CTRE Options History — September 2022

In September 2022, CTRE traded between $17.70 and $21.38. ATM implied volatility averaged 32.8%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 10.9% (HV 20d: 21.9%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.02.

Notable Days

  • 2022-09-30: Highest Volume — 275 contracts
  • 2022-09-06: Largest IV spike — 130.0% change
  • 2022-09-26: Highest IV Rank — 63.6%
  • 2022-09-26: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.90$17.70$21.38$21.11$18.25
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV32.8%14.7%65.0%26.8%40.5%
Expected Move9.2%4.2%18.6%7.7%11.6%
HV 20d21.9%16.6%34.2%22.7%34.2%
HV 60d25.8%22.8%30.6%30.6%27.6%
IV Rank22.8%0.0%63.6%14.1%32.7%
IV Percentile49.4%0.0%97.2%32.9%80.6%
Term Structure5.2%-29.7%52.8%-0.5%-11.3%
VWIV31.0%14.7%62.0%23.8%39.1%
Skew 25d22.0%-11.1%195.6%12.2%6.6%
Skew 10d63.6%-0.5%328.2%10.4%19.7%
Call IV 25d28.3%14.5%45.0%14.5%37.9%
Put IV 25d50.4%23.5%224.5%26.7%44.5%
Bid-Ask Spread %97.3584.72107.6991.7795.18
Gamma HHI0.330.270.420.310.27
Net GEX25.6K-12.3K56.9K35.6K3.0K
Net DEX-328.6K-991.6K488.3K-803.0K208.3K
Net VEX-4.5K-5.5K-3.8K-4.8K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.065.641.681.24
Total Volume133.429827551275
Total OI2,363.2862,2602,4332,2922,385

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$21.11$20.0026.8%7.7%22.7%14.1%23.8%12.2%-0.5%35.6K-803.0K-4.8K1.6891.7719321,0911,201
2022-09-02$21.19$20.0014.7%4.2%22.3%0.0%14.7%9.2%14.8%33.7K-857.4K-4.5K0.6093.84531,0991,179
2022-09-06$21.22$20.0033.8%8.7%17.0%24.2%29.9%5.1%-3.8%36.2K-835.6K-4.8K0.5897.64123711,1031,180
2022-09-07$21.24$20.0037.4%8.5%16.7%28.7%29.5%23.6%-0.3%41.4K-916.1K-4.4K0.9492.831251181,1301,176
2022-09-08$21.23$20.0035.4%8.3%16.7%26.1%27.6%3.7%-0.6%45.2K-835.1K-4.8K0.1998.043771,1401,226
2022-09-09$21.14$20.0034.1%7.9%16.7%24.4%25.9%15.1%3.2%44.6K-866.3K-4.3K0.0792.904631,1631,226
2022-09-12$21.38$20.0021.7%7.1%16.6%8.9%24.9%2.4%4.1%56.9K-991.6K-4.0K0.1384.72811,1951,225
2022-09-13$20.63$20.0022.6%7.7%20.2%9.9%19.6%5.0%-3.3%44.1K-646.6K-3.8K0.6888.821581081,1961,225
2022-09-14$20.26$20.0028.2%8.1%20.9%17.0%31.9%126.1%11.6%25.7K-379.6K-5.4K2.21105.7833731,2161,217
2022-09-15$20.26$20.0025.6%7.3%20.3%13.8%0.0%195.6%29.9%36.6K-349.1K-5.5K0.56107.6918101,2031,208
2022-09-16$20.04$20.0025.9%7.4%18.8%14.2%24.6%2.3%52.8%25.0K-282.0K-4.9K0.6990.30143981,2011,206
2022-09-19$20.25$20.0027.0%7.7%18.9%15.5%24.5%7.2%12.1%35.0K-453.5K-4.0K0.1098.304951,0871,173
2022-09-20$20.14$20.0028.0%8.0%18.8%16.8%27.3%9.1%7.5%32.3K-418.2K-4.2K0.57103.2221121,1341,200
2022-09-21$19.95$20.0027.2%7.8%18.7%15.7%21.6%0.8%9.1%29.6K-173.5K-4.1K0.06101.203421,1301,202
2022-09-22$19.36$20.0027.3%7.8%20.4%15.9%33.7%11.5%27.5%19.6K-50.1K-4.4K1.09100.4033361,1241,203
2022-09-23$18.80$20.0028.7%8.2%21.7%17.7%35.5%4.4%26.2%13.0K123.5K-5.1K5.64105.6414791,1501,210
2022-09-26$17.77$20.0065.0%18.6%27.6%63.6%62.0%17.0%-6.0%-8.4K398.2K-4.5K1.0596.151211271,1431,273
2022-09-27$17.70$20.0052.4%15.0%27.6%47.6%48.7%7.6%-29.7%-12.3K488.3K-3.9K0.97100.841261221,1181,278
2022-09-28$18.28$20.0046.6%13.3%31.4%40.3%36.3%-11.1%-29.3%3.7K352.3K-4.8K1.0397.451261301,1351,268
2022-09-29$17.73$20.0039.1%11.2%31.8%30.8%38.4%9.5%-4.1%-3.5K386.5K-4.2K1.30101.581091421,1331,277
2022-09-30$18.25$20.0040.5%11.6%34.2%32.7%39.1%6.6%-11.3%3.0K208.3K-3.8K1.2495.181231521,1321,253