TRUE Options History — October 2022

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

In October 2022, TRUE traded between $1.31 and $1.80. ATM implied volatility averaged 176.6%. The 30-day expected move averaged 54.6%. Max pain ranged from $2.00 to $2.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.37.

Notable Days

2022-10-31: Highest Volume — 1,801 contracts
2022-10-20: Largest IV spike — 341.3% change
2022-10-20: Largest Expected Move — 117.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.46	$1.31	$1.80	$1.55	$1.80
Max Pain	$2.00	$2.00	$2.00	$2.00	$2.00
ATM IV	176.6%	62.4%	409.2%	199.5%	100.7%
Expected Move	54.6%	17.9%	117.3%	57.2%	28.9%
Term Structure	-68.5%	-310.1%	174.4%	-24.3%	-11.5%
VWIV	191.0%	64.3%	343.1%	338.6%	100.7%
Skew 25d	41.7%	-124.3%	261.5%	77.8%	-8.8%
Skew 10d	13.2%	-328.5%	229.7%	54.0%	-8.3%
Call IV 25d	108.6%	43.5%	388.6%	82.6%	87.5%
Put IV 25d	150.3%	44.8%	374.2%	160.4%	78.7%
Bid-Ask Spread %	107.03	79.06	137.73	104.27	133.25
Gamma HHI	0.56	0.48	0.83	0.54	0.49
Net GEX	307	193	542	315	542
Net DEX	-13.6K	-33.5K	-1.7K	-19.6K	-33.5K
Net VEX	-91	-150	-38	-129	-150
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	0.60	0.49	0.00
Total Volume	197	103	1,801	130	1,801
Total OI	695.333	555	821	704	570

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
2022-10-03	$1.55	$2.00	199.5%	57.2%	0.0%	0.0%	338.6%	77.8%	-24.3%	315	-19.6K	-129	0.49	104.27	N/A	N/A	87	43	660	44
2022-10-04	$1.63	$2.00	91.3%	26.2%	0.0%	0.0%	155.5%	2.7%	-22.3%	395	-21.8K	-136	0.60	96.02	N/A	N/A	72	43	682	43
2022-10-05	$1.57	$2.00	200.5%	57.5%	0.0%	0.0%	343.1%	100.7%	-26.4%	437	-11.2K	-95	0.54	107.04	N/A	N/A	68	37	688	43
2022-10-06	$1.51	$2.00	219.0%	24.1%	0.0%	0.0%	123.9%	176.5%	62.6%	286	-8.6K	-83	0.54	107.91	N/A	N/A	68	37	689	48
2022-10-07	$1.38	$2.00	98.1%	62.7%	0.0%	0.0%	235.9%	6.9%	-192.3%	243	-23.8K	-133	0.54	81.73	N/A	N/A	69	37	689	48
2022-10-10	$1.41	$2.00	114.6%	86.0%	0.0%	0.0%	264.2%	261.5%	-157.3%	266	-5.7K	-65	0.56	137.73	N/A	N/A	68	38	691	48
2022-10-11	$1.42	$2.00	121.5%	68.7%	0.0%	0.0%	251.6%	259.2%	96.5%	240	-27.4K	-131	0.51	114.23	N/A	N/A	68	35	696	47
2022-10-12	$1.41	$2.00	267.0%	76.5%	0.0%	0.0%	254.1%	-14.4%	54.9%	308	-13.6K	-106	0.51	128.67	N/A	N/A	68	35	696	48
2022-10-13	$1.44	$2.00	287.6%	82.5%	0.0%	0.0%	140.0%	122.8%	-78.9%	318	-17.9K	-117	0.51	115.74	N/A	N/A	68	35	696	48
2022-10-14	$1.43	$2.00	70.0%	20.1%	0.0%	0.0%	98.5%	14.9%	-31.4%	278	-4.6K	-60	0.51	79.06	N/A	N/A	68	35	696	48
2022-10-17	$1.42	$2.00	238.9%	68.5%	0.0%	0.0%	100.2%	2.9%	-148.7%	297	-6.3K	-70	0.55	99.98	N/A	N/A	77	42	696	48
2022-10-18	$1.40	$2.00	123.7%	35.5%	0.0%	0.0%	80.9%	-5.9%	-128.1%	205	-1.7K	-38	0.55	101.56	N/A	N/A	77	42	709	55
2022-10-19	$1.31	$2.00	92.7%	26.6%	0.0%	0.0%	77.3%	28.4%	-54.6%	193	-1.7K	-42	0.42	104.21	N/A	N/A	101	42	709	55
2022-10-20	$1.33	$2.00	409.2%	117.3%	0.0%	0.0%	83.4%	18.9%	0.0%	257	-7.0K	-75	0.35	112.62	N/A	N/A	119	42	746	55
2022-10-21	$1.37	$2.00	324.9%	93.1%	0.0%	0.0%	327.0%	11.6%	174.4%	286	-11.1K	-90	0.33	125.66	N/A	N/A	124	41	766	55
2022-10-24	$1.35	$2.00	231.8%	66.5%	0.0%	0.0%	301.1%	-124.3%	-310.1%	260	-9.9K	-65	0.05	116.86	N/A	N/A	107	5	541	14
2022-10-25	$1.50	$2.00	188.4%	54.0%	0.0%	0.0%	304.0%	-4.0%	-225.8%	292	-13.8K	-76	0.05	107.64	N/A	N/A	107	5	541	14
2022-10-26	$1.51	$2.00	62.4%	17.9%	0.0%	0.0%	64.3%	2.1%	0.0%	292	-7.9K	-51	0.05	91.06	N/A	N/A	107	5	541	14
2022-10-27	$1.48	$2.00	199.8%	57.3%	0.0%	0.0%	295.6%	-39.0%	-269.8%	327	-10.1K	-68	0.05	85.12	N/A	N/A	102	5	541	14
2022-10-28	$1.52	$2.00	67.0%	19.2%	0.0%	0.0%	72.1%	-14.8%	-8.0%	405	-27.8K	-140	0.05	97.33	N/A	N/A	102	5	556	14
2022-10-31	$1.80	$2.00	100.7%	28.9%	0.0%	0.0%	100.7%	-8.8%	-11.5%	542	-33.5K	-150	0.00	133.25	N/A	N/A	1,795	6	556	14