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CareTrust REIT, Inc CTRE

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Market datapartial · fetched 2026-10-22T04:39:36.350Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:00:00.002526945Z

FundamentalsAlpha Vantage · unavailable

Share price$35.65
1D-2.6%
AH$35.56$35.84$36.13$36.41$36.695:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCTRE
Sold putSold callAH

CareTrust REIT, Inc options

Live interpolated CTRE call and put midpoint premiums by absolute delta.CareTrust REIT, Inc$0.18$1.21$2.24$3.27$4.29$32.40$34.22$36.05$37.88$39.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTRE spot · $35.65CTRE PRICE$0.29$0.37$0.54$0.74$0.94$1.14$1.34$1.55$1.75$2.24$2.78$3.32$4.00$0.35$0.44$0.53$0.62$0.75$0.89$1.04$1.18$1.32$1.47$1.61$1.75$1.90
PutsCheap0.94×
CallsExpensive1.23×
SkewBullish-9.43 pp
Implied moveBullish±$2.38
TiltBullish20.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ38.4626.9%8.7%33.1530.9%8.0%
25Δ37.7325.8%6.9%33.7129.0%6.7%
30Δ37.2526.4%6.0%34.2727.2%5.4%
35Δ36.8827.7%5.5%34.8225.4%4.1%
40Δ36.5229.0%5.1%35.1924.3%3.4%
45Δ36.1530.3%4.6%35.4723.6%3.0%
50Δ35.7831.6%4.1%35.7622.9%2.6%
55Δ35.4232.9%3.7%36.0422.2%2.2%
60Δ35.0534.2%3.2%36.3221.6%1.8%
65Δ34.4336.7%2.8%36.6020.9%1.4%
70Δ33.7639.4%2.5%36.8820.2%1.1%
75Δ33.1042.1%2.1%37.1619.5%0.7%
80Δ32.3046.1%1.8%37.4518.8%0.3%

20Δ

Calls
Pseudo strike
38.46
IV
26.9%
B/E move
8.7%
Puts
Pseudo strike
33.15
IV
30.9%
B/E move
8.0%

25Δ

Calls
Pseudo strike
37.73
IV
25.8%
B/E move
6.9%
Puts
Pseudo strike
33.71
IV
29.0%
B/E move
6.7%

30Δ

Calls
Pseudo strike
37.25
IV
26.4%
B/E move
6.0%
Puts
Pseudo strike
34.27
IV
27.2%
B/E move
5.4%

35Δ

Calls
Pseudo strike
36.88
IV
27.7%
B/E move
5.5%
Puts
Pseudo strike
34.82
IV
25.4%
B/E move
4.1%

40Δ

Calls
Pseudo strike
36.52
IV
29.0%
B/E move
5.1%
Puts
Pseudo strike
35.19
IV
24.3%
B/E move
3.4%

45Δ

Calls
Pseudo strike
36.15
IV
30.3%
B/E move
4.6%
Puts
Pseudo strike
35.47
IV
23.6%
B/E move
3.0%

50Δ

Calls
Pseudo strike
35.78
IV
31.6%
B/E move
4.1%
Puts
Pseudo strike
35.76
IV
22.9%
B/E move
2.6%

55Δ

Calls
Pseudo strike
35.42
IV
32.9%
B/E move
3.7%
Puts
Pseudo strike
36.04
IV
22.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
35.05
IV
34.2%
B/E move
3.2%
Puts
Pseudo strike
36.32
IV
21.6%
B/E move
1.8%

65Δ

Calls
Pseudo strike
34.43
IV
36.7%
B/E move
2.8%
Puts
Pseudo strike
36.60
IV
20.9%
B/E move
1.4%

70Δ

Calls
Pseudo strike
33.76
IV
39.4%
B/E move
2.5%
Puts
Pseudo strike
36.88
IV
20.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
33.10
IV
42.1%
B/E move
2.1%
Puts
Pseudo strike
37.16
IV
19.5%
B/E move
0.7%

80Δ

Calls
Pseudo strike
32.30
IV
46.1%
B/E move
1.8%
Puts
Pseudo strike
37.45
IV
18.8%
B/E move
0.3%

Options history

No recorded observations