TRUE Options History — September 2021 In September 2021, TRUE traded between $4.07 and $4.36. ATM implied volatility averaged 50.8%. The 30-day expected move averaged 14.8%. Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 0.46.
Notable Days 2021-09-07 : Highest Volume — 938 contracts2021-09-02 : Largest IV spike — 42.4% change2021-09-29 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.17 $4.07 $4.36 $4.31 $4.16 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 50.8% 31.0% 57.8% 31.0% 52.3% Expected Move 14.8% 8.9% 16.6% 8.9% 15.0% Term Structure 11.0% -3.1% 27.2% 17.3% 15.2% VWIV 48.3% 30.4% 57.8% 30.4% 52.4% Skew 25d 22.9% 1.3% 56.4% 1.3% 11.3% Skew 10d 41.8% -1.6% 132.5% -1.6% 21.0% Call IV 25d 37.2% 27.1% 53.6% 32.8% 44.0% Put IV 25d 60.2% 34.1% 99.7% 34.1% 55.4% Bid-Ask Spread % 37.63 14.29 78.08 78.08 19.27 Gamma HHI 0.33 0.28 0.42 0.31 0.31 Net GEX 12.2K 7.9K 17.1K 7.9K 11.9K Net DEX -63.5K -253.5K 78.8K 15.0K -83.5K Net VEX -2.0K -2.4K -1.8K -2.0K -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.00 3.25 0.09 0.04 Total Volume 167.333 17 938 38 29 Total OI 6,325 5,608 7,212 5,608 6,338
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 2021-09-01 $4.31 $5.00 31.0% 8.9% 0.0% 0.0% 30.4% 1.3% 17.3% 7.9K 15.0K -2.0K 0.09 78.08 N/A N/A 35 3 4,195 1,413 2021-09-02 $4.13 $5.00 44.2% 13.8% 0.0% 0.0% 55.1% 16.1% 8.9% 8.2K 50.9K -2.1K 0.02 27.74 N/A N/A 50 1 4,359 1,451 2021-09-03 $4.15 $5.00 45.4% 15.3% 0.0% 0.0% 43.3% 16.7% 3.9% 8.1K 43.1K -2.1K 0.00 14.29 N/A N/A 41 0 4,354 1,454 2021-09-07 $4.12 $5.00 47.1% 14.9% 0.0% 0.0% 52.0% 43.1% 5.1% 8.1K 78.8K -1.9K 0.00 30.20 N/A N/A 935 3 4,388 1,455 2021-09-08 $4.09 $5.00 53.0% 15.2% 0.0% 0.0% 51.0% 18.6% 6.1% 8.2K 78.3K -2.0K 0.02 17.03 N/A N/A 400 9 4,441 1,455 2021-09-09 $4.16 $5.00 52.5% 15.1% 0.0% 0.0% 52.5% 20.5% 7.4% 13.8K 838 -2.2K 0.00 19.38 N/A N/A 72 0 5,352 1,457 2021-09-10 $4.23 $5.00 52.1% 14.9% 0.0% 0.0% 52.1% 25.8% 7.4% 14.9K -47.5K -2.3K 0.10 46.84 N/A N/A 51 5 5,542 1,462 2021-09-13 $4.29 $5.00 55.9% 16.0% 0.0% 0.0% 55.9% 29.3% 4.8% 15.1K -81.5K -2.4K 0.01 34.88 N/A N/A 146 1 5,508 1,462 2021-09-14 $4.18 $5.00 55.1% 15.8% 0.0% 0.0% 36.4% 44.9% 1.8% 14.4K -9.9K -2.2K 0.00 53.30 N/A N/A 538 1 5,522 1,462 2021-09-15 $4.16 $5.00 57.5% 16.5% 0.0% 0.0% 39.2% 28.6% -3.1% 11.9K 63.2K -1.9K 1.96 69.39 N/A N/A 23 45 5,611 1,463 2021-09-16 $4.13 $5.00 50.7% 14.5% 0.0% 0.0% 41.8% 13.0% 0.0% 15.3K -130.3K -2.2K 0.12 29.73 N/A N/A 26 3 6,028 1,184 2021-09-17 $4.15 $5.00 48.0% 13.8% 0.0% 0.0% 48.0% 16.5% 18.8% 12.3K -99.1K -2.0K 0.04 65.73 N/A N/A 141 5 6,017 1,195 2021-09-20 $4.07 $5.00 55.9% 16.0% 0.0% 0.0% 48.8% 16.9% 8.6% 11.6K -123.5K -1.9K 0.14 55.17 N/A N/A 36 5 5,075 866 2021-09-21 $4.08 $5.00 50.9% 14.6% 0.0% 0.0% 50.9% 15.0% 14.6% 11.4K -121.7K -2.0K 0.49 25.40 N/A N/A 41 20 5,024 867 2021-09-22 $4.12 $5.00 53.2% 15.2% 0.0% 0.0% 53.1% 21.7% 13.6% 12.2K -130.2K -1.9K 0.01 58.08 N/A N/A 200 2 5,051 872 2021-09-23 $4.17 $5.00 50.1% 14.4% 0.0% 0.0% 44.9% 19.0% 23.1% 12.9K -156.2K -2.0K 0.01 21.75 N/A N/A 158 1 5,053 852 2021-09-24 $4.29 $5.00 51.2% 14.7% 0.0% 0.0% 52.4% 27.8% 17.2% 14.6K -181.2K -2.0K 0.75 27.07 N/A N/A 60 45 5,177 851 2021-09-27 $4.36 $5.00 47.1% 13.5% 0.0% 0.0% 39.6% 21.6% 27.2% 17.1K -253.5K -2.2K 0.91 14.82 N/A N/A 175 160 5,269 852 2021-09-28 $4.18 $5.00 56.8% 16.3% 0.0% 0.0% 56.6% 56.4% 13.2% 13.7K -163.8K -1.9K 1.82 17.82 N/A N/A 11 20 5,302 832 2021-09-29 $4.10 $5.00 57.8% 16.6% 0.0% 0.0% 57.8% 17.7% 8.2% 11.7K -82.3K -1.9K 3.25 64.33 N/A N/A 4 13 5,322 992 2021-09-30 $4.16 $5.00 52.3% 15.0% 0.0% 0.0% 52.4% 11.3% 15.2% 11.9K -83.5K -1.8K 0.04 19.27 N/A N/A 28 1 5,327 1,011
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