TRUE Options History — October 2023

In October 2023, TRUE traded between $1.79 and $2.13. ATM implied volatility averaged 113.5%. The 30-day expected move averaged 31.9%. Max pain ranged from $2.00 to $3.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-20: Highest Volume — 160 contracts
  • 2023-10-30: Largest IV spike — 188.0% change
  • 2023-10-30: Largest Expected Move — 66.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.98$1.79$2.13$2.02$1.83
Max Pain$2.43$2.00$3.00$3.00$2.00
ATM IV113.5%42.3%230.3%51.6%180.1%
Expected Move31.9%12.1%66.0%14.8%51.6%
Term Structure-24.4%-179.0%117.1%17.1%-179.0%
VWIV77.7%54.3%101.1%54.3%101.1%
Skew 25d60.9%-86.3%253.3%20.6%168.4%
Skew 10d84.8%1.1%310.8%46.3%310.8%
Call IV 25d91.7%53.7%250.7%64.1%139.4%
Put IV 25d152.6%60.1%347.6%84.7%307.8%
Bid-Ask Spread %101.4073.78133.2978.42124.47
Gamma HHI0.790.500.980.970.50
Net GEX-2.6K-8.3K209-3.9K-21
Net DEX77.0K-5.5K176.9K107.5K-1.5K
Net VEX-95-177-28-159-54
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume11.5016010
Total OI869.1821301,2021,202207

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$2.02$3.0051.6%14.8%0.0%0.0%54.3%20.6%17.1%-3.9K107.5K-1590.0078.42N/AN/A011911,011
2023-10-03$2.06$3.0042.3%12.1%0.0%0.0%0.0%1.6%17.7%-5.0K102.9K-1530.0087.66N/AN/A1501911,011
2023-10-04$2.08$3.0042.9%12.3%0.0%0.0%0.0%-18.0%5.6%-4.9K98.5K-1460.0080.48N/AN/A001911,011
2023-10-05$2.00$0.0062.1%23.6%0.0%0.0%0.0%20.2%-33.4%-3.8K116.7K-1480.00112.34N/AN/A001911,011
2023-10-06$2.06$0.00128.8%28.1%0.0%0.0%0.0%-86.3%-42.4%-2.1K102.0K-1770.00102.57N/AN/A001911,011
2023-10-09$2.02$0.00157.6%32.8%0.0%0.0%0.0%58.6%-5.0%-1.9K104.4K-1590.0091.14N/AN/A001911,011
2023-10-10$2.08$0.00151.0%45.6%0.0%0.0%0.0%137.9%-95.8%-2.2K102.4K-1530.00125.00N/AN/A001911,011
2023-10-11$2.08$0.00109.4%31.4%0.0%0.0%0.0%84.5%1.9%-4.3K101.9K-1230.0082.63N/AN/A001911,011
2023-10-12$2.04$0.0069.6%19.9%0.0%0.0%0.0%18.0%-16.7%-4.4K110.5K-1190.0092.65N/AN/A001911,011
2023-10-13$2.02$0.00124.2%35.6%0.0%0.0%0.0%9.0%-114.2%-4.4K108.9K-1170.0089.86N/AN/A00191990
2023-10-16$2.06$0.0062.6%18.0%0.0%0.0%0.0%17.3%-4.1%-4.3K102.2K-950.0099.06N/AN/A00191990
2023-10-17$2.13$0.0061.7%17.7%0.0%0.0%0.0%27.8%17.6%-4.4K81.8K-850.0080.73N/AN/A00191990
2023-10-18$2.00$0.0066.0%18.9%0.0%0.0%0.0%44.0%-21.0%-4.3K114.3K-770.00109.91N/AN/A00191990
2023-10-19$1.96$0.00175.4%50.3%0.0%0.0%0.0%197.6%0.0%-8.3K172.3K-520.00133.29N/AN/A00191990
2023-10-20$1.94$0.00104.7%30.0%0.0%0.0%0.0%19.5%16.6%186176.9K-420.0080.53N/AN/A0160191990
2023-10-23$1.90$0.0091.5%26.2%0.0%0.0%0.0%27.3%-15.8%193-5.5K-350.0073.78N/AN/A0012010
2023-10-24$1.90$0.00134.7%38.6%0.0%0.0%0.0%69.2%117.1%209-4.0K-280.00108.49N/AN/A0012010
2023-10-25$1.85$0.00162.5%46.6%0.0%0.0%101.1%26.5%-20.6%166-5.5K-360.00131.98N/AN/A07712010
2023-10-26$1.85$2.00207.2%59.4%0.0%0.0%0.0%46.0%-54.8%661.8K-470.00107.57N/AN/A0012087
2023-10-27$1.79$2.0079.9%22.9%0.0%0.0%0.0%196.9%-29.1%-625.9K-380.00115.94N/AN/A0012087
2023-10-30$1.83$2.00230.3%66.0%0.0%0.0%0.0%253.3%-73.6%27-967-530.00122.33N/AN/A0012087
2023-10-31$1.83$2.00180.1%51.6%0.0%0.0%0.0%168.4%-179.0%-21-1.5K-540.00124.47N/AN/A0012087