CTRE Options History — December 2021

In December 2021, CTRE traded between $20.11 and $22.96. ATM implied volatility averaged 33.7%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 6.8% (HV 20d: 40.6%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 1.60.

Notable Days

  • 2021-12-09: Highest Volume — 1,018 contracts
  • 2021-12-06: Largest IV spike — 131.7% change
  • 2021-12-06: Highest IV Rank — 87.9%
  • 2021-12-06: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.92$20.11$22.96$20.11$22.96
Max Pain$22.16$20.00$22.50$20.00$22.50
ATM IV33.7%21.5%74.0%46.1%21.5%
Expected Move8.1%6.1%13.8%13.2%6.2%
HV 20d40.6%32.0%46.1%32.3%40.3%
HV 60d30.2%23.6%32.6%23.6%32.0%
IV Rank28.5%10.3%87.9%46.6%10.3%
IV Percentile58.5%17.5%99.6%96.0%17.5%
Term Structure4.2%-13.2%24.4%-11.1%1.6%
VWIV29.2%22.3%47.8%40.4%27.6%
Skew 25d15.0%-1.1%55.2%12.4%12.0%
Skew 10d32.3%1.4%77.2%6.2%25.3%
Call IV 25d26.2%18.4%35.6%27.0%30.0%
Put IV 25d41.1%26.0%77.3%39.4%42.1%
Bid-Ask Spread %90.8157.12124.93112.6491.62
Gamma HHI0.450.350.560.360.49
Net GEX27.5K-26.6K94.1K-4.2K75.2K
Net DEX-166.9K-1.1M599.0K234.0K-1.1M
Net VEX-6.5K-8.6K-3.0K-3.4K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.600.174.352.571.20
Total Volume373.364981,018125154
Total OI2,281.0911,5032,9251,5032,925

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$20.11$20.0046.1%13.2%32.3%46.6%40.4%12.4%-11.1%-4.2K234.0K-3.4K2.57112.643590851652
2021-12-02$20.73$20.0032.9%9.4%34.0%27.2%34.3%16.6%4.3%-2.2K127.0K-3.4K2.49116.583792859650
2021-12-03$20.67$20.0031.9%9.2%32.0%25.8%33.9%12.6%24.4%-6.7K107.4K-3.6K1.30124.9383108863652
2021-12-06$21.96$22.5074.0%13.8%35.3%87.9%47.8%8.4%-6.0%15.0K-406.3K-4.0K0.24120.46439104870639
2021-12-07$22.08$22.5048.5%11.3%34.2%50.2%38.0%2.8%-13.2%19.8K-451.0K-3.5K0.44101.2621997975645
2021-12-08$22.65$22.5033.3%6.1%34.4%27.8%22.4%1.0%8.9%57.9K-722.0K-3.0K4.35101.321898221,036647
2021-12-09$22.49$22.5041.4%7.2%34.5%39.8%30.3%0.8%10.5%22.4K-206.5K-7.2K3.8567.672108081,0361,304
2021-12-10$20.97$22.5059.1%9.2%42.8%65.8%28.1%10.4%-6.7%-26.6K599.0K-6.9K0.6078.752101261,0531,302
2021-12-13$21.71$22.5028.8%6.4%44.1%21.1%26.7%12.5%5.4%-1.4K250.8K-7.4K0.7591.011931441,0651,352
2021-12-14$21.36$22.5052.9%8.3%44.6%56.8%28.9%13.1%9.9%-8.4K428.2K-7.2K0.74105.731951441,0661,375
2021-12-15$21.33$22.5023.5%6.8%44.4%13.4%28.1%0.0%3.9%-16.1K499.9K-7.0K0.6687.611951291,0711,375
2021-12-16$21.47$22.5027.2%7.8%44.4%18.9%30.4%14.7%14.8%-14.4K433.4K-7.2K0.7080.901801261,0711,408
2021-12-17$22.11$22.5022.6%6.5%45.1%12.0%22.3%11.2%14.8%-1.8K125.8K-7.0K0.1784.426321051,0701,407
2021-12-20$21.74$22.5026.0%7.4%45.6%17.0%26.3%24.6%3.9%17.1K32.2K-8.4K1.13118.6146521,2421,261
2021-12-21$22.09$22.5023.4%6.7%45.8%13.3%22.3%55.2%11.9%52.0K-167.0K-8.0K0.9992.301061051,2441,268
2021-12-22$22.51$22.5025.2%7.2%46.0%15.9%25.2%20.3%-4.0%60.9K-552.4K-7.4K3.3458.83612041,2571,272
2021-12-23$22.44$22.5023.1%6.6%46.1%12.8%23.3%24.6%8.1%56.4K-311.6K-8.0K3.4057.12602041,2671,349
2021-12-27$22.47$22.5028.8%8.3%42.0%21.1%29.1%43.9%3.9%58.4K-314.5K-7.9K2.3087.51882021,2681,349
2021-12-28$22.58$22.5024.4%7.0%41.9%14.7%24.4%22.0%5.9%76.1K-369.0K-7.9K2.2960.45892041,2821,351
2021-12-29$22.88$22.5024.2%7.0%41.9%14.4%24.4%11.5%2.6%81.7K-769.9K-7.4K0.3961.835312051,3091,355
2021-12-30$22.88$22.5023.7%6.8%41.3%13.7%29.3%-1.1%-1.0%94.1K-1.1M-8.4K1.3096.23831081,5221,369
2021-12-31$22.96$22.5021.5%6.2%40.3%10.3%27.6%12.0%1.6%75.2K-1.1M-8.6K1.2091.6270841,5541,371