CTRE Options History — March 2022

In March 2022, CTRE traded between $17.02 and $19.77. ATM implied volatility averaged 31.1%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 0.1% (HV 20d: 31.1%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.37.

Notable Days

  • 2022-03-14: Highest Volume — 326 contracts
  • 2022-03-16: Largest IV spike — 74.1% change
  • 2022-03-11: Highest IV Rank — 47.2%
  • 2022-03-17: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.22$17.02$19.77$17.02$19.33
Max Pain$20.88$20.00$22.50$22.50$20.00
ATM IV31.1%17.5%46.4%33.9%20.4%
Expected Move10.1%6.0%23.8%9.7%8.4%
HV 20d31.1%21.2%38.4%34.2%21.2%
HV 60d30.6%28.9%36.1%35.1%30.2%
IV Rank24.6%4.5%47.2%28.6%8.7%
IV Percentile60.9%4.4%94.8%78.2%12.7%
Term Structure2.3%-19.1%57.7%-2.4%13.2%
VWIV32.9%19.3%57.2%36.2%30.7%
Skew 25d14.8%-2.8%64.8%5.7%6.1%
Skew 10d21.8%2.6%82.0%11.8%2.6%
Call IV 25d23.9%13.6%34.9%30.1%17.5%
Put IV 25d38.7%23.6%84.7%35.8%23.6%
Bid-Ask Spread %114.2385.37133.67109.29109.83
Gamma HHI0.470.400.550.450.55
Net GEX-77.6K-127.2K-45.0K-45.0K-97.9K
Net DEX1.9M1.1M2.3M2.1M1.4M
Net VEX-5.8K-6.9K-4.4K-5.1K-6.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.370.454.341.480.47
Total Volume160.21794326164125
Total OI2,563.132,3332,6662,3332,653

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$17.02$22.5033.9%9.7%34.2%28.6%36.2%5.7%-2.4%-45.0K2.1M-5.1K1.48109.2966985771,756
2022-03-02$17.68$22.5034.9%10.0%38.3%30.2%41.6%17.8%-5.6%-57.1K2.2M-5.1K1.65117.46651075791,827
2022-03-03$17.64$22.5039.2%11.2%38.4%36.5%46.8%17.0%25.6%-46.3K1.9M-6.2K1.65119.54651075831,818
2022-03-04$17.58$22.5036.9%10.6%36.8%33.1%38.9%10.9%-11.9%-53.9K2.1M-5.5K0.52106.3599515861,818
2022-03-07$17.33$22.5039.2%11.2%36.9%36.5%40.2%12.7%-8.1%-48.2K2.1M-5.5K0.54131.73104566211,828
2022-03-08$17.46$22.5034.2%15.6%36.9%29.1%57.2%11.8%-10.8%-56.9K2.2M-4.5K0.78126.8772566271,835
2022-03-09$17.63$22.5027.3%10.9%37.2%19.0%38.7%10.9%-6.0%-59.9K2.3M-4.4K4.23131.97612586361,835
2022-03-10$17.57$20.0042.0%10.3%36.8%40.6%36.4%8.3%-14.4%-64.4K2.2M-5.8K4.13128.87612526411,967
2022-03-11$17.32$20.0046.4%12.3%36.7%47.2%39.3%6.2%-19.1%-61.6K2.3M-5.6K4.34125.51582526461,967
2022-03-14$17.52$20.0031.1%8.1%35.6%24.6%28.9%13.5%-7.3%-62.7K2.2M-5.6K3.4185.37742526481,969
2022-03-15$17.97$20.0024.7%6.2%36.8%15.2%20.3%23.4%-4.5%-76.1K2.2M-5.5K0.7793.5869536611,969
2022-03-16$18.05$20.0043.1%6.0%36.9%42.2%19.3%41.3%-15.4%-74.6K2.1M-6.0K0.9787.4862606671,974
2022-03-17$18.47$0.0027.9%23.8%37.7%19.8%0.0%0.2%57.7%-85.7K1.9M-6.3K1.02133.6760616691,985
2022-03-18$18.51$0.0027.4%10.0%26.4%19.1%0.0%8.4%5.6%-86.5K1.9M-6.1K0.82129.4560496751,986
2022-03-21$18.60$0.0024.0%8.3%26.2%14.1%26.8%-2.8%-0.6%-93.3K1.8M-5.8K0.74114.3462466391,923
2022-03-22$18.68$20.0030.7%8.3%24.6%24.0%27.3%19.0%-0.8%-87.7K1.7M-6.3K0.74113.7154406581,926
2022-03-23$18.70$20.0032.6%11.3%23.7%26.8%22.3%14.4%13.2%-96.5K1.8M-5.7K0.78115.0655436561,927
2022-03-24$18.86$20.0017.5%7.5%23.7%4.5%26.6%14.0%15.0%-107.0K1.7M-5.7K0.57118.5570406591,945
2022-03-25$18.99$20.0024.2%6.9%23.5%14.4%25.9%3.8%1.2%-97.1K1.6M-6.3K0.61114.0366407011,946
2022-03-28$19.09$20.0029.2%8.3%22.3%21.7%29.2%19.6%15.2%-111.1K1.5M-5.8K0.47106.2674357041,945
2022-03-29$19.77$20.0022.6%10.2%22.0%11.9%34.8%64.8%15.1%-127.2K1.1M-5.9K0.4999.8183417191,947
2022-03-30$19.34$20.0026.1%6.1%21.3%17.1%23.0%13.7%-2.3%-88.1K1.3M-6.9K0.45108.5685387091,945
2022-03-31$19.33$20.0020.4%8.4%21.2%8.7%30.7%6.1%13.2%-97.9K1.4M-6.8K0.47109.8385407111,942