CTRE Options History — October 2021

In October 2021, CTRE traded between $20.04 and $21.38. ATM implied volatility averaged 29.3%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 12.8% (HV 20d: 16.5%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 2.04.

Notable Days

2021-10-26: Highest Volume — 203 contracts
2021-10-29: Largest IV spike — 122.9% change
2021-10-29: Highest IV Rank — 36.5%
2021-10-29: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.85	$20.04	$21.38	$20.65	$20.80
Max Pain	$20.12	$20.00	$22.50	$22.50	$20.00
ATM IV	29.3%	17.6%	47.2%	27.0%	39.2%
Expected Move	7.6%	5.0%	11.2%	7.7%	11.2%
HV 20d	16.5%	15.1%	18.2%	15.7%	17.8%
HV 60d	20.5%	18.4%	22.2%	22.2%	18.6%
IV Rank	18.2%	4.6%	36.5%	12.8%	36.5%
IV Percentile	48.9%	4.4%	90.5%	44.4%	84.1%
Term Structure	-1.3%	-16.5%	8.8%	-11.0%	-16.5%
VWIV	27.5%	15.0%	42.3%	26.9%	37.7%
Skew 25d	8.2%	-0.1%	20.8%	-0.1%	14.1%
Skew 10d	11.1%	-2.0%	31.1%	11.6%	19.7%
Call IV 25d	23.1%	16.7%	29.4%	27.5%	27.9%
Put IV 25d	31.3%	26.7%	42.0%	27.4%	42.0%
Bid-Ask Spread %	80.79	60.39	106.99	94.66	68.47
Gamma HHI	0.40	0.32	0.55	0.39	0.37
Net GEX	1.6K	-19.2K	15.7K	-2.0K	8.3K
Net DEX	110.3K	-218.5K	527.6K	346.2K	1.9K
Net VEX	-2.9K	-3.7K	-2.2K	-2.6K	-3.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.04	0.00	17.00	0.48	0.60
Total Volume	101.857	1	203	37	202
Total OI	1,330.143	964	1,576	1,473	1,208

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
2021-10-01	$20.65	$22.50	27.0%	7.7%	15.7%	12.8%	26.9%	-0.1%	-11.0%	-2.0K	346.2K	-2.6K	0.48	94.66	25	12	981	492
2021-10-04	$20.55	$20.00	27.2%	7.9%	15.5%	13.0%	27.7%	15.1%	-13.1%	-1.9K	355.2K	-2.6K	17.00	88.58	3	51	981	492
2021-10-05	$20.04	$20.00	44.8%	7.3%	17.0%	30.9%	25.7%	11.3%	4.3%	-2.2K	404.6K	-2.5K	11.17	89.62	6	67	992	497
2021-10-06	$20.15	$20.00	30.2%	7.0%	16.4%	16.0%	24.3%	13.4%	0.5%	-15.8K	527.6K	-2.2K	0.39	106.99	38	15	989	530
2021-10-07	$20.23	$20.00	33.4%	7.9%	16.7%	19.3%	27.8%	1.3%	1.8%	-9.9K	301.1K	-2.7K	3.22	87.86	9	29	993	497
2021-10-08	$20.39	$20.00	35.2%	8.8%	16.0%	21.1%	15.0%	2.8%	-1.8%	-10.5K	305.0K	-2.6K	0.68	91.02	25	17	1,006	496
2021-10-11	$20.34	$20.00	30.2%	7.9%	15.6%	16.0%	27.8%	10.2%	-0.2%	-19.2K	346.5K	-2.5K	1.50	92.95	12	18	1,011	520
2021-10-12	$20.56	$20.00	47.2%	7.8%	16.4%	33.4%	26.9%	4.8%	-0.1%	-10.9K	313.8K	-2.6K	0.08	71.59	39	3	1,016	532
2021-10-13	$20.72	$20.00	30.4%	8.7%	16.8%	18.1%	42.3%	11.4%	-3.3%	-2.8K	171.2K	-2.7K	0.00	87.52	0	1	1,021	526
2021-10-14	$20.99	$20.00	28.2%	8.1%	17.3%	20.2%	26.1%	2.6%	-3.4%	3.8K	100.2K	-3.0K	0.70	60.39	43	30	1,048	528
2021-10-15	$21.28	$20.00	17.8%	5.1%	18.2%	4.9%	29.1%	20.8%	6.8%	5.2K	14.6K	-3.0K	0.40	87.17	15	6	1,048	508
2021-10-18	$21.31	$20.00	22.7%	6.5%	17.6%	12.1%	24.8%	3.1%	-3.9%	2.6K	-7.9K	-2.7K	0.25	72.76	67	17	601	363
2021-10-19	$21.23	$20.00	36.1%	10.3%	17.2%	31.9%	21.5%	7.1%	-1.1%	4.6K	-46.6K	-3.0K	0.00	82.65	53	0	609	365
2021-10-20	$21.38	$20.00	19.9%	5.7%	16.8%	8.0%	22.8%	10.6%	1.2%	11.1K	-113.8K	-3.1K	0.51	73.10	124	63	714	367
2021-10-21	$21.35	$20.00	22.4%	6.4%	16.8%	11.7%	35.0%	12.5%	2.5%	13.8K	-171.4K	-3.5K	0.53	63.07	120	63	752	368
2021-10-22	$21.27	$20.00	24.9%	7.1%	16.5%	15.4%	32.7%	5.9%	0.5%	13.4K	-95.7K	-3.2K	0.52	66.72	123	64	767	368
2021-10-25	$21.02	$20.00	26.3%	7.5%	15.6%	17.4%	27.3%	4.9%	8.8%	9.8K	-62.5K	-3.1K	0.79	77.29	102	81	773	371
2021-10-26	$21.18	$20.00	26.7%	7.6%	15.4%	18.0%	25.2%	5.8%	2.7%	10.0K	-83.6K	-3.2K	0.66	77.06	122	81	776	414
2021-10-27	$21.14	$20.00	28.0%	8.0%	15.4%	19.9%	26.1%	6.4%	-1.4%	11.2K	-72.4K	-3.0K	0.61	89.63	122	75	789	414
2021-10-28	$21.36	$20.00	17.6%	5.0%	15.1%	4.6%	25.0%	8.6%	-0.3%	15.7K	-218.5K	-3.7K	0.65	67.44	119	77	790	420
2021-10-29	$20.80	$20.00	39.2%	11.2%	17.8%	36.5%	37.7%	14.1%	-16.5%	8.3K	1.9K	-3.1K	0.60	68.47	126	76	790	418