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CareTrust REIT, Inc CTRE

i

Market dataready · fetched 2026-11-03T23:50:19.955Z

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 · 2026-11-03T23:30:00.002347763Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T23:50:19.467528+00:00

Share price$36.71
1D+1.9%
AH$35.99$36.21$36.44$36.67$36.895:30 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$0.20$0.93$1.67$2.41$3.14$33.51$35.04$36.57$38.10$39.6220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CTRE spot · $36.71CTRE PRICE$0.28$0.36$0.44$0.52$0.63$0.82$1.01$1.19$1.38$1.57$1.75$1.94$2.25$0.32$0.42$0.56$0.71$0.85$1.00$1.14$1.29$1.44$1.82$2.19$2.56$2.93
PutsExpensive1.10×
CallsFair1.00×
SkewBearish+3.68 pp
Implied moveBearish±$2.15
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ39.2631.1%7.7%34.4435.3%7.0%
25Δ38.7830.2%6.6%35.1133.3%5.5%
30Δ38.3029.4%5.5%35.4533.1%5.0%
35Δ37.8328.5%4.5%35.8032.9%4.4%
40Δ37.4028.0%3.6%36.1432.8%3.9%
45Δ37.0928.3%3.3%36.4832.6%3.3%
50Δ36.7828.6%2.9%36.8332.4%2.8%
55Δ36.4728.8%2.6%37.1732.2%2.2%
60Δ36.1629.1%2.3%37.5232.1%1.7%
65Δ35.8529.4%1.9%37.9932.5%1.4%
70Δ35.5329.7%1.6%38.4633.0%1.2%
75Δ35.2230.0%1.2%38.9333.4%0.9%
80Δ34.8030.3%0.9%39.4033.8%0.6%

20Δ

Calls
Pseudo strike
39.26
IV
31.1%
B/E move
7.7%
Puts
Pseudo strike
34.44
IV
35.3%
B/E move
7.0%

25Δ

Calls
Pseudo strike
38.78
IV
30.2%
B/E move
6.6%
Puts
Pseudo strike
35.11
IV
33.3%
B/E move
5.5%

30Δ

Calls
Pseudo strike
38.30
IV
29.4%
B/E move
5.5%
Puts
Pseudo strike
35.45
IV
33.1%
B/E move
5.0%

35Δ

Calls
Pseudo strike
37.83
IV
28.5%
B/E move
4.5%
Puts
Pseudo strike
35.80
IV
32.9%
B/E move
4.4%

40Δ

Calls
Pseudo strike
37.40
IV
28.0%
B/E move
3.6%
Puts
Pseudo strike
36.14
IV
32.8%
B/E move
3.9%

45Δ

Calls
Pseudo strike
37.09
IV
28.3%
B/E move
3.3%
Puts
Pseudo strike
36.48
IV
32.6%
B/E move
3.3%

50Δ

Calls
Pseudo strike
36.78
IV
28.6%
B/E move
2.9%
Puts
Pseudo strike
36.83
IV
32.4%
B/E move
2.8%

55Δ

Calls
Pseudo strike
36.47
IV
28.8%
B/E move
2.6%
Puts
Pseudo strike
37.17
IV
32.2%
B/E move
2.2%

60Δ

Calls
Pseudo strike
36.16
IV
29.1%
B/E move
2.3%
Puts
Pseudo strike
37.52
IV
32.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
35.85
IV
29.4%
B/E move
1.9%
Puts
Pseudo strike
37.99
IV
32.5%
B/E move
1.4%

70Δ

Calls
Pseudo strike
35.53
IV
29.7%
B/E move
1.6%
Puts
Pseudo strike
38.46
IV
33.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
35.22
IV
30.0%
B/E move
1.2%
Puts
Pseudo strike
38.93
IV
33.4%
B/E move
0.9%

80Δ

Calls
Pseudo strike
34.80
IV
30.3%
B/E move
0.9%
Puts
Pseudo strike
39.40
IV
33.8%
B/E move
0.6%

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%