TRUE Options History — April 2019 In April 2019, TRUE traded between $6.05 and $6.63. ATM implied volatility averaged 56.6%. The 30-day expected move averaged 18.5%. Max pain ranged from $6.00 to $8.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 2.16.
Notable Days 2019-04-29 : Highest Volume — 14,376 contracts2019-04-10 : Largest IV spike — 72.8% change2019-04-30 : Largest Expected Move — 28.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.38 $6.05 $6.63 $6.58 $6.41 Max Pain $6.95 $6.00 $8.00 $8.00 $7.00 ATM IV 56.6% 25.3% 97.7% 34.3% 97.7% Expected Move 18.5% 15.4% 28.0% 15.7% 28.0% Term Structure -12.5% -37.2% 32.8% 14.0% -37.2% VWIV 60.4% 30.2% 94.4% 30.2% 94.4% Skew 25d 8.7% -9.9% 19.9% -9.9% 11.8% Skew 10d 18.1% -11.3% 39.4% 11.0% 29.9% Call IV 25d 56.6% 22.6% 89.4% 39.3% 89.4% Put IV 25d 65.3% 29.4% 101.1% 29.4% 101.1% Bid-Ask Spread % 63.07 20.24 86.05 78.68 21.09 Gamma HHI 0.40 0.26 0.88 0.27 0.88 Net GEX 51 -14.6K 152.0K -7.4K 152.0K Net DEX 1.1M -2.2M 1.5M 1.4M -2.2M Net VEX -10.4K -18.1K -8.9K -10.5K -18.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.16 0.00 16.00 16.00 0.35 Total Volume 1,157.476 5 14,376 68 2,301 Total OI 13,969.381 8,709 21,636 15,485 21,636
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 2019-04-01 $6.58 $8.00 34.3% 15.7% 0.0% 0.0% 30.2% -9.9% 14.0% -7.4K 1.4M -10.5K 16.00 78.68 N/A N/A 4 64 11,007 4,478 2019-04-02 $6.58 $8.00 26.9% 15.9% 0.0% 0.0% 34.5% 7.1% 32.8% -8.3K 1.4M -10.5K 2.21 83.29 N/A N/A 29 64 11,011 4,472 2019-04-03 $6.62 $8.00 42.9% 16.2% 0.0% 0.0% 56.0% 5.2% -9.2% -7.3K 1.4M -11.0K 0.13 84.97 N/A N/A 842 111 11,003 4,472 2019-04-04 $6.61 $8.00 34.9% 15.4% 0.0% 0.0% 44.0% 4.0% -8.9% -6.8K 1.4M -11.0K 0.13 85.63 N/A N/A 869 114 11,148 4,487 2019-04-05 $6.63 $7.00 25.3% 15.4% 0.0% 0.0% 44.2% 7.8% -9.4% -4.2K 1.4M -10.9K 0.13 84.05 N/A N/A 881 114 11,173 4,489 2019-04-08 $6.60 $7.00 27.7% 15.4% 0.0% 0.0% 0.0% 5.3% -9.8% -4.9K 1.4M -10.4K 0.00 81.95 N/A N/A 5 0 11,188 4,489 2019-04-09 $6.46 $7.00 33.2% 17.9% 0.0% 0.0% 0.0% 11.4% -13.8% -10.2K 1.4M -10.3K 1.17 84.80 N/A N/A 6 7 11,188 4,489 2019-04-10 $6.52 $7.00 57.4% 16.5% 0.0% 0.0% 0.0% -0.4% -11.0% -8.4K 1.4M -10.3K 1.17 83.74 N/A N/A 6 7 11,189 4,493 2019-04-11 $6.40 $7.00 62.3% 17.8% 0.0% 0.0% 60.6% 19.9% -14.8% -12.6K 1.5M -9.6K 0.76 84.47 N/A N/A 72 55 11,193 4,493 2019-04-12 $6.43 $7.00 64.0% 18.4% 0.0% 0.0% 60.6% 12.1% -14.4% -10.5K 1.4M -10.2K 0.97 82.88 N/A N/A 79 77 11,263 4,513 2019-04-15 $6.35 $7.00 67.4% 19.3% 0.0% 0.0% 68.3% 17.5% -20.6% -13.9K 1.5M -9.6K 13.66 74.73 N/A N/A 44 601 11,283 4,491 2019-04-16 $6.30 $7.00 64.1% 18.4% 0.0% 0.0% 60.6% 15.6% -15.8% -14.6K 1.3M -9.2K 4.76 85.70 N/A N/A 127 604 11,316 4,068 2019-04-17 $6.33 $7.00 65.1% 18.7% 0.0% 0.0% 63.6% 15.4% -16.1% -13.7K 1.2M -9.5K 1.63 86.05 N/A N/A 433 705 11,572 4,100 2019-04-18 $6.24 $7.00 61.7% 17.7% 0.0% 0.0% 58.7% 11.2% -16.7% -4.5K 1.2M -10.0K 1.59 84.74 N/A N/A 448 713 11,750 4,162 2019-04-22 $6.16 $7.00 68.0% 19.5% 0.0% 0.0% 67.4% 10.4% -16.9% -4.1K 1.1M -9.8K 0.00 21.10 N/A N/A 35 0 5,149 3,560 2019-04-23 $6.09 $6.00 66.6% 19.1% 0.0% 0.0% 66.3% 7.7% -13.3% -4.2K 1.1M -9.2K 0.10 28.74 N/A N/A 78 8 5,181 3,561 2019-04-24 $6.05 $6.00 66.3% 19.0% 0.0% 0.0% 64.7% 8.3% -15.7% -4.5K 1.2M -8.9K 0.10 22.36 N/A N/A 113 11 5,225 3,557 2019-04-25 $6.07 $6.00 67.4% 19.3% 0.0% 0.0% 63.3% 13.7% -16.2% -4.3K 1.1M -9.1K 0.26 22.09 N/A N/A 121 31 5,255 3,565 2019-04-26 $6.13 $6.00 70.7% 20.3% 0.0% 0.0% 64.4% 16.7% -20.9% -4.4K 1.1M -9.3K 0.26 23.11 N/A N/A 121 31 5,266 3,581 2019-04-29 $6.41 $6.00 84.9% 24.3% 0.0% 0.0% 84.8% -7.9% -28.0% -2.1K 873.5K -10.9K 0.01 20.24 N/A N/A 14,298 78 5,262 3,579 2019-04-30 $6.41 $7.00 97.7% 28.0% 0.0% 0.0% 94.4% 11.8% -37.2% 152.0K -2.2M -18.1K 0.35 21.09 N/A N/A 1,699 602 17,982 3,654
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