TRUE Options History — April 2020 In April 2020, TRUE traded between $2.10 and $2.59. ATM implied volatility averaged 107.3%. The 30-day expected move averaged 30.0%. Max pain ranged from $2.00 to $4.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 3.27.
Notable Days 2020-04-28 : Highest Volume — 374 contracts2020-04-02 : Largest IV spike — 47.1% change2020-04-20 : Largest Expected Move — 46.5%Monthly Statistics Metric Avg Min Max Open Close Price $2.25 $2.10 $2.59 $2.17 $2.57 Max Pain $2.62 $2.00 $4.00 $4.00 $2.00 ATM IV 107.3% 79.8% 162.1% 79.8% 102.5% Expected Move 30.0% 22.6% 46.5% 22.9% 29.4% Term Structure -30.0% -88.1% 33.4% -88.1% -30.9% VWIV 118.0% 82.8% 182.7% 111.5% 120.9% Skew 25d -2.9% -40.7% 39.5% 39.5% 3.6% Skew 10d 8.5% -35.8% 43.8% 38.4% 32.7% Call IV 25d 104.4% 78.0% 159.2% 119.7% 90.8% Put IV 25d 101.5% 70.7% 159.2% 159.2% 94.4% Bid-Ask Spread % 106.58 78.79 127.25 112.03 100.34 Gamma HHI 0.38 0.27 0.55 0.39 0.28 Net GEX 738 -1.7K 2.1K -505 1.8K Net DEX -52.2K -139.3K 49.4K -20.8K -122.4K Net VEX -703 -885 -539 -772 -655 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.27 0.00 21.00 1.57 0.17 Total Volume 68.143 0 374 18 7 Total OI 3,122.714 1,804 4,098 3,965 1,814
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 2020-04-01 $2.17 $4.00 79.8% 22.9% 0.0% 0.0% 0.0% 39.5% -88.1% -505 -20.8K -772 1.57 112.03 N/A N/A 7 11 2,449 1,516 2020-04-02 $2.16 $3.00 117.3% 33.8% 0.0% 0.0% 111.5% 6.7% -44.1% -317 40.9K -740 14.63 127.25 N/A N/A 8 117 2,452 1,518 2020-04-03 $2.11 $3.00 117.2% 26.9% 0.0% 0.0% 97.3% -20.7% 16.1% -769 49.4K -719 3.63 106.61 N/A N/A 8 29 2,460 1,583 2020-04-06 $2.12 $3.00 121.5% 22.6% 0.0% 0.0% 82.8% 13.5% 33.4% -1.2K 39.0K -696 1.09 119.54 N/A N/A 11 12 2,461 1,588 2020-04-07 $2.10 $3.00 85.7% 28.1% 0.0% 0.0% 98.1% 6.8% -25.0% 1.4K 8.7K -648 21.00 125.70 N/A N/A 1 21 2,467 1,598 2020-04-08 $2.20 $3.00 91.6% 26.3% 0.0% 0.0% 182.7% 15.6% 6.1% -757 8.1K -679 0.50 112.28 N/A N/A 2 1 2,468 1,407 2020-04-09 $2.20 $3.00 110.4% 31.6% 0.0% 0.0% 129.0% -29.9% -22.3% -748 -16.0K -761 0.00 104.53 N/A N/A 0 14 2,469 1,407 2020-04-13 $2.21 $3.00 108.8% 31.2% 0.0% 0.0% 132.8% -22.3% -46.2% 1.2K -12.2K -562 3.50 104.80 N/A N/A 4 14 2,469 1,411 2020-04-14 $2.23 $3.00 113.5% 32.5% 0.0% 0.0% 0.0% 10.6% -15.8% -840 -17.2K -642 15.00 108.78 N/A N/A 1 15 2,477 1,416 2020-04-15 $2.18 $3.00 111.5% 32.0% 0.0% 0.0% 113.6% -3.8% -35.3% -1.7K 4.4K -539 0.01 114.51 N/A N/A 250 3 2,477 1,415 2020-04-16 $2.15 $3.00 120.1% 34.4% 0.0% 0.0% 0.0% -40.7% -44.6% 1.4K -61.7K -658 0.00 102.00 N/A N/A 39 0 2,727 1,340 2020-04-17 $2.22 $3.00 112.8% 32.3% 0.0% 0.0% 112.2% -2.3% -36.9% 1.7K -79.1K -764 0.45 92.60 N/A N/A 20 9 2,758 1,340 2020-04-20 $2.20 $2.00 162.1% 46.5% 0.0% 0.0% 0.0% -25.0% -75.5% 1.7K -109.2K -752 0.00 110.55 N/A N/A 3 0 1,815 215 2020-04-21 $2.25 $2.00 89.8% 25.8% 0.0% 0.0% 95.9% -17.3% -62.6% 1.7K -139.3K -885 0.55 111.81 N/A N/A 11 6 1,816 215 2020-04-22 $2.34 $2.00 109.0% 31.3% 0.0% 0.0% 138.3% -24.9% -51.5% 1.6K -124.2K -736 0.00 96.55 N/A N/A 35 0 1,827 221 2020-04-23 $2.35 $2.00 102.1% 29.3% 0.0% 0.0% 109.2% 0.8% -15.9% 2.1K -103.7K -719 0.00 100.80 N/A N/A 25 0 1,848 221 2020-04-24 $2.29 $2.00 91.7% 26.3% 0.0% 0.0% 0.0% 8.2% 28.9% 2.1K -102.6K -715 0.00 108.53 N/A N/A 0 0 1,868 221 2020-04-27 $2.30 $2.00 107.3% 30.8% 0.0% 0.0% 127.8% 10.7% -59.3% 2.0K -98.9K -713 0.01 78.79 N/A N/A 332 2 1,868 221 2020-04-28 $2.27 $2.00 108.9% 31.2% 0.0% 0.0% 131.1% 4.9% -63.8% 1.7K -109.8K -704 0.00 87.51 N/A N/A 374 0 1,709 221 2020-04-29 $2.59 $2.00 90.3% 25.9% 0.0% 0.0% 104.6% 5.1% 3.5% 1.9K -129.4K -698 0.03 112.70 N/A N/A 38 1 1,583 221 2020-04-30 $2.57 $2.00 102.5% 29.4% 0.0% 0.0% 120.9% 3.6% -30.9% 1.8K -122.4K -655 0.17 100.34 N/A N/A 6 1 1,592 222
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