CTRE Options History — November 2023

In November 2023, CTRE traded between $21.45 and $23.09. ATM implied volatility averaged 27.2%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 5.7% (HV 20d: 21.5%). 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 8 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2023-11-17: Highest Volume — 115 contracts
2023-11-02: Largest IV drop — 60.7% change
2023-11-01: Highest IV Rank — 36.5%
2023-11-01: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.48	$21.45	$23.09	$21.91	$23.01
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	27.2%	16.3%	62.8%	62.8%	27.8%
Expected Move	7.8%	4.6%	18.0%	18.0%	8.0%
HV 20d	21.5%	19.5%	24.0%	19.5%	19.8%
HV 60d	19.4%	18.0%	20.1%	18.0%	19.1%
IV Rank	9.6%	1.4%	36.5%	36.5%	10.1%
IV Percentile	43.3%	1.2%	97.2%	97.2%	55.6%
Term Structure	-1.4%	-25.1%	12.9%	-25.1%	-3.3%
VWIV	30.7%	15.5%	106.6%	56.8%	106.6%
Skew 25d	9.2%	-18.5%	29.9%	-18.5%	13.8%
Skew 10d	10.8%	-16.2%	43.8%	1.9%	11.1%
Call IV 25d	21.6%	16.2%	42.3%	42.3%	16.6%
Put IV 25d	30.8%	20.2%	55.3%	23.8%	30.4%
Bid-Ask Spread %	88.30	45.83	126.01	76.74	115.27
Gamma HHI	0.59	0.46	0.73	0.54	0.56
Net GEX	76.3K	55.7K	120.4K	60.9K	61.4K
Net DEX	-1.6M	-2.1M	-1.0M	-1.2M	-1.7M
Net VEX	-3.7K	-4.1K	-3.4K	-3.6K	-4.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	2.00	0.06	0.83
Total Volume	44.429	3	115	34	33
Total OI	1,373.381	1,175	1,573	1,175	1,573

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
2023-11-01	$21.91	$20.00	62.8%	18.0%	19.5%	36.5%	56.8%	-18.5%	-25.1%	60.9K	-1.2M	-3.6K	0.06	76.74	32	2	1,085	90
2023-11-02	$22.27	$20.00	24.7%	6.3%	19.7%	7.7%	21.9%	6.5%	1.2%	87.4K	-1.3M	-3.7K	0.00	70.76	39	0	1,108	91
2023-11-03	$21.74	$20.00	16.3%	6.6%	22.0%	1.4%	28.7%	29.9%	12.9%	75.5K	-1.0M	-3.9K	0.11	115.82	9	1	1,136	91
2023-11-06	$21.66	$20.00	25.4%	4.6%	21.2%	8.2%	15.5%	6.3%	3.1%	81.4K	-1.1M	-3.5K	0.33	84.38	6	2	1,143	92
2023-11-07	$21.57	$20.00	30.3%	10.3%	20.7%	11.9%	22.9%	11.7%	-11.4%	78.0K	-1.1M	-3.5K	0.00	98.34	106	0	1,145	90
2023-11-08	$21.45	$20.00	30.1%	8.6%	20.3%	11.8%	0.0%	4.5%	-5.3%	83.6K	-1.3M	-3.8K	2.00	89.08	1	2	1,249	90
2023-11-09	$21.52	$20.00	23.6%	6.8%	19.9%	6.9%	0.0%	29.6%	12.8%	75.6K	-1.2M	-3.8K	0.00	119.26	4	0	1,249	90
2023-11-10	$22.31	$20.00	31.3%	9.0%	23.6%	12.7%	31.3%	5.0%	-12.5%	83.8K	-1.6M	-3.5K	0.06	94.39	49	3	1,253	90
2023-11-13	$22.32	$20.00	27.9%	8.0%	22.4%	10.1%	26.3%	-2.5%	-4.8%	120.4K	-1.6M	-3.5K	0.33	99.25	6	2	1,257	93
2023-11-14	$22.88	$20.00	23.9%	6.9%	24.0%	7.1%	22.7%	22.9%	4.9%	112.7K	-1.9M	-3.4K	0.33	92.20	52	17	1,262	93
2023-11-15	$22.84	$20.00	25.1%	7.2%	23.8%	8.0%	25.1%	4.7%	-1.3%	93.6K	-1.9M	-3.5K	0.56	100.49	39	22	1,296	109
2023-11-16	$22.99	$20.00	22.0%	6.3%	22.3%	5.7%	0.0%	-0.8%	8.2%	99.4K	-2.1M	-3.4K	0.31	84.12	52	16	1,316	135
2023-11-17	$22.99	$20.00	21.4%	6.1%	22.2%	5.3%	21.4%	4.4%	2.4%	60.4K	-2.1M	-3.5K	0.74	83.90	66	49	1,336	148
2023-11-20	$23.09	$20.00	21.7%	6.2%	21.1%	5.4%	21.7%	5.4%	-0.1%	57.1K	-1.8M	-3.6K	0.82	49.60	39	32	1,165	176
2023-11-21	$22.87	$20.00	27.4%	7.9%	21.5%	9.7%	15.7%	23.2%	-2.8%	55.7K	-1.6M	-3.7K	0.42	86.30	38	16	1,182	207
2023-11-22	$22.89	$20.00	24.2%	7.0%	21.6%	7.4%	0.0%	11.6%	-3.7%	64.4K	-1.6M	-3.9K	0.64	61.36	22	14	1,201	222
2023-11-24	$23.04	$20.00	19.8%	5.7%	21.5%	4.0%	19.8%	2.9%	1.0%	57.4K	-1.8M	-3.9K	0.72	52.25	25	18	1,217	236
2023-11-27	$22.98	$20.00	24.7%	7.1%	21.1%	7.7%	23.9%	4.0%	-1.9%	57.2K	-1.7M	-3.9K	0.94	45.83	18	17	1,229	250
2023-11-28	$22.88	$20.00	34.6%	9.9%	21.3%	15.2%	0.0%	18.4%	-1.9%	74.7K	-1.6M	-4.1K	1.19	109.03	21	25	1,245	262
2023-11-29	$22.89	$20.00	25.8%	7.4%	21.3%	8.6%	0.0%	10.4%	-2.1%	60.7K	-1.7M	-4.0K	0.90	126.01	20	18	1,253	286
2023-11-30	$23.01	$20.00	27.8%	8.0%	19.8%	10.1%	106.6%	13.8%	-3.3%	61.4K	-1.7M	-4.0K	0.83	115.27	18	15	1,269	304