CTRE Options History — September 2024

In September 2024, CTRE traded between $29.54 and $31.30. ATM implied volatility averaged 22.9%, placing in the 11.5% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 9.8% (HV 20d: 13.1%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 0.41.

Notable Days

2024-09-10: Highest Volume — 68 contracts
2024-09-05: Largest IV spike — 121.5% change
2024-09-10: Highest IV Rank — 34.8%
2024-09-10: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.52	$29.54	$31.30	$29.54	$30.84
Max Pain	$22.88	$22.50	$25.00	$25.00	$25.00
ATM IV	22.9%	15.2%	45.0%	18.1%	22.6%
Expected Move	5.7%	4.4%	9.6%	5.2%	6.5%
HV 20d	13.1%	10.8%	15.9%	13.6%	15.5%
HV 60d	15.7%	15.2%	16.2%	16.0%	15.8%
IV Rank	11.5%	3.4%	34.8%	6.6%	11.3%
IV Percentile	27.7%	1.6%	87.7%	9.1%	32.1%
Term Structure	5.3%	-26.9%	30.9%	1.9%	-2.0%
VWIV	20.3%	10.6%	49.5%	19.0%	21.2%
Skew 25d	16.6%	-15.4%	57.6%	-1.4%	-0.3%
Skew 10d	50.5%	-8.2%	113.1%	-8.2%	2.3%
Call IV 25d	25.1%	19.4%	35.1%	28.7%	24.9%
Put IV 25d	41.7%	11.0%	81.7%	27.3%	24.6%
Bid-Ask Spread %	105.55	69.56	124.96	122.16	100.22
Gamma HHI	0.73	0.65	0.82	0.75	0.69
Net GEX	49.5K	37.0K	66.3K	37.0K	46.4K
Net DEX	-1.3M	-1.5M	-992.4K	-1.1M	-992.4K
Net VEX	-2.2K	-2.5K	-1.9K	-2.2K	-2.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.41	0.00	6.00	0.00	0.00
Total Volume	13.05	0	68	6	27
Total OI	717.9	617	754	675	617

Daily Data (20 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
2024-09-03	$29.54	$25.00	18.1%	5.2%	13.6%	6.6%	19.0%	-1.4%	1.9%	37.0K	-1.1M	-2.2K	0.00	122.16	6	0	577	98
2024-09-04	$29.77	$25.00	17.9%	5.1%	12.4%	6.3%	14.6%	13.3%	2.2%	45.1K	-1.2M	-2.1K	0.00	110.56	19	0	579	98
2024-09-05	$29.93	$22.50	39.7%	4.5%	12.4%	29.3%	14.0%	51.6%	11.3%	48.7K	-1.2M	-2.1K	0.00	123.70	10	0	581	98
2024-09-06	$29.87	$22.50	38.5%	7.3%	12.2%	28.0%	0.0%	57.6%	6.3%	47.0K	-1.2M	-2.0K	0.00	124.96	2	0	581	98
2024-09-09	$29.93	$22.50	36.8%	7.6%	11.1%	26.1%	0.0%	31.0%	-1.1%	47.6K	-1.2M	-2.1K	0.00	104.95	0	0	582	98
2024-09-10	$30.13	$22.50	45.0%	9.6%	10.8%	34.8%	49.5%	-15.0%	-26.9%	37.6K	-1.2M	-1.9K	0.00	113.21	68	0	582	98
2024-09-11	$30.09	$22.50	17.3%	5.0%	11.0%	5.7%	0.0%	19.0%	6.4%	51.5K	-1.3M	-2.3K	0.00	97.40	9	0	644	98
2024-09-12	$30.64	$22.50	19.8%	5.7%	12.1%	8.3%	19.9%	27.5%	7.8%	47.4K	-1.4M	-2.5K	0.00	102.17	10	0	652	98
2024-09-13	$31.13	$22.50	25.4%	7.3%	12.1%	14.2%	22.3%	28.8%	-4.9%	45.5K	-1.5M	-2.2K	0.00	109.65	29	0	656	98
2024-09-16	$31.30	$22.50	15.8%	4.5%	11.8%	4.1%	21.3%	-15.4%	1.4%	43.7K	-1.5M	-2.3K	0.14	102.11	7	1	642	98
2024-09-17	$31.06	$22.50	18.0%	5.2%	12.0%	6.4%	20.5%	1.1%	0.3%	48.6K	-1.4M	-2.2K	0.00	112.74	11	0	645	99
2024-09-18	$30.96	$22.50	18.8%	5.4%	12.2%	7.2%	17.9%	6.5%	7.9%	49.3K	-1.4M	-2.3K	0.00	121.22	6	0	646	99
2024-09-19	$30.62	$22.50	17.4%	5.0%	13.3%	5.7%	0.0%	40.4%	30.9%	56.1K	-1.4M	-2.1K	6.00	120.37	1	6	647	99
2024-09-20	$30.41	$22.50	17.8%	5.1%	13.8%	6.2%	18.1%	39.9%	15.2%	52.6K	-1.3M	-2.3K	0.67	113.77	3	2	648	105
2024-09-23	$30.98	$22.50	15.8%	4.5%	14.7%	4.1%	0.0%	2.8%	13.6%	59.4K	-1.4M	-2.1K	0.50	69.56	6	3	633	95
2024-09-24	$30.91	$22.50	21.6%	6.2%	14.8%	10.2%	18.1%	18.5%	11.2%	45.8K	-1.3M	-2.3K	0.00	77.93	2	0	638	98
2024-09-25	$30.98	$22.50	18.8%	5.4%	14.7%	7.3%	21.4%	1.0%	4.8%	53.8K	-1.4M	-2.2K	0.00	87.78	10	0	638	98
2024-09-26	$30.52	$22.50	17.2%	4.9%	15.8%	5.5%	16.5%	26.9%	7.4%	61.3K	-1.3M	-2.2K	0.50	100.27	2	1	650	98
2024-09-27	$30.73	$22.50	15.2%	4.4%	15.9%	3.4%	10.6%	-1.1%	12.8%	66.3K	-1.4M	-2.2K	0.00	96.28	20	0	650	99
2024-09-30	$30.84	$25.00	22.6%	6.5%	15.5%	11.3%	21.2%	-0.3%	-2.0%	46.4K	-992.4K	-2.2K	0.00	100.22	27	0	518	99