CTRE Options History — March 2023

In March 2023, CTRE traded between $17.98 and $20.01. ATM implied volatility averaged 41.5%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 14.9% (HV 20d: 26.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.77.

Notable Days

  • 2023-03-31: Highest Volume — 102 contracts
  • 2023-03-10: Largest IV spike — 158.7% change
  • 2023-03-10: Highest IV Rank — 100.0%
  • 2023-03-17: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.09$17.98$20.01$19.52$19.41
Max Pain$18.04$17.50$20.00$20.00$20.00
ATM IV41.5%21.0%147.0%25.6%21.6%
Expected Move8.2%6.0%11.1%7.3%6.2%
HV 20d26.6%20.9%31.8%21.3%31.8%
HV 60d23.7%21.2%26.0%22.0%25.5%
IV Rank23.9%4.7%100.0%13.7%5.2%
IV Percentile49.5%3.6%100.0%21.8%4.8%
Term Structure4.0%-13.1%50.6%-1.3%13.5%
VWIV31.9%19.2%41.0%24.5%19.2%
Skew 25d12.8%-3.5%82.8%-3.5%-3.1%
Skew 10d64.2%-5.0%247.1%-5.0%-0.3%
Call IV 25d27.0%19.6%36.4%25.2%23.5%
Put IV 25d39.8%20.4%119.1%21.7%20.4%
Bid-Ask Spread %99.7887.98112.77102.6597.24
Gamma HHI0.430.390.520.430.52
Net GEX29.8K16.2K44.4K31.2K44.4K
Net DEX-380.9K-564.1K-152.1K-439.6K-532.4K
Net VEX-3.0K-3.3K-2.5K-3.3K-3.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.770.007.500.007.50
Total Volume24.17411024102
Total OI1,351.4351,3111,4191,3211,405

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-03-01$19.52$20.0025.6%7.3%21.3%13.7%0.0%-3.5%-1.3%31.2K-439.6K-3.3K0.00102.65041,075246
2023-03-02$19.78$20.0023.5%6.7%22.0%11.1%0.0%-1.6%0.4%31.3K-476.7K-3.3K0.00112.77101,075250
2023-03-03$20.01$20.0026.4%7.6%22.3%14.7%0.0%3.1%-4.5%37.1K-564.1K-3.3K1.25108.59451,077250
2023-03-06$19.96$17.5035.4%7.0%20.9%26.2%24.5%2.8%3.1%36.4K-542.3K-3.3K0.05102.952111,080250
2023-03-07$19.51$17.5032.2%7.2%22.3%22.1%26.0%7.4%1.8%30.2K-432.4K-3.2K0.07101.611411,081251
2023-03-08$19.63$17.5038.3%7.2%22.4%29.8%25.6%7.8%3.9%31.3K-414.3K-3.0K0.2595.46411,073252
2023-03-09$19.34$17.5046.4%7.9%22.7%40.1%36.2%-2.6%-0.7%28.6K-363.6K-3.0K0.00108.031101,072253
2023-03-10$18.64$17.50120.0%10.8%25.1%100.0%37.1%9.0%1.5%23.0K-255.8K-3.1K0.5798.441481,082253
2023-03-13$18.91$17.50147.0%9.4%25.3%100.0%35.3%9.0%-10.3%33.4K-370.0K-2.9K0.08105.322521,094236
2023-03-14$19.16$17.5083.5%8.5%24.9%52.0%33.8%10.7%-0.6%30.9K-372.0K-3.1K0.3595.302691,116237
2023-03-15$19.02$17.5032.7%9.4%24.9%13.6%0.0%8.3%-6.5%29.5K-375.8K-3.1K5.00100.65151,126244
2023-03-16$19.36$17.5030.9%8.9%25.9%12.2%31.1%10.3%50.6%33.0K-395.0K-3.1K0.0095.503501,127249
2023-03-17$18.63$17.5038.7%11.1%27.5%18.1%39.8%5.6%22.7%29.9K-342.3K-3.1K0.2597.45821,148249
2023-03-20$18.95$17.5030.2%8.7%28.3%11.7%31.2%8.0%-12.2%25.6K-339.0K-2.8K0.1198.552831,105206
2023-03-21$18.87$17.5028.5%8.2%28.0%10.4%31.7%7.1%19.1%26.6K-372.9K-2.9K0.7593.85431,129206
2023-03-22$18.23$17.5035.1%10.1%28.9%15.4%33.8%71.0%2.7%21.7K-211.8K-2.6K0.0096.313201,129209
2023-03-23$17.98$17.5033.6%9.6%28.5%14.2%33.4%82.8%-13.1%16.2K-152.1K-2.5K0.1087.984851,146209
2023-03-24$18.55$17.5031.9%9.1%31.2%13.0%37.6%30.8%17.1%25.7K-334.5K-2.9K0.4089.201561,138211
2023-03-27$18.77$17.5024.9%7.1%31.7%7.7%28.1%9.5%-2.9%28.0K-357.1K-2.8K0.09105.791111,143215
2023-03-28$18.77$17.5025.3%7.3%31.7%8.0%35.5%4.2%-2.7%26.2K-314.9K-2.7K0.0498.515721,148216
2023-03-29$19.02$17.5022.4%6.4%31.8%5.8%24.4%3.2%-1.4%29.8K-369.8K-2.7K0.03100.353011,201218
2023-03-30$19.07$20.0021.0%6.0%31.4%4.7%41.0%14.2%13.1%35.1K-431.6K-3.3K0.00102.33601,184219
2023-03-31$19.41$20.0021.6%6.2%31.8%5.2%19.2%-3.1%13.5%44.4K-532.4K-3.2K7.5097.2412901,192213