CTRE Options History — February 2022

In February 2022, CTRE traded between $17.33 and $20.89. ATM implied volatility averaged 36.6%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 7.0% (HV 20d: 29.6%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 2.45.

Notable Days

2022-02-17: Highest Volume — 591 contracts
2022-02-24: Largest IV spike — 56.9% change
2022-02-07: Highest IV Rank — 56.8%
2022-02-24: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.00	$17.33	$20.89	$20.89	$17.44
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	36.6%	29.0%	52.9%	41.3%	32.9%
Expected Move	9.9%	8.3%	13.2%	11.8%	9.4%
HV 20d	29.6%	24.8%	36.0%	26.0%	35.5%
HV 60d	33.9%	32.2%	36.6%	33.4%	35.4%
IV Rank	32.7%	21.5%	56.8%	39.6%	27.3%
IV Percentile	78.2%	61.9%	96.8%	87.3%	76.2%
Term Structure	-0.5%	-13.9%	8.5%	-2.7%	1.7%
VWIV	34.6%	27.2%	43.6%	42.9%	36.2%
Skew 25d	6.3%	-4.2%	27.4%	4.3%	9.0%
Skew 10d	12.7%	-1.6%	40.2%	14.8%	14.2%
Call IV 25d	30.5%	22.8%	45.5%	34.2%	24.8%
Put IV 25d	36.8%	28.1%	54.5%	38.5%	33.8%
Bid-Ask Spread %	109.55	96.32	121.42	112.14	112.99
Gamma HHI	0.52	0.41	0.68	0.41	0.45
Net GEX	-42.4K	-61.0K	-16.8K	-16.8K	-52.5K
Net DEX	1.4M	550.0K	2.2M	550.0K	2.1M
Net VEX	-6.0K	-6.8K	-4.3K	-6.5K	-5.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.45	0.33	9.00	1.80	0.33
Total Volume	140	78	591	112	126
Total OI	2,240.579	2,012	2,740	2,012	2,297

Daily Data (19 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
2022-02-01	$20.89	$22.50	41.3%	11.8%	26.0%	39.6%	42.9%	4.3%	-2.7%	-16.8K	550.0K	-6.5K	1.80	112.14	40	72	849	1,163
2022-02-02	$20.77	$22.50	42.1%	12.1%	25.8%	40.7%	43.2%	2.9%	-13.9%	-22.1K	565.0K	-6.6K	1.80	115.69	40	72	849	1,165
2022-02-03	$20.01	$22.50	40.3%	9.3%	27.4%	38.1%	33.0%	-0.6%	-3.8%	-35.2K	920.2K	-6.1K	9.00	104.17	15	135	851	1,168
2022-02-04	$19.78	$22.50	40.1%	10.3%	25.8%	37.8%	34.2%	2.3%	0.8%	-23.0K	915.7K	-6.7K	7.90	98.51	20	158	850	1,235
2022-02-07	$19.42	$22.50	52.9%	10.2%	25.9%	56.8%	38.1%	9.9%	-6.9%	-43.6K	1.3M	-6.4K	8.33	104.21	18	150	847	1,340
2022-02-08	$19.45	$22.50	49.3%	10.2%	26.1%	51.5%	37.1%	8.8%	7.9%	-30.1K	1.1M	-6.8K	1.69	109.59	29	49	853	1,346
2022-02-09	$19.65	$22.50	36.8%	10.6%	26.3%	33.0%	35.5%	-4.2%	-12.4%	-44.6K	1.2M	-6.5K	1.14	102.97	43	49	860	1,347
2022-02-10	$19.30	$22.50	31.2%	8.9%	24.8%	24.7%	33.4%	-0.9%	0.3%	-37.6K	1.2M	-6.3K	0.71	96.32	56	40	904	1,347
2022-02-11	$19.77	$22.50	32.8%	9.4%	26.1%	27.0%	34.8%	6.0%	4.7%	-43.9K	1.1M	-6.6K	1.41	106.48	56	79	914	1,347
2022-02-14	$19.37	$22.50	33.7%	9.7%	26.5%	28.5%	34.8%	9.9%	8.1%	-40.7K	1.2M	-6.4K	0.82	111.17	50	41	914	1,349
2022-02-15	$19.30	$22.50	29.9%	8.6%	26.3%	22.8%	28.4%	10.3%	-1.4%	-46.9K	1.3M	-6.0K	1.39	119.22	41	57	921	1,351
2022-02-16	$19.54	$22.50	29.0%	8.3%	27.2%	21.5%	27.2%	4.0%	5.0%	-55.9K	1.3M	-6.0K	2.11	108.08	27	57	924	1,375
2022-02-17	$18.13	$22.50	31.4%	9.0%	35.7%	25.1%	31.1%	-0.0%	-6.3%	-43.5K	1.8M	-4.3K	5.29	109.37	94	497	965	1,379
2022-02-18	$17.99	$22.50	30.4%	8.7%	35.7%	23.6%	29.3%	0.4%	8.5%	-61.0K	2.2M	-5.5K	0.65	111.63	85	55	961	1,779
2022-02-22	$17.59	$22.50	30.9%	8.9%	36.0%	24.3%	29.7%	3.7%	4.3%	-48.8K	2.0M	-5.8K	0.63	115.77	62	39	522	1,737
2022-02-23	$17.33	$22.50	29.3%	8.4%	35.4%	21.9%	30.5%	4.7%	1.5%	-50.1K	2.1M	-5.4K	0.49	103.42	75	37	533	1,744
2022-02-24	$17.51	$22.50	46.0%	13.2%	34.9%	46.5%	43.6%	21.9%	-6.6%	-51.0K	2.1M	-5.4K	0.54	118.27	65	35	546	1,747
2022-02-25	$17.73	$22.50	35.6%	10.2%	35.6%	31.2%	34.4%	27.4%	2.6%	-58.5K	2.1M	-5.2K	0.48	121.42	65	31	545	1,747
2022-02-28	$17.44	$22.50	32.9%	9.4%	35.5%	27.3%	36.2%	9.0%	1.7%	-52.5K	2.1M	-5.3K	0.33	112.99	95	31	545	1,752