CTRE Options History — January 2025

In January 2025, CTRE traded between $26.02 and $27.77. ATM implied volatility averaged 33.9%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 10.8% (HV 20d: 23.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.54.

Notable Days

2025-01-14: Highest Volume — 904 contracts
2025-01-03: Largest IV spike — 152.2% change
2025-01-29: Highest IV Rank — 56.6%
2025-01-29: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.68	$26.02	$27.77	$26.52	$26.43
Max Pain	$25.50	$25.00	$30.00	$30.00	$25.00
ATM IV	33.9%	17.4%	65.7%	22.6%	25.2%
Expected Move	9.9%	5.0%	18.8%	6.5%	7.2%
HV 20d	23.0%	19.6%	28.0%	20.8%	28.0%
HV 60d	25.8%	24.7%	26.9%	24.7%	26.8%
IV Rank	23.1%	5.8%	56.6%	11.2%	13.9%
IV Percentile	57.1%	6.3%	93.3%	28.6%	40.1%
Term Structure	-6.5%	-68.3%	11.3%	6.4%	-7.9%
VWIV	31.4%	14.6%	93.4%	27.7%	25.6%
Skew 25d	6.7%	-33.9%	55.6%	-21.1%	-2.0%
Skew 10d	2.0%	-18.1%	29.6%	-18.1%	26.6%
Call IV 25d	23.6%	15.5%	53.9%	39.6%	24.7%
Put IV 25d	30.4%	16.2%	75.6%	18.5%	22.7%
Bid-Ask Spread %	106.73	76.48	127.77	80.21	108.23
Gamma HHI	0.88	0.61	0.96	0.92	0.87
Net GEX	-55.0K	-369.2K	105.2K	-233.8K	77.3K
Net DEX	17.2K	-845.6K	1.8M	1.6M	-611.7K
Net VEX	-4.1K	-5.7K	-1.1K	-5.7K	-5.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	2.63	0.00	0.00
Total Volume	96.6	0	904	27	1
Total OI	2,940.55	1,440	4,545	3,695	2,085

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
2025-01-02	$26.52	$30.00	22.6%	6.5%	20.8%	11.2%	27.7%	-21.1%	6.4%	-233.8K	1.6M	-5.7K	0.00	80.21	27	0	884	2,811
2025-01-03	$26.67	$30.00	57.0%	16.3%	20.4%	47.5%	93.4%	-33.9%	-68.3%	-232.4K	1.4M	-4.8K	0.00	76.48	19	0	905	2,811
2025-01-06	$26.39	$25.00	29.1%	10.3%	20.2%	18.1%	28.1%	6.3%	-11.7%	-282.0K	890.7K	-3.5K	1.33	127.67	3	4	913	2,811
2025-01-07	$26.34	$25.00	51.2%	12.0%	20.2%	41.4%	0.0%	18.9%	-12.0%	-245.4K	1.8M	-5.3K	0.02	122.06	165	4	914	2,814
2025-01-08	$26.82	$25.00	32.1%	15.0%	20.8%	21.3%	0.0%	55.6%	11.3%	-174.9K	470.2K	-2.5K	0.00	127.77	2	0	867	2,818
2025-01-10	$26.02	$25.00	24.7%	9.0%	22.6%	13.5%	41.1%	12.6%	-6.4%	-369.2K	757.5K	-2.6K	2.63	119.05	8	21	867	2,818
2025-01-13	$26.32	$25.00	26.4%	11.1%	23.1%	15.2%	0.0%	-12.1%	-41.5%	-87.8K	128.6K	-1.1K	0.00	114.58	0	0	867	2,818
2025-01-14	$26.64	$25.00	43.5%	6.1%	23.2%	33.3%	16.1%	6.6%	8.9%	-136.6K	265.4K	-1.3K	0.00	102.72	904	0	867	2,818
2025-01-15	$26.73	$25.00	17.4%	5.0%	23.4%	5.8%	0.0%	4.8%	9.5%	-107.6K	-106.5K	-4.5K	0.00	89.01	0	20	1,727	2,818
2025-01-16	$27.12	$25.00	26.8%	7.7%	24.2%	15.6%	24.8%	-7.0%	-0.1%	63.4K	-845.6K	-5.1K	0.00	94.12	6	0	1,727	2,756
2025-01-17	$26.74	$25.00	26.2%	7.5%	24.6%	15.0%	15.8%	-1.8%	2.9%	59.1K	-594.8K	-4.0K	0.56	90.19	9	5	1,733	2,756
2025-01-21	$27.16	$25.00	25.9%	7.4%	19.6%	14.7%	28.5%	17.1%	-2.2%	67.3K	-625.7K	-4.3K	1.57	104.92	14	22	1,385	55
2025-01-22	$26.57	$25.00	38.0%	10.9%	21.0%	27.5%	0.0%	-7.8%	-17.3%	54.8K	-438.8K	-3.6K	0.56	105.10	18	10	1,396	74
2025-01-23	$26.66	$25.00	18.1%	5.2%	21.1%	6.5%	15.8%	7.9%	0.9%	55.7K	-440.3K	-3.6K	0.32	109.73	53	17	1,410	82
2025-01-24	$26.86	$25.00	31.7%	9.1%	21.3%	20.8%	14.6%	14.4%	10.8%	60.2K	-484.0K	-3.8K	0.11	122.83	9	1	1,428	99
2025-01-27	$27.77	$25.00	31.5%	9.0%	24.5%	20.6%	22.5%	17.2%	2.4%	78.3K	-809.9K	-5.0K	0.00	107.71	535	0	1,426	100
2025-01-28	$27.23	$25.00	52.1%	14.9%	25.5%	42.3%	54.4%	27.4%	-14.3%	105.2K	-815.6K	-5.7K	2.00	108.94	1	2	1,942	100
2025-01-29	$26.27	$25.00	65.7%	18.8%	28.0%	56.6%	0.0%	31.7%	-11.7%	72.5K	-547.6K	-4.7K	0.00	122.92	0	28	1,942	101
2025-01-30	$26.31	$25.00	31.9%	9.2%	28.0%	21.1%	25.6%	-0.3%	9.4%	75.0K	-666.9K	-5.3K	0.09	100.31	22	2	1,942	124
2025-01-31	$26.43	$25.00	25.2%	7.2%	28.0%	13.9%	0.0%	-2.0%	-7.9%	77.3K	-611.7K	-5.3K	0.00	108.23	1	0	1,962	123