CTRE Options History — January 2024

In January 2024, CTRE traded between $21.01 and $22.38. ATM implied volatility averaged 23.2%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 6.6% (HV 20d: 16.6%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.99.

Notable Days

2024-01-22: Highest Volume — 93 contracts
2024-01-10: Largest IV spike — 126.5% change
2024-01-10: Highest IV Rank — 18.8%
2024-01-10: Largest Expected Move — 11.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.81	$21.01	$22.38	$22.30	$21.01
Max Pain	$21.55	$20.00	$22.50	$22.50	$22.50
ATM IV	23.2%	15.9%	39.5%	24.3%	36.5%
Expected Move	7.1%	4.7%	11.3%	7.0%	10.5%
HV 20d	16.6%	12.6%	18.3%	18.3%	18.3%
HV 60d	18.7%	17.9%	19.3%	19.1%	18.6%
IV Rank	6.6%	1.0%	18.8%	7.4%	16.6%
IV Percentile	34.0%	1.2%	91.3%	42.9%	88.1%
Term Structure	-2.2%	-16.7%	14.0%	5.8%	-16.7%
VWIV	24.2%	12.7%	39.4%	24.5%	16.9%
Skew 25d	3.9%	-17.3%	19.1%	-5.5%	7.8%
Skew 10d	7.8%	-11.5%	30.9%	-10.1%	11.3%
Call IV 25d	25.4%	14.5%	49.6%	29.7%	22.3%
Put IV 25d	29.3%	18.6%	40.2%	24.1%	30.1%
Bid-Ask Spread %	87.19	51.22	111.97	91.31	81.01
Gamma HHI	0.65	0.51	0.82	0.70	0.52
Net GEX	67.5K	28.7K	152.7K	77.6K	31.3K
Net DEX	-355.7K	-670.2K	-127.9K	-582.4K	-230.9K
Net VEX	-2.6K	-3.5K	-2.0K	-3.5K	-2.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.00	7.00	0.13	0.13
Total Volume	39.714	3	93	9	34
Total OI	1,145.429	660	1,441	1,386	874

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
2024-01-02	$22.30	$22.50	24.3%	7.0%	18.3%	7.4%	24.5%	-5.5%	5.8%	77.6K	-582.4K	-3.5K	0.13	91.31	8	1	1,062	324
2024-01-03	$22.13	$22.50	23.8%	6.8%	18.1%	7.0%	24.8%	-0.5%	6.5%	76.3K	-522.5K	-3.5K	0.16	102.93	32	5	1,067	325
2024-01-04	$22.07	$20.00	19.3%	7.5%	17.4%	3.7%	0.0%	-10.9%	-8.2%	99.5K	-384.0K	-3.2K	5.00	93.46	2	10	1,071	328
2024-01-05	$21.84	$20.00	15.9%	6.7%	16.5%	1.0%	24.5%	17.5%	-2.9%	80.6K	-200.3K	-2.8K	0.12	91.02	58	7	1,073	319
2024-01-08	$21.81	$20.00	16.8%	8.4%	16.3%	1.7%	39.4%	-6.9%	-16.6%	82.4K	-189.0K	-2.7K	0.16	102.75	73	12	1,097	316
2024-01-09	$21.79	$20.00	17.4%	6.9%	16.2%	2.2%	25.9%	15.0%	-5.7%	83.9K	-259.1K	-3.0K	0.32	89.23	53	17	1,137	304
2024-01-10	$21.98	$20.00	39.5%	11.3%	16.6%	18.8%	0.0%	-17.3%	-14.9%	94.7K	-357.4K	-2.8K	0.47	111.97	30	14	1,122	292
2024-01-11	$22.01	$20.00	31.2%	8.9%	15.8%	12.6%	31.0%	8.5%	-11.8%	97.3K	-346.7K	-2.8K	0.78	107.52	18	14	1,092	280
2024-01-12	$22.38	$20.00	25.5%	7.3%	16.2%	8.3%	0.0%	19.1%	-4.4%	138.5K	-670.2K	-3.0K	0.92	107.22	13	12	1,076	269
2024-01-16	$22.34	$20.00	22.0%	6.3%	12.6%	5.6%	21.9%	10.5%	-0.1%	152.7K	-581.1K	-2.6K	0.50	94.08	28	14	1,063	258
2024-01-17	$21.70	$22.50	26.1%	7.5%	16.1%	8.8%	26.0%	-1.3%	-4.5%	67.7K	-345.1K	-2.4K	0.72	106.12	29	21	1,059	246
2024-01-18	$21.64	$22.50	24.1%	6.9%	15.8%	7.3%	25.2%	-2.0%	11.4%	28.7K	-142.0K	-2.2K	0.52	99.46	29	15	1,053	207
2024-01-19	$21.84	$22.50	21.0%	6.0%	14.9%	4.9%	0.0%	7.5%	14.0%	33.0K	-127.9K	-2.1K	0.55	90.22	22	12	1,035	220
2024-01-22	$22.05	$22.50	21.4%	6.1%	15.4%	5.2%	21.5%	-0.4%	-1.7%	34.6K	-384.6K	-2.2K	0.01	56.32	92	1	607	53
2024-01-23	$21.95	$22.50	23.4%	6.7%	15.4%	6.7%	25.0%	6.6%	-3.0%	42.4K	-407.2K	-2.3K	0.02	68.19	42	1	691	54
2024-01-24	$21.37	$22.50	19.9%	5.7%	17.2%	4.1%	22.8%	4.8%	2.3%	37.2K	-347.2K	-2.2K	0.15	77.33	27	4	732	54
2024-01-25	$21.45	$22.50	17.0%	4.9%	17.4%	1.9%	27.0%	7.1%	3.6%	39.4K	-344.7K	-2.2K	7.00	65.27	1	7	744	58
2024-01-26	$21.57	$22.50	16.4%	4.7%	17.6%	1.4%	22.1%	4.1%	2.7%	40.3K	-363.2K	-2.3K	0.03	53.29	35	1	744	64
2024-01-29	$21.57	$22.50	23.5%	6.8%	17.6%	6.8%	19.9%	13.6%	-3.2%	42.0K	-392.7K	-2.4K	0.00	91.17	3	0	778	64
2024-01-30	$21.24	$22.50	22.4%	6.4%	18.2%	6.0%	12.7%	4.1%	0.3%	36.6K	-292.5K	-2.1K	3.11	51.22	9	28	778	64
2024-01-31	$21.01	$22.50	36.5%	10.5%	18.3%	16.6%	16.9%	7.8%	-16.7%	31.3K	-230.9K	-2.0K	0.13	81.01	30	4	784	90