CTRE Options History — June 2023

In June 2023, CTRE traded between $19.29 and $19.86. ATM implied volatility averaged 33.3%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 10.3% (HV 20d: 23.0%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.33.

Notable Days

2023-06-13: Highest Volume — 111 contracts
2023-06-08: Largest IV spike — 156.6% change
2023-06-12: Highest IV Rank — 58.8%
2023-06-23: Largest Expected Move — 12.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.70	$19.29	$19.86	$19.38	$19.76
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	33.3%	16.0%	92.5%	36.9%	16.3%
Expected Move	6.5%	4.6%	12.7%	10.6%	4.7%
HV 20d	23.0%	15.8%	25.8%	24.5%	15.8%
HV 60d	24.8%	22.6%	27.7%	27.5%	22.6%
IV Rank	14.0%	1.0%	58.8%	16.8%	1.2%
IV Percentile	37.5%	0.4%	99.2%	75.8%	0.8%
Term Structure	7.3%	-25.0%	55.0%	-25.0%	5.7%
VWIV	23.2%	15.6%	52.6%	24.3%	16.3%
Skew 25d	37.3%	-3.5%	107.0%	24.3%	3.9%
Skew 10d	53.0%	-7.3%	135.8%	51.2%	4.8%
Call IV 25d	22.2%	17.4%	39.6%	39.6%	18.1%
Put IV 25d	59.5%	15.8%	139.7%	63.9%	22.0%
Bid-Ask Spread %	104.71	91.39	118.09	107.50	118.09
Gamma HHI	0.70	0.56	0.84	0.56	0.84
Net GEX	56.5K	37.6K	76.2K	41.9K	76.2K
Net DEX	-422.0K	-516.5K	-224.0K	-374.6K	-456.1K
Net VEX	-2.1K	-2.3K	-1.6K	-2.3K	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	3.00	1.00	0.06
Total Volume	22.714	0	111	2	36
Total OI	1,138.143	1,056	1,190	1,125	1,156

Daily Data (21 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
2023-06-01	$19.38	$20.00	36.9%	10.6%	24.5%	16.8%	0.0%	24.3%	-25.0%	41.9K	-374.6K	-2.3K	1.00	107.50	1	1	955	170
2023-06-02	$19.74	$20.00	22.3%	6.4%	25.3%	5.7%	24.3%	21.1%	-1.8%	55.6K	-447.6K	-2.2K	0.86	112.71	7	6	956	170
2023-06-05	$19.55	$20.00	47.3%	5.8%	25.4%	24.6%	0.0%	10.2%	10.1%	49.8K	-376.8K	-2.0K	0.00	91.39	0	0	960	175
2023-06-06	$19.85	$20.00	32.2%	6.6%	25.8%	13.2%	22.9%	1.2%	4.2%	55.4K	-495.1K	-2.3K	0.00	96.86	62	0	960	175
2023-06-07	$19.85	$20.00	26.6%	6.5%	25.6%	9.0%	16.9%	5.5%	4.5%	59.0K	-500.9K	-2.3K	0.11	102.80	9	1	986	175
2023-06-08	$19.73	$20.00	68.1%	6.4%	24.7%	40.4%	25.1%	5.7%	4.1%	50.1K	-476.7K	-2.3K	0.40	93.61	5	2	994	176
2023-06-09	$19.66	$20.00	69.2%	6.2%	24.7%	41.2%	0.0%	8.9%	5.1%	50.7K	-450.9K	-2.2K	0.00	96.18	5	0	999	176
2023-06-12	$19.80	$20.00	92.5%	5.7%	24.7%	58.8%	20.0%	80.2%	9.1%	57.9K	-516.5K	-2.2K	3.00	99.12	2	6	1,004	176
2023-06-13	$19.77	$20.00	41.0%	6.1%	24.6%	19.9%	21.4%	73.7%	8.5%	65.1K	-488.1K	-2.2K	0.09	102.98	102	9	1,006	181
2023-06-14	$19.86	$20.00	20.0%	5.7%	23.7%	4.0%	22.3%	80.4%	13.2%	59.3K	-513.3K	-2.2K	0.25	108.54	4	1	1,000	183
2023-06-15	$19.77	$20.00	19.9%	5.7%	23.7%	3.9%	21.5%	76.5%	55.0%	69.3K	-445.4K	-2.1K	0.20	103.01	5	1	1,004	183
2023-06-16	$19.74	$20.00	16.5%	4.7%	23.3%	1.3%	52.6%	86.8%	20.4%	55.5K	-388.3K	-2.1K	0.00	102.19	2	0	1,006	184
2023-06-20	$19.84	$20.00	19.2%	5.5%	23.2%	3.4%	19.3%	91.8%	8.1%	59.3K	-412.9K	-2.0K	0.08	106.37	12	1	914	142
2023-06-21	$19.54	$20.00	24.7%	7.1%	23.9%	7.5%	22.4%	102.3%	-3.0%	47.6K	-320.7K	-1.9K	0.11	110.70	53	6	926	143
2023-06-22	$19.29	$20.00	18.9%	5.4%	24.2%	3.2%	15.6%	-0.5%	6.5%	37.6K	-224.0K	-1.6K	0.06	106.55	51	3	912	149
2023-06-23	$19.36	$20.00	44.4%	12.7%	20.7%	22.5%	32.7%	107.0%	-0.2%	38.2K	-294.9K	-1.9K	0.07	112.52	15	1	963	150
2023-06-26	$19.84	$20.00	21.9%	6.3%	21.0%	5.4%	21.9%	0.6%	7.8%	61.2K	-448.1K	-2.1K	0.20	99.99	5	1	967	151
2023-06-27	$19.84	$20.00	17.1%	4.9%	21.0%	1.8%	0.0%	-2.7%	9.2%	67.4K	-444.6K	-2.1K	0.00	102.11	6	0	969	152
2023-06-28	$19.70	$20.00	27.6%	7.9%	21.3%	9.7%	23.1%	9.4%	3.2%	58.4K	-380.0K	-2.0K	0.03	110.55	31	1	975	152
2023-06-29	$19.77	$20.00	16.0%	4.6%	15.9%	1.0%	16.1%	-3.5%	8.9%	71.8K	-406.8K	-2.0K	0.04	115.05	23	1	973	153
2023-06-30	$19.76	$20.00	16.3%	4.7%	15.8%	1.2%	16.3%	3.9%	5.7%	76.2K	-456.1K	-2.1K	0.06	118.09	34	2	1,002	154