CTRE Options History — May 2024

In May 2024, CTRE traded between $24.66 and $25.64. ATM implied volatility averaged 28.4%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 15.1% (HV 20d: 13.3%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.60.

Notable Days

2024-05-13: Highest Volume — 79 contracts
2024-05-08: Largest IV spike — 268.7% change
2024-05-08: Highest IV Rank — 35.3%
2024-05-31: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.09	$24.66	$25.64	$25.05	$25.56
Max Pain	$24.66	$22.50	$25.00	$22.50	$25.00
ATM IV	28.4%	11.9%	44.0%	25.7%	40.5%
Expected Move	7.8%	3.6%	11.6%	7.4%	11.6%
HV 20d	13.3%	11.7%	17.4%	17.4%	13.1%
HV 60d	15.9%	13.9%	21.3%	21.1%	14.2%
IV Rank	17.7%	0.0%	35.3%	12.6%	31.4%
IV Percentile	59.3%	0.0%	92.5%	56.0%	91.3%
Term Structure	-12.6%	-36.9%	16.1%	4.6%	-31.1%
VWIV	36.7%	24.2%	57.6%	33.3%	57.6%
Skew 25d	-10.7%	-24.9%	2.1%	-5.5%	-19.3%
Skew 10d	-5.3%	-20.5%	9.7%	-7.6%	-11.8%
Call IV 25d	31.1%	18.6%	41.0%	36.5%	40.3%
Put IV 25d	20.4%	13.8%	30.9%	30.9%	21.0%
Bid-Ask Spread %	123.95	103.44	140.45	103.44	130.32
Gamma HHI	0.80	0.70	0.95	0.72	0.93
Net GEX	80.6K	51.9K	350.0K	52.1K	55.2K
Net DEX	-1.0M	-1.2M	-883.3K	-1.0M	-1.1M
Net VEX	-2.4K	-2.6K	-2.2K	-2.6K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.60	0.00	7.50	0.37	0.00
Total Volume	18.227	0	79	37	15
Total OI	763.864	727	899	729	757

Daily Data (22 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
2024-05-01	$25.05	$22.50	25.7%	7.4%	17.4%	12.6%	33.3%	-5.5%	4.6%	52.1K	-1.0M	-2.6K	0.37	103.44	27	10	647	82
2024-05-02	$25.27	$22.50	21.3%	6.1%	17.1%	7.7%	24.2%	-11.0%	7.5%	56.9K	-1.1M	-2.5K	0.00	106.17	9	0	649	82
2024-05-03	$25.05	$22.50	22.9%	6.6%	16.8%	9.5%	0.0%	-15.6%	13.7%	65.3K	-986.7K	-2.5K	0.00	114.32	1	0	652	82
2024-05-06	$24.89	$25.00	25.0%	6.6%	17.0%	11.9%	0.0%	-1.8%	-6.5%	55.8K	-971.7K	-2.5K	0.00	114.89	29	0	653	82
2024-05-07	$24.79	$25.00	11.9%	3.6%	17.0%	0.0%	0.0%	-3.8%	16.1%	88.3K	-895.6K	-2.6K	0.00	121.06	13	0	653	82
2024-05-08	$24.84	$25.00	44.0%	5.9%	11.8%	35.3%	0.0%	-9.1%	2.4%	51.9K	-946.9K	-2.5K	7.50	118.57	4	30	654	82
2024-05-09	$24.66	$25.00	17.3%	6.8%	12.2%	5.9%	0.0%	-16.8%	-16.4%	80.4K	-887.1K	-2.3K	0.00	115.87	1	0	658	108
2024-05-10	$24.69	$25.00	19.5%	5.6%	12.1%	8.3%	0.0%	-12.2%	0.8%	70.0K	-883.3K	-2.5K	1.00	133.19	1	1	659	108
2024-05-13	$24.77	$25.00	24.9%	7.8%	11.8%	14.2%	0.0%	-17.1%	-21.8%	85.4K	-927.9K	-2.2K	0.00	130.17	79	0	659	109
2024-05-14	$24.84	$25.00	26.1%	5.2%	11.7%	15.5%	0.0%	-2.6%	4.8%	99.0K	-1.0M	-2.5K	0.33	118.34	6	2	738	109
2024-05-15	$24.80	$25.00	18.5%	5.3%	11.8%	7.3%	0.0%	-11.3%	-5.4%	87.1K	-1.0M	-2.4K	0.00	125.97	47	0	733	109
2024-05-16	$24.88	$25.00	29.6%	8.5%	11.8%	19.5%	0.0%	-8.2%	-20.9%	115.2K	-1.1M	-2.4K	0.45	131.20	11	5	780	109
2024-05-17	$25.05	$25.00	31.2%	8.9%	11.8%	21.2%	0.0%	-4.7%	-22.2%	350.0K	-1.2M	-2.3K	0.00	127.29	16	0	785	114
2024-05-20	$25.41	$25.00	31.6%	9.0%	12.1%	21.6%	31.5%	2.1%	-12.5%	58.6K	-1.1M	-2.2K	0.03	123.80	61	2	656	71
2024-05-21	$25.64	$25.00	35.8%	10.2%	11.7%	26.2%	0.0%	-11.4%	-31.0%	54.8K	-1.2M	-2.4K	0.00	132.50	7	0	656	72
2024-05-22	$25.51	$25.00	35.3%	10.1%	11.9%	25.7%	0.0%	-12.4%	-28.0%	52.0K	-1.1M	-2.4K	0.00	130.20	6	0	656	72
2024-05-23	$25.19	$25.00	34.5%	9.9%	13.2%	24.9%	0.0%	-15.6%	-24.9%	53.7K	-1.0M	-2.4K	0.00	140.45	0	0	661	72
2024-05-24	$25.46	$25.00	20.7%	5.9%	12.0%	9.6%	0.0%	-5.2%	-0.9%	55.9K	-1.1M	-2.3K	0.00	130.82	0	1	661	72
2024-05-28	$25.23	$25.00	37.4%	10.7%	12.3%	28.0%	0.0%	-10.4%	-36.9%	63.7K	-1.1M	-2.4K	0.00	123.55	0	1	661	73
2024-05-29	$25.02	$25.00	36.5%	10.5%	12.7%	27.0%	0.0%	-19.2%	-32.6%	64.8K	-991.8K	-2.3K	1.67	132.15	3	5	661	74
2024-05-30	$25.43	$25.00	35.1%	10.1%	13.3%	25.5%	57.6%	-24.9%	-36.9%	57.0K	-1.1M	-2.3K	0.00	122.63	8	0	664	88
2024-05-31	$25.56	$25.00	40.5%	11.6%	13.1%	31.4%	0.0%	-19.3%	-31.1%	55.2K	-1.1M	-2.2K	0.00	130.32	15	0	669	88