34.8%	27.0%	22.2%
Expected Move	7.4%	5.4%	9.2%	7.8%	6.4%
HV 20d	25.3%	22.2%	28.2%	24.4%	25.3%
HV 60d	23.2%	21.7%	24.2%	21.8%	22.9%
IV Rank	12.2%	4.4%	20.7%	12.8%	7.9%
IV Percentile	32.0%	6.0%	58.7%	32.9%	14.7%
Term Structure	0.8%	-6.1%	8.4%	-2.3%	8.4%
VWIV	27.3%	22.2%	45.6%	25.8%	22.2%
Skew 25d	4.1%	-6.6%	19.4%	1.3%	-1.6%
Skew 10d	11.5%	-8.2%	38.7%	27.4%	-3.6%
Call IV 25d	24.7%	18.9%	32.7%	25.9%	22.9%
Put IV 25d	28.8%	21.3%	43.3%	27.2%	21.3%
Bid-Ask Spread %	90.35	76.94	101.07	82.57	76.94
Gamma HHI	0.42	0.32	0.60	0.56	0.39
Net GEX	3.6K	-14.3K	34.3K	29.2K	9.2K
Net DEX	100.6K	-400.7K	392.1K	-396.6K	91.0K
Net VEX	-3.7K	-4.1K	-3.3K	-3.8K	-3.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.09	0.00	3.77	0.79	0.04
Total Volume	34.591	2	90	70	56
Total OI	1,281.545	1,135	1,422	1,135	1,319

Daily Data (22 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
2021-08-02	$23.90	$25.00	27.0%	7.8%	24.4%	12.8%	25.8%	1.3%	-2.3%	29.2K	-396.6K	-3.8K	0.79	82.57	39	31	747	388
2021-08-03	$23.82	$25.00	20.8%	6.0%	24.1%	6.5%	22.4%	4.9%	2.3%	34.3K	-400.7K	-3.8K	2.00	89.44	2	4	749	393
2021-08-04	$22.89	$25.00	28.5%	8.2%	27.8%	14.3%	27.8%	-4.5%	5.9%	6.1K	-51.2K	-4.0K	3.24	82.11	17	55	766	424
2021-08-05	$23.34	$25.00	34.8%	8.5%	28.0%	20.7%	0.0%	8.2%	1.4%	21.2K	-247.6K	-4.1K	0.16	93.35	43	7	766	427
2021-08-06	$23.24	$25.00	24.6%	7.1%	27.2%	10.3%	0.0%	8.2%	-0.9%	5.3K	-69.2K	-3.5K	1.00	97.79	1	1	749	458
2021-08-09	$23.10	$25.00	32.3%	6.9%	26.6%	18.2%	23.4%	-1.1%	1.7%	11.7K	-71.0K	-3.8K	1.91	93.27	11	21	775	464
2021-08-10	$22.56	$25.00	28.9%	7.4%	27.4%	14.7%	22.5%	9.4%	-1.0%	-3.6K	120.0K	-3.5K	0.20	99.37	5	1	776	464
2021-08-11	$22.31	$25.00	25.2%	7.2%	27.6%	10.9%	25.2%	6.6%	1.9%	-4.5K	175.9K	-3.6K	1.60	99.82	5	8	787	485
2021-08-12	$21.90	$25.00	25.4%	7.3%	28.1%	11.1%	45.6%	9.1%	-0.3%	-8.5K	299.9K	-3.3K	3.77	101.07	13	49	789	486
2021-08-13	$22.29	$25.00	22.8%	6.5%	28.2%	8.5%	22.8%	8.0%	2.2%	-7.6K	118.8K	-3.7K	0.07	97.22	60	4	788	490
2021-08-16	$21.95	$25.00	32.2%	9.2%	27.4%	18.0%	0.0%	-5.6%	-6.1%	-14.3K	271.4K	-3.8K	0.36	96.04	14	5	793	532
2021-08-17	$22.06	$25.00	24.6%	7.1%	22.2%	10.4%	30.5%	7.1%	2.4%	-10.5K	221.8K	-3.8K	2.43	99.91	7	17	851	532
2021-08-18	$21.70	$25.00	26.3%	7.5%	22.3%	12.1%	26.1%	19.4%	-0.8%	-2.9K	265.0K	-3.8K	0.79	91.18	14	11	853	537
2021-08-19	$21.29	$25.00	26.6%	7.6%	22.6%	12.4%	28.4%	3.5%	-2.6%	-4.9K	392.1K	-3.5K	0.41	86.41	51	21	853	548
2021-08-20	$21.47	$25.00	27.2%	7.8%	22.6%	13.0%	31.1%	-0.5%	2.4%	1.7K	368.6K	-3.6K	0.43	91.23	63	27	867	555
2021-08-23	$21.56	$25.00	29.7%	8.5%	22.8%	15.6%	28.2%	-0.6%	1.1%	-2.2K	268.9K	-3.4K	0.22	91.32	45	10	772	491
2021-08-24	$21.88	$25.00	24.0%	6.9%	23.7%	9.7%	23.9%	5.5%	1.3%	4.8K	100.1K	-3.9K	1.60	82.03	5	8	778	496
2021-08-25	$21.88	$22.50	24.8%	7.1%	23.6%	10.6%	0.0%	6.6%	0.5%	7.2K	129.5K	-3.7K	1.67	84.58	3	5	802	503
2021-08-26	$21.43	$22.50	31.6%	9.1%	24.3%	17.5%	31.6%	-6.6%	-5.0%	352	244.9K	-3.5K	0.40	86.25	5	2	805	507
2021-08-27	$21.66	$22.50	18.8%	5.4%	24.8%	4.4%	0.0%	5.2%	4.2%	3.0K	189.9K	-3.5K	1.00	83.67	2	2	806	506
2021-08-30	$21.73	$22.50	23.4%	6.7%	24.9%	9.1%	0.0%	7.8%	0.6%	4.9K	192.4K	-3.3K	0.00	82.17	11	0	810	507
2021-08-31	$21.91	$22.50	22.2%	6.4%	25.3%	7.9%	22.2%	-1.6%	8.4%	9.2K	91.0K	-3.7K	0.04	76.94	54	2	810	509