CTRE Options History — July 2024

In July 2024, CTRE traded between $25.13 and $27.14. ATM implied volatility averaged 38.3%, placing in the 29.0% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 22.7% (HV 20d: 15.6%). 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 8 of 22 days. Put/call ratio averaged 0.67.

Notable Days

  • 2024-07-17: Highest Volume — 59 contracts
  • 2024-07-17: Largest IV spike — 66.4% change
  • 2024-07-31: Highest IV Rank — 72.6%
  • 2024-07-31: Largest Expected Move — 22.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.36$25.13$27.14$25.13$27.04
Max Pain$24.43$22.50$25.00$25.00$25.00
ATM IV38.3%21.5%77.9%24.1%77.9%
Expected Move11.6%6.2%22.3%6.9%22.3%
HV 20d15.6%12.0%18.6%13.1%18.5%
HV 60d14.3%13.1%15.2%14.5%15.1%
IV Rank29.0%10.6%72.6%13.4%72.6%
IV Percentile76.4%32.5%98.8%52.0%98.8%
Term Structure-12.4%-40.2%25.8%17.8%-40.2%
VWIV25.3%19.6%31.2%20.4%28.9%
Skew 25d10.2%-7.6%59.4%1.1%43.6%
Skew 10d10.8%-13.2%106.2%-2.8%9.4%
Call IV 25d25.2%15.9%35.5%24.0%23.8%
Put IV 25d35.4%19.6%87.4%25.1%67.4%
Bid-Ask Spread %120.8091.51134.37101.29123.09
Gamma HHI0.790.570.940.930.59
Net GEX36.5K12.0K75.9K69.0K14.2K
Net DEX-906.5K-1.4M-496.5K-742.4K-570.4K
Net VEX-1.6K-2.1K-1.2K-2.0K-1.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.670.007.670.620.00
Total Volume13.182059212
Total OI600.636390742667424

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$25.13$25.0024.1%6.9%13.1%13.4%20.4%1.1%17.8%69.0K-742.4K-2.0K0.62101.29138548119
2024-07-02$25.34$25.0021.5%6.2%12.8%10.6%0.0%17.4%18.8%75.9K-847.4K-2.1K0.0091.5100561135
2024-07-03$25.30$25.0027.2%7.8%12.0%16.8%0.0%59.4%25.8%75.1K-823.4K-2.1K0.00108.5400572135
2024-07-05$25.81$22.5022.7%11.3%14.2%11.8%0.0%-7.6%-20.5%63.8K-1.1M-1.9K0.29133.17144572135
2024-07-08$25.91$22.5023.0%12.1%14.2%12.1%0.0%-0.3%-29.7%63.0K-1.1M-1.7K0.00132.8310576135
2024-07-09$25.74$22.5030.6%11.7%13.8%20.6%0.0%-0.5%-25.4%66.1K-1.0M-1.8K0.00133.0820577135
2024-07-10$25.87$22.5028.3%8.1%13.3%18.1%31.2%5.3%2.0%65.1K-1.1M-1.7K0.17134.37122579135
2024-07-11$26.18$22.5022.7%6.5%13.4%11.9%22.2%-0.8%6.8%40.8K-1.2M-1.4K7.67114.78323569137
2024-07-12$25.95$25.0033.9%9.7%13.8%24.2%0.0%5.4%-10.0%54.9K-1.2M-1.5K0.06133.19161569138
2024-07-15$26.45$25.0041.6%11.9%15.1%32.7%19.6%10.9%-18.7%37.4K-1.3M-1.2K0.00134.21550574138
2024-07-16$27.04$25.0028.7%8.2%16.1%18.4%0.0%21.7%4.2%36.6K-1.3M-1.5K0.13130.3781602138
2024-07-17$27.05$25.0047.8%13.7%16.2%39.4%0.0%7.5%-32.9%17.0K-1.4M-1.4K0.02131.00581603139
2024-07-18$26.69$25.0049.8%14.3%17.0%41.6%0.0%11.2%-19.5%18.3K-1.2M-1.4K1.00132.6922553140
2024-07-19$26.74$25.0031.8%9.1%16.9%21.8%29.7%14.8%16.7%12.5K-1.2M-1.4K0.00121.17140553138
2024-07-22$26.98$25.0027.6%7.9%16.8%17.3%28.9%12.9%18.0%12.9K-569.5K-1.3K1.29121.0579284106
2024-07-23$27.14$25.0045.7%13.1%16.8%37.1%0.0%0.3%-26.7%12.0K-571.9K-1.4K0.00111.6000291115
2024-07-24$26.87$25.0046.7%13.4%15.6%38.3%0.0%0.2%-27.2%12.6K-556.0K-1.4K0.07103.12141291115
2024-07-25$26.29$25.0048.9%14.0%18.1%40.7%0.0%-3.6%-39.4%14.1K-496.5K-1.5K0.00118.0000304115
2024-07-26$26.55$25.0043.9%12.6%18.1%35.2%0.0%-6.3%-26.6%14.0K-532.0K-1.5K0.00111.2230304115
2024-07-29$26.96$25.0059.2%17.0%18.5%52.0%0.0%16.7%-31.9%13.6K-569.7K-1.4K0.09119.49111307115
2024-07-30$26.88$25.0059.5%17.0%18.6%52.3%0.0%14.7%-33.4%13.7K-564.7K-1.4K0.00117.8220309114
2024-07-31$27.04$25.0077.9%22.3%18.5%72.6%0.0%43.6%-40.2%14.2K-570.4K-1.4K0.00123.0902310114