CTRE Options History — October 2023

In October 2023, CTRE traded between $20.01 and $22.04. ATM implied volatility averaged 25.8%, placing in the 8.6% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 6.0% (HV 20d: 19.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.17.

Notable Days

  • 2023-10-16: Highest Volume — 1,034 contracts
  • 2023-10-26: Largest IV spike — 47.0% change
  • 2023-10-11: Highest IV Rank — 15.2%
  • 2023-10-09: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.28$20.01$22.04$20.06$21.38
Max Pain$19.55$17.50$20.00$20.00$20.00
ATM IV25.8%17.5%34.6%25.8%27.3%
Expected Move7.9%5.0%13.2%7.4%7.8%
HV 20d19.8%17.5%21.2%19.8%18.7%
HV 60d17.4%16.6%18.3%16.9%17.5%
IV Rank8.6%2.3%15.2%8.5%9.7%
IV Percentile38.2%3.2%72.6%38.9%48.8%
Term Structure3.2%-18.7%49.6%-6.7%-0.9%
VWIV28.0%17.1%64.6%25.8%26.6%
Skew 25d7.3%-7.1%20.0%9.3%4.2%
Skew 10d10.6%-22.0%56.6%15.6%4.4%
Call IV 25d25.2%17.6%35.0%22.6%26.9%
Put IV 25d32.5%21.4%41.6%31.9%31.1%
Bid-Ask Spread %99.9935.88135.7385.4235.88
Gamma HHI0.650.480.880.850.54
Net GEX121.4K32.2K236.9K227.6K63.1K
Net DEX-2.3M-4.1M-471.7K-1.8M-948.7K
Net VEX-3.5K-4.8K-2.5K-4.6K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.001.000.250.00
Total Volume85.22701,034543
Total OI2,001.5456962,6382,5241,132

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$20.06$20.0025.8%7.4%19.8%8.5%25.8%9.3%-6.7%227.6K-1.8M-4.6K0.2585.42412,311213
2023-10-03$20.01$20.0025.2%7.2%17.5%8.1%25.2%20.0%6.1%236.9K-1.9M-4.8K0.33101.73312,315213
2023-10-04$20.37$20.0027.2%7.8%18.6%9.6%0.0%6.8%-5.9%222.4K-2.4M-4.7K0.00117.28002,318214
2023-10-05$20.66$17.5026.9%6.4%19.1%9.4%23.8%18.5%12.5%215.9K-2.7M-4.7K0.50118.56422,318214
2023-10-06$20.74$17.5027.4%11.0%18.9%9.7%0.0%14.5%1.6%211.1K-2.8M-4.4K1.00135.73112,317215
2023-10-09$21.14$17.5021.1%13.2%19.9%5.0%19.3%12.0%-18.7%139.3K-3.5M-3.0K0.00123.752602,317215
2023-10-10$21.45$17.5029.4%10.7%20.3%11.2%21.6%17.9%5.3%152.2K-3.5M-3.9K0.03133.2912542,333215
2023-10-11$21.70$20.0034.6%9.9%19.8%15.2%64.6%5.3%-16.8%150.3K-3.7M-3.8K0.0097.221002,415215
2023-10-12$21.43$20.0024.0%6.9%20.2%7.2%0.0%-1.2%-1.9%138.0K-3.8M-3.3K0.00100.62002,422215
2023-10-13$21.55$20.0023.9%6.9%20.1%7.1%25.7%6.1%-1.8%153.3K-3.5M-4.1K0.38104.91832,422215
2023-10-16$22.01$20.0024.1%6.9%20.3%7.3%24.1%-7.1%0.8%99.6K-4.1M-2.7K0.00104.441,03132,425213
2023-10-17$22.04$20.0023.1%6.6%20.3%6.5%0.0%0.6%-0.1%101.1K-3.1M-2.7K0.0093.492501,958213
2023-10-18$21.89$20.0029.4%8.4%19.4%11.3%47.5%2.6%-0.8%105.9K-3.0M-3.0K0.13103.15811,964213
2023-10-19$21.45$20.0033.7%9.7%21.1%14.5%30.1%-2.1%49.6%80.9K-2.8M-2.7K0.00104.701201,967214
2023-10-20$21.68$20.0029.2%8.4%20.9%11.1%34.5%5.5%20.0%32.9K-2.9M-2.6K0.0072.18901,974214
2023-10-23$21.34$20.0029.0%8.3%21.2%11.0%24.2%3.3%0.9%32.2K-471.7K-2.5K0.0287.57169362274
2023-10-24$21.51$20.0021.7%6.2%20.7%5.5%22.8%6.4%0.5%51.4K-606.5K-2.9K0.00103.99280079177
2023-10-25$21.56$20.0017.5%5.0%20.2%2.3%18.8%4.0%5.5%71.3K-997.6K-3.5K0.00107.001201,00877
2023-10-26$21.54$20.0025.7%7.4%20.0%8.5%17.1%15.0%17.0%59.4K-980.6K-3.5K0.00108.581301,01177
2023-10-27$21.34$20.0021.3%6.1%20.4%5.1%22.0%10.1%2.5%64.4K-948.3K-3.4K0.1882.241731,00877
2023-10-30$21.38$20.0020.7%5.9%18.8%4.7%31.2%9.1%2.3%61.0K-904.8K-3.3K0.5678.1334191,01677
2023-10-31$21.38$20.0027.3%7.8%18.7%9.7%26.6%4.2%-0.9%63.1K-948.7K-3.4K0.0035.884301,04290