TRUE Options History — January 2024

Name: TRUE Options Analytics - January 2024
Creator: Options Analysis Suite

In January 2024, TRUE traded between $3.04 and $3.67. ATM implied volatility averaged 65.8%. The 30-day expected move averaged 18.7%. Max pain ranged from $2.00 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.21.

Notable Days

2024-01-23: Highest Volume — 340 contracts
2024-01-18: Largest IV spike — 162.1% change
2024-01-29: Largest Expected Move — 32.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.29	$3.04	$3.67	$3.24	$3.54
Max Pain	$2.45	$2.00	$2.50	$2.00	$2.50
ATM IV	65.8%	36.6%	111.5%	42.7%	94.3%
Expected Move	18.7%	10.5%	32.0%	12.3%	27.0%
Term Structure	-7.7%	-89.1%	49.6%	42.1%	-2.9%
VWIV	69.6%	67.8%	71.9%	71.9%	69.1%
Skew 25d	12.8%	-41.0%	64.3%	-15.2%	17.6%
Skew 10d	39.4%	-94.9%	145.6%	90.4%	16.6%
Call IV 25d	55.8%	40.7%	118.4%	54.8%	44.3%
Put IV 25d	68.6%	39.6%	129.4%	39.6%	61.9%
Bid-Ask Spread %	55.74	16.39	95.80	86.12	25.03
Gamma HHI	0.71	0.53	0.89	0.69	0.75
Net GEX	1.9K	1.7K	2.4K	1.9K	1.8K
Net DEX	-67.6K	-90.4K	-44.7K	-90.4K	-55.6K
Net VEX	-276	-337	-231	-337	-258
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.21	0.00	2.27	0.00	0.00
Total Volume	26.619	0	340	0	0
Total OI	627.048	408	760	729	425

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
2024-01-02	$3.24	$2.00	42.7%	12.3%	0.0%	0.0%	0.0%	-15.2%	42.1%	1.9K	-90.4K	-337	0.00	86.12	N/A	N/A	0	0	649	80
2024-01-03	$3.19	$2.00	70.1%	20.1%	0.0%	0.0%	71.9%	48.1%	-18.5%	1.9K	-80.8K	-322	0.00	95.80	N/A	N/A	0	2	649	80
2024-01-04	$3.23	$2.50	48.6%	14.2%	0.0%	0.0%	0.0%	-10.9%	-4.7%	2.0K	-87.4K	-335	0.00	69.26	N/A	N/A	0	0	649	82
2024-01-05	$3.17	$2.50	47.5%	15.2%	0.0%	0.0%	0.0%	13.4%	-10.3%	1.8K	-77.3K	-309	0.00	67.30	N/A	N/A	0	0	649	82
2024-01-08	$3.08	$2.50	57.6%	13.7%	0.0%	0.0%	0.0%	60.6%	-2.2%	1.8K	-62.3K	-276	0.00	57.65	N/A	N/A	0	0	649	82
2024-01-09	$3.08	$2.50	60.4%	15.4%	0.0%	0.0%	0.0%	64.3%	-4.7%	1.8K	-66.2K	-288	0.00	22.65	N/A	N/A	0	0	649	82
2024-01-10	$3.05	$2.50	36.6%	10.5%	0.0%	0.0%	0.0%	18.6%	20.3%	1.8K	-63.2K	-257	0.00	30.02	N/A	N/A	0	0	649	82
2024-01-11	$3.04	$2.50	37.8%	10.8%	0.0%	0.0%	0.0%	-14.4%	17.3%	1.8K	-57.9K	-249	0.00	62.99	N/A	N/A	2	0	649	82
2024-01-12	$3.20	$2.50	47.7%	13.7%	0.0%	0.0%	0.0%	-41.0%	4.7%	1.9K	-87.1K	-274	0.00	70.95	N/A	N/A	22	0	650	82
2024-01-16	$3.24	$2.50	47.9%	13.7%	0.0%	0.0%	0.0%	2.7%	8.9%	1.9K	-90.4K	-267	0.00	94.04	N/A	N/A	38	0	651	82
2024-01-17	$3.05	$2.50	40.8%	11.7%	0.0%	0.0%	0.0%	-4.5%	12.8%	2.2K	-62.0K	-231	0.00	72.65	N/A	N/A	2	0	678	82
2024-01-18	$3.05	$2.50	107.0%	30.7%	0.0%	0.0%	0.0%	12.3%	49.6%	2.3K	-63.5K	-231	0.00	70.05	N/A	N/A	13	0	678	82
2024-01-19	$3.15	$2.50	51.5%	14.8%	0.0%	0.0%	0.0%	0.4%	12.3%	1.7K	-84.6K	-246	2.27	90.86	N/A	N/A	11	25	665	82
2024-01-22	$3.38	$2.50	65.4%	18.8%	0.0%	0.0%	67.8%	11.6%	-25.9%	2.1K	-56.7K	-291	0.00	16.39	N/A	N/A	42	0	494	21
2024-01-23	$3.46	$2.50	97.5%	27.9%	0.0%	0.0%	0.0%	17.9%	-59.1%	2.4K	-67.7K	-333	0.00	64.06	N/A	N/A	340	0	536	21
2024-01-24	$3.38	$2.50	68.3%	19.6%	0.0%	0.0%	0.0%	10.1%	7.4%	1.7K	-44.7K	-245	0.00	36.39	N/A	N/A	60	0	411	21
2024-01-25	$3.54	$2.50	74.4%	21.3%	0.0%	0.0%	0.0%	14.6%	-31.1%	1.7K	-49.5K	-249	0.00	23.01	N/A	N/A	0	0	387	21
2024-01-26	$3.63	$2.50	80.6%	23.1%	0.0%	0.0%	0.0%	19.4%	-43.4%	1.7K	-55.6K	-260	0.00	34.74	N/A	N/A	0	0	387	21
2024-01-29	$3.63	$2.50	111.5%	32.0%	0.0%	0.0%	0.0%	20.5%	-89.1%	1.8K	-57.3K	-266	0.00	39.38	N/A	N/A	1	0	402	21
2024-01-30	$3.67	$2.50	92.5%	26.5%	0.0%	0.0%	69.1%	21.8%	-44.4%	1.9K	-58.6K	-267	0.00	41.19	N/A	N/A	1	0	403	21
2024-01-31	$3.54	$2.50	94.3%	27.0%	0.0%	0.0%	0.0%	17.6%	-2.9%	1.8K	-55.6K	-258	0.00	25.03	N/A	N/A	0	0	404	21