CTRE Options History — September 2021

In September 2021, CTRE traded between $20.42 and $22.54. ATM implied volatility averaged 24.7%, placing in the 10.4% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 5.2% (HV 20d: 19.5%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 2.15.

Notable Days

2021-09-20: Highest Volume — 186 contracts
2021-09-17: Largest IV spike — 31.6% change
2021-09-30: Highest IV Rank — 25.3%
2021-09-30: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.64	$20.42	$22.54	$22.33	$20.42
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	24.7%	15.7%	39.3%	19.5%	39.3%
Expected Move	7.4%	4.5%	11.3%	5.6%	11.3%
HV 20d	19.5%	15.4%	22.8%	22.8%	15.4%
HV 60d	22.9%	22.3%	23.6%	23.3%	22.3%
IV Rank	10.4%	1.3%	25.3%	5.1%	25.3%
IV Percentile	29.2%	1.6%	78.2%	7.5%	78.2%
Term Structure	2.6%	-19.7%	53.4%	3.1%	-14.1%
VWIV	26.8%	15.2%	46.5%	19.5%	21.8%
Skew 25d	11.5%	-7.2%	51.6%	51.6%	12.3%
Skew 10d	16.9%	-4.6%	74.9%	74.9%	13.0%
Call IV 25d	24.1%	16.5%	31.9%	20.2%	25.1%
Put IV 25d	35.6%	22.1%	71.8%	71.8%	37.4%
Bid-Ask Spread %	85.47	63.57	108.48	88.71	97.64
Gamma HHI	0.36	0.33	0.41	0.38	0.34
Net GEX	14.9K	-4.0K	33.6K	12.9K	3.1K
Net DEX	112.1K	-177.1K	344.5K	-5.0K	284.8K
Net VEX	-3.2K	-3.9K	-2.6K	-3.6K	-2.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.15	0.00	23.00	0.11	0.00
Total Volume	41.524	0	186	50	0
Total OI	1,451.095	1,318	1,574	1,318	1,469

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
2021-09-01	$22.33	$22.50	19.5%	5.6%	22.8%	5.1%	19.5%	51.6%	3.1%	12.9K	-5.0K	-3.6K	0.11	88.71	45	5	809	509
2021-09-02	$22.54	$22.50	21.2%	8.1%	21.9%	6.9%	30.5%	7.4%	-3.4%	25.9K	-177.1K	-3.9K	7.00	75.97	1	7	863	510
2021-09-03	$22.31	$22.50	20.8%	8.4%	22.1%	6.5%	23.7%	-7.2%	-6.7%	26.3K	-53.1K	-3.7K	0.64	86.65	11	7	906	506
2021-09-07	$22.03	$22.50	20.8%	7.6%	22.3%	6.5%	32.3%	3.9%	0.8%	27.1K	23.9K	-3.5K	0.21	68.90	24	5	907	508
2021-09-08	$22.28	$22.50	23.8%	6.8%	21.4%	9.5%	24.8%	1.1%	2.6%	33.6K	-57.2K	-3.5K	0.04	64.73	124	5	918	515
2021-09-09	$22.18	$22.50	23.5%	6.7%	21.0%	9.2%	0.0%	1.0%	-0.1%	27.2K	16.1K	-3.2K	0.11	63.65	19	2	913	518
2021-09-10	$21.71	$22.50	24.1%	6.9%	21.4%	9.8%	0.0%	1.7%	-3.3%	21.3K	112.7K	-3.5K	0.00	63.57	129	0	1,035	519
2021-09-13	$21.85	$22.50	20.7%	5.9%	20.5%	6.3%	35.2%	0.9%	3.2%	21.1K	104.2K	-3.2K	0.00	73.48	25	0	1,053	521
2021-09-14	$21.80	$22.50	24.2%	6.9%	19.8%	9.9%	36.2%	2.7%	1.5%	16.7K	166.7K	-3.0K	0.50	67.52	4	2	1,009	521
2021-09-15	$21.69	$22.50	19.3%	5.5%	19.8%	5.0%	19.9%	5.2%	5.1%	19.7K	180.4K	-2.8K	1.14	87.48	21	24	1,027	521
2021-09-16	$21.86	$22.50	15.7%	4.5%	19.1%	1.3%	15.2%	3.7%	53.4%	21.7K	152.1K	-2.9K	0.00	80.83	0	6	1,030	519
2021-09-17	$21.79	$22.50	20.7%	5.9%	17.7%	6.4%	19.8%	46.6%	16.2%	13.0K	173.5K	-2.8K	2.00	91.43	2	4	1,040	508
2021-09-20	$21.49	$22.50	19.6%	5.6%	18.3%	5.2%	16.3%	12.4%	11.3%	9.8K	98.4K	-3.0K	0.17	108.48	159	27	913	467
2021-09-21	$21.69	$22.50	24.5%	7.0%	18.5%	10.2%	41.4%	36.1%	1.1%	12.2K	107.1K	-3.0K	0.67	105.54	3	2	915	471
2021-09-22	$21.40	$22.50	26.5%	7.6%	18.3%	12.3%	36.5%	15.2%	6.9%	6.9K	131.3K	-3.0K	23.00	88.48	1	23	934	466
2021-09-23	$21.48	$22.50	29.9%	8.6%	18.4%	15.7%	46.5%	20.0%	9.5%	14.8K	-37.1K	-3.4K	2.40	96.48	15	36	936	464
2021-09-24	$21.28	$22.50	24.3%	7.0%	17.1%	10.0%	21.3%	0.1%	-1.9%	1.3K	233.6K	-2.9K	0.00	99.62	0	12	936	491
2021-09-27	$20.89	$22.50	29.6%	8.5%	17.8%	15.4%	22.1%	1.4%	-1.0%	-394	300.1K	-2.6K	0.31	101.94	29	9	947	477
2021-09-28	$20.71	$22.50	35.5%	10.2%	17.8%	21.4%	19.6%	12.9%	-19.7%	-4.0K	344.5K	-2.6K	0.49	92.39	45	22	947	488
2021-09-29	$20.63	$22.50	34.8%	10.0%	17.4%	20.7%	21.8%	12.2%	-9.1%	3.5K	253.8K	-3.0K	0.00	91.46	17	0	971	496
2021-09-30	$20.42	$22.50	39.3%	11.3%	15.4%	25.3%	0.0%	12.3%	-14.1%	3.1K	284.8K	-2.8K	0.00	97.64	0	0	971	498