CTRE Options History — August 2022

In August 2022, CTRE traded between $20.85 and $22.04. ATM implied volatility averaged 25.9%, placing in the 13.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 3.1% (HV 20d: 22.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 19 of 23 days. Put/call ratio averaged 1.01.

Notable Days

  • 2022-08-03: Highest Volume — 271 contracts
  • 2022-08-03: Largest IV spike — 62.3% change
  • 2022-08-04: Highest IV Rank — 35.5%
  • 2022-08-05: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.60$20.85$22.04$21.06$21.62
Max Pain$19.89$17.50$20.00$20.00$20.00
ATM IV25.9%18.1%43.4%28.0%18.1%
Expected Move7.5%5.2%12.5%8.0%5.2%
HV 20d22.8%19.3%24.4%21.5%22.5%
HV 60d31.7%31.0%32.4%32.0%31.0%
IV Rank13.0%3.0%35.5%15.7%3.0%
IV Percentile28.7%2.0%86.1%38.5%2.0%
Term Structure3.0%-6.8%17.9%9.2%4.2%
VWIV28.3%18.8%64.2%30.5%20.2%
Skew 25d4.8%-4.7%17.6%1.8%-1.4%
Skew 10d12.5%-20.0%246.3%4.8%-12.2%
Call IV 25d24.2%18.9%36.4%27.9%19.6%
Put IV 25d29.0%18.0%50.0%29.7%18.2%
Bid-Ask Spread %95.3343.22113.2493.7094.66
Gamma HHI0.380.300.440.430.39
Net GEX42.7K27.6K54.1K47.6K48.9K
Net DEX-1.5M-2.0M-932.9K-1.5M-1.1M
Net VEX-5.1K-6.5K-4.1K-5.3K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.010.005.001.760.65
Total Volume101.134271207235
Total OI2,494.3042,2302,7492,4762,291

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$21.06$20.0028.0%8.0%21.5%15.7%30.5%1.8%9.2%47.6K-1.5M-5.3K1.7693.70751321,2621,214
2022-08-02$21.40$20.0020.0%5.7%19.3%5.4%24.1%9.7%6.7%43.0K-1.7M-5.7K1.12102.641181321,2791,218
2022-08-03$21.32$20.0032.4%9.3%19.6%21.4%26.5%9.6%2.6%50.6K-1.6M-5.7K1.74105.81991721,3161,218
2022-08-04$20.85$17.5043.4%6.5%22.0%35.5%33.6%-3.1%17.9%49.2K-1.3M-6.5K1.6992.28841421,3121,264
2022-08-05$21.12$20.0030.6%12.5%22.2%19.1%36.3%17.6%-6.8%53.9K-1.5M-5.7K1.6297.03811311,3161,272
2022-08-08$21.96$20.0025.1%10.4%22.9%12.0%37.1%7.8%1.6%39.9K-1.9M-5.2K2.31107.52741711,3161,267
2022-08-09$21.75$20.0031.1%9.1%23.5%19.7%29.9%5.2%-6.4%27.6K-1.7M-5.7K2.6791.5215401,3201,311
2022-08-10$21.79$20.0032.1%9.2%23.3%21.0%29.6%-3.7%-0.6%27.8K-1.8M-5.5K5.0094.714201,3071,318
2022-08-11$21.76$20.0024.0%6.9%23.5%10.6%24.1%0.7%1.7%37.5K-1.9M-4.2K1.0090.14221,3071,318
2022-08-12$22.04$20.0023.8%6.8%22.3%10.3%24.9%10.3%2.6%37.3K-2.0M-4.2K0.7396.5952381,3061,320
2022-08-15$21.74$20.0022.9%6.6%22.6%9.2%18.8%11.1%7.5%44.5K-1.6M-6.5K0.0799.205741,3391,350
2022-08-16$21.72$20.0024.8%7.1%22.5%11.5%35.1%4.2%1.2%45.1K-1.7M-5.8K0.5096.0934171,3401,352
2022-08-17$21.36$20.0027.1%7.8%23.6%14.5%0.0%8.7%3.2%54.1K-1.5M-5.5K0.00109.12401,3431,362
2022-08-18$21.77$20.0021.8%6.2%24.1%7.7%26.8%12.8%0.3%39.9K-1.7M-5.1K0.0291.526411,3401,362
2022-08-19$21.98$20.0019.1%5.5%23.6%4.3%19.7%4.5%3.5%36.0K-1.9M-5.0K0.1691.831931,3871,362
2022-08-22$21.78$20.0022.1%6.3%23.9%8.1%22.1%4.7%2.8%38.3K-1.1M-4.8K0.1989.3057111,0551,190
2022-08-23$21.53$20.0022.3%6.4%24.4%8.4%23.3%2.8%2.2%35.2K-932.9K-5.0K0.1396.742331,0251,205
2022-08-24$21.69$20.0021.1%6.0%24.4%6.8%21.1%3.9%5.3%39.0K-1.0M-5.1K0.1396.602331,0271,206
2022-08-25$21.76$20.0032.3%9.3%23.6%21.2%64.2%14.5%0.6%47.7K-1.1M-4.1K0.6999.5232221,0381,207
2022-08-26$21.75$20.0024.9%7.1%23.6%11.7%31.0%-3.1%-1.0%48.6K-1.2M-4.2K0.0899.572521,0501,208
2022-08-29$21.69$20.0022.6%6.5%22.7%8.8%22.7%-4.7%4.0%47.0K-1.1M-4.1K0.0543.222011,0651,209
2022-08-30$21.46$20.0026.7%7.7%22.4%14.0%20.4%-3.1%5.5%43.7K-939.2K-5.0K0.82113.2445371,0851,210
2022-08-31$21.62$20.0018.1%5.2%22.5%3.0%20.2%-1.4%4.2%48.9K-1.1M-4.1K0.6594.66142931,0901,201