CTRE Options History — October 2024

In October 2024, CTRE traded between $29.98 and $32.84. ATM implied volatility averaged 30.0%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 15.8% (HV 20d: 14.2%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.64.

Notable Days

  • 2024-10-30: Highest Volume — 283 contracts
  • 2024-10-30: Largest IV spike — 78.6% change
  • 2024-10-18: Highest IV Rank — 40.2%
  • 2024-10-18: Largest Expected Move — 14.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.84$29.98$32.84$30.88$32.72
Max Pain$30.43$25.00$35.00$25.00$30.00
ATM IV30.0%21.2%50.1%23.6%21.8%
Expected Move8.8%6.1%14.4%6.8%6.2%
HV 20d14.2%12.0%17.8%14.3%17.8%
HV 60d14.9%14.1%15.9%15.8%15.0%
IV Rank19.0%9.7%40.2%12.3%10.4%
IV Percentile59.0%24.6%90.9%38.5%27.0%
Term Structure-4.6%-38.9%14.4%12.6%2.8%
VWIV31.0%17.5%40.7%17.5%30.0%
Skew 25d2.8%-8.9%19.9%-5.5%9.9%
Skew 10d9.9%-18.4%30.2%5.4%12.7%
Call IV 25d29.2%17.2%43.4%27.6%18.9%
Put IV 25d32.0%22.0%48.0%22.2%28.9%
Bid-Ask Spread %113.2786.78133.7490.21110.90
Gamma HHI0.590.420.750.640.55
Net GEX47.5K26.8K77.2K42.6K47.9K
Net DEX-989.6K-1.3M-758.6K-1.0M-1.3M
Net VEX-2.8K-4.0K-2.2K-2.4K-4.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.640.0031.000.000.07
Total Volume33.870283545
Total OI676.565587815628815

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$30.88$25.0023.6%6.8%14.3%12.3%0.0%-5.5%12.6%42.6K-1.0M-2.4K0.0090.215052999
2024-10-02$30.61$25.0025.0%7.2%14.6%13.8%0.0%-0.5%14.4%47.4K-964.6K-2.3K0.0099.9610053299
2024-10-03$30.57$30.0022.9%8.4%14.6%11.5%0.0%-0.5%-19.5%52.0K-967.8K-2.3K1.00124.722254099
2024-10-04$30.45$30.0029.6%9.2%14.6%18.7%0.0%2.5%-13.8%41.2K-928.4K-2.5K0.00122.9420540101
2024-10-07$30.48$30.0022.1%6.2%14.6%10.7%0.0%10.3%-0.7%51.3K-994.1K-2.2K0.00110.4920540101
2024-10-08$30.30$30.0022.0%8.4%14.7%10.6%17.5%2.2%-16.6%68.5K-924.5K-2.3K2.00128.6112540101
2024-10-09$30.20$30.0035.0%10.0%14.7%24.3%38.1%1.4%-18.5%47.0K-882.9K-2.3K0.08115.89262539103
2024-10-10$29.98$30.0024.9%7.1%13.3%13.7%23.2%-6.7%-8.1%55.1K-898.8K-2.3K0.1091.93424564105
2024-10-11$30.24$30.0037.3%10.7%12.3%26.7%0.0%11.0%-13.7%77.2K-958.9K-2.6K0.07130.14141601106
2024-10-14$30.27$30.0025.2%7.2%12.0%13.9%0.0%19.9%11.7%67.1K-940.1K-2.6K0.00132.4600594107
2024-10-15$30.59$30.0030.6%8.8%12.6%19.7%0.0%17.3%-0.6%59.9K-1.0M-2.5K0.00132.0910594107
2024-10-16$31.05$30.0021.2%6.1%13.7%9.7%26.1%4.7%-2.9%49.4K-1.1M-2.4K0.39110.97187594107
2024-10-17$30.71$35.0031.5%9.0%13.7%20.7%34.8%-3.5%-5.0%59.1K-1.1M-2.7K0.00120.92320625114
2024-10-18$30.81$35.0050.1%14.4%13.5%40.2%0.0%3.3%-38.9%26.8K-1.2M-2.9K0.00133.74590652114
2024-10-21$30.24$35.0027.3%7.8%13.4%16.2%0.0%-8.2%3.0%30.3K-758.6K-2.9K0.00129.5214055334
2024-10-22$30.45$35.0033.2%9.5%13.7%22.4%24.9%8.4%10.9%33.4K-785.0K-2.9K0.00116.2553056535
2024-10-23$30.84$30.0030.8%8.8%14.5%19.8%34.7%3.5%2.8%37.3K-876.1K-3.2K31.00123.7413161835
2024-10-24$30.98$30.0036.1%10.4%13.5%25.5%39.3%10.3%0.6%36.4K-897.0K-3.2K0.15103.8913262051
2024-10-25$30.95$30.0027.4%7.9%13.3%16.3%27.8%-2.9%0.6%36.6K-896.1K-3.3K0.5099.882163252
2024-10-28$31.30$30.0040.3%11.6%13.8%29.9%40.7%1.4%-17.8%37.9K-982.1K-3.3K0.43101.637363251
2024-10-29$31.86$30.0025.9%7.4%15.0%14.7%25.5%-8.9%-1.4%41.0K-1.1M-3.4K0.1687.44791363954
2024-10-30$32.84$30.0046.2%13.2%17.7%36.1%40.4%-4.3%-7.8%47.3K-1.3M-3.4K0.0586.782701366167
2024-10-31$32.72$30.0021.8%6.2%17.8%10.4%30.0%9.9%2.8%47.9K-1.3M-4.0K0.07110.9042374867