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CareTrust REIT, Inc CTRE

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-11-03T14:44:38.324Z

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 · 2026-11-03T14:44:14.606684759Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:44:37.801990+00:00

Share price$36.45
1D+1.0%
$36.02$36.13$36.24$36.34$36.455:30 AM6:30 AM9:00 AM1:00 PMCTRE
Sold putSold call

CareTrust REIT, Inc options

Live interpolated CTRE call and put midpoint premiums by absolute delta.CareTrust REIT, Inc$0.18$1.03$1.87$2.72$3.57$33.16$34.71$36.25$37.80$39.3520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTRE spot · $36.45CTRE PRICE$0.27$0.35$0.42$0.51$0.68$0.84$1.00$1.17$1.33$1.50$1.66$1.83$2.32$0.34$0.43$0.55$0.70$0.84$0.99$1.13$1.28$1.42$1.62$2.19$2.76$3.33
PutsExpensive1.16×
CallsFair1.03×
SkewBearish+4.83 pp
Implied moveBearish±$2.14
TiltBearish11.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.0631.7%7.9%34.0935.8%7.4%
25Δ38.5030.3%6.6%34.7135.0%5.9%
30Δ37.9328.8%5.2%35.1834.3%5.0%
35Δ37.4327.8%4.1%35.5233.8%4.5%
40Δ37.1328.0%3.7%35.8533.3%3.9%
45Δ36.8328.2%3.4%36.1932.8%3.4%
50Δ36.5428.4%3.0%36.5332.3%2.9%
55Δ36.2428.6%2.6%36.8731.7%2.3%
60Δ35.9428.8%2.3%37.2031.2%1.8%
65Δ35.6429.0%1.9%37.5831.1%1.3%
70Δ35.3429.1%1.5%38.2233.8%1.1%
75Δ35.0529.3%1.2%38.8736.5%0.9%
80Δ34.4530.1%0.9%39.5239.1%0.7%

20Δ

Calls
Pseudo strike
39.06
IV
31.7%
B/E move
7.9%
Puts
Pseudo strike
34.09
IV
35.8%
B/E move
7.4%

25Δ

Calls
Pseudo strike
38.50
IV
30.3%
B/E move
6.6%
Puts
Pseudo strike
34.71
IV
35.0%
B/E move
5.9%

30Δ

Calls
Pseudo strike
37.93
IV
28.8%
B/E move
5.2%
Puts
Pseudo strike
35.18
IV
34.3%
B/E move
5.0%

35Δ

Calls
Pseudo strike
37.43
IV
27.8%
B/E move
4.1%
Puts
Pseudo strike
35.52
IV
33.8%
B/E move
4.5%

40Δ

Calls
Pseudo strike
37.13
IV
28.0%
B/E move
3.7%
Puts
Pseudo strike
35.85
IV
33.3%
B/E move
3.9%

45Δ

Calls
Pseudo strike
36.83
IV
28.2%
B/E move
3.4%
Puts
Pseudo strike
36.19
IV
32.8%
B/E move
3.4%

50Δ

Calls
Pseudo strike
36.54
IV
28.4%
B/E move
3.0%
Puts
Pseudo strike
36.53
IV
32.3%
B/E move
2.9%

55Δ

Calls
Pseudo strike
36.24
IV
28.6%
B/E move
2.6%
Puts
Pseudo strike
36.87
IV
31.7%
B/E move
2.3%

60Δ

Calls
Pseudo strike
35.94
IV
28.8%
B/E move
2.3%
Puts
Pseudo strike
37.20
IV
31.2%
B/E move
1.8%

65Δ

Calls
Pseudo strike
35.64
IV
29.0%
B/E move
1.9%
Puts
Pseudo strike
37.58
IV
31.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
35.34
IV
29.1%
B/E move
1.5%
Puts
Pseudo strike
38.22
IV
33.8%
B/E move
1.1%

75Δ

Calls
Pseudo strike
35.05
IV
29.3%
B/E move
1.2%
Puts
Pseudo strike
38.87
IV
36.5%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.45
IV
30.1%
B/E move
0.9%
Puts
Pseudo strike
39.52
IV
39.1%
B/E move
0.7%

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%