CTRE Options History — February 2024

In February 2024, CTRE traded between $20.48 and $23.09. ATM implied volatility averaged 34.5%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 6.4% (HV 20d: 28.1%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 3.54.

Notable Days

2024-02-09: Highest Volume — 209 contracts
2024-02-29: Largest IV spike — 105.9% change
2024-02-27: Highest IV Rank — 40.1%
2024-02-27: Largest Expected Move — 19.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.19	$20.48	$23.09	$20.94	$22.62
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	34.5%	22.6%	67.6%	48.7%	61.3%
Expected Move	9.4%	6.5%	19.4%	8.5%	17.6%
HV 20d	28.1%	18.2%	33.2%	18.2%	30.5%
HV 60d	21.4%	17.2%	23.2%	17.9%	23.1%
IV Rank	15.1%	6.1%	40.1%	25.8%	35.4%
IV Percentile	69.6%	34.1%	97.6%	95.2%	96.8%
Term Structure	-7.7%	-42.4%	9.1%	9.1%	-42.4%
VWIV	24.5%	8.7%	30.9%	29.4%	30.9%
Skew 25d	8.8%	-8.8%	22.1%	9.2%	22.1%
Skew 10d	-0.7%	-64.4%	23.8%	20.9%	-26.0%
Call IV 25d	21.9%	11.8%	51.9%	23.0%	33.9%
Put IV 25d	30.7%	22.8%	56.0%	32.2%	56.0%
Bid-Ask Spread %	99.20	56.80	130.00	93.64	121.15
Gamma HHI	0.53	0.47	0.66	0.50	0.49
Net GEX	53.8K	23.7K	97.8K	29.8K	42.7K
Net DEX	-681.1K	-1.1M	-145.4K	-292.5K	-611.3K
Net VEX	-3.7K	-4.8K	-1.9K	-2.4K	-4.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.54	0.00	50.00	0.40	0.00
Total Volume	77.15	0	209	14	0
Total OI	1,222.3	906	1,406	906	1,397

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
2024-02-01	$20.94	$22.50	48.7%	8.5%	18.2%	25.8%	29.4%	9.2%	9.1%	29.8K	-292.5K	-2.4K	0.40	93.64	10	4	813	93
2024-02-02	$20.48	$22.50	39.6%	9.1%	19.5%	18.9%	0.0%	14.4%	6.7%	23.7K	-226.7K	-2.3K	0.12	99.14	147	17	821	97
2024-02-05	$20.48	$22.50	32.3%	7.3%	19.4%	13.4%	24.6%	1.8%	0.2%	25.0K	-145.4K	-1.9K	0.05	85.91	38	2	928	113
2024-02-06	$20.55	$22.50	35.6%	10.6%	19.5%	15.9%	8.7%	20.9%	-2.8%	29.0K	-266.6K	-2.5K	0.88	91.87	33	29	928	113
2024-02-07	$20.66	$22.50	25.9%	7.4%	19.7%	8.6%	23.4%	11.2%	4.2%	28.8K	-207.0K	-2.3K	0.00	80.71	41	0	911	139
2024-02-08	$21.02	$22.50	27.6%	7.9%	20.6%	9.9%	26.5%	4.0%	-3.4%	38.2K	-269.3K	-2.3K	0.01	95.96	125	1	915	139
2024-02-09	$22.46	$22.50	22.9%	6.6%	31.9%	6.4%	27.7%	9.6%	3.4%	88.2K	-849.4K	-3.4K	0.08	96.83	194	15	1,028	140
2024-02-12	$22.95	$22.50	22.6%	6.5%	32.2%	6.1%	22.7%	13.6%	1.0%	97.5K	-1.1M	-3.9K	0.07	89.81	163	12	1,048	230
2024-02-13	$22.48	$22.50	26.7%	7.7%	33.2%	9.2%	26.2%	9.4%	-2.7%	75.1K	-700.9K	-4.0K	0.23	56.80	64	15	1,033	240
2024-02-14	$23.06	$22.50	23.7%	6.8%	32.4%	7.0%	23.8%	9.8%	2.1%	67.8K	-1.1M	-4.1K	0.44	98.42	54	24	1,049	241
2024-02-15	$22.77	$22.50	24.2%	6.9%	32.8%	7.3%	23.5%	5.5%	0.0%	97.8K	-962.7K	-4.2K	0.18	104.48	101	18	1,080	243
2024-02-16	$22.74	$22.50	27.2%	7.8%	32.8%	9.6%	27.0%	3.9%	-4.4%	75.6K	-1.0M	-4.1K	0.20	130.00	83	17	1,151	255
2024-02-20	$22.87	$22.50	23.7%	6.8%	32.7%	7.0%	23.5%	2.4%	-0.8%	54.9K	-810.3K	-4.3K	0.57	108.30	86	49	989	225
2024-02-21	$22.95	$22.50	33.1%	9.5%	32.6%	14.0%	30.9%	16.4%	-8.0%	50.9K	-879.3K	-4.6K	0.40	124.17	10	4	1,033	261
2024-02-22	$23.06	$22.50	28.0%	8.0%	30.7%	10.2%	0.0%	4.3%	-6.1%	56.0K	-902.4K	-4.5K	10.00	82.97	5	50	1,039	265
2024-02-23	$23.04	$22.50	40.1%	11.5%	30.8%	19.4%	0.0%	20.2%	-19.0%	54.5K	-954.9K	-4.5K	50.00	105.24	2	100	1,040	262
2024-02-26	$23.09	$22.50	48.4%	13.9%	30.8%	25.6%	0.0%	9.8%	-39.6%	48.5K	-877.9K	-4.7K	0.00	111.46	8	0	1,041	347
2024-02-27	$22.99	$22.50	67.6%	19.4%	30.9%	40.1%	0.0%	-8.8%	-41.0%	47.1K	-821.8K	-4.8K	0.00	109.09	0	5	1,048	349
2024-02-28	$22.63	$22.50	29.8%	8.5%	30.9%	11.5%	0.0%	-3.3%	-10.2%	45.1K	-646.7K	-4.4K	0.00	98.04	17	0	1,048	354
2024-02-29	$22.62	$22.50	61.3%	17.6%	30.5%	35.4%	0.0%	22.1%	-42.4%	42.7K	-611.3K	-4.4K	0.00	121.15	0	0	1,043	354