TRUE Options History — January 2020 In January 2020, TRUE traded between $3.59 and $4.91. ATM implied volatility averaged 72.2%. The 30-day expected move averaged 23.2%. Max pain ranged from $4.00 to $5.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 14.47.
Notable Days 2020-01-02 : Highest Volume — 944 contracts2020-01-13 : Largest IV spike — 46.7% change2020-01-27 : Largest Expected Move — 28.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.21 $3.59 $4.91 $4.91 $3.70 Max Pain $4.71 $4.00 $5.00 $5.00 $4.00 ATM IV 72.2% 41.6% 99.7% 52.4% 93.7% Expected Move 23.2% 15.0% 28.6% 15.0% 26.9% Term Structure -10.8% -21.4% 21.6% 21.6% -19.4% VWIV 77.4% 52.4% 95.7% 52.4% 92.5% Skew 25d 2.9% -16.6% 30.2% 1.6% 30.2% Skew 10d 0.8% -56.4% 51.2% 3.5% 51.2% Call IV 25d 72.1% 46.5% 95.7% 46.5% 74.6% Put IV 25d 75.1% 46.9% 104.7% 48.1% 104.7% Bid-Ask Spread % 67.82 12.61 97.04 70.94 83.08 Gamma HHI 0.42 0.19 0.90 0.26 0.24 Net GEX 3.1K -9.1K 20.9K 6.5K 2.0K Net DEX -24.6K -324.5K 132.8K -324.5K -71.8K Net VEX -684 -1.7K -418 -1.7K -634 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 14.47 0.00 184.00 0.00 0.15 Total Volume 166 8 944 944 54 Total OI 4,257.952 891 7,785 7,785 1,333
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 2020-01-02 $4.91 $5.00 52.4% 15.0% 0.0% 0.0% 52.4% 1.6% 21.6% 6.5K -324.5K -1.7K 0.00 70.94 N/A N/A 944 0 4,954 2,831 2020-01-03 $4.78 $5.00 57.2% 16.4% 0.0% 0.0% 57.3% -16.5% 19.2% -6.9K -24.3K -1.3K 0.42 71.13 N/A N/A 12 5 4,106 2,831 2020-01-06 $4.73 $5.00 46.5% 22.0% 0.0% 0.0% 80.8% -1.8% -10.8% -9.1K 27.4K -1.1K 0.27 71.27 N/A N/A 15 4 4,106 2,831 2020-01-07 $4.65 $5.00 41.6% 21.0% 0.0% 0.0% 0.0% 2.0% -10.3% -8.8K 111.8K -922 0.00 72.87 N/A N/A 0 925 4,111 2,831 2020-01-08 $4.62 $5.00 48.6% 20.5% 0.0% 0.0% 71.5% 2.4% -8.7% 5.6K -200.2K -775 184.00 72.04 N/A N/A 2 368 4,111 1,991 2020-01-09 $4.45 $5.00 46.7% 21.8% 0.0% 0.0% 74.9% -4.2% -10.5% 3.3K 24.1K -639 0.00 70.20 N/A N/A 15 0 4,112 2,358 2020-01-10 $4.18 $5.00 43.5% 22.3% 0.0% 0.0% 76.6% 5.0% -16.3% 10.0K 130.8K -640 0.00 77.75 N/A N/A 0 8 4,115 2,358 2020-01-13 $4.04 $5.00 63.9% 23.3% 0.0% 0.0% 82.1% -14.6% -16.7% 14.5K 132.8K -548 19.00 83.29 N/A N/A 2 38 4,155 2,275 2020-01-14 $4.07 $5.00 60.3% 22.8% 0.0% 0.0% 0.0% -7.3% -15.8% 14.6K 121.8K -517 16.00 80.76 N/A N/A 2 32 4,157 2,246 2020-01-15 $4.12 $5.00 81.9% 23.5% 0.0% 0.0% 0.0% -2.9% -15.6% 20.9K 49.0K -492 35.50 76.84 N/A N/A 2 71 4,156 2,237 2020-01-16 $4.32 $5.00 83.2% 23.9% 0.0% 0.0% 75.0% 8.0% -18.1% 1.2K -52.6K -445 2.00 82.18 N/A N/A 5 10 4,158 2,166 2020-01-17 $4.37 $5.00 77.4% 22.2% 0.0% 0.0% 72.7% 6.5% -14.2% 1.3K -59.5K -465 4.57 76.08 N/A N/A 89 407 4,163 2,166 2020-01-21 $4.32 $5.00 83.4% 23.9% 0.0% 0.0% 84.1% 0.1% -21.4% 1.2K -44.5K -482 0.09 16.41 N/A N/A 22 2 616 275 2020-01-22 $4.23 $5.00 85.8% 24.6% 0.0% 0.0% 84.1% -2.7% -14.5% 1.2K -40.1K -474 0.00 17.83 N/A N/A 56 0 624 277 2020-01-23 $4.03 $5.00 86.0% 24.7% 0.0% 0.0% 86.1% -16.6% -6.7% 1.1K -35.6K -457 0.00 46.40 N/A N/A 28 0 639 277 2020-01-24 $3.92 $4.00 88.5% 25.4% 0.0% 0.0% 83.5% 6.3% -10.4% 952 -25.8K -418 0.00 12.61 N/A N/A 157 0 662 277 2020-01-27 $3.93 $4.00 99.7% 28.6% 0.0% 0.0% 56.3% 15.8% -20.6% 1.7K -71.1K -615 2.00 78.56 N/A N/A 5 10 923 277 2020-01-28 $3.91 $4.00 89.5% 25.6% 0.0% 0.0% 0.0% 11.1% -4.9% 1.7K -67.8K -596 10.00 86.04 N/A N/A 1 10 928 277 2020-01-29 $3.59 $4.00 96.6% 27.7% 0.0% 0.0% 95.7% 15.0% -16.5% 1.3K -40.2K -516 0.77 80.88 N/A N/A 70 54 929 287 2020-01-30 $3.61 $4.00 90.4% 25.9% 0.0% 0.0% 90.0% 23.8% -16.1% 1.7K -55.8K -590 0.22 97.04 N/A N/A 50 11 1,014 277 2020-01-31 $3.70 $4.00 93.7% 26.9% 0.0% 0.0% 92.5% 30.2% -19.4% 2.0K -71.8K -634 0.15 83.08 N/A N/A 47 7 1,056 277
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