TRUE Options History — September 2022 In September 2022, TRUE traded between $1.52 and $2.09. ATM implied volatility averaged 118.7%. The 30-day expected move averaged 27.8%. Max pain ranged from $2.00 to $3.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.80.
Notable Days 2022-09-29 : Highest Volume — 110 contracts2022-09-13 : Largest IV spike — 297.8% change2022-09-30 : Largest Expected Move — 78.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.77 $1.52 $2.09 $2.09 $1.52 Max Pain $2.48 $2.00 $3.00 $2.00 $2.00 ATM IV 118.7% 44.8% 308.5% 120.0% 274.6% Expected Move 27.8% 9.5% 78.7% 34.4% 78.7% Term Structure 2.4% -123.3% 137.6% -123.3% 99.1% VWIV 148.6% 44.5% 291.3% 181.6% 291.3% Skew 25d 49.5% -80.6% 228.9% 4.8% -80.6% Skew 10d 42.8% -178.2% 312.3% 26.4% -55.1% Call IV 25d 78.8% 33.6% 392.6% 87.4% 392.6% Put IV 25d 128.3% 56.3% 312.0% 92.2% 312.0% Bid-Ask Spread % 86.96 34.20 130.48 49.52 118.46 Gamma HHI 0.56 0.47 0.85 0.85 0.48 Net GEX 824 266 3.0K 3.0K 445 Net DEX -29.0K -146.6K -5.7K -97.4K -17.9K Net VEX -142 -370 -58 -370 -120 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.80 0.00 25.00 0.00 0.64 Total Volume 41.762 0 110 4 110 Total OI 1,390.286 639 2,045 2,038 704
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 2022-09-01 $2.09 $2.00 120.0% 34.4% 0.0% 0.0% 181.6% 4.8% -123.3% 3.0K -97.4K -370 0.00 49.52 N/A N/A 4 0 2,028 10 2022-09-02 $2.07 $2.00 70.4% 20.2% 0.0% 0.0% 0.0% -9.2% -37.9% 1.2K -36.2K -186 0.00 101.81 N/A N/A 0 0 2,030 10 2022-09-06 $1.96 $3.00 227.5% 47.1% 0.0% 0.0% 153.4% -17.2% -76.5% 2.4K -146.6K -360 0.23 130.48 N/A N/A 60 14 2,030 10 2022-09-07 $1.96 $3.00 54.1% 14.3% 0.0% 0.0% 61.7% 166.3% 5.1% 841 -22.7K -141 0.23 104.72 N/A N/A 61 14 2,030 10 2022-09-08 $1.96 $3.00 47.7% 13.1% 0.0% 0.0% 0.0% 17.7% 9.8% 885 -22.4K -138 0.00 37.65 N/A N/A 0 0 2,031 10 2022-09-09 $2.00 $3.00 102.4% 10.6% 0.0% 0.0% 0.0% 17.0% 17.8% 955 -25.7K -143 0.00 72.07 N/A N/A 5 0 2,031 10 2022-09-12 $1.95 $3.00 77.5% 9.7% 0.0% 0.0% 0.0% 198.4% 22.5% 823 -20.3K -118 0.00 103.25 N/A N/A 1 0 2,031 10 2022-09-13 $1.84 $3.00 308.5% 9.5% 0.0% 0.0% 44.5% 51.0% 31.8% 1.6K -33.7K -152 0.24 110.73 N/A N/A 62 15 2,032 10 2022-09-14 $1.87 $3.00 44.8% 12.8% 0.0% 0.0% 0.0% 53.2% 30.1% 555 -22.2K -138 0.00 98.85 N/A N/A 1 0 2,032 11 2022-09-15 $1.83 $3.00 89.0% 25.5% 0.0% 0.0% 0.0% 228.9% -22.8% 626 -25.4K -158 0.00 116.09 N/A N/A 1 0 2,033 11 2022-09-16 $1.73 $3.00 90.6% 26.0% 0.0% 0.0% 118.4% 47.6% 137.6% 457 -15.6K -109 0.24 63.50 N/A N/A 63 15 2,034 11 2022-09-19 $1.67 $3.00 120.8% 34.6% 0.0% 0.0% 52.6% 53.0% -4.7% 481 -12.3K -82 0.00 73.84 N/A N/A 10 0 631 8 2022-09-20 $1.63 $2.00 55.0% 15.8% 0.0% 0.0% 52.7% 5.8% 2.0% 419 -15.3K -106 25.00 34.20 N/A N/A 1 25 640 8 2022-09-21 $1.55 $2.00 146.6% 42.0% 0.0% 0.0% 244.0% 36.5% -1.9% 266 -42.6K -165 0.00 111.83 N/A N/A 0 25 641 33 2022-09-22 $1.61 $2.00 47.4% 13.6% 0.0% 0.0% 0.0% 2.2% -1.5% 381 -9.3K -94 0.00 96.66 N/A N/A 0 1 641 33 2022-09-23 $1.62 $2.00 152.0% 43.6% 0.0% 0.0% 0.0% 58.7% -18.3% 452 -11.5K -96 0.00 117.72 N/A N/A 0 0 641 34 2022-09-26 $1.62 $2.00 59.7% 17.1% 0.0% 0.0% 71.9% 23.5% -3.3% 322 -5.7K -69 0.55 36.64 N/A N/A 60 33 641 34 2022-09-27 $1.60 $2.00 98.8% 28.3% 0.0% 0.0% 147.7% 56.3% -4.3% 372 -5.8K -58 0.55 92.05 N/A N/A 60 33 650 34 2022-09-28 $1.64 $2.00 133.5% 38.3% 0.0% 0.0% 224.5% 66.0% -4.0% 481 -12.3K -96 0.55 52.88 N/A N/A 60 33 650 34 2022-09-29 $1.55 $2.00 170.9% 49.0% 0.0% 0.0% 288.0% 59.0% -6.7% 394 -7.2K -75 0.64 103.11 N/A N/A 67 43 650 34 2022-09-30 $1.52 $2.00 274.6% 78.7% 0.0% 0.0% 291.3% -80.6% 99.1% 445 -17.9K -120 0.64 118.46 N/A N/A 67 43 660 44
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