CTRE as of Oct 31 · 13:21 ET

CTRENYSEReal Estate Investment Trusts

CareTrust REIT, Inc. · Brief

Next report

4 days

Nov 4 · after closeest.Q3 FY26

Earnings

Expected move

Inputs

±3.3%implied · report alone

35.2037.58

straddle ±5.1%

spot 36.39exp Nov 20ATM strike 37.5ATM straddle 2.20IV 28%

Oct 30 closereport share · term structure

Expected move

Inputs

Implied vs realized

8 reportsHistory

1 of 8≥ implied

avg implied: ±5.6%
avg realized: ±2.0%

Oct 29 '24±6.5%▲+2.79%×0.43

Feb 12 '25±4.4%▲+3.67%×0.84

May 1 '25±5.2%▼−1.82%×0.35

Aug 6 '25±8.8%▼−0.31%×0.04

Q3 FY25±6.6%▼−1.22%×0.18

Feb 12 '26±4.6%▼−0.32%×0.07

Q1 FY26±4.2%▲+5.32%×1.27

Q2 FY26±4.7%▲+0.22%×0.05

quarterimplied−10%0+10%realized×

Q2 FY26±4.7%▲+0.22%×0.05

Q1 FY26±4.2%▲+5.32%×1.27

Feb '26±4.6%▼−0.32%×0.07

Q3 FY25±6.6%▼−1.22%×0.18

Aug '25±8.8%▼−0.31%×0.04

May '25±5.2%▼−1.82%×0.35

2 older reports

Feb '25±4.4%▲+3.67%×0.84

Oct '24±6.5%▲+2.79%×0.43

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Bull & bear

Nov 4 report · est.

Bull2 of 3

517managers reporting a position in the latest quarterly filings13F · Jun 30 '26

6tracked funds holding CTREN-PORT · Aug 31 '26

Bear2

3 of 21of the largest reporting managers cut their stake in the latest quarter13F · Jun 30 '26

7 of 8recent reports where the move came in under the options implied rangeEarnings history

AI captions · Sep 28 '26once per report · top 2 per case

Linked exposure

CTRE report session

Customers 1

ENSGEnsign×0.52

× = co-movement · max 499dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 308-KMaterial agreement: credit and guaranty agreement with KeyBank National Association, as administrative agent, an issuing bank and…Source

Oct 21impliedImplied move: ±5.7% into Nov 4 earnings (Oct 21 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.