CTRE · Expected Move
CareTrust REIT, Inc
The expected move for CTRE is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
CTRE straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current CTRE Expected Move
30-Day Straddle
$2.60
7-Day Straddle
$2.60
30-Day ATM IV
27.8%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to CTRE's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
CTRE Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261019 | $2.60 | $2.60 | 27.8% | 27% |
| 20261016 | $2.42 | $1.07 | 26.4% | 22% |
| 20261015 | $2.33 | $0.93 | 25.1% | 18% |
| 20261014 | $2.50 | $1.22 | 26.5% | 23% |
| 20261013 | $2.48 | $1.05 | 26.4% | 22% |
| 20261012 | $2.38 | $1.07 | 24.1% | 14% |
| 20261009 | $2.83 | $1.40 | 26.8% | 24% |
| 20261008 | $2.75 | $1.25 | 26.9% | 24% |
| 20261007 | $3.02 | $1.58 | 27.5% | 26% |
| 20261006 | $2.75 | $1.30 | 25.2% | 18% |
| 20261005 | $3.03 | $1.83 | 27.1% | 24% |
| 20261002 | $1.62 | $1.62 | 26.3% | 22% |
| 20261001 | $1.77 | $1.77 | 26.6% | 23% |
| 20260930 | $1.47 | $1.47 | 25.2% | 18% |
| 20260929 | $1.57 | $1.57 | 24.4% | 15% |
| 20260928 | $1.48 | $1.48 | 23.8% | 13% |
| 20260925 | $1.40 | $1.40 | 21.9% | 7% |
| 20260924 | $1.57 | $1.57 | 22.6% | 9% |
| 20260923 | $1.50 | $1.50 | 22.0% | 7% |
| 20260922 | $1.57 | $1.57 | 22.2% | 8% |
| 20260921 | $1.58 | $1.58 | 21.8% | 6% |
| 20260918 | $1.73 | $0.60 | 20.9% | 3% |
| 20260917 | $1.93 | $0.90 | 22.4% | 8% |
| 20260916 | $2.10 | $0.85 | 23.8% | 13% |
| 20260915 | $2.20 | $1.10 | 22.7% | 9% |
| 20260914 | $2.10 | $1.15 | 23.4% | 12% |
| 20260911 | $2.30 | $1.70 | 22.9% | 10% |
| 20260910 | $2.55 | $1.48 | 22.9% | 10% |
| 20260909 | $2.50 | $1.40 | 23.2% | 11% |
| 20260908 | $2.30 | $1.27 | 21.8% | 6% |
| 20260904 | $2.40 | $1.30 | 21.6% | 5% |
| 20260903 | $2.30 | $1.40 | 21.3% | 5% |
| 20260902 | $1.38 | $1.38 | 20.8% | 3% |
| 20260901 | $1.40 | $1.40 | 21.2% | 4% |
| 20260831 | $1.77 | $1.77 | 22.2% | 8% |
| 20260828 | $1.58 | $1.58 | 21.6% | 5% |
| 20260827 | $1.57 | $1.57 | 22.0% | 7% |
| 20260826 | $1.50 | $1.50 | 20.0% | 0% |
| 20260825 | $1.55 | $1.55 | 20.3% | 0% |
| 20260824 | $1.77 | $1.77 | 22.1% | 1% |
| 20260821 | $1.85 | $0.42 | 21.8% | 0% |
| 20260820 | $2.00 | $0.65 | 22.6% | 3% |
| 20260819 | $2.02 | $0.72 | 22.2% | 1% |
| 20260818 | $2.15 | $0.95 | 23.3% | 5% |
| 20260817 | $2.15 | $1.17 | 22.3% | 2% |
| 20260814 | $2.33 | $1.43 | 25.7% | 14% |
| 20260813 | $2.25 | $1.50 | 22.6% | 3% |
| 20260812 | $2.42 | $1.52 | 23.5% | 6% |
| 20260811 | $2.88 | $1.50 | 24.3% | 9% |
| 20260810 | $2.88 | $1.73 | 26.5% | 17% |
| 20260807 | — | — | 25.8% | 15% |
| 20260806 | $3.60 | $2.55 | 31.3% | 35% |
| 20260805 | $2.42 | $2.42 | 30.4% | 32% |
| 20260804 | $2.55 | $2.55 | 31.3% | 35% |
| 20260803 | $2.92 | $2.92 | 31.2% | 35% |
| 20260731 | $2.72 | $2.72 | 31.4% | 35% |
| 20260730 | $2.77 | $2.77 | 31.4% | 35% |
| 20260729 | $2.55 | $2.55 | 30.4% | 32% |
| 20260728 | $2.98 | $2.98 | 32.2% | 38% |
| 20260727 | $3.03 | $3.03 | 32.1% | 39% |
More on CTRE
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.