TRUE Options History — February 2020 In February 2020, TRUE traded between $2.59 and $3.94. ATM implied volatility averaged 96.9%. The 30-day expected move averaged 25.9%. Max pain ranged from $2.00 to $4.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 1.33.
Notable Days 2020-02-20 : Highest Volume — 1,688 contracts2020-02-21 : Largest IV drop — 35.9% change2020-02-20 : Largest Expected Move — 34.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.52 $2.59 $3.94 $3.67 $2.59 Max Pain $2.89 $2.00 $4.00 $4.00 $3.00 ATM IV 96.9% 76.1% 126.2% 93.4% 91.1% Expected Move 25.9% 21.8% 34.0% 26.8% 26.1% Term Structure -13.9% -23.9% -3.5% -10.6% -6.2% VWIV 92.0% 75.4% 118.6% 92.7% 101.6% Skew 25d 16.0% -0.6% 30.1% 23.5% 26.9% Skew 10d 36.8% 6.2% 143.2% 37.0% 31.7% Call IV 25d 76.6% 60.1% 115.2% 61.5% 78.2% Put IV 25d 92.6% 80.0% 130.9% 85.0% 105.1% Bid-Ask Spread % 75.50 29.36 97.26 88.11 97.26 Gamma HHI 0.32 0.24 0.52 0.26 0.25 Net GEX 3.0K 1.7K 7.0K 2.2K 2.2K Net DEX -99.6K -250.1K -17.2K -72.0K -85.0K Net VEX -841 -1.3K -619 -619 -1.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.33 0.00 6.33 0.13 0.31 Total Volume 317.579 1 1,688 45 119 Total OI 2,236.368 1,375 4,234 1,375 4,234
Daily Data (19 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 2020-02-03 $3.67 $4.00 93.4% 26.8% 0.0% 0.0% 92.7% 23.5% -10.6% 2.2K -72.0K -619 0.13 88.11 N/A N/A 40 5 1,098 277 2020-02-04 $3.74 $4.00 100.5% 28.8% 0.0% 0.0% 100.5% 15.4% -19.7% 2.5K -88.9K -661 0.00 94.99 N/A N/A 1 0 1,134 282 2020-02-05 $3.83 $4.00 105.5% 30.2% 0.0% 0.0% 105.5% 2.8% -22.9% 2.6K -100.5K -679 0.05 66.69 N/A N/A 58 3 1,134 282 2020-02-06 $3.94 $3.00 101.1% 23.8% 0.0% 0.0% 82.8% 1.2% -18.9% 2.9K -114.9K -708 0.00 61.07 N/A N/A 30 0 1,145 283 2020-02-07 $3.82 $2.00 103.2% 22.9% 0.0% 0.0% 0.0% 4.2% -11.5% 2.7K -102.2K -690 0.00 85.75 N/A N/A 1 0 1,148 283 2020-02-10 $3.75 $2.00 124.8% 25.2% 0.0% 0.0% 0.0% 30.1% -16.0% 2.5K -92.2K -643 0.38 72.58 N/A N/A 55 21 1,149 283 2020-02-11 $3.67 $2.00 126.2% 23.6% 0.0% 0.0% 0.0% 29.5% -16.6% 2.4K -90.1K -653 0.00 85.40 N/A N/A 56 0 1,199 304 2020-02-12 $3.86 $2.00 87.4% 25.1% 0.0% 0.0% 0.0% 25.7% -20.3% 2.6K -117.3K -699 0.00 85.76 N/A N/A 116 0 1,187 304 2020-02-13 $3.72 $2.00 82.5% 23.6% 0.0% 0.0% 0.0% 17.8% -13.5% 2.7K -107.7K -745 0.04 94.80 N/A N/A 71 3 1,288 304 2020-02-14 $3.73 $2.00 83.6% 24.0% 0.0% 0.0% 86.3% 22.2% -13.6% 2.8K -118.4K -775 6.33 48.65 N/A N/A 3 19 1,328 304 2020-02-18 $3.72 $2.00 86.6% 24.8% 0.0% 0.0% 86.0% 24.2% -18.2% 3.0K -119.6K -750 0.16 76.02 N/A N/A 159 25 1,349 306 2020-02-19 $3.81 $2.00 93.9% 26.9% 0.0% 0.0% 99.5% -0.6% -15.2% 3.6K -153.7K -877 0.03 74.47 N/A N/A 595 17 1,491 323 2020-02-20 $3.91 $3.00 118.7% 34.0% 0.0% 0.0% 118.6% 15.7% -23.9% 7.0K -250.1K -1.2K 0.27 74.35 N/A N/A 1,334 354 2,062 345 2020-02-21 $3.41 $4.00 76.1% 21.8% 0.0% 0.0% 76.5% -0.5% -4.6% 5.2K -71.0K -1.1K 0.78 74.21 N/A N/A 812 636 3,252 776 2020-02-24 $3.24 $4.00 86.2% 24.7% 0.0% 0.0% 78.3% 11.9% -10.6% 4.1K -104.9K -1.1K 1.73 84.60 N/A N/A 33 57 2,433 648 2020-02-25 $2.98 $4.00 94.2% 27.0% 0.0% 0.0% 75.4% 22.6% -4.8% 3.0K -58.6K -1.0K 5.46 57.80 N/A N/A 188 1,027 2,450 646 2020-02-26 $2.85 $3.00 92.8% 26.6% 0.0% 0.0% 89.0% 19.1% -12.8% 2.0K -28.8K -891 3.54 29.36 N/A N/A 26 92 2,374 1,349 2020-02-27 $2.69 $3.00 93.7% 26.9% 0.0% 0.0% 95.0% 12.2% -3.5% 1.7K -17.2K -861 6.09 82.66 N/A N/A 11 67 2,396 1,341 2020-02-28 $2.59 $3.00 91.1% 26.1% 0.0% 0.0% 101.6% 26.9% -6.2% 2.2K -85.0K -1.3K 0.31 97.26 N/A N/A 91 28 2,890 1,344
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