CTRE Options History — April 2023

In April 2023, CTRE traded between $18.66 and $20.16. ATM implied volatility averaged 30.5%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 1.7% (HV 20d: 28.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 0.15.

Notable Days

2023-04-24: Highest Volume — 116 contracts
2023-04-28: Largest IV drop — 54.2% change
2023-04-27: Highest IV Rank — 25.5%
2023-04-27: Largest Expected Move — 13.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.49	$18.66	$20.16	$19.02	$19.41
Max Pain	$17.89	$17.50	$20.00	$20.00	$17.50
ATM IV	30.5%	21.7%	48.5%	28.9%	22.2%
Expected Move	8.8%	6.2%	13.9%	8.3%	6.4%
HV 20d	28.8%	23.6%	34.0%	32.5%	28.0%
HV 60d	26.1%	25.0%	27.0%	25.5%	27.0%
IV Rank	12.0%	5.3%	25.5%	10.7%	5.7%
IV Percentile	44.9%	4.8%	89.3%	38.5%	6.3%
Term Structure	-0.9%	-24.3%	25.6%	6.8%	9.0%
VWIV	30.5%	22.8%	37.0%	29.3%	24.4%
Skew 25d	5.6%	-10.4%	15.5%	5.4%	11.4%
Skew 10d	12.5%	-12.8%	38.4%	10.4%	17.7%
Call IV 25d	26.5%	19.2%	46.6%	29.3%	22.2%
Put IV 25d	32.1%	17.7%	43.2%	34.8%	33.6%
Bid-Ask Spread %	90.26	61.73	103.74	92.81	91.82
Gamma HHI	0.51	0.42	0.55	0.42	0.51
Net GEX	39.0K	25.4K	49.5K	25.4K	43.2K
Net DEX	-447.8K	-711.7K	-218.2K	-343.5K	-536.7K
Net VEX	-3.0K	-3.4K	-2.5K	-3.3K	-3.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.00	0.75	0.00	0.00
Total Volume	27.684	6	116	8	34
Total OI	1,401.053	915	1,572	1,498	1,085

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
2023-04-03	$19.02	$20.00	28.9%	8.3%	32.5%	10.7%	29.3%	5.4%	6.8%	25.4K	-343.5K	-3.3K	0.00	92.81	8	0	1,204	294
2023-04-04	$18.93	$20.00	21.7%	6.2%	31.6%	5.3%	26.5%	-8.3%	3.2%	26.1K	-218.2K	-2.9K	0.33	70.44	6	2	1,212	294
2023-04-05	$19.59	$20.00	30.1%	8.6%	34.0%	11.7%	30.6%	-1.8%	-1.7%	39.2K	-467.2K	-3.2K	0.00	77.87	21	0	1,207	296
2023-04-06	$19.57	$17.50	24.9%	6.6%	33.5%	7.7%	0.0%	13.4%	4.6%	38.1K	-459.6K	-3.2K	0.00	101.33	10	0	1,222	296
2023-04-10	$19.74	$17.50	32.6%	10.4%	30.6%	13.5%	37.0%	11.2%	-9.8%	39.4K	-523.8K	-3.3K	0.14	92.02	21	3	1,228	296
2023-04-11	$20.16	$17.50	28.8%	8.7%	31.0%	10.6%	30.2%	5.8%	-2.0%	46.7K	-711.7K	-3.4K	0.55	88.75	29	16	1,228	299
2023-04-12	$20.02	$17.50	31.0%	8.9%	30.9%	12.3%	0.0%	15.5%	-2.9%	45.6K	-632.9K	-3.4K	0.20	79.31	5	1	1,252	313
2023-04-13	$19.84	$17.50	29.3%	8.4%	31.0%	11.0%	34.8%	4.2%	-2.7%	45.9K	-487.5K	-3.2K	0.75	96.23	4	3	1,255	314
2023-04-14	$19.77	$17.50	30.9%	8.9%	30.5%	12.2%	30.9%	-10.4%	-3.4%	44.7K	-498.8K	-3.2K	0.00	103.74	12	0	1,257	315
2023-04-17	$20.05	$17.50	31.6%	9.0%	27.0%	12.7%	31.6%	5.1%	-4.6%	49.5K	-649.1K	-3.1K	0.00	99.60	9	0	1,247	315
2023-04-18	$19.61	$17.50	30.7%	8.8%	28.0%	12.1%	36.3%	13.0%	-5.1%	45.2K	-382.7K	-2.9K	0.19	97.13	16	3	1,250	315
2023-04-19	$19.66	$17.50	32.5%	9.3%	27.9%	13.4%	32.6%	4.2%	-8.5%	47.7K	-371.7K	-2.9K	0.02	96.09	45	1	1,241	318
2023-04-20	$19.31	$17.50	35.4%	10.2%	25.6%	15.7%	35.5%	10.4%	25.6%	32.4K	-259.2K	-2.8K	0.18	100.99	11	2	1,236	318
2023-04-21	$19.48	$17.50	25.4%	7.3%	24.8%	8.1%	25.6%	14.2%	4.4%	29.9K	-326.8K	-2.7K	0.02	93.17	63	1	1,237	260
2023-04-24	$19.12	$17.50	34.2%	9.8%	23.9%	14.7%	30.2%	-0.9%	1.0%	32.7K	-352.7K	-2.5K	0.09	100.25	106	10	801	114
2023-04-25	$19.09	$17.50	25.5%	7.3%	23.6%	8.2%	22.8%	13.8%	-0.5%	42.0K	-482.5K	-2.9K	0.07	77.53	28	2	888	123
2023-04-26	$18.66	$17.50	35.9%	10.3%	25.0%	16.0%	24.4%	-7.3%	-24.3%	31.0K	-321.6K	-2.7K	0.38	94.03	13	5	916	125
2023-04-27	$19.37	$17.50	48.5%	13.9%	28.1%	25.5%	0.0%	8.2%	-6.5%	37.3K	-481.7K	-3.0K	0.00	61.73	36	0	921	128
2023-04-28	$19.41	$17.50	22.2%	6.4%	28.0%	5.7%	0.0%	11.4%	9.0%	43.2K	-536.7K	-3.2K	0.00	91.82	34	0	957	128