Share price$36.62
1D+2.9%
Sold putSold callAH
CareTrust REIT, Inc CTRE
i
Market datapartial · fetched 2026-10-22T21:33:20.998Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 dataPriceAlpaca · sip · 2026-10-22T20:10:00.002380935Z
FundamentalsAlpha Vantage · unavailable
CareTrust REIT, Inc options
PutsExpensive1.23×
CallsCheap0.95×
SkewBearish+5.49 pp
Implied moveBearish±$2.37
TiltBearish13.0% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 39.16 | 23.9% | 7.8% | 33.82 | 34.5% | 8.8% |
| 25Δ | 38.76 | 24.6% | 7.0% | 34.47 | 34.3% | 7.4% |
| 30Δ | 38.36 | 25.3% | 6.2% | 35.08 | 33.8% | 6.1% |
| 35Δ | 37.96 | 26.0% | 5.4% | 35.49 | 32.6% | 5.4% |
| 40Δ | 37.56 | 26.7% | 4.6% | 35.90 | 31.3% | 4.6% |
| 45Δ | 37.20 | 26.5% | 4.1% | 36.31 | 30.1% | 3.9% |
| 50Δ | 36.86 | 26.2% | 3.7% | 36.72 | 28.8% | 3.2% |
| 55Δ | 36.52 | 25.8% | 3.2% | 37.13 | 27.6% | 2.4% |
| 60Δ | 36.17 | 25.5% | 2.8% | 37.56 | 26.6% | 1.7% |
| 65Δ | 35.83 | 25.1% | 2.3% | 38.15 | 28.2% | 1.5% |
| 70Δ | 35.48 | 24.8% | 1.9% | 38.73 | 29.7% | 1.2% |
| 75Δ | 35.14 | 24.4% | 1.4% | 39.32 | 31.2% | 0.9% |
| 80Δ | 34.56 | 25.1% | 1.1% | 39.90 | 32.7% | 0.6% |
20Δ
- Pseudo strike
- 39.16
- IV
- 23.9%
- B/E move
- 7.8%
- Pseudo strike
- 33.82
- IV
- 34.5%
- B/E move
- 8.8%
25Δ
- Pseudo strike
- 38.76
- IV
- 24.6%
- B/E move
- 7.0%
- Pseudo strike
- 34.47
- IV
- 34.3%
- B/E move
- 7.4%
30Δ
- Pseudo strike
- 38.36
- IV
- 25.3%
- B/E move
- 6.2%
- Pseudo strike
- 35.08
- IV
- 33.8%
- B/E move
- 6.1%
35Δ
- Pseudo strike
- 37.96
- IV
- 26.0%
- B/E move
- 5.4%
- Pseudo strike
- 35.49
- IV
- 32.6%
- B/E move
- 5.4%
40Δ
- Pseudo strike
- 37.56
- IV
- 26.7%
- B/E move
- 4.6%
- Pseudo strike
- 35.90
- IV
- 31.3%
- B/E move
- 4.6%
45Δ
- Pseudo strike
- 37.20
- IV
- 26.5%
- B/E move
- 4.1%
- Pseudo strike
- 36.31
- IV
- 30.1%
- B/E move
- 3.9%
50Δ
- Pseudo strike
- 36.86
- IV
- 26.2%
- B/E move
- 3.7%
- Pseudo strike
- 36.72
- IV
- 28.8%
- B/E move
- 3.2%
55Δ
- Pseudo strike
- 36.52
- IV
- 25.8%
- B/E move
- 3.2%
- Pseudo strike
- 37.13
- IV
- 27.6%
- B/E move
- 2.4%
60Δ
- Pseudo strike
- 36.17
- IV
- 25.5%
- B/E move
- 2.8%
- Pseudo strike
- 37.56
- IV
- 26.6%
- B/E move
- 1.7%
65Δ
- Pseudo strike
- 35.83
- IV
- 25.1%
- B/E move
- 2.3%
- Pseudo strike
- 38.15
- IV
- 28.2%
- B/E move
- 1.5%
70Δ
- Pseudo strike
- 35.48
- IV
- 24.8%
- B/E move
- 1.9%
- Pseudo strike
- 38.73
- IV
- 29.7%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 35.14
- IV
- 24.4%
- B/E move
- 1.4%
- Pseudo strike
- 39.32
- IV
- 31.2%
- B/E move
- 0.9%
80Δ
- Pseudo strike
- 34.56
- IV
- 25.1%
- B/E move
- 1.1%
- Pseudo strike
- 39.90
- IV
- 32.7%
- B/E move
- 0.6%
Options history
Table
| Date | IV |
|---|---|
| 25.93% | |
| 25.85% |