CTRE Options History — May 2022

In May 2022, CTRE traded between $16.24 and $18.47. ATM implied volatility averaged 39.8%, placing in the 31.9% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 6.2% (HV 20d: 33.7%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2022-05-02: Highest Volume — 278 contracts
  • 2022-05-04: Largest IV spike — 172.0% change
  • 2022-05-04: Highest IV Rank — 86.7%
  • 2022-05-04: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.34$16.24$18.47$16.24$18.47
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV39.8%23.3%83.3%38.8%26.2%
Expected Move10.6%6.7%23.9%11.1%7.5%
HV 20d33.7%28.9%37.8%33.2%28.9%
HV 60d32.4%30.6%34.3%32.8%30.6%
IV Rank31.9%11.1%86.7%30.7%14.3%
IV Percentile69.7%21.8%99.6%81.0%37.3%
Term Structure-8.0%-49.9%11.9%-9.0%4.2%
VWIV33.9%23.3%59.3%40.2%28.6%
Skew 25d16.4%-3.8%155.9%8.8%-3.8%
Skew 10d40.6%-0.9%228.4%26.9%-0.7%
Call IV 25d29.8%19.3%44.4%34.9%29.8%
Put IV 25d46.2%25.3%192.3%43.7%25.9%
Bid-Ask Spread %105.7291.71116.43103.37102.58
Gamma HHI0.550.460.730.550.55
Net GEX-64.8K-93.8K-44.7K-44.7K-81.9K
Net DEX1.8M1.2M2.1M2.1M1.2M
Net VEX-5.5K-6.3K-4.8K-4.8K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.531.381.380.76
Total Volume184.762127278278169
Total OI2,7452,5442,8572,5442,857

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$16.24$17.5038.8%11.1%33.2%30.7%40.2%8.8%-9.0%-44.7K2.1M-4.8K1.38103.371171616641,880
2022-05-03$16.94$17.5030.6%8.8%37.8%20.4%37.4%20.1%6.5%-55.0K1.9M-5.6K1.1799.3463747211,903
2022-05-04$17.25$17.5083.3%23.9%36.8%86.7%59.3%30.0%-49.9%-58.7K1.8M-5.9K1.08110.2664697241,903
2022-05-05$17.09$17.5041.3%11.7%36.7%33.9%31.8%1.0%-8.9%-55.2K1.8M-5.9K1.28104.2067867251,903
2022-05-06$17.08$17.5068.7%10.0%36.7%68.4%29.3%15.8%-8.2%-61.9K2.0M-5.2K0.69115.5993647371,930
2022-05-09$16.60$17.5053.8%11.6%37.6%49.5%37.9%2.9%-14.6%-52.0K2.1M-4.8K0.68108.30121827231,934
2022-05-10$16.35$17.5049.0%10.2%37.7%43.6%36.6%-1.0%-7.1%-45.4K2.1M-4.8K0.67110.361491007061,955
2022-05-11$16.66$17.5030.8%8.8%35.2%20.6%28.7%15.7%-1.8%-51.9K2.1M-5.3K0.54102.39156857252,013
2022-05-12$16.93$17.5048.6%13.9%35.8%43.0%41.3%12.4%-16.4%-52.7K2.0M-5.8K0.65109.50110717422,029
2022-05-13$17.11$17.5036.8%10.5%36.0%28.1%36.7%2.6%-13.0%-60.2K2.0M-5.7K0.69105.70108747452,023
2022-05-16$17.49$17.5033.9%9.7%33.1%24.5%27.3%16.5%-7.0%-68.1K1.8M-5.6K0.64106.91115747562,033
2022-05-17$17.65$17.5028.6%8.2%33.0%17.8%25.1%15.2%-3.5%-80.4K1.9M-5.0K0.53116.43133717672,033
2022-05-18$17.39$17.5030.2%8.7%31.8%19.8%31.7%155.9%-1.4%-63.4K1.8M-5.9K0.64106.20125807882,043
2022-05-19$17.30$17.5047.6%13.6%31.2%41.7%46.4%-0.5%-18.9%-63.5K1.9M-5.8K0.70112.26125887922,053
2022-05-20$17.22$17.5047.0%13.5%30.0%41.0%42.5%8.3%-20.1%-63.3K1.9M-5.6K0.70111.31116817952,053
2022-05-23$17.25$17.5023.3%6.7%29.9%11.1%23.3%14.5%2.9%-70.5K2.0M-5.1K0.75112.11101767392,018
2022-05-24$17.98$17.5030.5%8.7%32.4%20.2%27.3%13.9%-10.3%-93.8K1.6M-5.3K0.95105.8980767582,021
2022-05-25$18.42$17.5029.9%8.6%32.2%19.0%28.3%10.7%11.9%-69.8K1.3M-6.3K1.0891.7890977642,020
2022-05-26$18.39$17.5024.3%7.0%31.4%11.8%27.1%1.9%9.0%-87.9K1.3M-5.8K0.7893.8780628002,026
2022-05-27$18.40$17.5033.1%9.5%29.2%23.0%26.1%3.8%-12.1%-81.2K1.3M-5.8K0.7291.7174538202,024
2022-05-31$18.47$17.5026.2%7.5%28.9%14.3%28.6%-3.8%4.2%-81.9K1.2M-5.6K0.76102.5896738322,025