CTRE Options History — March 2024

In March 2024, CTRE traded between $22.80 and $24.38. ATM implied volatility averaged 44.4%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 24.8% (HV 20d: 19.6%). 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 10 of 20 days. Put/call ratio averaged 0.37.

Notable Days

2024-03-26: Highest Volume — 755 contracts
2024-03-13: Largest IV drop — 77.3% change
2024-03-12: Highest IV Rank — 66.7%
2024-03-01: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.74	$22.80	$24.38	$22.80	$24.38
Max Pain	$22.50	$22.50	$22.50	$22.50	$22.50
ATM IV	44.4%	19.4%	102.8%	47.1%	35.4%
Expected Move	7.4%	5.6%	13.5%	13.5%	10.2%
HV 20d	19.6%	13.4%	30.4%	30.4%	13.5%
HV 60d	22.7%	22.1%	23.7%	23.1%	22.2%
IV Rank	24.8%	5.6%	66.7%	24.6%	23.7%
IV Percentile	66.3%	15.9%	99.2%	93.7%	84.9%
Term Structure	-2.0%	-46.5%	29.9%	-46.5%	1.5%
VWIV	22.4%	18.4%	31.8%	24.3%	18.6%
Skew 25d	7.8%	-12.2%	32.0%	-12.2%	32.0%
Skew 10d	31.3%	-54.7%	176.7%	-54.7%	13.3%
Call IV 25d	20.7%	17.2%	35.1%	35.1%	20.2%
Put IV 25d	28.5%	17.6%	52.2%	22.9%	52.2%
Bid-Ask Spread %	99.22	83.92	118.07	118.07	100.78
Gamma HHI	0.60	0.49	0.83	0.49	0.79
Net GEX	59.5K	44.6K	83.5K	44.6K	83.5K
Net DEX	-1.1M	-1.4M	-681.0K	-681.0K	-887.0K
Net VEX	-3.7K	-4.5K	-2.7K	-4.5K	-3.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	4.00	0.09	0.00
Total Volume	59	0	755	6	6
Total OI	1,326.6	1,035	1,408	1,397	1,044

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
2024-03-01	$22.80	$22.50	47.1%	13.5%	30.4%	24.6%	24.3%	-12.2%	-46.5%	44.6K	-681.0K	-4.5K	0.00	118.07	0	6	1,043	354
2024-03-04	$23.45	$22.50	60.3%	7.1%	29.8%	34.6%	25.1%	6.1%	-4.7%	54.3K	-996.1K	-4.5K	0.09	83.92	129	12	1,043	360
2024-03-05	$23.41	$22.50	89.4%	7.3%	29.9%	56.6%	25.5%	8.1%	-2.2%	55.0K	-939.6K	-4.3K	0.00	90.71	3	0	1,045	349
2024-03-06	$23.48	$22.50	64.0%	7.0%	29.9%	37.3%	20.8%	5.0%	-8.1%	54.8K	-1.1M	-4.3K	0.10	95.38	10	1	1,047	349
2024-03-07	$23.41	$22.50	63.9%	7.1%	30.1%	37.3%	21.3%	6.3%	-1.3%	53.0K	-1.0M	-4.4K	0.08	88.52	13	1	1,048	349
2024-03-08	$23.21	$22.50	62.9%	7.2%	30.2%	36.6%	24.0%	4.8%	-2.6%	51.7K	-901.0K	-4.3K	0.20	107.27	5	1	1,047	349
2024-03-11	$23.44	$22.50	98.6%	7.0%	19.9%	63.5%	20.4%	2.8%	0.0%	55.8K	-1.1M	-4.1K	0.00	111.03	41	0	1,048	350
2024-03-12	$23.55	$22.50	102.8%	6.7%	18.6%	66.7%	0.0%	25.0%	0.8%	55.3K	-1.1M	-4.0K	0.00	112.05	0	0	1,046	350
2024-03-13	$23.71	$22.50	23.4%	6.7%	16.8%	6.7%	23.6%	6.4%	4.7%	61.3K	-1.1M	-3.9K	0.33	109.32	9	3	1,046	350
2024-03-14	$23.56	$22.50	24.0%	6.9%	14.7%	10.8%	24.0%	16.9%	29.9%	57.1K	-1.1M	-3.9K	0.06	113.42	18	1	1,055	353
2024-03-15	$23.63	$22.50	23.0%	6.6%	13.8%	9.7%	22.0%	5.8%	-5.3%	51.3K	-1.2M	-3.9K	0.08	110.50	12	1	1,043	353
2024-03-18	$23.88	$22.50	21.5%	6.2%	14.1%	7.9%	19.8%	6.9%	2.2%	61.2K	-1.2M	-3.5K	0.30	88.76	43	13	968	291
2024-03-19	$24.01	$22.50	25.9%	7.4%	14.1%	12.9%	21.8%	0.9%	1.3%	62.9K	-1.3M	-3.1K	0.00	84.08	36	0	1,003	291
2024-03-20	$24.12	$22.50	25.6%	7.3%	14.1%	12.6%	31.8%	4.7%	-6.3%	66.9K	-1.3M	-2.7K	4.00	93.78	1	4	1,005	291
2024-03-21	$24.23	$22.50	19.4%	5.6%	14.1%	5.6%	23.2%	9.6%	-2.2%	72.9K	-1.3M	-3.5K	0.18	86.97	22	4	1,005	295
2024-03-22	$23.99	$22.50	23.1%	6.6%	14.7%	9.7%	18.4%	7.6%	0.4%	65.4K	-1.3M	-3.5K	0.00	103.24	4	0	1,006	297
2024-03-25	$24.21	$22.50	29.5%	8.5%	14.9%	17.0%	20.8%	17.4%	-8.4%	60.3K	-1.3M	-2.9K	0.13	96.39	15	2	1,010	297
2024-03-26	$24.27	$22.50	23.9%	6.8%	14.7%	10.6%	20.2%	8.7%	3.4%	69.8K	-1.4M	-3.0K	0.36	93.33	555	200	1,020	297
2024-03-27	$24.14	$22.50	24.8%	7.1%	13.4%	11.7%	19.5%	-6.9%	2.8%	53.0K	-793.5K	-3.3K	0.80	96.79	5	4	789	246
2024-03-28	$24.38	$22.50	35.4%	10.2%	13.5%	23.7%	18.6%	32.0%	1.5%	83.5K	-887.0K	-3.1K	0.00	100.78	6	0	794	250