CTRE Options History — December 2022

In December 2022, CTRE traded between $18.55 and $20.18. ATM implied volatility averaged 33.1%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 4.0% (HV 20d: 29.1%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.91.

Notable Days

  • 2022-12-20: Highest Volume — 138 contracts
  • 2022-12-05: Largest IV spike — 100.1% change
  • 2022-12-13: Highest IV Rank — 48.4%
  • 2022-12-09: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.40$18.55$20.18$19.84$18.55
Max Pain$19.88$17.50$20.00$17.50$20.00
ATM IV33.1%24.2%53.0%27.7%30.8%
Expected Move8.9%6.9%11.6%7.9%8.8%
HV 20d29.1%21.3%38.6%38.3%21.3%
HV 60d32.5%29.5%34.7%34.1%29.9%
IV Rank23.2%12.0%48.4%16.4%20.3%
IV Percentile46.8%12.3%92.9%27.8%43.3%
Term Structure3.2%-13.9%23.7%-2.5%22.5%
VWIV30.4%23.6%40.0%27.7%25.6%
Skew 25d6.3%-1.5%18.1%-0.3%12.6%
Skew 10d55.3%-6.4%218.3%0.3%10.8%
Call IV 25d27.0%16.2%35.1%24.3%19.2%
Put IV 25d33.3%24.0%38.7%24.0%31.8%
Bid-Ask Spread %95.7776.20103.8790.7594.78
Gamma HHI0.510.430.620.550.49
Net GEX36.6K18.3K58.6K49.6K21.6K
Net DEX-415.4K-787.0K-125.6K-574.3K-170.7K
Net VEX-3.1K-3.8K-2.3K-3.2K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.910.0026.5026.501.00
Total Volume39.5712138552
Total OI1,851.2381,7041,9701,7381,821

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$19.84$17.5027.7%7.9%38.3%16.4%27.7%-0.3%-2.5%49.6K-574.3K-3.2K26.5090.752531,033705
2022-12-02$20.18$20.0025.9%7.4%38.6%14.1%0.0%4.0%0.8%44.0K-694.8K-3.4K0.7099.1327191,035752
2022-12-05$19.71$20.0051.8%8.8%38.0%46.9%32.3%1.2%2.0%36.1K-500.1K-3.3K1.6092.9315241,060771
2022-12-06$20.02$20.0029.3%10.0%38.1%18.4%37.2%17.6%-4.4%39.4K-651.5K-3.8K0.55103.8733181,072790
2022-12-07$20.01$20.0035.6%8.4%37.1%26.4%26.3%8.3%3.2%41.8K-661.1K-3.6K0.00101.956401,088789
2022-12-08$20.14$20.0025.1%11.0%36.8%13.2%27.0%9.6%-12.7%56.4K-787.0K-3.8K1.83100.2512221,141789
2022-12-09$20.02$20.0047.5%11.6%29.4%41.4%40.0%-1.5%-13.9%45.4K-682.3K-3.7K0.50103.15211,153796
2022-12-12$19.70$20.0035.4%9.3%30.0%26.2%33.4%4.8%-0.9%53.2K-537.1K-3.4K0.2295.20921,153797
2022-12-13$19.63$20.0053.0%9.2%27.5%48.4%33.5%5.1%15.3%49.1K-508.2K-3.2K1.5593.7511171,157795
2022-12-14$19.48$20.0028.0%8.0%27.6%16.8%33.3%1.5%-2.1%49.0K-426.8K-3.2K1.23101.7613161,158805
2022-12-15$19.64$20.0032.8%9.4%25.1%22.9%0.0%-1.4%0.1%58.6K-392.9K-2.9K0.0076.20061,145821
2022-12-16$19.23$20.0035.1%10.1%26.4%25.8%23.6%10.9%6.7%25.4K-243.8K-3.1K1.1887.4417201,145825
2022-12-19$19.05$20.0028.5%8.2%26.6%17.5%27.0%11.3%-6.4%24.0K-276.7K-2.8K0.08101.41262966738
2022-12-20$19.21$20.0029.9%8.6%26.4%19.2%29.0%7.4%1.8%27.2K-339.1K-2.9K0.0198.381371990738
2022-12-21$18.99$20.0033.3%9.6%24.7%23.5%28.3%7.0%3.2%28.0K-309.2K-3.0K0.2696.4466171,071738
2022-12-22$18.66$20.0024.2%6.9%25.1%12.0%30.9%3.6%23.7%22.5K-180.5K-2.7K0.0690.725331,085754
2022-12-23$18.94$20.0025.2%7.2%25.8%13.2%24.3%8.8%13.1%25.0K-229.7K-2.7K0.5098.00211,039754
2022-12-27$19.07$20.0034.8%10.0%25.1%25.4%31.5%2.1%-3.8%30.0K-225.0K-2.3K0.0393.443411,039754
2022-12-28$18.57$20.0025.8%7.4%21.6%14.0%31.1%0.7%21.4%18.3K-125.6K-2.4K0.0799.793021,049753
2022-12-29$18.66$20.0034.3%9.8%21.6%24.8%34.8%18.1%0.3%23.6K-207.8K-2.8K0.2891.8840111,059753
2022-12-30$18.55$20.0030.8%8.8%21.3%20.3%25.6%12.6%22.5%21.6K-170.7K-2.6K1.0094.78111,073748