TRUE Options History — September 2020 In September 2020, TRUE traded between $4.55 and $5.41. ATM implied volatility averaged 85.0%. The 30-day expected move averaged 24.0%. Max pain ranged from $3.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.28.
Notable Days 2020-09-21 : Highest Volume — 3,334 contracts2020-09-08 : Largest IV spike — 23.4% change2020-09-22 : Largest Expected Move — 26.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.84 $4.55 $5.41 $4.76 $5.01 Max Pain $3.48 $3.00 $5.00 $4.00 $4.00 ATM IV 85.0% 76.9% 107.6% 83.5% 80.7% Expected Move 24.0% 22.0% 26.5% 24.0% 23.1% Term Structure 1.1% -75.9% 21.9% 3.8% 17.4% VWIV 82.9% 57.2% 94.5% 80.1% 80.3% Skew 25d 1.7% -24.8% 34.4% -1.6% -13.6% Skew 10d 13.1% -35.0% 74.2% 27.2% -10.8% Call IV 25d 81.7% 56.3% 93.2% 65.6% 81.7% Put IV 25d 83.3% 64.0% 95.4% 64.0% 68.0% Bid-Ask Spread % 37.87 15.14 73.47 73.47 15.79 Gamma HHI 0.59 0.51 0.69 0.57 0.59 Net GEX 61.0K 47.4K 90.5K 48.1K 90.5K Net DEX -2.2M -3.4M -1.6M -2.1M -2.6M Net VEX -5.4K -6.1K -4.6K -6.1K -6.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 2.27 0.41 0.04 Total Volume 426.857 17 3,334 93 271 Total OI 10,874.667 9,072 12,418 10,530 12,418
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 2020-09-01 $4.76 $4.00 83.5% 24.0% 0.0% 0.0% 80.1% -1.6% 3.8% 48.1K -2.1M -6.1K 0.41 73.47 N/A N/A 66 27 9,652 878 2020-09-02 $4.80 $4.00 76.9% 22.0% 0.0% 0.0% 76.2% 34.4% 9.5% 48.4K -2.2M -6.0K 0.48 55.79 N/A N/A 23 11 9,698 879 2020-09-03 $4.74 $3.00 91.7% 25.5% 0.0% 0.0% 88.0% 6.9% -4.3% 47.4K -2.1M -6.1K 0.62 47.06 N/A N/A 47 29 9,761 876 2020-09-04 $4.61 $3.00 87.2% 23.9% 0.0% 0.0% 84.1% 0.7% -0.7% 47.5K -1.9M -5.8K 0.13 34.89 N/A N/A 140 18 9,735 876 2020-09-08 $4.67 $3.00 107.6% 25.9% 0.0% 0.0% 88.7% 7.5% -5.7% 48.0K -2.0M -5.5K 0.21 43.49 N/A N/A 14 3 9,641 883 2020-09-09 $4.58 $3.00 85.9% 24.6% 0.0% 0.0% 87.0% -9.7% -1.5% 48.1K -1.8M -5.1K 0.07 34.39 N/A N/A 27 2 9,648 884 2020-09-10 $4.62 $3.00 85.5% 24.5% 0.0% 0.0% 0.0% 5.5% -5.3% 49.3K -1.8M -5.1K 0.10 28.21 N/A N/A 20 2 9,622 883 2020-09-11 $4.55 $3.00 80.7% 23.1% 0.0% 0.0% 82.1% -0.7% -0.4% 50.2K -1.6M -4.8K 0.15 26.27 N/A N/A 47 7 9,627 881 2020-09-14 $4.73 $3.00 77.2% 22.1% 0.0% 0.0% 77.0% 2.2% -0.5% 55.3K -1.8M -4.6K 0.13 28.22 N/A N/A 31 4 9,603 886 2020-09-15 $4.71 $3.00 78.9% 22.6% 0.0% 0.0% 79.7% 4.8% -0.7% 56.5K -1.8M -4.6K 2.27 34.71 N/A N/A 107 243 9,617 890 2020-09-16 $5.03 $3.00 80.8% 23.2% 0.0% 0.0% 80.9% 8.2% -4.6% 63.8K -2.5M -5.0K 0.10 33.06 N/A N/A 193 20 9,648 946 2020-09-17 $4.78 $3.00 80.2% 23.0% 0.0% 0.0% 81.5% 9.9% -75.9% 62.4K -1.9M -4.7K 0.41 55.73 N/A N/A 78 32 9,643 950 2020-09-18 $4.83 $3.00 78.9% 22.6% 0.0% 0.0% 57.2% 23.5% 6.4% 57.2K -1.8M -4.6K 0.25 43.07 N/A N/A 61 15 9,628 915 2020-09-21 $5.20 $3.00 88.0% 25.2% 0.0% 0.0% 90.6% 2.3% 11.7% 59.5K -2.5M -4.8K 0.02 64.82 N/A N/A 3,277 57 8,497 575 2020-09-22 $5.41 $4.00 92.5% 26.5% 0.0% 0.0% 94.5% -3.8% 4.7% 73.1K -3.4M -6.0K 0.11 24.73 N/A N/A 1,565 175 10,340 617 2020-09-23 $5.05 $4.00 84.4% 24.2% 0.0% 0.0% 89.7% -24.8% 21.9% 73.1K -2.5M -6.0K 0.01 47.53 N/A N/A 610 4 10,556 779 2020-09-24 $4.88 $4.00 85.0% 24.4% 0.0% 0.0% 85.2% 4.0% 8.6% 71.4K -2.2M -5.7K 0.11 32.20 N/A N/A 546 58 10,712 784 2020-09-25 $4.86 $4.00 86.9% 24.9% 0.0% 0.0% 87.2% 2.9% 14.1% 72.0K -2.2M -5.9K 0.05 27.75 N/A N/A 368 19 11,085 816 2020-09-28 $4.87 $5.00 88.2% 25.3% 0.0% 0.0% 83.0% -18.1% 9.9% 76.2K -2.3M -5.8K 0.28 15.14 N/A N/A 190 54 11,164 828 2020-09-29 $4.97 $4.00 84.5% 24.2% 0.0% 0.0% 84.7% -5.7% 15.1% 83.4K -2.5M -5.8K 0.00 29.02 N/A N/A 503 0 11,265 782 2020-09-30 $5.01 $4.00 80.7% 23.1% 0.0% 0.0% 80.3% -13.6% 17.4% 90.5K -2.6M -6.1K 0.04 15.79 N/A N/A 261 10 11,636 782
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