CTRE Options History — July 2022

In July 2022, CTRE traded between $18.65 and $20.63. ATM implied volatility averaged 30.4%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 2.3% (HV 20d: 32.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 1.51.

Notable Days

2022-07-18: Highest Volume — 379 contracts
2022-07-05: Largest IV spike — 70.4% change
2022-07-25: Highest IV Rank — 31.4%
2022-07-25: Largest Expected Move — 11.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.43	$18.65	$20.63	$19.08	$20.63
Max Pain	$18.00	$17.50	$20.00	$20.00	$20.00
ATM IV	30.4%	20.0%	40.2%	22.4%	29.5%
Expected Move	8.9%	6.4%	11.5%	6.4%	8.5%
HV 20d	32.7%	24.2%	45.4%	45.3%	24.2%
HV 60d	34.8%	31.9%	36.9%	36.6%	31.9%
IV Rank	18.8%	5.4%	31.4%	8.6%	17.7%
IV Percentile	50.9%	6.0%	81.7%	12.3%	46.8%
Term Structure	2.4%	-15.7%	57.4%	-3.0%	-4.8%
VWIV	32.3%	25.1%	39.6%	25.1%	32.4%
Skew 25d	7.5%	-2.5%	17.0%	8.5%	15.6%
Skew 10d	22.8%	-6.7%	144.2%	10.1%	24.8%
Call IV 25d	27.1%	18.6%	37.9%	26.0%	18.6%
Put IV 25d	34.6%	28.9%	38.7%	34.5%	34.2%
Bid-Ask Spread %	95.30	86.37	105.73	97.43	92.40
Gamma HHI	0.44	0.33	0.52	0.38	0.51
Net GEX	-5.1K	-98.7K	60.3K	-90.1K	60.3K
Net DEX	107.6K	-1.4M	1.4M	975.0K	-1.4M
Net VEX	-6.2K	-7.6K	-4.8K	-7.6K	-4.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.51	0.62	2.35	0.62	1.51
Total Volume	230	178	379	241	236
Total OI	3,198	2,060	4,209	4,041	2,472

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
2022-07-01	$19.08	$20.00	22.4%	6.4%	45.3%	8.6%	25.1%	8.5%	-3.0%	-90.1K	975.0K	-7.6K	0.62	97.43	149	92	1,105	2,936
2022-07-05	$18.66	$17.50	38.2%	10.1%	45.4%	28.8%	34.9%	2.5%	-15.7%	-98.7K	1.4M	-7.1K	1.11	102.44	96	107	1,116	2,935
2022-07-06	$18.85	$17.50	22.3%	8.7%	45.4%	8.4%	35.5%	8.6%	-0.6%	-77.0K	1.1M	-6.4K	1.54	101.31	70	108	1,123	2,915
2022-07-07	$18.99	$17.50	20.0%	9.1%	43.4%	5.4%	31.3%	1.3%	-1.5%	-94.1K	1.0M	-6.9K	1.28	102.71	87	111	1,125	2,917
2022-07-08	$19.07	$17.50	30.0%	8.0%	42.4%	18.3%	31.8%	7.0%	-0.4%	-79.5K	976.2K	-6.2K	0.91	105.73	100	91	1,139	2,909
2022-07-11	$18.65	$17.50	33.2%	7.8%	42.0%	22.4%	31.2%	9.0%	9.6%	-22.7K	1.3M	-5.3K	1.14	96.66	110	125	1,185	2,914
2022-07-12	$18.95	$17.50	28.1%	8.9%	42.2%	15.8%	33.8%	7.9%	0.3%	-51.0K	1.2M	-6.0K	1.72	94.00	93	160	1,193	2,949
2022-07-13	$18.91	$17.50	30.7%	8.8%	34.8%	19.2%	30.2%	7.4%	-0.3%	-51.0K	1.2M	-6.7K	1.54	93.61	102	157	1,218	2,991
2022-07-14	$19.03	$17.50	38.6%	11.1%	29.7%	29.3%	37.7%	4.6%	57.4%	12.8K	609.8K	-6.1K	1.10	100.94	106	117	1,232	2,647
2022-07-15	$19.57	$17.50	31.9%	9.2%	27.3%	20.7%	32.0%	8.1%	24.6%	26.4K	335.5K	-4.9K	0.66	87.71	169	112	1,232	2,653
2022-07-18	$19.35	$17.50	31.6%	9.1%	26.4%	20.3%	32.0%	4.9%	7.6%	23.8K	-385.5K	-6.1K	0.71	86.37	222	157	943	1,117
2022-07-19	$19.60	$17.50	31.3%	9.0%	26.0%	20.0%	32.6%	-2.5%	-6.4%	31.4K	-539.5K	-6.9K	1.73	88.15	91	157	1,083	1,177
2022-07-20	$19.53	$17.50	24.4%	7.0%	26.2%	11.1%	25.6%	13.4%	5.8%	41.9K	-749.5K	-5.5K	2.24	95.25	72	161	1,135	1,181
2022-07-21	$19.52	$17.50	29.7%	8.5%	26.1%	17.9%	30.2%	2.5%	-0.0%	42.0K	-623.4K	-6.0K	1.98	87.44	84	166	1,149	1,189
2022-07-22	$19.89	$17.50	30.6%	8.8%	26.2%	19.0%	33.9%	11.5%	-4.0%	39.2K	-765.0K	-6.3K	2.13	89.42	64	136	1,174	1,195
2022-07-25	$19.77	$17.50	40.2%	11.5%	25.5%	31.4%	39.6%	5.4%	-9.2%	35.2K	-642.7K	-6.8K	1.89	101.64	65	123	1,185	1,208
2022-07-26	$20.01	$17.50	28.9%	8.3%	25.4%	16.8%	28.7%	5.2%	2.0%	53.9K	-863.9K	-6.1K	1.81	91.82	72	130	1,210	1,210
2022-07-27	$20.07	$20.00	32.4%	9.3%	25.0%	21.3%	33.9%	12.5%	-1.7%	47.2K	-891.7K	-6.5K	2.35	91.36	54	127	1,222	1,221
2022-07-28	$20.48	$20.00	34.3%	9.8%	25.7%	23.7%	33.6%	17.0%	-11.8%	48.1K	-1.1M	-5.9K	2.20	99.61	69	152	1,233	1,222
2022-07-29	$20.63	$20.00	29.5%	8.5%	24.2%	17.7%	32.4%	15.6%	-4.8%	60.3K	-1.4M	-4.8K	1.51	92.40	94	142	1,266	1,206