TRUE Options History — November 2015 In November 2015, TRUE traded between $5.84 and $9.03. ATM implied volatility averaged 88.1%. The 30-day expected move averaged 24.1%. Max pain ranged from $5.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.28.
Notable Days 2015-11-24 : Highest Volume — 6,305 contracts2015-11-05 : Largest IV spike — 66.7% change2015-11-02 : Largest Expected Move — 31.9%Monthly Statistics Metric Avg Min Max Open Close Price $7.41 $5.84 $9.03 $5.84 $8.03 Max Pain $7.00 $5.00 $7.50 $5.00 $7.50 ATM IV 88.1% 76.2% 150.0% 111.4% 82.8% Expected Move 24.1% 21.8% 31.9% 31.9% 23.7% Term Structure -3.4% -22.0% 7.2% -22.0% -2.0% VWIV 84.8% 61.3% 131.0% 110.5% 80.8% Skew 25d 6.7% -9.8% 28.5% 2.3% -7.1% Skew 10d 20.3% -19.6% 52.6% 12.2% -19.6% Call IV 25d 77.7% 65.5% 84.2% 84.2% 79.0% Put IV 25d 84.4% 67.3% 94.0% 86.5% 72.0% Bid-Ask Spread % 44.35 21.93 69.66 41.29 40.79 Gamma HHI 0.44 0.32 0.56 0.52 0.53 Net GEX 12.3K 1.0K 47.4K 3.0K 12.7K Net DEX 20.0K -2.3M 1.3M 450.0K 1.3M Net VEX -7.2K -19.7K -2.2K -2.2K -16.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.28 0.03 7.07 7.07 0.05 Total Volume 1,764.6 518 6,305 2,139 518 Total OI 10,009.2 5,576 15,758 5,576 15,758
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2015-11-02 $5.84 $5.00 111.4% 31.9% 0.0% 0.0% 110.5% 2.3% -22.0% 3.0K 450.0K -2.2K 7.07 41.29 N/A N/A 265 1,874 2,896 2,680 2015-11-03 $6.44 $5.00 80.6% 23.1% 0.0% 0.0% 131.0% 25.3% -15.3% 2.3K 380.4K -3.6K 5.12 37.14 N/A N/A 308 1,577 2,897 3,294 2015-11-04 $6.61 $5.00 90.0% 25.8% 0.0% 0.0% 91.3% 11.2% -9.5% 4.7K 235.8K -3.8K 0.41 25.89 N/A N/A 709 290 3,042 3,294 2015-11-05 $6.16 $5.00 150.0% 30.0% 0.0% 0.0% 89.1% 8.8% 7.2% 3.2K 258.9K -3.6K 1.14 53.64 N/A N/A 1,479 1,687 3,437 3,307 2015-11-06 $8.43 $7.50 106.9% 24.2% 0.0% 0.0% 79.0% 9.4% -7.1% 13.2K -1.8M -5.5K 0.15 58.03 N/A N/A 1,658 241 4,756 4,781 2015-11-09 $8.12 $7.50 90.2% 23.6% 0.0% 0.0% 82.3% -5.0% -4.6% 6.7K -939.7K -6.3K 0.17 21.93 N/A N/A 1,077 188 4,539 4,819 2015-11-10 $7.46 $7.50 85.9% 23.5% 0.0% 0.0% 79.1% -9.8% -4.5% 5.8K -14.1K -6.3K 0.36 54.35 N/A N/A 1,004 362 4,899 4,947 2015-11-11 $7.40 $7.50 76.2% 21.8% 0.0% 0.0% 77.7% 5.5% 2.2% 7.7K 35.0K -6.3K 0.36 69.66 N/A N/A 1,004 360 5,167 4,947 2015-11-12 $6.58 $7.50 81.7% 23.4% 0.0% 0.0% 93.9% 9.6% 4.0% 2.7K 592.8K -5.4K 1.02 40.54 N/A N/A 645 660 5,107 4,943 2015-11-13 $6.75 $7.50 83.2% 23.9% 0.0% 0.0% 81.2% 28.5% -0.0% 1.5K 665.5K -5.6K 1.14 47.38 N/A N/A 557 637 5,183 5,312 2015-11-16 $7.04 $7.50 79.5% 22.8% 0.0% 0.0% 100.4% 14.2% -0.6% 1.0K 671.8K -5.1K 0.03 48.59 N/A N/A 870 28 5,211 5,322 2015-11-17 $7.11 $7.50 81.7% 23.4% 0.0% 0.0% 62.7% 11.5% -3.4% 6.5K 388.0K -5.6K 1.22 54.87 N/A N/A 1,331 1,628 5,832 5,335 2015-11-18 $7.01 $7.50 82.9% 23.8% 0.0% 0.0% 61.3% 1.3% -4.4% 15.8K 450.2K -4.8K 0.17 31.17 N/A N/A 1,381 236 5,832 4,574 2015-11-19 $7.60 $7.50 80.9% 23.2% 0.0% 0.0% 78.2% 7.7% -0.1% 42.6K -559.0K -5.8K 0.40 51.14 N/A N/A 736 297 5,767 4,570 2015-11-20 $7.39 $7.50 82.0% 23.5% 0.0% 0.0% 83.1% 3.5% -4.7% 20.9K 298.9K -5.1K 0.56 40.86 N/A N/A 889 494 5,576 4,520 2015-11-23 $7.91 $7.50 78.8% 22.6% 0.0% 0.0% 77.9% 8.9% -1.2% 24.3K -251.3K -5.7K 0.07 44.39 N/A N/A 1,586 107 5,143 2,708 2015-11-24 $9.03 $7.50 80.1% 23.0% 0.0% 0.0% 76.2% 0.6% -7.9% 47.4K -2.3M -8.9K 4.09 53.12 N/A N/A 1,238 5,067 6,551 2,763 2015-11-25 $8.77 $7.50 76.5% 21.9% 0.0% 0.0% 74.6% 2.5% 2.5% 10.0K 155.0K -19.7K 0.98 44.32 N/A N/A 866 846 7,007 7,808 2015-11-27 $8.49 $7.50 79.7% 22.9% 0.0% 0.0% 84.5% 4.6% 3.1% 14.5K 357.1K -18.4K 0.99 27.89 N/A N/A 298 294 7,264 8,396 2015-11-30 $8.03 $7.50 82.8% 23.7% 0.0% 0.0% 80.8% -7.1% -2.0% 12.7K 1.3M -16.2K 0.05 40.79 N/A N/A 492 26 7,254 8,504
« Oct 2015 | All History | Dec 2015 » Home TRUE History November 2015