CTRE Options History — November 2022

In November 2022, CTRE traded between $18.32 and $19.84. ATM implied volatility averaged 34.6%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 2.8% (HV 20d: 31.8%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2022-11-07: Highest Volume — 331 contracts
  • 2022-11-23: Largest IV spike — 60.6% change
  • 2022-11-23: Highest IV Rank — 36.3%
  • 2022-11-23: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.02$18.32$19.84$18.56$19.68
Max Pain$17.50$17.50$17.50$17.50$17.50
ATM IV34.6%24.1%43.4%36.6%28.9%
Expected Move9.7%6.9%12.4%10.5%8.3%
HV 20d31.8%21.3%38.8%28.1%38.7%
HV 60d31.1%27.4%34.1%27.4%34.1%
IV Rank25.1%11.8%36.3%27.7%17.9%
IV Percentile55.5%14.3%80.2%65.9%32.9%
Term Structure-5.6%-23.7%4.2%-2.1%-3.7%
VWIV34.4%30.2%51.5%37.4%51.5%
Skew 25d3.3%-15.9%14.5%4.4%3.5%
Skew 10d4.1%-12.9%24.1%-8.3%6.3%
Call IV 25d30.6%24.1%39.2%35.5%25.9%
Put IV 25d33.9%21.2%42.1%39.9%29.4%
Bid-Ask Spread %100.9869.80119.86100.65104.55
Gamma HHI0.410.330.590.360.59
Net GEX24.9K14.0K46.2K16.0K46.2K
Net DEX-337.9K-688.9K-138.1K-207.1K-548.8K
Net VEX-3.3K-3.8K-2.9K-3.4K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.002.410.540.17
Total Volume130.47603311317
Total OI1,655.2861,4591,7431,4591,743

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$18.56$17.5036.6%10.5%28.1%27.7%37.4%4.4%-2.1%16.0K-207.1K-3.4K0.54100.658546867592
2022-11-02$18.34$17.5041.2%11.8%27.9%33.5%36.5%6.4%-9.7%16.5K-185.7K-3.1K0.54106.358546889592
2022-11-03$18.32$17.5042.0%10.6%26.3%34.6%36.7%2.6%-10.4%14.0K-138.1K-3.0K0.49112.959446889593
2022-11-04$18.99$17.5034.9%7.2%21.5%25.5%30.4%4.0%0.6%18.7K-304.0K-3.2K2.4192.1087210887594
2022-11-07$19.22$17.5031.1%10.4%21.3%20.7%38.1%-0.4%-13.3%19.7K-357.3K-3.5K1.7469.80121210907766
2022-11-08$18.80$17.5039.2%9.3%23.6%31.0%30.9%6.5%0.4%18.8K-257.9K-3.4K0.32108.9115349956679
2022-11-09$18.62$17.5033.3%9.5%24.2%23.5%30.5%1.7%-2.3%16.4K-227.8K-3.3K0.4499.92111491,000684
2022-11-10$19.84$17.5024.1%6.9%31.8%11.8%31.8%14.5%4.2%38.9K-688.9K-3.4K0.70119.8670491,009684
2022-11-11$19.82$17.5029.8%8.5%31.1%19.1%31.0%11.8%-1.4%34.4K-634.4K-3.8K0.60101.2586521,014684
2022-11-14$19.19$17.5030.6%8.8%33.5%20.1%32.9%7.1%-4.0%27.9K-390.4K-3.2K0.50110.33105531,011685
2022-11-15$19.31$17.5036.3%10.4%33.4%27.3%35.5%4.4%-3.3%29.7K-423.8K-3.4K0.67101.6094631,011686
2022-11-16$18.72$17.5041.2%11.8%35.8%33.5%35.3%1.9%-16.1%22.3K-276.4K-3.4K0.98104.8165641,012707
2022-11-17$18.65$17.5038.5%11.0%35.8%30.1%34.4%8.9%-6.5%17.6K-207.6K-3.5K0.70104.2379551,015719
2022-11-18$18.58$17.5031.1%8.9%35.9%20.8%30.2%-2.9%-6.9%15.0K-206.0K-3.2K0.88109.8260531,016723
2022-11-21$18.82$17.5029.1%8.3%36.0%18.2%32.6%4.1%0.1%18.4K-207.6K-3.1K0.73101.517555938692
2022-11-22$19.35$17.5027.0%7.7%35.8%15.6%30.3%8.8%-0.9%32.1K-323.9K-2.9K1.77102.403155972705
2022-11-23$19.12$17.5043.4%12.4%36.2%36.3%33.8%-0.5%-8.7%23.9K-308.6K-3.4K1.4590.363855992705
2022-11-25$19.11$17.5031.9%9.2%35.8%21.8%0.0%-2.1%-2.7%32.9K-384.5K-3.1K0.0097.54001,001705
2022-11-28$18.79$17.5043.2%12.4%35.8%36.0%51.5%-15.9%-23.7%22.2K-306.4K-3.1K0.2174.613371,001705
2022-11-29$19.61$17.5032.2%9.2%38.8%22.2%0.0%1.1%-7.1%42.2K-510.9K-3.1K0.00107.104401,027704
2022-11-30$19.68$17.5028.9%8.3%38.7%17.9%0.0%3.5%-3.7%46.2K-548.8K-3.3K0.17104.55611,039704