CTRE Options History — June 2024

In June 2024, CTRE traded between $24.56 and $26.14. ATM implied volatility averaged 25.6%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 11.5% (HV 20d: 14.0%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.70.

Notable Days

2024-06-27: Highest Volume — 78 contracts
2024-06-10: Largest IV spike — 93.1% change
2024-06-04: Highest IV Rank — 54.0%
2024-06-04: Largest Expected Move — 17.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.29	$24.56	$26.14	$25.84	$25.02
Max Pain	$22.24	$20.00	$25.00	$25.00	$25.00
ATM IV	25.6%	18.0%	61.1%	44.7%	23.9%
Expected Move	7.0%	5.2%	17.5%	12.8%	6.9%
HV 20d	14.0%	13.1%	15.3%	13.1%	13.2%
HV 60d	14.6%	14.2%	14.9%	14.3%	14.6%
IV Rank	15.0%	6.7%	54.0%	36.1%	13.2%
IV Percentile	39.0%	10.7%	95.2%	92.9%	49.6%
Term Structure	2.0%	-49.4%	41.6%	-42.3%	14.5%
VWIV	24.6%	16.1%	70.2%	31.7%	16.1%
Skew 25d	24.0%	-15.6%	66.9%	-15.6%	16.3%
Skew 10d	37.4%	-11.2%	78.0%	-4.4%	20.3%
Call IV 25d	30.0%	20.0%	41.3%	41.3%	34.0%
Put IV 25d	53.9%	20.5%	91.2%	25.8%	50.3%
Bid-Ask Spread %	116.37	101.19	133.54	114.42	110.72
Gamma HHI	0.93	0.83	0.96	0.94	0.93
Net GEX	68.9K	50.9K	112.5K	56.7K	68.3K
Net DEX	-1.1M	-1.3M	-687.5K	-1.2M	-687.5K
Net VEX	-2.0K	-2.2K	-1.8K	-2.1K	-2.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.70	0.00	9.00	0.08	0.00
Total Volume	14.368	1	78	14	2
Total OI	769.053	665	817	758	665

Daily Data (19 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
2024-06-03	$25.84	$25.00	44.7%	12.8%	13.1%	36.1%	31.7%	-15.6%	-42.3%	56.7K	-1.2M	-2.1K	0.08	114.42	13	1	670	88
2024-06-04	$26.14	$25.00	61.1%	17.5%	13.2%	54.0%	0.0%	3.8%	-49.4%	50.9K	-1.3M	-2.0K	0.00	133.54	1	0	672	89
2024-06-05	$26.04	$25.00	26.1%	7.5%	13.2%	15.6%	0.0%	-0.3%	-6.8%	54.1K	-1.3M	-2.0K	0.00	131.85	12	0	672	89
2024-06-06	$26.09	$20.00	22.8%	7.3%	13.2%	11.9%	25.5%	10.2%	-1.7%	53.5K	-1.3M	-2.0K	1.00	116.17	4	4	672	89
2024-06-07	$25.80	$20.00	22.3%	6.8%	13.6%	11.4%	0.0%	15.9%	-0.9%	58.2K	-1.2M	-2.1K	0.00	115.22	3	0	672	90
2024-06-10	$25.52	$20.00	43.0%	5.3%	14.4%	34.2%	18.6%	-9.4%	4.1%	63.1K	-1.2M	-2.1K	0.00	113.61	6	0	673	90
2024-06-11	$25.30	$20.00	26.0%	6.4%	14.8%	15.5%	0.0%	22.1%	2.8%	61.8K	-1.1M	-2.2K	0.00	115.68	1	0	673	91
2024-06-12	$25.20	$20.00	22.3%	6.4%	14.9%	11.4%	0.0%	34.4%	1.6%	62.6K	-1.0M	-2.1K	0.00	110.69	1	0	674	91
2024-06-13	$25.34	$20.00	19.1%	5.5%	15.0%	7.9%	19.1%	24.8%	2.9%	72.3K	-1.1M	-2.1K	9.00	114.28	3	27	673	91
2024-06-14	$25.13	$22.50	20.5%	5.9%	15.3%	9.4%	20.5%	32.1%	4.4%	65.4K	-1.0M	-2.2K	0.00	113.89	40	0	676	112
2024-06-17	$25.18	$22.50	21.2%	6.1%	15.2%	10.2%	21.2%	32.5%	-0.5%	70.9K	-1.1M	-2.1K	2.75	116.71	4	11	695	112
2024-06-18	$25.06	$22.50	20.7%	5.9%	14.3%	9.7%	21.0%	44.2%	3.1%	74.8K	-1.0M	-2.1K	0.00	109.19	3	0	693	123
2024-06-20	$25.01	$22.50	18.1%	5.2%	13.8%	6.8%	18.1%	38.7%	41.6%	77.6K	-1.0M	-2.1K	0.25	117.35	4	1	693	123
2024-06-21	$24.91	$22.50	18.6%	5.3%	13.8%	7.4%	20.4%	42.0%	11.7%	112.5K	-919.3K	-2.0K	0.00	118.76	7	0	694	123
2024-06-24	$25.06	$22.50	18.7%	5.4%	13.3%	7.4%	19.9%	49.4%	14.7%	82.4K	-979.1K	-1.9K	0.24	107.15	25	6	652	112
2024-06-25	$24.61	$22.50	18.0%	5.2%	14.1%	6.7%	17.6%	66.9%	16.6%	70.5K	-802.8K	-1.9K	0.07	129.91	14	1	642	118
2024-06-26	$24.56	$22.50	20.0%	5.7%	13.8%	8.8%	70.2%	31.0%	12.4%	69.9K	-777.1K	-1.8K	0.00	120.67	1	0	641	119
2024-06-27	$24.77	$22.50	18.5%	5.3%	14.0%	7.3%	16.1%	16.4%	8.7%	82.7K	-839.8K	-1.9K	0.00	101.19	78	0	641	119
2024-06-28	$25.02	$25.00	23.9%	6.9%	13.2%	13.2%	0.0%	16.3%	14.5%	68.3K	-687.5K	-2.1K	0.00	110.72	2	0	546	119