CTRE Options History — April 2024

In April 2024, CTRE traded between $23.51 and $24.76. ATM implied volatility averaged 25.4%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 9.6% (HV 20d: 15.8%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.72.

Notable Days

  • 2024-04-18: Highest Volume — 74 contracts
  • 2024-04-05: Largest IV spike — 109.1% change
  • 2024-04-05: Highest IV Rank — 32.2%
  • 2024-04-05: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.99$23.51$24.76$24.41$24.76
Max Pain$22.50$22.50$22.50$22.50$22.50
ATM IV25.4%14.7%42.9%14.7%25.2%
Expected Move7.1%4.2%9.6%4.2%7.2%
HV 20d15.8%11.7%18.3%13.5%17.3%
HV 60d22.2%21.1%23.4%22.1%21.1%
IV Rank12.3%0.2%32.2%0.3%12.2%
IV Percentile48.9%0.8%90.9%0.8%54.4%
Term Structure2.2%-6.2%12.9%6.6%-4.0%
VWIV23.3%12.8%30.6%13.3%25.3%
Skew 25d0.0%-35.0%15.2%-35.0%-6.0%
Skew 10d-13.4%-88.1%23.9%-88.1%-10.2%
Call IV 25d25.4%13.7%52.0%52.0%29.5%
Put IV 25d25.5%16.9%34.0%16.9%23.5%
Bid-Ask Spread %104.1583.36122.8487.97111.46
Gamma HHI0.750.560.930.860.68
Net GEX56.4K22.8K126.0K126.0K53.0K
Net DEX-700.2K-953.7K-517.8K-953.7K-883.5K
Net VEX-2.7K-3.1K-2.3K-3.1K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.003.200.000.04
Total Volume19.545174427
Total OI961.6826141,1451,049710

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$24.41$22.5014.7%4.2%13.5%0.3%13.3%-35.0%6.6%126.0K-953.7K-3.1K0.0087.9740799250
2024-04-02$24.02$22.5018.5%5.3%11.7%4.5%12.8%4.8%8.7%73.2K-736.1K-2.9K1.3390.8334800250
2024-04-03$24.27$22.5022.3%6.4%12.1%8.9%25.9%9.9%3.7%90.5K-804.7K-2.8K0.00108.2910797254
2024-04-04$24.07$22.5020.5%4.8%12.6%6.8%15.3%3.5%4.2%72.6K-738.7K-2.9K0.00122.84260798254
2024-04-05$24.45$22.5042.9%9.6%13.5%32.2%0.0%-6.3%-3.6%85.6K-854.4K-3.0K0.36117.83145818254
2024-04-08$24.44$22.5024.0%5.7%12.9%10.8%30.6%-5.6%0.1%105.2K-917.0K-2.8K1.00104.8666830254
2024-04-09$24.31$22.5014.7%5.9%12.9%0.2%0.0%-5.5%0.9%104.8K-795.8K-2.7K3.20109.39516830254
2024-04-10$23.55$22.5027.8%8.0%17.5%15.1%0.0%5.5%5.3%37.2K-556.0K-2.7K0.0083.3605835250
2024-04-11$23.69$22.5030.7%8.8%17.5%18.3%21.0%5.2%-6.2%36.5K-550.1K-2.6K0.1099.13505835249
2024-04-12$23.66$22.5020.9%6.0%17.3%7.3%0.0%-0.0%12.9%35.4K-549.5K-2.6K0.00101.7905885249
2024-04-15$23.52$22.5027.1%7.8%17.4%14.2%24.2%-3.6%-4.8%22.8K-517.8K-2.5K3.00106.5926885249
2024-04-16$23.51$22.5033.3%9.5%16.9%21.2%0.0%6.8%5.2%26.6K-554.5K-2.4K0.80100.8754885249
2024-04-17$23.56$22.5027.3%7.8%16.8%14.5%24.2%6.3%0.2%32.2K-560.6K-2.4K1.75112.9147883248
2024-04-18$23.69$22.5030.0%8.6%16.9%17.6%28.1%4.0%10.9%36.2K-573.4K-2.4K0.1092.70677884250
2024-04-19$23.68$22.5027.0%7.7%16.8%14.2%27.9%4.3%-6.2%39.2K-584.6K-2.4K0.20109.58255894251
2024-04-22$23.56$22.5025.4%7.3%16.5%12.3%24.9%5.8%12.2%42.8K-586.3K-2.3K0.50107.49261356153
2024-04-23$23.89$22.5023.7%6.8%17.0%10.4%20.7%10.0%3.6%43.4K-677.2K-2.5K0.05103.7220158766
2024-04-24$23.84$22.5026.0%7.5%16.9%13.1%18.7%15.2%-0.5%41.2K-669.9K-2.7K0.67112.2612860566
2024-04-25$23.94$22.5026.2%7.5%16.9%13.3%29.0%4.4%6.3%43.0K-706.8K-2.7K0.0096.0701661669
2024-04-26$24.41$22.5024.5%7.0%18.0%11.3%26.4%-11.8%0.0%43.2K-790.0K-2.7K0.50110.686361683
2024-04-29$24.63$22.5025.1%7.2%18.3%12.1%27.5%-11.0%-6.1%50.9K-843.4K-2.6K0.10100.7410162280
2024-04-30$24.76$22.5025.2%7.2%17.3%12.2%25.3%-6.0%-4.0%53.0K-883.5K-2.7K0.04111.4626162981