CTRE Options History — August 2024

In August 2024, CTRE traded between $26.84 and $29.98. ATM implied volatility averaged 49.4%, placing in the 40.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 32.0% (HV 20d: 17.4%). 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 9 of 22 days. Put/call ratio averaged 0.08.

Notable Days

  • 2024-08-21: Highest Volume — 183 contracts
  • 2024-08-22: Largest IV spike — 94.4% change
  • 2024-08-13: Highest IV Rank — 100.0%
  • 2024-08-02: Largest Expected Move — 19.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.27$26.84$29.98$27.02$29.98
Max Pain$24.52$22.50$25.00$25.00$25.00
ATM IV49.4%12.6%106.9%68.4%15.3%
Expected Move9.9%3.6%19.9%19.6%4.4%
HV 20d17.4%14.3%20.3%18.5%14.3%
HV 60d15.9%15.0%16.4%15.0%15.6%
IV Rank40.6%0.7%100.0%62.2%3.5%
IV Percentile65.1%0.4%100.0%98.4%2.0%
Term Structure-8.1%-47.1%17.2%-44.2%3.8%
VWIV23.5%9.5%59.6%49.6%12.6%
Skew 25d5.0%-33.2%25.5%21.5%5.8%
Skew 10d-0.9%-42.3%59.0%59.0%11.2%
Call IV 25d30.1%16.4%67.2%23.1%40.1%
Put IV 25d35.1%19.4%50.3%44.6%45.8%
Bid-Ask Spread %121.9193.81134.85120.06104.08
Gamma HHI0.630.460.790.580.78
Net GEX22.0K7.2K41.2K13.6K41.2K
Net DEX-807.4K-1.2M-563.5K-563.5K-1.2M
Net VEX-1.6K-2.2K-779-1.4K-2.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.080.001.000.000.00
Total Volume20.909018304
Total OI515.136423667424667

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$27.02$25.0068.4%19.6%18.5%62.2%0.0%21.5%-44.2%13.6K-563.5K-1.4K0.00120.0600310114
2024-08-02$27.34$25.0069.4%19.9%17.8%63.2%0.0%25.5%-43.0%12.8K-596.2K-1.4K0.00130.6000310114
2024-08-05$26.84$0.0083.2%11.2%19.3%78.4%49.6%-28.1%-8.4%7.2K-584.6K-7790.00133.14100310114
2024-08-06$27.38$25.0081.1%8.2%20.1%76.1%0.0%-0.8%12.8%13.2K-584.4K-1.4K0.00130.3600309114
2024-08-07$27.41$25.0086.2%11.7%20.1%81.7%0.0%-5.3%-14.7%12.9K-588.6K-1.4K0.00134.8520309114
2024-08-08$27.30$25.0092.0%11.7%19.9%88.2%0.0%-8.6%-15.3%15.1K-598.0K-1.2K0.00129.8800310114
2024-08-09$27.81$25.0071.3%10.4%20.3%65.3%0.0%7.0%-8.2%14.6K-649.6K-1.1K0.00133.0000310114
2024-08-12$27.73$25.0091.5%16.0%19.5%87.5%0.0%-33.2%-47.1%13.7K-646.2K-1.1K1.00133.1622310114
2024-08-13$27.91$25.00106.9%11.8%18.2%100.0%0.0%4.2%-17.4%13.6K-647.0K-1.2K0.00130.08100312114
2024-08-14$28.02$25.0033.7%9.7%18.2%22.9%0.0%8.9%-8.4%14.4K-678.2K-1.1K0.00124.03440317114
2024-08-15$27.86$25.0043.9%12.6%17.5%33.7%0.0%-6.7%-22.8%17.5K-706.6K-1.5K0.09124.51111361114
2024-08-16$27.81$22.5033.0%9.5%17.6%22.2%59.6%12.0%-1.2%17.3K-711.9K-1.6K0.03131.80391372115
2024-08-19$28.27$22.5033.0%9.4%18.2%22.1%0.0%24.2%-1.6%20.8K-793.7K-1.5K0.00108.367040597
2024-08-20$28.55$22.5034.4%9.9%18.3%23.7%9.7%8.3%6.1%15.2K-872.8K-1.3K0.00117.0365041197
2024-08-21$28.73$22.5019.1%5.5%17.7%7.5%19.3%-0.8%-3.9%24.3K-920.2K-1.5K0.0193.81182146397
2024-08-22$28.82$25.0037.1%10.6%15.0%26.5%0.0%21.6%1.0%33.2K-978.1K-1.9K0.00109.0017051598
2024-08-23$29.07$25.0019.1%5.5%15.0%7.5%9.5%3.1%7.1%31.8K-1.0M-2.0K0.00118.1541052598
2024-08-26$29.27$25.0012.6%3.6%14.5%0.7%12.4%3.5%3.7%37.9K-1.1M-2.0K0.30109.4910356298
2024-08-27$29.49$25.0019.5%5.6%14.3%7.9%0.0%17.8%17.2%33.9K-1.1M-2.2K0.00123.602056598
2024-08-28$29.68$25.0017.4%5.0%14.3%5.8%15.0%11.0%0.4%40.3K-1.1M-2.2K0.00114.923056598
2024-08-29$29.63$25.0018.7%5.4%14.3%7.1%0.0%19.2%6.1%38.8K-1.1M-2.2K0.00127.993056798
2024-08-30$29.98$25.0015.3%4.4%14.3%3.5%12.6%5.8%3.8%41.2K-1.2M-2.2K0.00104.084056998