CTRE Options History — June 2022

In June 2022, CTRE traded between $16.71 and $18.81. ATM implied volatility averaged 29.5%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded below realized volatility by 7.1% (HV 20d: 36.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 2.62.

Notable Days

  • 2022-06-06: Highest Volume — 902 contracts
  • 2022-06-07: Largest IV spike — 130.6% change
  • 2022-06-07: Highest IV Rank — 61.0%
  • 2022-06-22: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.12$16.71$18.81$18.59$18.34
Max Pain$19.88$17.50$20.00$17.50$20.00
ATM IV29.5%21.8%63.0%22.4%32.9%
Expected Move8.1%6.2%9.5%6.4%9.4%
HV 20d36.6%25.2%44.4%25.6%43.0%
HV 60d34.5%30.4%37.3%30.4%36.6%
IV Rank18.2%8.6%61.0%9.4%22.0%
IV Percentile45.3%15.1%96.8%16.7%64.7%
Term Structure8.6%-5.2%30.7%12.0%10.2%
VWIV27.2%17.2%37.1%27.5%21.1%
Skew 25d59.1%-0.5%237.0%-0.5%16.1%
Skew 10d127.0%-3.3%349.2%-3.3%38.6%
Call IV 25d24.4%16.3%32.9%27.7%19.7%
Put IV 25d83.5%27.2%269.9%27.2%35.8%
Bid-Ask Spread %84.5925.27106.8942.39106.89
Gamma HHI0.560.400.710.520.54
Net GEX-104.6K-137.6K-74.7K-85.1K-100.1K
Net DEX1.7M1.1M2.8M1.2M1.4M
Net VEX-6.9K-8.0K-5.2K-5.7K-8.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.620.517.510.550.84
Total Volume409.619146902146263
Total OI3,670.2382,9074,1062,9074,008

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$18.59$17.5022.4%6.4%25.6%9.4%27.5%-0.5%12.0%-85.1K1.2M-5.7K0.5542.3994528602,047
2022-06-02$18.56$20.0024.0%8.0%25.2%11.5%27.2%4.8%2.9%-90.5K1.2M-5.6K0.7673.3693718812,053
2022-06-03$18.18$20.0024.3%8.2%26.3%11.8%28.4%76.6%-5.2%-82.6K1.4M-5.4K0.8681.1179688842,050
2022-06-06$18.02$20.0027.3%7.6%26.6%15.7%30.3%139.9%4.4%-84.0K1.6M-5.2K5.9984.351297738872,055
2022-06-07$18.72$20.0063.0%8.2%26.7%61.0%26.4%2.9%2.8%-113.4K1.2M-7.3K5.6987.621307409212,725
2022-06-08$18.27$20.0021.8%6.2%27.9%8.6%20.6%47.8%10.2%-114.7K1.6M-7.5K6.8188.511117569642,723
2022-06-09$18.81$20.0027.2%7.8%28.8%15.5%28.6%6.0%2.3%-102.4K1.1M-7.0K5.9525.271267509652,740
2022-06-10$18.61$20.0030.0%8.6%29.1%19.0%28.8%5.9%1.8%-110.0K1.3M-7.3K7.5182.871007519722,740
2022-06-13$17.47$20.0027.0%7.7%37.7%15.2%18.8%237.0%1.8%-105.9K2.4M-6.9K2.2297.39861919752,741
2022-06-14$16.71$20.0028.7%8.2%40.1%17.4%28.6%6.0%6.9%-74.7K2.8M-6.2K2.7586.401353719782,785
2022-06-15$17.48$20.0032.9%9.4%43.3%22.7%37.1%190.9%5.3%-103.9K2.3M-7.4K3.9189.67783059772,931
2022-06-16$17.13$20.0028.2%8.1%43.6%16.8%28.6%227.2%12.4%-93.7K2.7M-6.9K2.5094.28781959842,924
2022-06-17$17.48$20.0029.0%8.3%44.2%17.8%29.5%210.0%-4.5%-137.6K2.4M-6.9K2.2395.841022279842,924
2022-06-21$17.57$20.0031.0%8.9%44.2%20.3%30.6%0.6%26.1%-109.7K2.3M-6.9K1.7972.241021839422,830
2022-06-22$17.79$20.0033.2%9.5%44.4%23.1%29.0%7.6%30.7%-106.4K2.1M-7.6K0.7483.78104779792,841
2022-06-23$18.09$20.0025.7%7.4%42.2%13.6%30.7%14.2%20.6%-116.5K1.8M-7.6K0.7585.37110821,0062,842
2022-06-24$18.52$20.0026.2%7.5%42.2%14.2%20.7%14.2%7.9%-120.3K1.4M-7.2K1.10101.401251371,0362,850
2022-06-27$18.80$20.0025.4%7.3%42.5%12.4%29.1%3.8%-3.5%-125.5K1.2M-7.2K0.70102.311941361,0662,905
2022-06-28$18.64$20.0032.4%9.3%42.6%21.3%33.7%15.3%13.8%-122.1K1.3M-7.5K0.5193.03159811,1872,919
2022-06-29$18.67$20.0026.2%7.5%42.6%13.4%17.2%15.0%22.4%-97.9K1.3M-7.5K0.78102.401451131,0902,904
2022-06-30$18.34$20.0032.9%9.4%43.0%22.0%21.1%16.1%10.2%-100.1K1.4M-8.0K0.84106.891431201,1042,904