CTRE Options History — August 2023

In August 2023, CTRE traded between $19.63 and $20.84. ATM implied volatility averaged 23.4%, placing in the 6.7% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 8.2% (HV 20d: 15.2%). Max pain ranged from $20.00 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 0.88.

Notable Days

  • 2023-08-21: Highest Volume — 267 contracts
  • 2023-08-08: Largest IV spike — 262.4% change
  • 2023-08-08: Highest IV Rank — 28.7%
  • 2023-08-24: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.14$19.63$20.84$20.62$20.20
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV23.4%14.5%52.5%29.1%18.3%
Expected Move6.3%4.2%9.3%8.4%5.3%
HV 20d15.2%13.4%17.2%15.4%14.7%
HV 60d17.8%14.7%19.2%18.7%14.7%
IV Rank6.7%0.0%28.7%10.9%2.9%
IV Percentile21.4%0.0%93.3%45.6%5.6%
Term Structure-0.3%-23.2%21.4%-6.1%2.3%
VWIV21.0%11.9%29.9%28.5%18.3%
Skew 25d10.7%0.6%46.3%6.3%15.0%
Skew 10d12.9%-27.0%69.7%6.1%33.0%
Call IV 25d17.5%11.8%27.3%22.1%18.1%
Put IV 25d28.2%15.5%67.4%28.4%33.2%
Bid-Ask Spread %99.0256.30148.7678.31101.06
Gamma HHI0.630.460.840.560.74
Net GEX69.9K26.3K137.6K67.8K101.7K
Net DEX-609.9K-1.1M-221.5K-864.4K-734.6K
Net VEX-2.5K-2.8K-2.0K-2.8K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.005.220.000.31
Total Volume44.08702672156
Total OI1,085.4788431,2031,0621,203

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$20.62$20.0029.1%8.4%15.4%10.9%0.0%6.3%-6.1%67.8K-864.4K-2.8K0.0078.3120931131
2023-08-02$20.37$20.0028.5%8.2%16.2%10.4%28.5%7.0%-11.8%69.8K-732.2K-2.5K5.0095.2115933131
2023-08-03$20.59$20.0030.5%6.7%15.4%11.9%24.8%12.1%-2.1%67.2K-909.4K-2.8K1.40109.1357934132
2023-08-04$20.46$20.0022.0%5.5%15.8%5.5%19.0%3.9%3.0%79.5K-848.0K-2.5K0.11104.2810411931138
2023-08-07$20.84$20.0014.5%6.3%16.6%0.0%21.9%9.2%-0.8%54.8K-1.1M-2.3K5.22105.02947929139
2023-08-08$20.59$20.0052.5%7.0%16.0%28.7%21.7%4.2%-7.9%57.5K-758.1K-2.6K0.0094.7903936186
2023-08-09$20.36$20.0021.9%6.3%16.6%5.6%0.0%10.8%1.8%75.8K-721.9K-2.7K0.0083.1500936188
2023-08-10$20.16$20.0021.4%6.1%16.9%5.2%21.0%3.6%-0.4%83.8K-657.7K-2.6K0.0056.3004936188
2023-08-11$20.27$20.0021.3%6.1%16.7%5.1%0.0%5.8%0.8%92.5K-741.3K-2.6K0.00103.9403936192
2023-08-14$20.16$20.0016.7%4.8%16.5%1.7%0.0%1.0%-2.1%84.9K-618.9K-2.4K0.00132.9804936195
2023-08-15$19.88$20.0014.5%4.2%17.2%0.0%0.0%4.6%6.4%87.8K-509.3K-2.5K0.38148.7683940201
2023-08-16$19.80$20.0020.6%5.9%14.2%4.6%20.6%4.2%0.9%37.2K-492.4K-2.1K0.3787.763011938198
2023-08-17$19.63$20.0029.0%8.3%13.4%10.9%0.0%26.4%-23.2%43.4K-401.2K-2.0K0.21136.49194935194
2023-08-18$19.80$20.0018.9%5.4%14.0%3.3%18.8%2.3%1.5%137.6K-351.7K-2.0K0.28111.256117916187
2023-08-21$19.73$20.0017.7%5.1%13.7%2.4%11.9%7.3%12.1%26.3K-221.5K-2.1K0.00120.862661676167
2023-08-22$19.70$20.0020.1%5.8%13.5%4.2%20.1%0.6%3.9%49.3K-345.2K-2.5K0.1483.2871835168
2023-08-23$19.87$20.0024.3%7.0%14.1%7.4%24.4%46.3%-1.2%48.8K-382.0K-2.5K1.27105.501114842168
2023-08-24$19.77$20.0032.5%9.3%14.1%13.6%29.9%23.1%-17.8%46.0K-375.3K-2.5K0.2399.41317846162
2023-08-25$19.81$20.0029.3%8.4%14.1%11.2%0.0%25.2%-5.0%48.8K-329.0K-2.2K0.0063.1800875167
2023-08-28$20.02$20.0018.8%5.4%14.8%3.3%18.8%6.0%21.4%62.6K-492.4K-2.5K0.0059.431290875167
2023-08-29$20.12$20.0017.5%5.0%14.8%2.3%17.5%16.9%14.9%91.9K-655.1K-2.6K0.0096.99801,003167
2023-08-30$20.37$20.0018.3%5.2%15.0%2.9%18.3%3.7%3.0%92.4K-792.3K-2.5K0.00100.302501,011167
2023-08-31$20.20$20.0018.3%5.3%14.7%2.9%18.3%15.0%2.3%101.7K-734.6K-2.6K0.31101.06119371,036167