TRUE Options History — June 2018 In June 2018, TRUE traded between $9.73 and $10.76. ATM implied volatility averaged 36.2%. The 30-day expected move averaged 10.3%. Max pain ranged from $9.00 to $10.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.74.
Notable Days 2018-06-05 : Highest Volume — 3,175 contracts2018-06-12 : Largest IV drop — 54.5% change2018-06-25 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $10.32 $9.73 $10.76 $9.87 $10.05 Max Pain $9.05 $9.00 $10.00 $10.00 $9.00 ATM IV 36.2% 22.8% 50.0% 36.4% 37.5% Expected Move 10.3% 9.5% 11.3% 10.4% 10.8% Term Structure 9.2% -1.7% 15.9% -1.7% 12.0% VWIV 34.4% 25.9% 38.7% 38.6% 37.0% Skew 25d 3.0% -11.3% 9.5% -11.3% 5.6% Skew 10d 5.3% -16.3% 23.1% -16.3% 10.8% Call IV 25d 33.9% 27.6% 40.9% 40.9% 36.1% Put IV 25d 36.9% 29.6% 44.9% 29.6% 41.7% Bid-Ask Spread % 11.37 6.15 33.44 8.66 7.53 Gamma HHI 0.33 0.23 0.55 0.47 0.29 Net GEX 18.6K -41.5K 50.7K -24.8K 35.6K Net DEX -1.7M -2.7M -540.7K -792.5K -1.4M Net VEX -5.6K -6.5K -4.9K -6.5K -4.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.25 2.55 2.54 0.32 Total Volume 1,557.095 1,032 3,175 3,160 1,032 Total OI 6,461.381 5,070 7,979 7,297 5,187
Daily Data (21 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 2018-06-01 $9.87 $10.00 36.4% 10.4% 0.0% 0.0% 38.6% -11.3% -1.7% -24.8K -792.5K -6.5K 2.54 8.66 N/A N/A 893 2,267 4,780 2,517 2018-06-04 $9.77 $9.00 37.2% 10.1% 0.0% 0.0% 25.9% 4.8% 7.3% -28.0K -574.8K -6.1K 2.54 11.69 N/A N/A 893 2,267 4,900 2,517 2018-06-05 $9.73 $9.00 40.4% 10.4% 0.0% 0.0% 25.9% 2.3% 6.2% -25.0K -540.7K -6.1K 2.50 12.31 N/A N/A 908 2,267 4,918 2,517 2018-06-06 $9.85 $9.00 34.8% 10.1% 0.0% 0.0% 26.6% 7.0% 6.8% -38.3K -718.7K -6.1K 2.55 11.96 N/A N/A 890 2,267 4,975 2,517 2018-06-07 $9.99 $9.00 35.8% 10.5% 0.0% 0.0% 38.7% 5.5% 5.9% -41.5K -982.8K -6.0K 0.39 20.96 N/A N/A 892 352 4,984 2,517 2018-06-08 $10.35 $9.00 36.0% 9.9% 0.0% 0.0% 37.7% 8.9% 8.5% -21.9K -1.8M -6.0K 0.35 22.23 N/A N/A 1,007 355 5,041 2,579 2018-06-11 $10.43 $9.00 50.0% 10.6% 0.0% 0.0% 37.5% 9.5% 5.5% -3.5K -2.0M -5.6K 0.25 9.46 N/A N/A 1,139 283 5,100 2,588 2018-06-12 $10.67 $9.00 22.8% 9.7% 0.0% 0.0% 35.8% 5.3% 8.2% 50.7K -2.6M -5.7K 0.32 6.15 N/A N/A 920 293 5,305 2,586 2018-06-13 $10.73 $9.00 33.6% 9.6% 0.0% 0.0% 36.3% 5.4% 7.2% 44.0K -2.6M -5.9K 0.31 8.07 N/A N/A 932 293 5,301 2,597 2018-06-14 $10.65 $9.00 33.5% 9.6% 0.0% 0.0% 34.2% 3.0% 7.6% 33.7K -2.5M -6.0K 0.33 8.15 N/A N/A 913 299 5,348 2,597 2018-06-15 $10.69 $9.00 33.2% 9.5% 0.0% 0.0% 31.1% 2.8% 8.2% 41.7K -2.7M -5.8K 0.34 9.89 N/A N/A 872 300 5,372 2,607 2018-06-18 $10.76 $9.00 34.4% 9.9% 0.0% 0.0% 31.6% 2.6% 10.5% 44.5K -1.9M -5.4K 0.34 9.14 N/A N/A 797 267 4,139 931 2018-06-19 $10.54 $9.00 35.1% 10.1% 0.0% 0.0% 34.8% -2.4% 11.6% 41.2K -1.8M -5.3K 0.32 8.85 N/A N/A 846 268 4,149 931 2018-06-20 $10.67 $9.00 34.8% 10.0% 0.0% 0.0% 33.2% 1.6% 11.0% 43.4K -1.9M -5.3K 0.32 7.79 N/A N/A 830 268 4,148 932 2018-06-21 $10.51 $9.00 36.0% 10.3% 0.0% 0.0% 35.2% -1.6% 10.7% 41.2K -1.8M -5.1K 0.30 33.44 N/A N/A 897 271 4,173 932 2018-06-22 $10.48 $9.00 35.4% 10.1% 0.0% 0.0% 32.7% 3.0% 14.0% 42.4K -1.8M -5.3K 0.30 8.79 N/A N/A 917 271 4,248 929 2018-06-25 $10.40 $9.00 39.4% 11.3% 0.0% 0.0% 38.0% -1.1% 11.1% 41.5K -1.7M -5.3K 0.28 9.60 N/A N/A 957 271 4,288 929 2018-06-26 $10.33 $9.00 38.6% 11.1% 0.0% 0.0% 37.2% -1.5% 13.4% 40.9K -1.7M -5.2K 0.29 10.08 N/A N/A 947 271 4,285 929 2018-06-27 $10.23 $9.00 38.3% 11.0% 0.0% 0.0% 38.3% 7.8% 12.2% 37.6K -1.6M -5.1K 0.34 7.69 N/A N/A 776 266 4,285 929 2018-06-28 $10.10 $9.00 36.5% 10.5% 0.0% 0.0% 36.2% 5.8% 15.9% 36.2K -1.5M -5.0K 0.34 6.42 N/A N/A 779 266 4,253 929 2018-06-29 $10.05 $9.00 37.5% 10.8% 0.0% 0.0% 37.0% 5.6% 12.0% 35.6K -1.4M -4.9K 0.32 7.53 N/A N/A 779 253 4,258 929
« May 2018 | All History | Jul 2018 » Home TRUE History June 2018