TRUE Options History — December 2021 In December 2021, TRUE traded between $3.14 and $3.69. ATM implied volatility averaged 69.8%. The 30-day expected move averaged 19.3%. Max pain ranged from $4.00 to $4.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.40.
Notable Days 2021-12-01 : Highest Volume — 523 contracts2021-12-07 : Largest IV drop — 46.5% change2021-12-15 : Largest Expected Move — 27.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.41 $3.14 $3.69 $3.30 $3.39 Max Pain $4.00 $4.00 $4.00 $4.00 $4.00 ATM IV 69.8% 44.4% 106.8% 67.8% 56.3% Expected Move 19.3% 12.7% 27.9% 19.4% 16.1% Term Structure -1.4% -68.9% 25.4% -13.5% 25.4% VWIV 69.8% 45.0% 130.9% 76.8% 61.9% Skew 25d 5.7% -23.6% 46.0% 4.2% -4.6% Skew 10d 25.9% 2.9% 102.5% 23.7% 19.3% Call IV 25d 56.4% 33.6% 88.9% 50.4% 74.0% Put IV 25d 62.1% 41.3% 89.0% 54.6% 69.3% Bid-Ask Spread % 35.92 8.04 87.77 43.25 8.04 Gamma HHI 0.43 0.28 0.58 0.39 0.44 Net GEX 3.5K 1.3K 8.0K 3.6K 2.9K Net DEX 2.7K -57.0K 62.1K 31.6K -56.7K Net VEX -602 -887 -374 -705 -552 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.40 0.05 2.24 1.13 0.12 Total Volume 227.5 136 523 523 240 Total OI 4,354.591 3,560 4,760 4,619 4,033
Daily Data (22 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 2021-12-01 $3.30 $4.00 67.8% 19.4% 0.0% 0.0% 76.8% 4.2% -13.5% 3.6K 31.6K -705 1.13 43.25 N/A N/A 245 278 4,024 595 2021-12-02 $3.35 $4.00 56.9% 16.3% 0.0% 0.0% 130.9% 21.6% 13.6% 3.6K 49.4K -646 2.24 81.56 N/A N/A 124 278 4,146 595 2021-12-03 $3.34 $4.00 76.3% 21.9% 0.0% 0.0% 97.0% -19.3% 10.8% 4.4K 15.4K -747 1.73 77.29 N/A N/A 161 278 4,145 595 2021-12-06 $3.55 $4.00 106.8% 22.7% 0.0% 0.0% 69.6% 12.3% 6.6% 2.6K 26.2K -726 0.23 87.77 N/A N/A 157 36 4,165 595 2021-12-07 $3.66 $4.00 57.1% 19.5% 0.0% 0.0% 62.2% -1.7% 1.5% 7.1K -42.0K -852 0.21 15.13 N/A N/A 168 36 4,168 589 2021-12-08 $3.69 $4.00 67.3% 19.1% 0.0% 0.0% 58.9% 0.8% -0.5% 7.6K -55.6K -887 0.22 20.32 N/A N/A 162 36 4,159 589 2021-12-09 $3.66 $4.00 63.5% 18.4% 0.0% 0.0% 58.5% -6.0% 2.7% 7.2K -29.8K -797 0.23 18.76 N/A N/A 156 36 4,165 589 2021-12-10 $3.69 $4.00 69.5% 19.6% 0.0% 0.0% 59.8% -4.0% -5.6% 8.0K -57.0K -831 0.31 17.76 N/A N/A 117 36 4,165 589 2021-12-13 $3.56 $4.00 74.4% 20.1% 0.0% 0.0% 60.3% -15.1% -4.0% 2.6K 52.5K -587 0.31 17.24 N/A N/A 116 36 4,157 589 2021-12-14 $3.39 $4.00 95.7% 18.8% 0.0% 0.0% 67.1% -2.7% 7.3% 3.0K 62.1K -533 0.31 57.44 N/A N/A 116 36 4,157 589 2021-12-15 $3.38 $4.00 97.5% 27.9% 0.0% 0.0% 84.9% 15.8% -24.1% 2.4K 48.8K -610 0.27 81.69 N/A N/A 117 32 4,157 589 2021-12-16 $3.20 $4.00 81.5% 23.4% 0.0% 0.0% 72.5% 8.5% -68.9% 2.6K 49.0K -525 0.28 43.06 N/A N/A 116 32 4,166 591 2021-12-17 $3.25 $4.00 82.2% 23.6% 0.0% 0.0% 61.6% 41.8% -13.4% 1.9K 38.8K -509 0.19 28.23 N/A N/A 143 27 4,166 509 2021-12-20 $3.14 $4.00 70.8% 20.3% 0.0% 0.0% 74.1% -5.7% -0.7% 1.3K 29.7K -374 0.19 33.12 N/A N/A 114 22 3,181 379 2021-12-21 $3.26 $4.00 70.1% 20.1% 0.0% 0.0% 70.6% 46.0% -14.2% 1.6K 23.3K -395 0.18 37.83 N/A N/A 123 22 3,190 380 2021-12-22 $3.32 $4.00 64.4% 18.5% 0.0% 0.0% 81.9% 31.3% 1.5% 1.8K 12.4K -424 0.10 51.09 N/A N/A 214 22 3,199 380 2021-12-23 $3.42 $4.00 69.0% 19.8% 0.0% 0.0% 68.1% 0.1% -1.5% 2.2K -2.6K -521 0.05 28.33 N/A N/A 402 22 3,300 380 2021-12-27 $3.40 $4.00 49.5% 14.2% 0.0% 0.0% 69.3% -23.6% 15.5% 2.6K -26.3K -524 0.13 16.43 N/A N/A 175 22 3,529 381 2021-12-28 $3.39 $4.00 63.2% 18.1% 0.0% 0.0% 45.0% 16.3% 6.3% 2.6K -35.8K -530 0.13 8.04 N/A N/A 170 22 3,573 381 2021-12-29 $3.33 $4.00 51.7% 14.8% 0.0% 0.0% 54.8% 5.1% 3.8% 2.4K -32.6K -494 0.16 8.22 N/A N/A 145 23 3,591 381 2021-12-30 $3.41 $4.00 44.4% 12.7% 0.0% 0.0% 48.9% 5.2% 20.9% 2.4K -40.8K -479 0.15 9.68 N/A N/A 167 25 3,616 384 2021-12-31 $3.39 $4.00 56.3% 16.1% 0.0% 0.0% 61.9% -4.6% 25.4% 2.9K -56.7K -552 0.12 8.04 N/A N/A 215 25 3,649 384
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