TRUE Options History — May 2020 In May 2020, TRUE traded between $2.26 and $3.23. ATM implied volatility averaged 126.6%. The 30-day expected move averaged 32.8%. Max pain ranged from $2.00 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.54.
Notable Days 2020-05-06 : Highest Volume — 2,356 contracts2020-05-12 : Largest IV spike — 55.9% change2020-05-01 : Largest Expected Move — 44.6%Monthly Statistics Metric Avg Min Max Open Close Price $2.63 $2.26 $3.23 $2.48 $2.67 Max Pain $2.05 $2.00 $3.00 $2.00 $2.00 ATM IV 126.6% 93.4% 219.1% 155.5% 104.0% Expected Move 32.8% 26.8% 44.6% 44.6% 29.8% Term Structure -9.5% -77.6% 26.2% -77.6% -7.8% VWIV 109.0% 67.8% 138.6% 130.4% 102.6% Skew 25d -9.6% -46.9% 33.4% -8.6% -29.9% Skew 10d 10.6% -47.6% 59.9% 16.0% -33.3% Call IV 25d 105.9% 66.4% 138.5% 119.8% 103.6% Put IV 25d 96.4% 72.6% 124.6% 111.2% 73.7% Bid-Ask Spread % 80.88 35.90 111.91 91.02 88.31 Gamma HHI 0.52 0.27 0.65 0.27 0.59 Net GEX 6.2K 1.7K 12.1K 1.7K 6.8K Net DEX -298.0K -627.7K -114.0K -114.0K -306.3K Net VEX -1.4K -2.3K -645 -658 -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.00 3.11 0.00 0.00 Total Volume 333.85 11 2,356 19 14 Total OI 4,724.9 1,821 6,297 1,821 5,166
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 2020-05-01 $2.48 $2.00 155.5% 44.6% 0.0% 0.0% 130.4% -8.6% -77.6% 1.7K -114.0K -658 0.00 91.02 N/A N/A 19 0 1,598 223 2020-05-04 $2.55 $3.00 127.0% 27.9% 0.0% 0.0% 67.8% 21.0% -1.5% 1.9K -121.3K -645 0.01 54.86 N/A N/A 113 1 1,616 223 2020-05-05 $2.72 $2.00 132.5% 27.8% 0.0% 0.0% 76.9% -24.4% -3.9% 2.5K -150.9K -673 0.01 99.25 N/A N/A 788 8 1,728 224 2020-05-06 $2.89 $2.00 182.9% 33.5% 0.0% 0.0% 138.6% -46.9% -19.5% 4.1K -255.3K -1.1K 0.01 90.77 N/A N/A 2,336 20 2,285 230 2020-05-07 $3.23 $2.00 219.1% 35.4% 0.0% 0.0% 131.4% -18.9% -6.2% 9.7K -627.7K -2.3K 0.22 82.48 N/A N/A 1,418 312 4,342 241 2020-05-08 $2.76 $2.00 130.9% 35.4% 0.0% 0.0% 119.2% -12.3% -9.4% 9.3K -453.0K -1.9K 0.06 72.68 N/A N/A 557 33 5,253 552 2020-05-11 $2.81 $2.00 98.1% 33.9% 0.0% 0.0% 98.5% 15.4% -14.4% 12.1K -460.2K -1.9K 0.43 111.50 N/A N/A 75 32 5,615 558 2020-05-12 $2.50 $2.00 153.0% 35.7% 0.0% 0.0% 120.8% -12.7% -33.6% 6.4K -311.9K -1.6K 0.35 111.91 N/A N/A 115 40 5,612 563 2020-05-13 $2.28 $2.00 115.8% 33.2% 0.0% 0.0% 136.2% -7.8% -11.3% 5.0K -241.8K -1.3K 0.47 81.50 N/A N/A 79 37 5,729 535 2020-05-14 $2.26 $2.00 139.4% 40.0% 0.0% 0.0% 134.4% -4.8% 0.4% 4.7K -249.4K -1.3K 2.23 87.10 N/A N/A 13 29 5,740 548 2020-05-15 $2.36 $2.00 117.5% 33.7% 0.0% 0.0% 121.8% -9.3% 26.2% 5.2K -279.8K -1.4K 3.11 91.70 N/A N/A 37 115 5,747 550 2020-05-18 $2.47 $2.00 112.1% 32.1% 0.0% 0.0% 100.6% 20.9% -18.9% 5.6K -214.3K -1.2K 0.35 92.39 N/A N/A 20 7 4,400 420 2020-05-19 $2.65 $2.00 107.7% 30.9% 0.0% 0.0% 107.1% 2.0% -4.6% 6.5K -292.7K -1.5K 0.00 73.19 N/A N/A 57 0 4,418 427 2020-05-20 $2.66 $2.00 103.2% 29.6% 0.0% 0.0% 99.7% -29.3% 4.0% 6.7K -293.4K -1.5K 0.00 59.62 N/A N/A 124 0 4,438 427 2020-05-21 $2.58 $2.00 107.5% 30.8% 0.0% 0.0% 107.5% -11.5% -4.4% 6.5K -294.2K -1.5K 0.00 35.90 N/A N/A 11 0 4,541 427 2020-05-22 $2.53 $2.00 93.4% 26.8% 0.0% 0.0% 94.4% -21.6% 15.6% 6.1K -266.6K -1.4K 0.00 64.81 N/A N/A 21 0 4,542 427 2020-05-26 $2.64 $2.00 111.3% 31.9% 0.0% 0.0% 73.0% 33.4% -2.7% 7.3K -316.7K -1.5K 1.94 76.95 N/A N/A 33 64 4,538 427 2020-05-27 $2.79 $2.00 103.3% 29.6% 0.0% 0.0% 102.7% -20.2% -6.0% 7.8K -365.4K -1.6K 0.04 71.31 N/A N/A 52 2 4,555 479 2020-05-28 $2.68 $2.00 118.1% 33.8% 0.0% 0.0% 116.5% -26.0% -13.7% 7.3K -346.2K -1.6K 1.50 80.32 N/A N/A 38 57 4,672 482 2020-05-29 $2.67 $2.00 104.0% 29.8% 0.0% 0.0% 102.6% -29.9% -7.8% 6.8K -306.3K -1.4K 0.00 88.31 N/A N/A 14 0 4,680 486
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