TRUE Options History — December 2023 In December 2023, TRUE traded between $2.75 and $3.59. ATM implied volatility averaged 65.0%. The 30-day expected move averaged 16.0%. Max pain ranged from $2.00 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.99.
Notable Days 2023-12-12 : Highest Volume — 437 contracts2023-12-29 : Largest IV spike — 85.8% change2023-12-15 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.21 $2.75 $3.59 $2.81 $3.49 Max Pain $2.02 $2.00 $2.50 $2.50 $2.00 ATM IV 65.0% 28.1% 150.9% 65.6% 52.2% Expected Move 16.0% 8.1% 19.6% 18.8% 15.0% Term Structure 13.6% -11.7% 90.8% -1.4% -10.5% VWIV 65.7% 42.0% 123.6% 123.6% 58.8% Skew 25d 9.9% -41.7% 62.0% 11.9% 28.3% Skew 10d 23.1% -71.9% 155.9% 22.2% -32.7% Call IV 25d 51.0% 27.5% 102.3% 51.1% 32.5% Put IV 25d 61.0% 34.6% 112.5% 63.0% 60.8% Bid-Ask Spread % 62.82 24.80 98.01 44.41 74.50 Gamma HHI 0.72 0.55 0.93 0.57 0.81 Net GEX 1.6K 368 3.3K 416 2.3K Net DEX -82.8K -151.2K -25.9K -27.7K -116.4K Net VEX -262 -459 -53 -54 -377 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.99 0.00 10.00 10.00 0.00 Total Volume 39.5 0 437 11 27 Total OI 500 172 743 172 734
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 2023-12-01 $2.81 $2.50 65.6% 18.8% 0.0% 0.0% 0.0% 11.9% -1.4% 416 -27.7K -54 10.00 44.41 N/A N/A 1 10 159 13 2023-12-04 $2.83 $2.00 64.8% 16.8% 0.0% 0.0% 123.6% -7.3% 1.0% 390 -27.6K -55 0.00 98.01 N/A N/A 12 0 160 19 2023-12-05 $2.77 $2.00 64.4% 18.6% 0.0% 0.0% 64.9% -36.2% 0.1% 368 -26.4K -55 0.00 91.79 N/A N/A 9 0 160 19 2023-12-06 $2.75 $2.00 51.8% 15.0% 0.0% 0.0% 0.0% 9.1% 12.8% 407 -25.9K -53 0.00 93.90 N/A N/A 6 0 164 19 2023-12-07 $2.85 $2.00 64.1% 17.4% 0.0% 0.0% 0.0% -41.7% -2.2% 435 -29.0K -57 0.00 54.98 N/A N/A 4 0 167 19 2023-12-08 $2.92 $2.00 80.9% 16.0% 0.0% 0.0% 55.9% 1.8% 37.5% 432 -32.0K -56 0.00 70.60 N/A N/A 0 5 167 19 2023-12-11 $2.96 $2.00 115.8% 16.6% 0.0% 0.0% 0.0% 8.7% 1.2% 427 -31.8K -54 0.00 33.50 N/A N/A 0 1 167 24 2023-12-12 $2.95 $2.00 150.9% 15.9% 0.0% 0.0% 55.4% 9.6% 2.4% 431 -32.0K -56 0.00 42.57 N/A N/A 437 0 167 25 2023-12-13 $3.01 $2.00 55.7% 16.0% 0.0% 0.0% 0.0% 62.0% 5.9% 1.7K -73.5K -330 0.00 94.39 N/A N/A 100 0 601 25 2023-12-14 $3.24 $2.00 57.8% 16.6% 0.0% 0.0% 57.8% 18.1% 5.5% 2.2K -107.2K -440 2.00 61.77 N/A N/A 1 2 701 25 2023-12-15 $3.42 $2.00 68.3% 19.6% 0.0% 0.0% 68.2% 23.8% 2.1% 2.4K -118.6K -459 0.06 89.56 N/A N/A 86 5 702 27 2023-12-18 $3.46 $2.00 60.1% 17.2% 0.0% 0.0% 63.7% 0.2% -1.0% 2.2K -120.6K -405 0.00 64.56 N/A N/A 12 0 646 29 2023-12-19 $3.49 $2.00 55.8% 16.0% 0.0% 0.0% 63.7% -0.9% 6.1% 2.3K -121.7K -410 1.67 53.71 N/A N/A 6 10 658 29 2023-12-20 $3.48 $2.00 64.2% 18.4% 0.0% 0.0% 0.0% 18.9% 10.2% 2.4K -119.1K -409 0.00 76.72 N/A N/A 0 0 662 41 2023-12-21 $3.50 $2.00 59.4% 17.0% 0.0% 0.0% 68.2% 30.4% 60.8% 2.4K -118.1K -400 0.00 64.18 N/A N/A 0 40 662 41 2023-12-22 $3.49 $2.00 66.1% 18.9% 0.0% 0.0% 0.0% 35.4% -11.7% 2.2K -114.8K -407 0.00 43.22 N/A N/A 0 0 662 81 2023-12-26 $3.55 $2.00 41.6% 11.9% 0.0% 0.0% 0.0% 11.3% 90.8% 2.3K -130.0K -410 0.20 24.80 N/A N/A 10 2 662 81 2023-12-27 $3.59 $2.00 33.1% 9.5% 0.0% 0.0% 42.0% 10.3% 25.2% 2.2K -133.4K -382 1.00 24.90 N/A N/A 1 1 652 79 2023-12-28 $3.56 $2.00 28.1% 8.1% 0.0% 0.0% 0.0% 5.2% 36.8% 3.3K -151.2K -370 0.00 54.42 N/A N/A 2 0 652 80 2023-12-29 $3.49 $2.00 52.2% 15.0% 0.0% 0.0% 58.8% 28.3% -10.5% 2.3K -116.4K -377 0.00 74.50 N/A N/A 27 0 654 80
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