TRUE Options History — November 2019 In November 2019, TRUE traded between $3.47 and $5.37. ATM implied volatility averaged 82.7%. The 30-day expected move averaged 20.3%. Max pain ranged from $3.00 to $5.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 2.71.
Notable Days 2019-11-08 : Highest Volume — 3,040 contracts2019-11-08 : Largest IV drop — 42.7% change2019-11-01 : Largest Expected Move — 34.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.48 $3.47 $5.37 $3.47 $5.24 Max Pain $3.95 $3.00 $5.00 $5.00 $5.00 ATM IV 82.7% 52.6% 146.5% 120.6% 62.8% Expected Move 20.3% 15.1% 34.6% 34.6% 18.0% Term Structure -5.6% -17.0% 4.5% -17.0% -4.3% VWIV 71.5% 53.6% 119.7% 119.7% 62.8% Skew 25d 7.3% -8.3% 26.3% 8.6% 15.0% Skew 10d 12.2% -24.0% 66.4% 22.1% -8.5% Call IV 25d 64.7% 42.5% 112.2% 112.2% 42.5% Put IV 25d 71.9% 45.5% 120.8% 120.8% 57.5% Bid-Ask Spread % 50.30 20.46 78.69 20.46 54.57 Gamma HHI 0.31 0.25 0.42 0.42 0.26 Net GEX 3.8K -3.8K 10.0K -3.8K 3.7K Net DEX -232.5K -866.3K 270.5K 270.5K -677.3K Net VEX -2.3K -3.5K -2.0K -2.0K -3.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.71 0.01 20.33 0.56 5.42 Total Volume 542.75 0 3,040 697 1 Total OI 7,688.65 6,270 9,508 6,814 8,729
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 2019-11-01 $3.47 $5.00 120.6% 34.6% 0.0% 0.0% 119.7% 8.6% -17.0% -3.8K 270.5K -2.0K 0.56 20.46 N/A N/A 446 251 3,644 3,170 2019-11-04 $3.56 $3.00 146.5% 26.1% 0.0% 0.0% 91.3% 4.6% -9.4% -2.9K 176.4K -2.1K 9.71 32.17 N/A N/A 51 495 3,937 3,233 2019-11-05 $3.61 $3.00 141.1% 27.1% 0.0% 0.0% 109.8% 15.3% -13.2% -2.2K 183.6K -2.0K 1.50 49.30 N/A N/A 48 72 3,955 3,074 2019-11-06 $3.67 $3.00 143.4% 26.9% 0.0% 0.0% 87.3% 13.1% -9.7% -2.0K 151.2K -2.1K 1.22 45.58 N/A N/A 197 240 4,003 3,168 2019-11-07 $3.67 $3.00 141.0% 24.3% 0.0% 0.0% 87.2% 14.0% -4.1% -2.2K 166.3K -2.1K 0.57 30.34 N/A N/A 671 381 4,136 3,406 2019-11-08 $4.76 $3.00 80.9% 19.7% 0.0% 0.0% 70.0% 26.3% -4.6% 270 -535.7K -2.5K 0.38 20.64 N/A N/A 2,197 843 4,390 3,694 2019-11-11 $4.79 $4.00 78.7% 18.2% 0.0% 0.0% 64.3% -3.6% -2.2% -1.3K -342.1K -2.6K 0.12 30.64 N/A N/A 989 118 4,868 4,355 2019-11-12 $4.54 $4.00 66.6% 18.4% 0.0% 0.0% 64.2% 13.7% -5.0% 5.5K -81.2K -2.3K 0.79 53.94 N/A N/A 312 248 5,148 4,360 2019-11-13 $4.49 $4.00 69.8% 20.0% 0.0% 0.0% 61.4% 8.8% -16.3% 6.9K -113.3K -2.2K 0.15 58.20 N/A N/A 138 21 5,174 4,268 2019-11-14 $4.46 $4.00 66.4% 19.0% 0.0% 0.0% 63.6% 9.5% -5.2% 6.9K -84.8K -2.1K 20.33 68.42 N/A N/A 6 122 5,112 4,266 2019-11-15 $4.62 $4.00 62.5% 17.9% 0.0% 0.0% 60.9% 13.2% -9.2% 7.8K -204.2K -2.0K 2.48 65.57 N/A N/A 73 181 5,113 4,132 2019-11-18 $4.56 $4.00 65.1% 18.7% 0.0% 0.0% 65.4% 7.4% -5.2% 6.1K -256.2K -2.1K 3.00 52.26 N/A N/A 17 51 4,106 2,164 2019-11-19 $4.52 $4.00 59.3% 17.0% 0.0% 0.0% 0.0% 6.3% -2.9% 5.8K -240.6K -2.0K 0.00 59.75 N/A N/A 0 0 4,116 2,182 2019-11-20 $4.55 $4.00 52.6% 15.1% 0.0% 0.0% 54.4% 9.0% 4.5% 6.0K -234.9K -2.0K 0.07 78.69 N/A N/A 27 2 4,126 2,182 2019-11-21 $4.65 $4.00 59.1% 17.0% 0.0% 0.0% 62.6% 11.3% -3.5% 6.3K -298.6K -2.0K 0.01 62.84 N/A N/A 89 1 4,110 2,182 2019-11-22 $4.86 $4.00 58.7% 16.8% 0.0% 0.0% 58.3% -5.5% -1.3% 8.5K -401.3K -2.0K 1.15 53.46 N/A N/A 13 15 4,206 2,182 2019-11-25 $5.09 $5.00 56.5% 16.2% 0.0% 0.0% 53.6% -7.8% 2.1% 8.5K -539.9K -2.1K 0.98 53.35 N/A N/A 921 903 4,203 2,189 2019-11-26 $5.37 $4.00 56.3% 16.1% 0.0% 0.0% 56.8% -5.4% 2.1% 10.0K -866.3K -3.4K 0.32 53.81 N/A N/A 138 44 5,121 3,089 2019-11-27 $5.17 $5.00 66.8% 19.2% 0.0% 0.0% 65.6% -8.3% -7.6% 8.9K -721.9K -3.5K 5.42 62.01 N/A N/A 83 450 5,151 3,129 2019-11-29 $5.24 $5.00 62.8% 18.0% 0.0% 0.0% 62.8% 15.0% -4.3% 3.7K -677.3K -3.5K 0.00 54.57 N/A N/A 0 1 5,178 3,551
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