TRUE Options History — July 2022

Name: TRUE Options Analytics - July 2022
Creator: Options Analysis Suite

In July 2022, TRUE traded between $2.54 and $2.78. ATM implied volatility averaged 89.3%. The 30-day expected move averaged 21.5%. Max pain ranged from $2.00 to $4.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.04.

Notable Days

2022-07-28: Highest Volume — 1,437 contracts
2022-07-11: Largest IV spike — 148.5% change
2022-07-29: Largest Expected Move — 30.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.64	$2.54	$2.78	$2.62	$2.57
Max Pain	$3.15	$2.00	$4.00	$3.00	$3.00
ATM IV	89.3%	51.6%	260.9%	51.6%	106.1%
Expected Move	21.5%	14.8%	30.4%	14.8%	30.4%
Term Structure	-15.5%	-68.3%	29.5%	29.5%	-40.5%
VWIV	87.1%	60.2%	175.9%	175.9%	121.2%
Skew 25d	22.6%	-41.4%	272.6%	126.8%	28.6%
Skew 10d	47.1%	-39.3%	374.8%	144.0%	34.1%
Call IV 25d	78.4%	54.2%	127.0%	67.9%	105.7%
Put IV 25d	101.0%	53.4%	330.6%	194.8%	134.3%
Bid-Ask Spread %	87.54	48.24	131.62	105.12	102.40
Gamma HHI	0.53	0.32	0.95	0.94	0.89
Net GEX	-4.7K	-27.0K	5.3K	-21.3K	5.3K
Net DEX	384.7K	-132.5K	1.0M	820.9K	-132.5K
Net VEX	-283	-958	-76	-678	-531
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.07	0.04	0.04
Total Volume	226.85	55	1,437	224	98
Total OI	3,478.95	247	6,720	6,719	1,657

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
2022-07-01	$2.62	$3.00	51.6%	14.8%	0.0%	0.0%	175.9%	126.8%	29.5%	-21.3K	820.9K	-678	0.04	105.12	N/A	N/A	215	9	2,267	4,452
2022-07-05	$2.66	$0.00	114.9%	22.0%	0.0%	0.0%	0.0%	39.6%	-2.6%	-14.1K	588.9K	-958	0.04	124.43	N/A	N/A	215	9	2,268	4,452
2022-07-06	$2.68	$0.00	106.7%	26.5%	0.0%	0.0%	0.0%	27.0%	-32.8%	-19.4K	667.1K	-835	0.04	112.43	N/A	N/A	215	9	2,268	4,452
2022-07-07	$2.71	$0.00	82.1%	23.2%	0.0%	0.0%	0.0%	-10.5%	-33.3%	-27.0K	755.9K	-674	0.04	97.00	N/A	N/A	215	9	2,268	4,452
2022-07-08	$2.74	$0.00	105.0%	17.3%	0.0%	0.0%	0.0%	5.5%	4.7%	-23.3K	654.5K	-739	0.04	91.02	N/A	N/A	215	9	2,268	4,452
2022-07-11	$2.63	$0.00	260.9%	27.3%	0.0%	0.0%	0.0%	-41.4%	-68.3%	297	1.0M	-91	0.02	113.01	N/A	N/A	215	5	2,268	4,452
2022-07-12	$2.60	$0.00	91.6%	19.8%	0.0%	0.0%	0.0%	-8.9%	-9.6%	295	1.0M	-87	0.02	75.58	N/A	N/A	215	5	2,268	4,452
2022-07-13	$2.61	$0.00	70.0%	20.1%	0.0%	0.0%	64.7%	-11.0%	-5.0%	282	975.4K	-94	0.02	57.98	N/A	N/A	219	5	2,268	4,287
2022-07-14	$2.55	$4.00	59.7%	17.1%	0.0%	0.0%	67.8%	-10.4%	0.0%	294	813.5K	-88	0.02	80.30	N/A	N/A	219	5	2,272	3,744
2022-07-15	$2.59	$4.00	65.1%	18.7%	0.0%	0.0%	0.0%	-0.4%	-13.2%	301	804.9K	-76	0.01	131.62	N/A	N/A	509	5	2,272	3,662
2022-07-18	$2.66	$4.00	69.3%	19.9%	0.0%	0.0%	76.7%	-7.0%	-27.4%	360	-39.8K	-101	0.03	71.11	N/A	N/A	61	2	241	7
2022-07-19	$2.70	$3.00	67.2%	19.3%	0.0%	0.0%	67.9%	-1.3%	-7.8%	339	-36.8K	-86	0.03	78.88	N/A	N/A	65	2	247	7
2022-07-20	$2.78	$3.00	60.3%	17.3%	0.0%	0.0%	60.2%	272.6%	2.8%	422	-33.9K	-91	0.06	72.14	N/A	N/A	52	3	240	7
2022-07-21	$2.75	$2.00	75.7%	21.7%	0.0%	0.0%	76.1%	13.9%	-13.5%	430	-33.8K	-88	0.07	59.70	N/A	N/A	55	4	248	8
2022-07-22	$2.64	$3.00	65.1%	18.7%	0.0%	0.0%	74.3%	-6.9%	-10.6%	441	-32.4K	-86	0.07	50.58	N/A	N/A	55	4	257	9
2022-07-25	$2.59	$3.00	85.0%	24.4%	0.0%	0.0%	84.1%	-10.7%	-26.6%	417	-30.2K	-87	0.07	48.24	N/A	N/A	55	4	257	9
2022-07-26	$2.54	$3.00	93.1%	26.7%	0.0%	0.0%	92.7%	-24.8%	-22.4%	404	-29.6K	-83	0.07	96.00	N/A	N/A	55	4	258	9
2022-07-27	$2.59	$3.00	88.6%	25.4%	0.0%	0.0%	92.1%	56.8%	-22.3%	418	-30.5K	-99	0.07	97.71	N/A	N/A	55	4	258	9
2022-07-28	$2.61	$3.00	67.8%	19.4%	0.0%	0.0%	79.0%	15.1%	4.5%	459	-29.9K	-84	0.00	85.44	N/A	N/A	1,433	4	298	9
2022-07-29	$2.57	$3.00	106.1%	30.4%	0.0%	0.0%	121.2%	28.6%	-40.5%	5.3K	-132.5K	-531	0.04	102.40	N/A	N/A	94	4	1,648	9