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CareTrust REIT, Inc CTRE

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-11-11T14:07:36.175Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T00:00:00.002864165Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:07:34.965794+00:00

Share price$38.84
1D+0.0%
AH$38.13$38.32$38.51$38.71$38.905:30 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$0.13$0.74$1.35$1.95$2.56$35.49$36.94$38.40$39.85$41.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTRE spot · $38.84CTRE PRICE$0.20$0.23$0.32$0.41$0.50$0.59$0.69$0.78$0.87$0.96$1.05$1.14$1.23$0.26$0.32$0.43$0.55$0.66$0.77$0.88$0.99$1.11$1.22$1.33$1.67$2.39
PutsExpensive1.23×
CallsCheap0.73×
SkewBearish+9.73 pp
Implied moveBearish±$1.57
TiltBearish16.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.8732.9%5.7%36.7640.0%6.0%
25Δ39.9424.2%3.4%37.5533.7%4.2%
30Δ39.7623.7%3.2%37.8033.2%3.8%
35Δ39.5723.2%2.9%38.0632.6%3.4%
40Δ39.3822.7%2.7%38.3132.1%3.0%
45Δ39.2022.2%2.4%38.5731.5%2.7%
50Δ39.0121.8%2.2%38.8231.0%2.3%
55Δ38.8221.3%2.0%39.0830.4%1.9%
60Δ38.6420.8%1.7%39.3329.9%1.6%
65Δ38.4520.3%1.5%39.5929.3%1.2%
70Δ38.2619.8%1.2%39.8428.7%0.8%
75Δ38.0819.3%1.0%40.2930.2%0.6%
80Δ37.8918.8%0.7%41.0534.9%0.5%

20Δ

Calls
Pseudo strike
40.87
IV
32.9%
B/E move
5.7%
Puts
Pseudo strike
36.76
IV
40.0%
B/E move
6.0%

25Δ

Calls
Pseudo strike
39.94
IV
24.2%
B/E move
3.4%
Puts
Pseudo strike
37.55
IV
33.7%
B/E move
4.2%

30Δ

Calls
Pseudo strike
39.76
IV
23.7%
B/E move
3.2%
Puts
Pseudo strike
37.80
IV
33.2%
B/E move
3.8%

35Δ

Calls
Pseudo strike
39.57
IV
23.2%
B/E move
2.9%
Puts
Pseudo strike
38.06
IV
32.6%
B/E move
3.4%

40Δ

Calls
Pseudo strike
39.38
IV
22.7%
B/E move
2.7%
Puts
Pseudo strike
38.31
IV
32.1%
B/E move
3.0%

45Δ

Calls
Pseudo strike
39.20
IV
22.2%
B/E move
2.4%
Puts
Pseudo strike
38.57
IV
31.5%
B/E move
2.7%

50Δ

Calls
Pseudo strike
39.01
IV
21.8%
B/E move
2.2%
Puts
Pseudo strike
38.82
IV
31.0%
B/E move
2.3%

55Δ

Calls
Pseudo strike
38.82
IV
21.3%
B/E move
2.0%
Puts
Pseudo strike
39.08
IV
30.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
38.64
IV
20.8%
B/E move
1.7%
Puts
Pseudo strike
39.33
IV
29.9%
B/E move
1.6%

65Δ

Calls
Pseudo strike
38.45
IV
20.3%
B/E move
1.5%
Puts
Pseudo strike
39.59
IV
29.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
38.26
IV
19.8%
B/E move
1.2%
Puts
Pseudo strike
39.84
IV
28.7%
B/E move
0.8%

75Δ

Calls
Pseudo strike
38.08
IV
19.3%
B/E move
1.0%
Puts
Pseudo strike
40.29
IV
30.2%
B/E move
0.6%

80Δ

Calls
Pseudo strike
37.89
IV
18.8%
B/E move
0.7%
Puts
Pseudo strike
41.05
IV
34.9%
B/E move
0.5%

Options history

IV · four-Friday blend26.94%
Daily EOD
CTRE25.4%26.2%27.1%2026-10-19: 25.78%2026-10-20: 25.93%2026-10-21: 25.85%2026-10-22: 26.14%2026-10-23: 25.55%2026-10-26: 25.98%2026-10-27: 25.87%2026-10-28: 26.61%2026-10-29: 25.98%2026-10-30: 26.94%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
25.78%
25.93%
25.85%
26.14%
25.55%
25.98%
25.87%
26.61%
25.98%
26.94%