CTRE Options History — December 2023

In December 2023, CTRE traded between $22.43 and $23.23. ATM implied volatility averaged 23.0%, placing in the 6.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 5.4% (HV 20d: 17.6%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.17.

Notable Days

2023-12-18: Highest Volume — 68 contracts
2023-12-28: Largest IV spike — 69.5% change
2023-12-04: Highest IV Rank — 14.3%
2023-12-01: Largest Expected Move — 8.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.72	$22.43	$23.23	$22.84	$22.49
Max Pain	$22.38	$20.00	$22.50	$20.00	$22.50
ATM IV	23.0%	15.2%	33.4%	30.0%	17.6%
Expected Move	6.3%	4.4%	8.6%	8.6%	5.0%
HV 20d	17.6%	13.3%	19.4%	19.4%	18.2%
HV 60d	19.6%	19.2%	20.1%	19.2%	19.2%
IV Rank	6.4%	0.5%	14.3%	11.7%	2.3%
IV Percentile	30.5%	0.8%	78.6%	64.7%	6.0%
Term Structure	7.4%	-4.3%	40.3%	-0.9%	12.0%
VWIV	22.9%	12.5%	60.7%	36.2%	16.7%
Skew 25d	47.9%	-25.2%	262.6%	15.6%	-25.2%
Skew 10d	77.7%	-36.7%	387.8%	15.1%	-36.7%
Call IV 25d	19.7%	13.1%	43.7%	18.2%	43.7%
Put IV 25d	67.6%	17.1%	278.4%	33.9%	18.5%
Bid-Ask Spread %	95.12	69.71	128.40	100.80	87.91
Gamma HHI	0.70	0.55	0.81	0.55	0.72
Net GEX	75.8K	53.7K	128.6K	59.1K	93.4K
Net DEX	-1.2M	-1.8M	-780.5K	-1.7M	-866.5K
Net VEX	-3.8K	-4.2K	-3.4K	-4.2K	-3.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	0.87	0.87	0.00
Total Volume	23.95	1	68	43	12
Total OI	1,505.9	1,299	1,633	1,603	1,387

Daily Data (20 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
2023-12-01	$22.84	$20.00	30.0%	8.6%	19.4%	11.7%	36.2%	15.6%	-0.9%	59.1K	-1.7M	-4.2K	0.87	100.80	23	20	1,284	319
2023-12-04	$22.59	$22.50	33.4%	6.2%	17.6%	14.3%	21.5%	138.3%	0.1%	65.7K	-1.4M	-3.9K	0.54	118.37	28	15	1,304	329
2023-12-05	$22.88	$22.50	30.8%	7.4%	17.9%	12.3%	17.3%	15.3%	13.5%	54.3K	-1.5M	-4.2K	0.62	123.13	29	18	1,257	343
2023-12-06	$22.45	$22.50	32.4%	7.9%	19.4%	13.5%	60.7%	262.6%	9.5%	73.0K	-1.2M	-3.9K	0.00	128.40	8	0	1,259	360
2023-12-07	$22.57	$22.50	22.9%	7.5%	19.2%	6.4%	0.0%	9.9%	-2.2%	53.7K	-1.4M	-4.1K	0.00	98.22	1	0	1,260	360
2023-12-08	$22.62	$22.50	24.8%	6.3%	19.2%	7.8%	15.4%	7.7%	5.6%	60.1K	-1.4M	-4.1K	0.00	100.15	1	0	1,261	360
2023-12-11	$22.62	$22.50	23.7%	6.5%	14.5%	7.0%	22.9%	154.4%	0.9%	69.9K	-1.4M	-3.7K	0.00	96.29	32	0	1,261	360
2023-12-12	$22.91	$22.50	18.5%	5.8%	15.1%	3.0%	20.3%	120.9%	3.1%	72.3K	-1.6M	-3.7K	0.17	99.37	6	1	1,255	360
2023-12-13	$23.23	$22.50	23.3%	6.7%	13.3%	6.7%	23.3%	89.9%	-4.3%	67.5K	-1.8M	-3.6K	0.00	101.11	11	0	1,260	360
2023-12-14	$22.56	$22.50	20.9%	6.0%	17.0%	4.8%	20.9%	140.0%	40.3%	67.8K	-1.3M	-3.6K	0.07	92.12	14	1	1,263	360
2023-12-15	$22.43	$22.50	20.8%	6.0%	16.9%	4.7%	20.8%	6.1%	5.7%	67.0K	-1.2M	-3.7K	0.32	88.00	25	8	1,270	359
2023-12-18	$22.59	$22.50	23.5%	6.7%	17.2%	6.8%	23.5%	7.4%	5.6%	59.2K	-881.4K	-3.8K	0.03	91.96	66	2	988	311
2023-12-19	$22.96	$22.50	15.2%	4.4%	18.1%	0.5%	12.5%	4.8%	7.6%	90.6K	-1.2M	-3.8K	0.13	76.06	8	1	1,050	313
2023-12-20	$22.80	$22.50	17.3%	5.0%	18.0%	2.1%	17.2%	0.9%	3.2%	92.0K	-1.0M	-3.8K	0.00	94.30	5	0	1,056	313
2023-12-21	$22.70	$22.50	22.3%	6.4%	18.0%	5.9%	22.4%	4.3%	10.9%	73.7K	-954.1K	-3.9K	0.42	69.71	12	5	1,057	313
2023-12-22	$22.91	$22.50	20.1%	5.8%	18.2%	4.2%	20.0%	2.8%	18.0%	83.2K	-1.1M	-3.8K	0.00	74.02	4	0	1,059	318
2023-12-26	$22.80	$22.50	17.0%	4.9%	18.2%	1.9%	16.6%	0.9%	16.1%	128.6K	-1.1M	-3.4K	0.07	77.10	45	3	1,059	319
2023-12-27	$22.74	$22.50	17.0%	4.9%	18.2%	1.9%	17.0%	-5.5%	2.7%	111.2K	-1.0M	-3.6K	0.00	89.68	36	0	1,086	321
2023-12-28	$22.63	$22.50	28.9%	8.3%	18.3%	10.8%	29.4%	6.8%	0.6%	73.8K	-780.5K	-3.8K	0.08	95.68	36	3	1,043	321
2023-12-29	$22.49	$22.50	17.6%	5.0%	18.2%	2.3%	16.7%	-25.2%	12.0%	93.4K	-866.5K	-3.8K	0.00	87.91	12	0	1,063	324