CTRE Options History — April 2022

In April 2022, CTRE traded between $16.32 and $19.92. ATM implied volatility averaged 45.3%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 14.0% (HV 20d: 31.3%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.83.

Notable Days

2022-04-12: Highest Volume — 351 contracts
2022-04-29: Largest IV spike — 112.5% change
2022-04-29: Highest IV Rank — 100.0%
2022-04-29: Largest Expected Move — 26.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.77	$16.32	$19.92	$19.84	$16.32
Max Pain	$18.38	$17.50	$20.00	$20.00	$17.50
ATM IV	45.3%	17.8%	93.8%	17.8%	93.8%
Expected Move	11.1%	7.6%	26.9%	8.6%	26.9%
HV 20d	31.3%	21.0%	36.6%	22.3%	35.6%
HV 60d	31.9%	30.1%	33.5%	30.4%	33.5%
IV Rank	44.6%	4.9%	100.0%	4.9%	100.0%
IV Percentile	79.7%	5.2%	100.0%	5.2%	100.0%
Term Structure	-8.8%	-68.9%	17.9%	12.5%	-68.9%
VWIV	38.3%	25.6%	60.8%	30.1%	56.3%
Skew 25d	13.2%	-59.4%	165.0%	44.8%	-59.4%
Skew 10d	36.6%	-20.5%	255.6%	59.9%	-20.5%
Call IV 25d	32.0%	19.0%	97.0%	19.2%	97.0%
Put IV 25d	45.2%	24.7%	189.7%	64.0%	37.7%
Bid-Ask Spread %	102.33	89.60	113.00	108.64	108.40
Gamma HHI	0.57	0.45	0.86	0.59	0.58
Net GEX	-78.3K	-249.7K	-44.6K	-127.8K	-44.6K
Net DEX	1.9M	918.5K	2.4M	1.1M	2.1M
Net VEX	-5.6K	-7.0K	-3.9K	-6.0K	-5.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.83	0.37	6.31	0.43	1.81
Total Volume	184.85	20	351	132	233
Total OI	2,610.1	2,216	2,966	2,659	2,531

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
2022-04-01	$19.84	$20.00	17.8%	8.6%	22.3%	4.9%	30.1%	44.8%	12.5%	-127.8K	1.1M	-6.0K	0.43	108.64	92	40	715	1,944
2022-04-04	$19.92	$20.00	34.4%	7.6%	21.0%	29.4%	25.6%	11.1%	-3.5%	-90.8K	918.5K	-6.5K	0.37	107.17	109	40	735	1,941
2022-04-05	$19.12	$20.00	48.4%	8.9%	27.0%	50.1%	29.5%	11.4%	-6.9%	-74.9K	1.3M	-7.0K	0.81	105.85	101	82	774	1,941
2022-04-06	$19.15	$17.50	46.9%	9.8%	27.0%	47.8%	31.1%	11.9%	-8.1%	-76.2K	1.4M	-6.6K	1.50	102.86	52	78	774	1,941
2022-04-07	$18.94	$17.50	69.8%	9.7%	27.4%	81.7%	34.1%	4.7%	-10.2%	-74.2K	1.5M	-6.8K	1.52	108.98	52	79	777	1,939
2022-04-08	$18.84	$17.50	45.4%	9.8%	26.8%	45.7%	34.2%	10.0%	-8.1%	-78.8K	1.6M	-6.5K	1.68	110.97	56	94	777	1,940
2022-04-11	$18.62	$17.50	66.6%	13.8%	27.2%	76.9%	34.9%	22.8%	-25.6%	-84.3K	1.7M	-6.1K	1.47	113.00	64	94	782	1,950
2022-04-12	$17.73	$17.50	72.2%	9.3%	31.6%	85.2%	37.0%	7.7%	-11.5%	-69.1K	2.0M	-5.6K	6.31	111.90	48	303	799	1,950
2022-04-13	$17.65	$20.00	28.2%	8.1%	31.5%	20.3%	31.4%	-2.4%	-4.5%	-86.7K	2.4M	-5.4K	1.17	101.48	65	76	799	2,162
2022-04-14	$17.51	$20.00	26.5%	7.6%	30.3%	17.8%	29.8%	-5.2%	17.9%	-249.7K	2.4M	-5.7K	1.31	99.88	61	80	801	2,165
2022-04-18	$16.75	$20.00	42.5%	12.2%	33.6%	41.4%	38.8%	7.6%	13.4%	-54.5K	2.2M	-4.3K	2.46	103.42	67	165	476	1,740
2022-04-19	$16.95	$20.00	30.8%	8.8%	34.0%	24.1%	31.4%	9.2%	-0.3%	-59.6K	2.0M	-5.3K	2.78	92.25	58	161	514	1,849
2022-04-20	$17.46	$17.50	34.3%	9.8%	36.0%	29.3%	33.7%	165.0%	-1.2%	-73.5K	2.0M	-4.9K	0.95	102.92	133	127	544	1,858
2022-04-21	$17.15	$17.50	32.0%	9.2%	36.3%	25.8%	43.2%	0.9%	-4.4%	-58.3K	1.9M	-5.8K	1.69	89.60	75	127	636	1,861
2022-04-22	$16.77	$17.50	31.7%	9.1%	36.5%	25.4%	42.3%	-1.3%	5.6%	-53.5K	2.1M	-5.3K	1.62	91.85	77	125	645	1,863
2022-04-25	$16.91	$17.50	38.6%	11.1%	36.6%	35.6%	46.2%	-0.4%	-22.0%	-60.9K	2.1M	-4.7K	1.38	98.47	96	132	647	1,864
2022-04-26	$16.63	$17.50	57.1%	16.4%	36.5%	62.9%	57.0%	18.9%	-32.8%	-48.9K	2.0M	-5.5K	1.63	102.34	81	132	659	1,860
2022-04-27	$16.35	$17.50	44.6%	12.8%	33.1%	44.5%	0.0%	4.3%	-6.6%	-47.2K	2.3M	-3.9K	4.00	96.76	4	16	662	1,860
2022-04-28	$16.77	$17.50	44.1%	12.7%	35.0%	43.8%	60.8%	2.4%	-10.8%	-52.4K	2.0M	-5.5K	1.67	89.80	83	139	663	1,864
2022-04-29	$16.32	$17.50	93.8%	26.9%	35.6%	100.0%	56.3%	-59.4%	-68.9%	-44.6K	2.1M	-5.0K	1.81	108.40	83	150	664	1,867