TRUE Options History — November 2023 In November 2023, TRUE traded between $1.87 and $2.79. ATM implied volatility averaged 95.6%. The 30-day expected move averaged 24.5%. Max pain ranged from $2.00 to $2.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.03.
Notable Days 2023-11-02 : Highest Volume — 77 contracts2023-11-06 : Largest IV spike — 194.1% change2023-11-07 : Largest Expected Move — 47.8%Monthly Statistics Metric Avg Min Max Open Close Price $2.49 $1.87 $2.79 $1.87 $2.79 Max Pain $2.46 $2.00 $2.50 $2.00 $2.50 ATM IV 95.6% 52.9% 287.8% 100.0% 85.9% Expected Move 24.5% 15.2% 47.8% 28.7% 24.6% Term Structure -37.5% -122.4% 4.7% 4.1% -68.3% VWIV 66.3% 66.3% 66.3% 66.3% 66.3% Skew 25d 34.1% -37.2% 246.1% 246.1% 23.9% Skew 10d 43.3% -104.9% 340.9% 340.9% 24.6% Call IV 25d 74.3% 36.4% 212.2% 85.7% 39.1% Put IV 25d 108.4% 51.0% 338.3% 331.9% 63.0% Bid-Ask Spread % 98.12 42.28 144.78 110.83 42.28 Gamma HHI 0.59 0.45 0.93 0.58 0.60 Net GEX 273 -102 740 -66 413 Net DEX -16.4K -27.3K 3.8K 3.8K -27.3K Net VEX -44 -56 -30 -41 -54 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.25 0.00 0.00 Total Volume 6.381 0 77 5 0 Total OI 207.381 143 263 207 172
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 2023-11-01 $1.87 $2.00 100.0% 28.7% 0.0% 0.0% 0.0% 246.1% 4.1% -66 3.8K -41 0.00 110.83 N/A N/A 5 0 120 87 2023-11-02 $1.98 $0.00 132.1% 34.9% 0.0% 0.0% 0.0% 4.8% -65.1% -102 -1.1K -53 0.00 109.14 N/A N/A 0 77 125 87 2023-11-03 $2.16 $0.00 82.4% 29.7% 0.0% 0.0% 0.0% 22.4% -47.4% -25 -9.1K -52 0.00 82.79 N/A N/A 1 0 125 60 2023-11-06 $2.13 $0.00 242.3% 38.8% 0.0% 0.0% 0.0% 141.4% -58.3% 91 -7.3K -51 0.00 104.26 N/A N/A 1 0 126 60 2023-11-07 $2.09 $0.00 287.8% 47.8% 0.0% 0.0% 0.0% 193.6% -122.4% 346 -8.1K -36 0.00 144.78 N/A N/A 0 0 196 60 2023-11-08 $2.17 $0.00 59.9% 17.2% 0.0% 0.0% 0.0% 1.4% 4.7% 95 -7.1K -43 0.00 87.84 N/A N/A 0 0 196 60 2023-11-09 $2.33 $0.00 52.9% 15.2% 0.0% 0.0% 0.0% -33.2% 1.0% 330 -12.9K -50 0.00 111.09 N/A N/A 2 0 196 60 2023-11-10 $2.49 $0.00 61.2% 17.6% 0.0% 0.0% 0.0% -37.2% 2.2% 317 -16.1K -39 0.00 106.31 N/A N/A 1 0 198 60 2023-11-13 $2.60 $0.00 96.3% 27.6% 0.0% 0.0% 66.3% 17.1% -83.1% 313 -18.7K -43 0.25 99.90 N/A N/A 12 3 198 60 2023-11-14 $2.75 $2.50 55.0% 15.8% 0.0% 0.0% 0.0% 4.2% 4.2% 740 -27.1K -48 0.00 123.78 N/A N/A 0 0 199 63 2023-11-15 $2.73 $2.50 56.5% 16.2% 0.0% 0.0% 0.0% -10.1% -9.4% 316 -21.2K -43 0.00 100.63 N/A N/A 1 0 199 63 2023-11-16 $2.55 $2.50 84.4% 24.2% 0.0% 0.0% 0.0% 7.4% -55.1% 309 -20.2K -37 0.00 112.71 N/A N/A 0 0 200 63 2023-11-17 $2.66 $2.50 55.9% 16.0% 0.0% 0.0% 0.0% 23.3% -9.2% 316 -19.9K -42 0.00 119.39 N/A N/A 0 0 200 63 2023-11-20 $2.70 $2.50 67.7% 19.4% 0.0% 0.0% 0.0% 26.6% -21.5% 283 -21.1K -47 0.00 96.79 N/A N/A 0 0 130 13 2023-11-21 $2.55 $2.50 72.9% 20.9% 0.0% 0.0% 0.0% 18.8% -55.8% 313 -17.1K -38 0.00 114.64 N/A N/A 0 0 130 13 2023-11-22 $2.65 $2.50 72.1% 20.7% 0.0% 0.0% 0.0% 2.0% -15.3% 371 -19.0K -34 0.00 90.92 N/A N/A 0 0 130 13 2023-11-24 $2.65 $2.50 70.0% 20.1% 0.0% 0.0% 0.0% 23.7% -25.4% 320 -19.4K -39 0.00 92.42 N/A N/A 0 0 130 13 2023-11-27 $2.79 $2.50 88.2% 25.3% 0.0% 0.0% 0.0% 31.7% -31.2% 237 -22.5K -30 0.00 84.97 N/A N/A 30 0 130 13 2023-11-28 $2.76 $2.50 68.0% 19.5% 0.0% 0.0% 0.0% 9.5% -15.0% 397 -26.7K -56 0.00 66.95 N/A N/A 0 0 159 13 2023-11-29 $2.79 $2.50 116.6% 33.4% 0.0% 0.0% 0.0% -1.8% -120.6% 419 -27.1K -54 0.00 58.15 N/A N/A 1 0 159 13 2023-11-30 $2.79 $2.50 85.9% 24.6% 0.0% 0.0% 0.0% 23.9% -68.3% 413 -27.3K -54 0.00 42.28 N/A N/A 0 0 159 13
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