CTRE Options History — December 2024

In December 2024, CTRE traded between $26.87 and $29.54. ATM implied volatility averaged 28.5%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 7.1% (HV 20d: 21.3%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.21.

Notable Days

  • 2024-12-30: Highest Volume — 146 contracts
  • 2024-12-31: Largest IV spike — 102.5% change
  • 2024-12-31: Highest IV Rank — 39.1%
  • 2024-12-31: Largest Expected Move — 14.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.20$26.87$29.54$29.30$26.94
Max Pain$25.95$25.00$30.00$30.00$30.00
ATM IV28.5%17.8%49.0%17.8%49.0%
Expected Move8.3%5.1%14.0%5.1%14.0%
HV 20d21.3%17.7%31.8%31.8%20.4%
HV 60d23.7%22.8%24.6%23.1%24.5%
IV Rank17.4%6.2%39.1%6.2%39.1%
IV Percentile49.7%9.1%88.9%9.9%88.9%
Term Structure0.5%-61.7%26.8%21.8%-61.7%
VWIV30.4%14.7%61.6%14.7%21.7%
Skew 25d-0.6%-53.7%109.8%-4.8%-53.7%
Skew 10d5.6%-35.5%163.9%-35.5%-24.6%
Call IV 25d33.9%18.0%73.4%28.4%73.4%
Put IV 25d33.3%19.1%175.2%23.6%19.8%
Bid-Ask Spread %99.9756.62121.34121.3497.47
Gamma HHI0.770.440.950.630.89
Net GEX-142.3K-318.4K12.1K-101.6K-183.0K
Net DEX440.8K-455.7K1.6M1.0M1.6M
Net VEX-5.9K-10.9K-1.4K-10.3K-6.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.210.0012.000.250.05
Total Volume18.6670146520
Total OI3,745.0483,6753,7833,7813,675

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$29.30$30.0017.8%5.1%31.8%6.2%14.7%-4.8%21.8%-101.6K1.0M-10.3K0.25121.34419332,848
2024-12-03$29.13$30.0029.6%8.5%28.8%18.7%0.0%-15.1%10.1%-96.1K879.7K-10.9K0.00120.30509352,848
2024-12-04$29.43$30.0032.4%9.3%29.2%21.5%0.0%-19.7%-27.8%11.0K-455.7K-3.1K0.00115.42409322,848
2024-12-05$29.54$25.0035.6%11.2%23.5%24.9%0.0%2.3%-4.5%-98.5K-39.1K-6.5K0.0092.21309292,848
2024-12-06$29.42$25.0033.5%10.1%17.7%22.7%0.0%-2.3%-6.3%-76.3K153.4K-7.6K0.00101.61009312,832
2024-12-09$28.75$25.0041.7%11.7%18.7%31.3%0.0%-2.1%-11.6%-72.5K402.2K-7.8K0.0094.79109312,832
2024-12-10$28.86$25.0029.8%9.9%18.8%18.8%34.5%6.7%-5.6%-70.4K162.2K-6.7K1.67103.70359312,832
2024-12-11$28.46$25.0026.1%7.5%19.0%15.0%52.9%3.3%1.8%-157.7K-53.5K-4.1K0.5088.29429312,832
2024-12-12$28.77$25.0032.4%9.3%19.3%21.6%61.6%-17.2%-13.3%-116.0K734.6K-8.5K0.20110.561029312,834
2024-12-13$28.73$25.0022.6%6.5%18.8%11.2%24.8%1.0%2.1%-129.1K85.6K-4.9K5.0090.735259362,836
2024-12-16$28.68$25.0033.3%9.5%18.4%22.5%0.0%-5.2%-6.2%-60.1K51.5K-5.6K0.00110.03009312,814
2024-12-17$28.55$25.0033.4%9.6%18.3%22.6%0.0%-20.3%-9.3%-124.7K712.0K-7.8K0.00115.05069312,814
2024-12-18$27.27$25.0025.1%7.2%20.9%13.9%40.1%-13.1%9.4%-234.0K690.3K-5.4K0.12103.322539312,816
2024-12-19$27.32$25.0030.9%8.8%20.9%19.9%0.0%2.1%17.0%-178.1K815.8K-6.2K0.00107.95009372,784
2024-12-20$27.34$25.0024.5%7.0%20.7%13.3%27.9%7.4%20.8%-230.1K446.0K-5.1K12.00108.871129372,784
2024-12-23$27.23$25.0021.1%6.0%20.5%9.7%19.3%12.0%9.9%-262.9K387.5K-3.5K0.0084.303808972,792
2024-12-24$27.30$25.0018.5%5.3%20.6%6.9%0.0%109.8%3.5%12.1K-249.0K-1.4K0.00110.28109182,792
2024-12-26$27.40$25.0018.3%5.3%20.4%6.8%18.3%1.5%25.1%-243.9K222.2K-2.8K0.5579.1342239192,792
2024-12-27$26.96$25.0017.9%5.1%20.8%6.3%18.5%-13.4%8.1%-257.1K1.0M-5.5K0.0087.48109432,795
2024-12-30$26.87$25.0024.2%6.9%20.8%12.9%21.7%8.3%26.8%-318.4K636.6K-3.7K0.3256.62111359392,795
2024-12-31$26.94$30.0049.0%14.0%20.4%39.1%0.0%-53.7%-61.7%-183.0K1.6M-6.1K0.0597.471918652,810