TRUE Options History — August 2019 In August 2019, TRUE traded between $3.44 and $5.31. ATM implied volatility averaged 63.0%. The 30-day expected move averaged 14.4%. Max pain ranged from $4.00 to $5.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 6.09.
Notable Days 2019-08-09 : Highest Volume — 2,341 contracts2019-08-14 : Largest IV drop — 34.0% change2019-08-01 : Largest Expected Move — 23.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.10 $3.44 $5.31 $5.31 $3.94 Max Pain $4.29 $4.00 $5.00 $5.00 $4.00 ATM IV 63.0% 37.1% 114.6% 81.4% 37.6% Expected Move 14.4% 10.6% 23.3% 23.3% 10.8% Term Structure -3.2% -24.6% 11.4% -24.6% 5.3% VWIV 50.8% 33.2% 82.0% 81.2% 37.5% Skew 25d -3.9% -17.2% 7.8% 3.8% -13.2% Skew 10d -0.5% -30.2% 62.0% -11.2% -25.3% Call IV 25d 52.0% 39.1% 84.3% 73.0% 50.8% Put IV 25d 48.1% 33.7% 79.3% 76.8% 37.5% Bid-Ask Spread % 69.71 8.39 102.16 91.05 90.08 Gamma HHI 0.34 0.28 0.43 0.40 0.30 Net GEX 5.7K -365 11.8K 9.2K 6.5K Net DEX 501.4K -92.8K 1.5M 964.0K -92.8K Net VEX -3.1K -6.5K -1.0K -6.5K -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 6.09 0.00 53.00 0.45 10.00 Total Volume 334.182 0 2,341 58 110 Total OI 8,815.727 7,330 11,939 9,076 7,521
Daily Data (22 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 2019-08-01 $5.31 $5.00 81.4% 23.3% 0.0% 0.0% 81.2% 3.8% -24.6% 9.2K 964.0K -6.5K 0.45 91.05 N/A N/A 40 18 5,213 3,863 2019-08-02 $5.31 $5.00 81.1% 23.2% 0.0% 0.0% 82.0% -4.9% -24.0% 9.8K 954.2K -6.5K 0.40 78.46 N/A N/A 5 2 5,240 3,867 2019-08-05 $5.15 $0.00 101.8% 18.9% 0.0% 0.0% 66.8% 7.1% -10.4% 8.4K 1.0M -6.0K 0.14 78.38 N/A N/A 132 19 5,240 3,868 2019-08-06 $4.88 $5.00 106.4% 17.6% 0.0% 0.0% 0.0% -0.9% -9.2% 6.5K 1.2M -5.0K 0.04 76.91 N/A N/A 156 6 5,270 3,884 2019-08-07 $4.80 $5.00 107.3% 17.2% 0.0% 0.0% 71.6% 7.8% -5.1% 7.2K 1.1M -5.0K 0.28 79.34 N/A N/A 268 75 5,404 3,889 2019-08-08 $4.84 $5.00 114.6% 16.3% 0.0% 0.0% 61.3% 4.0% -2.0% 8.1K 1.1M -5.0K 2.61 80.44 N/A N/A 257 670 5,667 3,961 2019-08-09 $3.44 $5.00 75.9% 13.0% 0.0% 0.0% 35.8% 1.8% 11.4% -365 1.5M -1.0K 0.56 94.37 N/A N/A 1,504 837 6,048 4,624 2019-08-12 $3.80 $4.00 94.5% 15.7% 0.0% 0.0% 53.1% -0.8% -6.9% 2.7K 1.1M -3.1K 0.44 66.35 N/A N/A 958 424 6,977 4,440 2019-08-13 $3.85 $4.00 72.3% 14.6% 0.0% 0.0% 40.7% 1.8% -2.5% 11.8K 1.0M -2.8K 1.57 80.79 N/A N/A 201 315 7,543 4,264 2019-08-14 $3.81 $4.00 47.7% 13.7% 0.0% 0.0% 47.7% -3.6% -1.3% 8.3K 1.2M -2.4K 10.70 87.33 N/A N/A 20 214 7,578 4,361 2019-08-15 $3.73 $4.00 49.0% 14.1% 0.0% 0.0% 47.7% -8.0% -1.3% 5.0K 85.6K -2.0K 1.13 85.57 N/A N/A 181 204 7,566 1,265 2019-08-16 $3.83 $4.00 41.4% 11.9% 0.0% 0.0% 0.0% -1.5% -0.2% 5.3K 8.7K -2.1K 0.91 18.66 N/A N/A 11 10 7,670 1,165 2019-08-19 $3.75 $4.00 43.5% 12.5% 0.0% 0.0% 43.5% -4.4% 0.0% 5.0K -43.1K -1.9K 53.00 18.56 N/A N/A 1 53 6,496 834 2019-08-20 $3.70 $4.00 41.9% 12.0% 0.0% 0.0% 0.0% -5.2% -0.4% 4.1K -19.1K -1.9K 0.00 9.31 N/A N/A 0 1 6,497 869 2019-08-21 $3.72 $4.00 40.1% 11.5% 0.0% 0.0% 39.9% -6.1% 0.9% 4.3K -30.7K -1.9K 2.03 10.95 N/A N/A 74 150 6,497 868 2019-08-22 $3.71 $4.00 43.3% 12.4% 0.0% 0.0% 0.0% -7.3% 0.2% 3.4K 3.3K -2.0K 0.00 8.39 N/A N/A 0 0 6,569 1,038 2019-08-23 $3.59 $4.00 41.2% 11.8% 0.0% 0.0% 33.2% -17.2% -3.9% 3.4K 25.2K -1.9K 31.00 95.04 N/A N/A 1 31 6,569 1,038 2019-08-26 $3.66 $4.00 40.3% 11.5% 0.0% 0.0% 45.9% -12.2% 2.6% 3.1K 23.7K -2.0K 0.00 95.58 N/A N/A 3 0 6,560 1,067 2019-08-27 $3.74 $4.00 44.9% 12.9% 0.0% 0.0% 44.7% -7.6% -4.4% 2.6K 19.9K -2.0K 5.51 94.31 N/A N/A 55 303 6,563 1,067 2019-08-28 $3.81 $4.00 43.3% 12.4% 0.0% 0.0% 43.9% -6.5% -0.5% 5.5K -48.0K -2.0K 0.05 91.48 N/A N/A 21 1 6,598 904 2019-08-29 $3.91 $4.00 37.1% 10.6% 0.0% 0.0% 37.4% -12.4% 5.3% 6.2K -75.7K -2.0K 0.91 102.16 N/A N/A 11 10 6,619 905 2019-08-30 $3.94 $4.00 37.6% 10.8% 0.0% 0.0% 37.5% -13.2% 5.3% 6.5K -92.8K -2.1K 10.00 90.08 N/A N/A 10 100 6,616 905
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