CTRE Options History — February 2023

In February 2023, CTRE traded between $19.64 and $20.86. ATM implied volatility averaged 30.4%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 8.5% (HV 20d: 21.9%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.89.

Notable Days

2023-02-01: Highest Volume — 75 contracts
2023-02-09: Largest IV spike — 52.6% change
2023-02-02: Highest IV Rank — 64.6%
2023-02-01: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.22	$19.64	$20.86	$20.71	$19.84
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	30.4%	20.1%	65.8%	43.3%	23.6%
Expected Move	7.7%	5.8%	12.4%	12.4%	6.8%
HV 20d	21.9%	19.7%	25.5%	21.6%	20.9%
HV 60d	24.5%	21.8%	28.4%	28.4%	21.8%
IV Rank	19.8%	6.8%	64.6%	36.1%	11.3%
IV Percentile	32.4%	2.8%	97.2%	82.1%	11.9%
Term Structure	-0.4%	-25.7%	11.5%	-25.7%	1.4%
VWIV	25.7%	21.4%	37.8%	37.8%	23.6%
Skew 25d	5.6%	-3.4%	21.0%	20.0%	-0.6%
Skew 10d	1.6%	-20.6%	35.1%	-20.6%	-0.9%
Call IV 25d	20.3%	16.2%	27.3%	16.9%	22.7%
Put IV 25d	25.9%	17.2%	40.0%	36.9%	22.2%
Bid-Ask Spread %	109.63	91.67	129.69	107.72	91.67
Gamma HHI	0.46	0.43	0.51	0.47	0.44
Net GEX	49.7K	36.3K	62.0K	46.3K	36.3K
Net DEX	-820.0K	-1.1M	-551.6K	-988.6K	-551.6K
Net VEX	-4.0K	-4.6K	-3.4K	-4.2K	-3.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.89	0.00	8.00	0.10	3.33
Total Volume	18.842	0	75	75	13
Total OI	1,321.421	1,215	1,376	1,215	1,307

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-02-01	$20.71	$20.00	43.3%	12.4%	21.6%	36.1%	37.8%	20.0%	-25.7%	46.3K	-988.6K	-4.2K	0.10	107.72	68	7	1,033	182
2023-02-02	$20.86	$20.00	65.8%	8.4%	20.9%	64.6%	28.4%	1.7%	-0.6%	47.7K	-1.1M	-4.5K	0.50	100.65	34	17	1,107	186
2023-02-03	$20.38	$20.00	55.3%	9.4%	21.3%	51.3%	24.5%	2.2%	-1.7%	47.4K	-935.6K	-4.5K	0.20	118.94	20	4	1,142	191
2023-02-06	$20.29	$20.00	43.5%	8.8%	20.4%	36.4%	28.5%	3.4%	4.6%	48.9K	-950.8K	-4.6K	2.00	124.57	1	2	1,161	192
2023-02-07	$20.27	$20.00	26.9%	9.0%	19.7%	15.4%	0.0%	10.4%	-1.4%	57.9K	-875.1K	-4.1K	0.21	129.69	14	3	1,162	194
2023-02-08	$20.05	$20.00	20.1%	5.8%	19.9%	6.8%	0.0%	-3.4%	2.8%	58.0K	-799.3K	-4.1K	0.00	126.42	1	0	1,174	195
2023-02-09	$19.64	$20.00	30.7%	8.8%	20.6%	20.2%	23.2%	11.7%	-3.5%	43.9K	-721.8K	-4.2K	0.00	125.53	0	2	1,174	195
2023-02-10	$19.88	$20.00	22.4%	6.4%	20.7%	9.8%	25.0%	3.0%	2.0%	56.4K	-745.5K	-4.1K	2.00	126.46	5	10	1,173	195
2023-02-13	$20.23	$20.00	24.7%	7.1%	21.5%	12.7%	27.2%	6.6%	10.2%	62.0K	-844.3K	-3.9K	0.00	91.90	10	0	1,173	185
2023-02-14	$20.15	$20.00	24.1%	6.9%	21.5%	11.9%	0.0%	1.5%	4.7%	54.7K	-835.0K	-3.9K	0.00	104.56	5	0	1,172	185
2023-02-15	$20.22	$20.00	20.7%	5.9%	21.5%	7.6%	0.0%	4.5%	11.5%	57.4K	-877.6K	-4.0K	0.00	114.63	0	0	1,172	185
2023-02-16	$20.63	$20.00	25.3%	7.3%	22.2%	13.4%	25.2%	9.0%	-0.2%	60.1K	-991.6K	-3.8K	0.43	109.61	23	10	1,172	185
2023-02-17	$20.78	$20.00	25.6%	7.3%	22.2%	13.8%	26.1%	8.2%	-8.6%	58.3K	-1.1M	-3.7K	0.00	112.83	5	0	1,181	195
2023-02-21	$20.46	$20.00	24.1%	6.9%	23.2%	11.8%	23.3%	6.3%	0.3%	49.0K	-790.6K	-3.8K	3.00	108.45	11	33	1,057	160
2023-02-22	$19.91	$20.00	24.0%	6.9%	25.5%	11.7%	24.5%	21.0%	2.2%	42.0K	-642.1K	-3.8K	3.00	104.30	5	15	1,068	190
2023-02-23	$20.13	$20.00	22.8%	6.5%	25.5%	10.2%	22.9%	6.2%	5.5%	44.0K	-684.6K	-3.9K	8.00	92.16	2	16	1,072	202
2023-02-24	$19.91	$20.00	27.4%	7.9%	25.1%	16.0%	21.4%	-2.7%	-6.3%	36.9K	-590.9K	-3.7K	4.33	98.59	3	13	1,072	216
2023-02-27	$19.88	$20.00	27.2%	7.8%	21.0%	15.8%	23.8%	-2.7%	-4.6%	37.4K	-556.0K	-3.4K	5.00	94.32	1	5	1,073	229
2023-02-28	$19.84	$20.00	23.6%	6.8%	20.9%	11.3%	23.6%	-0.6%	1.4%	36.3K	-551.6K	-3.4K	3.33	91.67	3	10	1,074	233