TRUE Options History — November 2020 In November 2020, TRUE traded between $3.71 and $5.02. ATM implied volatility averaged 97.4%. The 30-day expected move averaged 27.3%. Max pain ranged from $4.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.54.
Notable Days 2020-11-09 : Highest Volume — 3,277 contracts2020-11-06 : Largest IV drop — 25.0% change2020-11-04 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.12 $3.71 $5.02 $4.54 $4.08 Max Pain $4.25 $4.00 $5.00 $5.00 $4.00 ATM IV 97.4% 68.9% 145.5% 138.2% 68.9% Expected Move 27.3% 19.7% 39.8% 39.6% 19.7% Term Structure -6.2% -21.4% 14.4% -17.3% 14.4% VWIV 96.9% 75.3% 147.9% 147.9% 75.4% Skew 25d -2.1% -32.5% 18.4% 8.6% -32.5% Skew 10d 18.8% -41.5% 75.0% 75.0% -41.5% Call IV 25d 97.5% 47.8% 144.6% 144.6% 97.3% Put IV 25d 95.4% 64.8% 153.2% 153.2% 64.8% Bid-Ask Spread % 28.78 11.11 61.48 11.11 53.34 Gamma HHI 0.53 0.39 0.70 0.42 0.66 Net GEX 38.3K 19.1K 112.2K 42.4K 22.6K Net DEX -959.1K -2.6M -379.6K -1.8M -611.1K Net VEX -4.4K -6.8K -3.4K -6.4K -3.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.01 1.93 1.30 0.29 Total Volume 708.9 90 3,277 435 360 Total OI 15,043.8 8,770 20,006 14,281 9,074
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 2020-11-02 $4.54 $5.00 138.2% 39.6% 0.0% 0.0% 147.9% 8.6% -17.3% 42.4K -1.8M -6.4K 1.30 11.11 N/A N/A 189 246 12,472 1,809 2020-11-03 $4.74 $5.00 134.9% 38.7% 0.0% 0.0% 137.4% -5.5% -14.1% 47.8K -2.1M -6.5K 0.15 20.07 N/A N/A 127 19 12,472 1,809 2020-11-04 $4.68 $5.00 138.7% 39.8% 0.0% 0.0% 136.8% 0.5% -21.4% 46.9K -1.9M -6.3K 0.01 29.79 N/A N/A 127 1 12,504 1,972 2020-11-05 $5.02 $5.00 145.5% 34.2% 0.0% 0.0% 123.5% 1.8% -11.6% 54.0K -2.6M -6.8K 0.59 38.17 N/A N/A 1,093 650 12,550 1,972 2020-11-06 $3.71 $5.00 109.1% 29.0% 0.0% 0.0% 99.4% -7.6% -9.3% 19.1K -379.6K -3.5K 0.23 31.56 N/A N/A 1,956 456 13,000 1,864 2020-11-09 $3.94 $4.00 99.3% 27.1% 0.0% 0.0% 94.3% 4.7% -0.7% 30.7K -722.5K -4.0K 0.01 61.48 N/A N/A 3,233 44 13,895 1,886 2020-11-10 $3.88 $4.00 103.0% 27.5% 0.0% 0.0% 99.9% 3.0% -11.4% 38.2K -841.2K -4.5K 0.13 17.04 N/A N/A 339 43 16,296 1,944 2020-11-11 $3.97 $4.00 91.6% 26.3% 0.0% 0.0% 93.5% 4.7% -2.7% 38.0K -911.0K -4.6K 1.17 23.39 N/A N/A 233 273 15,802 1,948 2020-11-12 $3.98 $4.00 90.3% 25.9% 0.0% 0.0% 89.6% 11.1% -2.4% 40.7K -920.0K -4.5K 1.07 22.87 N/A N/A 292 313 16,380 2,043 2020-11-13 $3.91 $4.00 92.0% 26.4% 0.0% 0.0% 87.5% 1.0% -3.8% 33.2K -617.7K -4.0K 0.10 24.05 N/A N/A 110 11 16,263 2,269 2020-11-16 $3.95 $4.00 90.4% 25.9% 0.0% 0.0% 88.6% 8.8% -7.6% 35.4K -650.8K -3.7K 0.53 25.68 N/A N/A 192 102 16,280 2,267 2020-11-17 $3.92 $4.00 86.7% 24.8% 0.0% 0.0% 89.5% 7.5% -6.0% 34.3K -578.4K -3.6K 0.62 25.53 N/A N/A 234 146 16,266 2,199 2020-11-18 $3.92 $4.00 82.6% 23.7% 0.0% 0.0% 96.1% -25.7% -2.9% 34.1K -569.7K -3.5K 0.05 44.55 N/A N/A 1,244 64 16,223 2,296 2020-11-19 $3.99 $4.00 80.8% 23.2% 0.0% 0.0% 77.3% -13.5% -9.0% 47.5K -715.1K -3.8K 1.93 20.39 N/A N/A 215 415 17,409 2,291 2020-11-20 $4.00 $4.00 79.3% 22.7% 0.0% 0.0% 80.0% 10.7% 0.8% 112.2K -682.8K -3.8K 1.90 13.42 N/A N/A 134 254 17,462 2,544 2020-11-23 $3.95 $4.00 78.2% 22.4% 0.0% 0.0% 75.3% 18.4% -2.6% 20.3K -533.7K -3.6K 0.47 42.01 N/A N/A 296 140 7,273 1,517 2020-11-24 $4.04 $4.00 72.8% 20.9% 0.0% 0.0% 79.5% -17.8% -1.0% 20.8K -601.8K -3.6K 0.04 17.74 N/A N/A 339 12 7,210 1,560 2020-11-25 $4.05 $4.00 83.6% 24.0% 0.0% 0.0% 83.0% -9.7% -11.4% 22.8K -633.3K -3.7K 0.05 18.30 N/A N/A 86 4 7,342 1,566 2020-11-27 $4.13 $4.00 81.9% 23.5% 0.0% 0.0% 83.4% -9.4% -4.9% 24.8K -744.2K -3.8K 0.10 35.04 N/A N/A 169 17 7,385 1,562 2020-11-30 $4.08 $4.00 68.9% 19.7% 0.0% 0.0% 75.4% -32.5% 14.4% 22.6K -611.1K -3.4K 0.29 53.34 N/A N/A 280 80 7,498 1,576
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