CTRE Options History — November 2021

In November 2021, CTRE traded between $19.81 and $21.35. ATM implied volatility averaged 29.4%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 1.2% (HV 20d: 28.2%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.40.

Notable Days

  • 2021-11-15: Highest Volume — 317 contracts
  • 2021-11-10: Largest IV drop — 47.3% change
  • 2021-11-08: Highest IV Rank — 42.7%
  • 2021-11-01: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.71$19.81$21.35$21.15$20.38
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV29.4%19.1%43.4%39.1%34.1%
Expected Move8.0%5.5%11.2%11.2%9.8%
HV 20d28.2%18.6%34.0%18.6%33.2%
HV 60d21.7%19.0%23.6%19.0%23.6%
IV Rank22.0%6.8%42.7%36.4%29.0%
IV Percentile55.1%7.9%91.3%83.3%79.8%
Term Structure-0.3%-10.9%16.7%0.8%4.1%
VWIV27.8%19.4%39.9%34.8%36.1%
Skew 25d5.5%-4.6%25.4%8.2%25.4%
Skew 10d14.4%-7.4%49.4%45.4%49.4%
Call IV 25d27.0%20.9%36.2%29.8%36.2%
Put IV 25d32.5%24.0%61.6%38.0%61.6%
Bid-Ask Spread %90.4157.78118.2793.91118.27
Gamma HHI0.420.370.500.370.38
Net GEX-1.6K-18.0K17.8K9.0K-7.0K
Net DEX104.6K-138.0K435.6K-90.5K214.6K
Net VEX-3.2K-3.5K-2.6K-3.5K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.513.380.742.57
Total Volume211.095118317239125
Total OI1,464.7141,2981,6531,3021,493

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$21.15$20.0039.1%11.2%18.6%36.4%34.8%8.2%0.8%9.0K-90.5K-3.5K0.7493.91137102815487
2021-11-02$20.61$20.0028.0%8.0%18.7%20.0%28.5%-4.6%-4.5%2.6K62.3K-3.3K0.9081.02112101805493
2021-11-03$20.81$20.0030.7%8.8%18.9%24.0%31.4%4.5%-2.1%6.6K-13.8K-3.4K1.1164.22122136805493
2021-11-04$20.17$20.0029.6%6.9%22.2%22.4%26.4%-2.0%4.4%-7.9K245.7K-3.1K1.4195.1395134848543
2021-11-05$21.08$20.0032.0%10.3%27.1%25.9%37.2%14.9%-10.9%6.7K-55.4K-3.5K0.8486.21157132852555
2021-11-08$20.64$20.0043.4%7.1%28.3%42.7%26.3%4.5%-0.1%-3.0K123.4K-3.2K0.6683.5612784877549
2021-11-09$21.13$20.0041.7%8.0%29.2%40.2%25.6%5.5%-1.6%12.7K-56.9K-3.4K0.8895.519684911553
2021-11-10$21.35$20.0022.0%6.3%29.3%11.1%22.5%-1.9%-2.9%17.8K-138.0K-3.3K1.1398.67124140910553
2021-11-11$21.06$20.0025.3%7.2%29.4%16.0%24.2%2.5%-7.5%-1.1K64.9K-3.1K1.1957.78118141919610
2021-11-12$20.73$20.0027.4%7.9%29.5%19.1%24.2%0.4%-1.9%-2.6K92.8K-3.4K1.4184.45104147921609
2021-11-15$20.85$20.0027.0%7.7%29.6%18.4%23.6%11.0%-3.6%-8.0K135.6K-2.9K0.78102.62178139931619
2021-11-16$20.68$20.0025.8%7.4%29.7%16.8%24.7%0.0%-0.6%-10.3K147.0K-3.0K0.7575.751781341,006628
2021-11-17$20.84$20.0026.5%7.6%29.7%17.7%24.1%3.2%0.7%-1.7K78.8K-3.1K0.5182.32177911,006643
2021-11-18$20.54$20.0019.1%5.5%30.1%6.8%19.4%6.5%8.4%-9.2K160.6K-3.2K1.12107.1581911,007646
2021-11-19$20.69$20.0026.7%7.6%30.3%18.0%25.0%1.9%1.1%-2.4K146.9K-3.1K1.2185.8663761,004646
2021-11-22$20.82$20.0028.9%8.3%30.1%21.4%27.6%3.2%-4.3%1.1K97.7K-3.1K1.9881.104895811543
2021-11-23$20.68$20.0023.4%6.7%30.0%13.2%26.3%4.5%16.7%-1.3K86.9K-3.4K1.6380.484980816570
2021-11-24$20.77$20.0025.8%7.4%30.1%16.7%27.1%6.8%4.5%-4.2K129.2K-3.2K2.11106.763880832572
2021-11-26$19.81$20.0029.0%8.3%34.0%21.4%28.2%9.7%-6.0%-18.0K435.6K-2.6K3.38115.6240135830572
2021-11-29$20.08$20.0031.4%9.0%33.4%25.0%39.9%11.0%-0.8%-12.8K330.3K-3.1K3.18102.1534108832644
2021-11-30$20.38$20.0034.1%9.8%33.2%29.0%36.1%25.4%4.1%-7.0K214.6K-3.4K2.57118.273590841652