TRUE Options History — July 2017 In July 2017, TRUE traded between $18.72 and $21.59. ATM implied volatility averaged 49.5%. The 30-day expected move averaged 14.9%. Max pain ranged from $12.50 to $20.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.43.
Notable Days 2017-07-17 : Highest Volume — 6,817 contracts2017-07-12 : Largest IV spike — 34.9% change2017-07-31 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.35 $18.72 $21.59 $19.93 $18.81 Max Pain $18.75 $12.50 $20.00 $12.50 $20.00 ATM IV 49.5% 36.0% 62.5% 37.2% 62.5% Expected Move 14.9% 10.7% 17.9% 10.7% 17.9% Term Structure -5.2% -10.2% 11.8% 10.7% -10.2% VWIV 53.1% 40.8% 62.4% 40.8% 62.4% Skew 25d 5.1% 2.0% 7.6% 4.3% 7.1% Skew 10d 18.8% 10.2% 33.3% 21.0% 27.9% Call IV 25d 50.1% 34.9% 61.1% 34.9% 61.1% Put IV 25d 55.2% 39.1% 68.2% 39.1% 68.2% Bid-Ask Spread % 29.68 15.81 43.32 43.32 22.59 Gamma HHI 0.22 0.16 0.32 0.16 0.24 Net GEX 51.6K -169.1K 169.3K 105.0K -79.9K Net DEX -15.3M -24.4M 3.2M -19.1M 669.9K Net VEX -49.1K -53.5K -43.5K -52.7K -46.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.43 0.32 4.94 2.03 0.32 Total Volume 2,239.75 814 6,817 1,941 2,295 Total OI 25,103.65 20,859 32,735 25,019 20,859
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 2017-07-03 $19.93 $12.50 37.2% 10.7% 0.0% 0.0% 40.8% 4.3% 10.7% 105.0K -19.1M -52.7K 2.03 43.32 N/A N/A 640 1,301 15,146 9,873 2017-07-05 $20.11 $12.50 37.2% 10.7% 0.0% 0.0% 43.3% 5.1% 11.8% 108.8K -19.5M -52.4K 2.28 18.51 N/A N/A 545 1,243 15,173 9,906 2017-07-06 $19.93 $18.00 37.8% 13.9% 0.0% 0.0% 51.3% 4.7% -3.4% 110.1K -18.9M -52.3K 2.04 39.36 N/A N/A 503 1,028 15,221 9,973 2017-07-07 $20.39 $18.00 37.7% 14.1% 0.0% 0.0% 52.2% 4.5% -4.9% 117.4K -20.4M -51.1K 0.75 35.57 N/A N/A 512 384 15,228 9,975 2017-07-10 $20.72 $18.00 36.0% 14.1% 0.0% 0.0% 49.8% 5.0% -5.0% 112.2K -22.0M -47.6K 0.91 31.89 N/A N/A 497 452 15,236 9,983 2017-07-11 $20.95 $19.00 36.9% 14.1% 0.0% 0.0% 49.3% 5.1% -5.5% 115.6K -22.6M -48.2K 0.74 29.85 N/A N/A 538 398 15,237 9,973 2017-07-12 $21.25 $19.00 49.8% 14.3% 0.0% 0.0% 52.5% 4.7% -5.1% 121.3K -23.4M -46.8K 0.69 29.96 N/A N/A 586 405 15,134 9,995 2017-07-13 $21.39 $19.00 49.5% 14.2% 0.0% 0.0% 50.8% 4.0% -4.5% 119.8K -23.9M -46.4K 0.89 31.01 N/A N/A 431 383 15,138 9,995 2017-07-14 $21.59 $19.00 49.8% 14.3% 0.0% 0.0% 51.0% 4.6% -5.9% 117.3K -24.4M -45.3K 4.94 26.75 N/A N/A 693 3,424 15,133 9,991 2017-07-17 $21.03 $20.00 52.4% 15.0% 0.0% 0.0% 53.0% 5.1% -6.7% 169.3K -24.1M -43.5K 2.27 30.54 N/A N/A 2,082 4,735 16,716 9,381 2017-07-18 $21.13 $20.00 52.1% 14.9% 0.0% 0.0% 54.5% 5.6% -7.0% 132.4K -23.6M -48.0K 2.80 28.75 N/A N/A 622 1,740 17,944 10,725 2017-07-19 $21.24 $20.00 53.6% 15.4% 0.0% 0.0% 55.7% 4.6% -7.7% 100.9K -24.1M -47.6K 2.53 26.90 N/A N/A 685 1,735 17,901 10,727 2017-07-20 $20.46 $20.00 54.9% 15.7% 0.0% 0.0% 53.5% 5.1% -9.7% 132.1K -20.6M -47.5K 0.91 29.15 N/A N/A 2,626 2,398 18,002 10,710 2017-07-21 $19.93 $20.00 55.5% 15.9% 0.0% 0.0% 56.2% 4.3% -9.7% 1.2K -16.2M -52.9K 0.48 28.48 N/A N/A 864 417 19,999 12,736 2017-07-24 $19.99 $20.00 57.5% 16.5% 0.0% 0.0% 59.1% 7.6% -8.9% -80.1K -1.6M -52.1K 0.61 25.56 N/A N/A 638 392 10,991 10,727 2017-07-25 $20.84 $20.00 55.4% 15.9% 0.0% 0.0% 57.3% 6.4% -7.6% 2.9K -4.8M -52.2K 0.54 29.35 N/A N/A 1,556 841 11,299 10,682 2017-07-26 $19.68 $20.00 57.6% 16.5% 0.0% 0.0% 57.2% 2.0% -8.2% -85.2K -966.8K -53.5K 0.34 39.47 N/A N/A 2,648 891 12,281 11,199 2017-07-27 $18.72 $20.00 57.0% 16.3% 0.0% 0.0% 55.7% 5.9% -7.4% -169.1K 3.2M -48.5K 1.95 30.71 N/A N/A 710 1,383 10,599 11,278 2017-07-28 $18.95 $20.00 59.2% 17.0% 0.0% 0.0% 57.3% 5.7% -9.0% -120.1K 1.1M -48.0K 0.49 15.81 N/A N/A 1,053 521 10,622 10,385 2017-07-31 $18.81 $20.00 62.5% 17.9% 0.0% 0.0% 62.4% 7.1% -10.2% -79.9K 669.9K -46.0K 0.32 22.59 N/A N/A 1,742 553 11,084 9,775
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