CTRE Options History — October 2022

In October 2022, CTRE traded between $16.69 and $18.70. ATM implied volatility averaged 48.5%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 14.3% (HV 20d: 34.2%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.49.

Notable Days

  • 2022-10-06: Highest Volume — 844 contracts
  • 2022-10-27: Largest IV spike — 93.8% change
  • 2022-10-10: Highest IV Rank — 81.1%
  • 2022-10-17: Largest Expected Move — 18.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.53$16.69$18.70$18.22$18.65
Max Pain$17.86$17.50$20.00$20.00$17.50
ATM IV48.5%29.3%78.8%59.2%56.4%
Expected Move13.6%8.4%18.7%17.0%16.2%
HV 20d34.2%28.0%38.4%34.0%28.0%
HV 60d28.4%27.2%29.2%27.6%28.7%
IV Rank42.8%18.4%81.1%56.2%52.7%
IV Percentile83.1%40.5%99.2%96.0%92.9%
Term Structure-7.4%-49.2%26.8%-20.4%-20.0%
VWIV44.3%28.8%58.7%58.7%51.1%
Skew 25d10.1%-7.0%29.1%13.5%12.9%
Skew 10d29.6%-14.8%133.9%3.1%-14.8%
Call IV 25d40.4%27.9%48.7%46.2%42.3%
Put IV 25d50.5%32.3%67.8%59.7%55.2%
Bid-Ask Spread %104.6977.33121.96109.1077.33
Gamma HHI0.320.270.370.270.37
Net GEX182-10.3K16.2K-1.0K16.2K
Net DEX184.2K-268.7K574.1K219.0K-222.1K
Net VEX-3.2K-4.5K-2.5K-4.5K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.490.217.070.940.61
Total Volume274.952129844318129
Total OI1,9591,1812,4512,4051,460

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$18.22$20.0059.2%17.0%34.0%56.2%58.7%13.5%-20.4%-1.0K219.0K-4.5K0.94109.101641541,1411,264
2022-10-04$18.27$20.0061.5%17.6%34.1%59.2%42.4%-7.0%-42.3%4.4K164.1K-4.4K1.08106.371351461,1841,266
2022-10-05$18.01$20.0045.0%12.9%34.0%38.3%44.3%17.1%2.9%5.4K163.4K-3.8K1.11109.281311461,2171,234
2022-10-06$17.58$17.5046.3%12.7%34.3%39.9%45.1%20.0%-11.8%-7.2K471.3K-4.0K6.96109.651067381,2161,233
2022-10-07$16.75$17.5042.5%15.3%36.9%35.1%49.6%29.1%-49.2%-9.0K438.0K-3.4K7.07104.541007071,213956
2022-10-10$16.69$17.5078.8%12.1%36.0%81.1%44.8%23.6%-8.9%-5.1K452.1K-3.3K0.77106.18111861,216955
2022-10-11$16.70$17.5048.6%14.7%35.2%42.8%32.8%8.2%-20.4%-10.3K574.1K-2.6K1.1092.101051151,210954
2022-10-12$16.76$17.5043.1%12.4%35.5%35.9%45.8%-0.8%-5.0%-10.1K460.5K-2.7K1.0396.161171211,213879
2022-10-13$16.92$17.5039.2%11.2%35.9%31.0%38.1%3.3%-7.4%-320227.5K-3.2K1.1797.391061241,230851
2022-10-14$16.70$17.5034.9%10.0%36.0%25.6%42.2%4.1%-15.5%-4.1K284.6K-2.5K1.4295.44881251,232842
2022-10-17$17.15$17.5065.1%18.7%37.6%63.7%53.4%17.2%-31.1%-4.5K280.7K-2.7K2.1893.94561221,233845
2022-10-18$17.36$17.5044.9%12.9%38.2%38.2%50.2%7.2%-13.9%-707203.3K-2.5K1.03114.191131161,234836
2022-10-19$17.38$17.5052.1%14.9%38.4%47.2%48.8%4.2%-15.1%-1.8K154.1K-2.6K0.98116.001191171,251838
2022-10-20$17.36$17.5059.3%17.0%37.4%56.4%57.5%7.1%26.8%2.6K152.6K-2.6K0.97121.961201171,252834
2022-10-21$17.33$17.5038.8%11.1%36.3%30.4%40.6%16.5%21.2%-3.1K241.4K-2.7K1.04111.661101141,251819
2022-10-24$17.34$17.5036.0%10.3%30.6%27.0%36.9%2.9%21.3%-5.0K155.4K-2.5K0.21109.2121746594587
2022-10-25$17.87$17.5046.2%13.3%32.6%39.8%37.8%7.7%-3.5%5.4K-41.1K-3.3K0.32113.7714646763587
2022-10-26$18.03$17.5029.3%8.4%30.5%18.4%28.8%-5.1%25.2%7.9K-91.3K-3.2K0.33109.9614147801587
2022-10-27$18.33$17.5056.7%16.3%29.0%53.1%42.4%18.9%-3.2%10.8K-151.2K-3.4K0.52102.729047844588
2022-10-28$18.70$17.5035.2%10.1%28.0%26.0%38.9%10.9%13.8%13.4K-268.7K-3.6K0.53101.448947841588
2022-10-31$18.65$17.5056.4%16.2%28.0%52.7%51.1%12.9%-20.0%16.2K-222.1K-3.3K0.6177.338049870590