CTRE Options History — November 2024

In November 2024, CTRE traded between $29.41 and $32.31. ATM implied volatility averaged 40.3%, placing in the 29.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 8.6% (HV 20d: 31.7%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 4.26.

Notable Days

2024-11-05: Highest Volume — 2,919 contracts
2024-11-07: Largest IV spike — 145.6% change
2024-11-08: Highest IV Rank — 88.7%
2024-11-07: Largest Expected Move — 15.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$30.54	$29.41	$32.31	$32.31	$29.85
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	40.3%	16.3%	96.1%	37.2%	43.6%
Expected Move	8.9%	4.7%	15.9%	10.7%	12.5%
HV 20d	31.7%	18.5%	34.7%	18.5%	31.6%
HV 60d	21.4%	15.2%	23.0%	15.2%	22.8%
IV Rank	29.9%	4.6%	88.7%	26.6%	33.4%
IV Percentile	66.4%	4.0%	98.8%	80.2%	83.3%
Term Structure	-7.6%	-30.2%	19.6%	-15.8%	-3.4%
VWIV	29.4%	13.8%	46.9%	46.9%	30.5%
Skew 25d	3.3%	-12.4%	21.1%	-12.4%	5.9%
Skew 10d	4.8%	-16.4%	26.9%	-16.4%	-13.3%
Call IV 25d	26.3%	14.1%	39.2%	36.7%	39.2%
Put IV 25d	29.6%	15.7%	45.2%	24.3%	45.2%
Bid-Ask Spread %	120.42	82.81	134.69	82.81	104.47
Gamma HHI	0.57	0.43	0.75	0.55	0.64
Net GEX	-38.4K	-92.7K	45.2K	45.2K	-56.3K
Net DEX	-260.9K	-1.2M	539.4K	-1.2M	-455.2K
Net VEX	-8.0K	-12.3K	-3.3K	-4.3K	-4.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.26	0.00	37.92	0.13	0.83
Total Volume	191.85	0	2,919	18	11
Total OI	3,283.55	839	3,778	843	3,778

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
2024-11-01	$32.31	$30.00	37.2%	10.7%	18.5%	26.6%	46.9%	-12.4%	-15.8%	45.2K	-1.2M	-4.3K	0.13	82.81	16	2	776	67
2024-11-04	$31.00	$30.00	46.9%	10.9%	24.3%	36.8%	36.7%	21.1%	-9.1%	37.1K	-1.0M	-3.9K	8.17	126.03	23	188	771	68
2024-11-05	$30.88	$30.00	21.7%	6.6%	24.2%	10.3%	0.0%	19.6%	2.1%	11.4K	-844.3K	-3.3K	37.92	129.85	75	2,844	754	174
2024-11-06	$29.41	$30.00	32.3%	8.0%	30.0%	21.4%	0.0%	11.1%	-0.7%	-92.7K	453.5K	-10.5K	6.35	124.17	26	165	822	2,794
2024-11-07	$30.66	$30.00	79.3%	15.9%	33.5%	70.9%	0.0%	10.3%	-19.1%	-54.8K	289.9K	-12.3K	0.01	132.68	77	1	825	2,778
2024-11-08	$30.94	$30.00	96.1%	4.9%	33.5%	88.7%	0.0%	-0.5%	-0.2%	-45.7K	-269.9K	-8.8K	0.00	134.69	153	0	828	2,778
2024-11-11	$30.80	$30.00	57.6%	7.8%	33.6%	48.1%	0.0%	0.4%	-13.7%	-48.1K	-201.3K	-10.1K	0.00	124.86	27	0	967	2,778
2024-11-12	$30.91	$30.00	71.7%	8.4%	33.4%	63.0%	0.0%	4.0%	-15.1%	-43.9K	-227.3K	-10.0K	0.00	126.72	2	0	978	2,778
2024-11-13	$30.44	$30.00	16.3%	4.7%	33.4%	4.6%	13.8%	-2.3%	6.9%	-53.8K	-94.5K	-9.3K	4.00	124.30	1	4	978	2,778
2024-11-14	$30.01	$30.00	35.7%	10.2%	33.6%	25.0%	33.6%	1.1%	-21.5%	-72.0K	-122.7K	-9.4K	0.00	118.10	0	1	977	2,782
2024-11-15	$30.26	$30.00	28.1%	8.1%	33.7%	17.1%	0.0%	2.1%	-9.9%	-76.6K	-151.6K	-9.5K	0.00	124.36	2	0	979	2,783
2024-11-18	$30.34	$30.00	24.4%	7.0%	33.0%	13.1%	0.0%	-0.6%	-5.4%	-46.9K	-112.5K	-9.8K	0.17	125.80	6	1	955	2,709
2024-11-19	$31.11	$30.00	22.8%	6.5%	34.1%	11.5%	18.1%	-2.7%	-5.8%	-23.1K	-533.3K	-7.6K	0.00	129.22	10	0	951	2,710
2024-11-20	$30.63	$30.00	38.0%	10.9%	34.3%	27.5%	0.0%	4.8%	-20.7%	-34.3K	-406.2K	-7.3K	0.00	121.89	0	0	943	2,710
2024-11-21	$30.73	$30.00	21.4%	6.1%	34.3%	9.9%	26.1%	7.3%	19.6%	-16.6K	-417.9K	-7.8K	3.47	115.38	19	66	943	2,710
2024-11-22	$30.29	$30.00	38.0%	10.9%	34.7%	27.5%	30.5%	-3.9%	-30.2%	-65.0K	129.2K	-8.2K	2.77	104.91	31	86	941	2,774
2024-11-25	$30.00	$30.00	35.9%	10.3%	34.5%	25.2%	0.0%	8.2%	-4.0%	-73.0K	74.9K	-8.8K	0.00	118.62	0	0	930	2,848
2024-11-26	$30.21	$30.00	30.0%	8.6%	33.9%	19.0%	0.0%	-9.5%	-21.9%	19.4K	-629.5K	-3.6K	0.00	124.16	0	0	930	2,848
2024-11-27	$30.01	$30.00	29.0%	8.3%	31.6%	18.0%	0.0%	1.9%	16.2%	-78.3K	539.4K	-11.1K	0.00	115.43	0	0	930	2,848
2024-11-29	$29.85	$30.00	43.6%	12.5%	31.6%	33.4%	0.0%	5.9%	-3.4%	-56.3K	-455.2K	-4.2K	0.83	104.47	6	5	930	2,848