CTRE Options History — January 2022

In January 2022, CTRE traded between $20.57 and $23.20. ATM implied volatility averaged 38.7%, placing in the 35.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 12.2% (HV 20d: 26.5%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 1.64.

Notable Days

2022-01-25: Highest Volume — 636 contracts
2022-01-20: Largest IV spike — 108.6% change
2022-01-31: Highest IV Rank — 69.3%
2022-01-31: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.09	$20.57	$23.20	$23.07	$21.06
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	38.7%	23.9%	61.4%	28.2%	61.4%
Expected Move	10.8%	6.9%	17.6%	8.1%	17.6%
HV 20d	26.5%	20.2%	40.2%	40.2%	26.2%
HV 60d	33.3%	32.0%	34.4%	32.0%	34.0%
IV Rank	35.8%	14.0%	69.3%	20.3%	69.3%
IV Percentile	79.3%	32.9%	99.2%	59.5%	99.2%
Term Structure	0.3%	-20.7%	37.6%	12.5%	-19.2%
VWIV	36.5%	24.7%	50.8%	28.1%	45.9%
Skew 25d	11.6%	-7.5%	32.4%	11.6%	17.2%
Skew 10d	14.0%	-11.6%	50.0%	33.3%	-10.2%
Call IV 25d	31.6%	20.8%	46.0%	30.4%	46.0%
Put IV 25d	43.2%	30.7%	63.6%	42.0%	63.2%
Bid-Ask Spread %	114.80	72.08	133.97	72.08	118.24
Gamma HHI	0.44	0.37	0.61	0.51	0.40
Net GEX	48.0K	-18.9K	122.4K	84.7K	-16.1K
Net DEX	-432.1K	-1.4M	711.9K	-1.3M	507.0K
Net VEX	-7.5K	-8.5K	-6.5K	-8.1K	-6.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.64	0.25	2.64	0.84	1.71
Total Volume	165.4	100	636	184	114
Total OI	2,679.8	1,840	3,053	2,927	1,986

Daily Data (20 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
2022-01-03	$23.07	$22.50	28.2%	8.1%	40.2%	20.3%	28.1%	11.6%	12.5%	84.7K	-1.3M	-8.1K	0.84	72.08	100	84	1,556	1,371
2022-01-04	$23.17	$22.50	42.5%	12.2%	34.6%	41.3%	46.2%	11.8%	-7.1%	67.2K	-1.1M	-8.5K	2.42	108.37	36	87	1,607	1,371
2022-01-05	$22.63	$22.50	39.9%	11.4%	35.8%	37.5%	39.2%	32.4%	-7.8%	79.3K	-874.6K	-8.4K	2.53	78.30	36	91	1,610	1,379
2022-01-06	$23.06	$22.50	27.5%	10.8%	35.3%	19.2%	34.7%	2.0%	-3.3%	90.3K	-1.2M	-8.3K	2.00	117.90	41	82	1,606	1,372
2022-01-07	$23.08	$22.50	32.1%	7.8%	35.1%	26.0%	28.4%	5.4%	-6.2%	95.7K	-1.3M	-8.4K	1.46	111.62	56	82	1,616	1,372
2022-01-10	$23.02	$22.50	37.4%	8.7%	23.1%	33.8%	34.1%	18.1%	5.7%	80.0K	-1.4M	-7.8K	1.63	110.13	56	91	1,620	1,372
2022-01-11	$23.20	$22.50	48.5%	8.2%	20.2%	50.2%	26.8%	8.1%	4.6%	93.1K	-1.3M	-7.6K	1.63	120.16	56	91	1,620	1,362
2022-01-12	$22.42	$22.50	29.3%	8.4%	23.3%	21.8%	36.8%	12.9%	-1.6%	72.2K	-767.8K	-7.9K	1.70	112.73	54	92	1,625	1,363
2022-01-13	$22.74	$22.50	25.4%	7.3%	23.6%	16.1%	33.9%	26.7%	11.3%	73.3K	-1.1M	-7.7K	1.76	133.97	49	86	1,619	1,368
2022-01-14	$22.68	$22.50	34.6%	9.9%	23.7%	29.7%	37.8%	10.1%	-8.2%	70.5K	-986.7K	-7.9K	1.30	117.20	53	69	1,616	1,365
2022-01-18	$22.30	$22.50	36.8%	10.6%	22.4%	33.0%	38.5%	30.2%	-11.5%	57.1K	-617.5K	-7.5K	1.78	111.74	36	64	1,619	1,368
2022-01-19	$22.23	$22.50	23.9%	6.9%	21.5%	14.0%	24.7%	1.7%	1.5%	122.4K	-652.5K	-6.9K	2.64	114.77	36	95	1,623	1,379
2022-01-20	$21.59	$22.50	49.9%	14.3%	23.3%	52.4%	40.2%	-7.5%	37.6%	12.4K	359.3K	-7.1K	1.40	115.55	43	60	1,626	1,416
2022-01-21	$21.35	$22.50	37.1%	10.6%	22.3%	33.4%	35.8%	9.8%	-0.0%	12.5K	565.6K	-6.9K	2.42	131.61	43	104	1,624	1,429
2022-01-24	$21.07	$22.50	51.6%	14.8%	22.6%	54.9%	35.0%	8.5%	-20.7%	2.5K	272.2K	-6.9K	1.05	112.47	56	59	883	1,040
2022-01-25	$21.28	$22.50	48.6%	13.9%	23.1%	50.4%	33.0%	10.2%	21.7%	8.0K	240.2K	-6.8K	0.25	132.79	510	126	930	1,067
2022-01-26	$20.57	$22.50	37.6%	10.8%	25.4%	34.2%	36.0%	-1.1%	3.0%	-18.9K	650.2K	-6.5K	0.87	132.54	136	118	736	1,104
2022-01-27	$20.60	$22.50	43.6%	12.5%	24.6%	43.0%	43.9%	7.7%	-4.1%	-10.9K	660.9K	-6.8K	1.36	124.81	88	120	825	1,163
2022-01-28	$20.62	$22.50	38.6%	11.1%	24.6%	35.6%	50.8%	16.2%	-2.7%	-15.1K	711.9K	-6.7K	2.00	118.94	36	72	825	1,163
2022-01-31	$21.06	$22.50	61.4%	17.6%	26.2%	69.3%	45.9%	17.2%	-19.2%	-16.1K	507.0K	-6.6K	1.71	118.24	42	72	821	1,165