TRUE Options History — March 2024 In March 2024, TRUE traded between $3.26 and $3.75. ATM implied volatility averaged 95.4%. The 30-day expected move averaged 15.9%. Max pain ranged from $2.50 to $3.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.05.
Notable Days 2024-03-15 : Highest Volume — 415 contracts2024-03-11 : Largest IV spike — 82.9% change2024-03-01 : Largest Expected Move — 47.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.45 $3.26 $3.75 $3.54 $3.37 Max Pain $2.98 $2.50 $3.00 $2.50 $3.00 ATM IV 95.4% 33.6% 236.6% 166.6% 51.7% Expected Move 15.9% 9.6% 47.8% 47.8% 14.8% Term Structure 3.3% -126.6% 35.7% -126.6% -0.2% VWIV 53.1% 48.3% 58.9% 48.3% 58.9% Skew 25d 5.9% -8.9% 31.6% 6.7% 1.4% Skew 10d 46.9% -2.1% 171.4% 171.4% 27.9% Call IV 25d 42.6% 27.9% 61.2% 53.4% 38.9% Put IV 25d 48.5% 32.5% 65.8% 60.1% 40.3% Bid-Ask Spread % 62.65 40.73 98.55 98.55 46.63 Gamma HHI 0.50 0.48 0.52 0.50 0.50 Net GEX 6.0K 4.2K 7.8K 5.3K 6.4K Net DEX -107.2K -160.5K -65.7K -109.2K -93.2K Net VEX -747 -954 -526 -826 -624 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.05 0.00 0.33 0.00 0.00 Total Volume 49.25 0 415 10 0 Total OI 1,739.15 1,504 2,000 1,504 1,906
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 2024-03-01 $3.54 $2.50 166.6% 47.8% 0.0% 0.0% 0.0% 6.7% -126.6% 5.3K -109.2K -826 0.00 98.55 N/A N/A 10 0 1,458 46 2024-03-04 $3.50 $3.00 167.6% 18.5% 0.0% 0.0% 0.0% 3.7% -2.7% 5.0K -117.8K -810 0.00 84.18 N/A N/A 0 0 1,468 46 2024-03-05 $3.33 $3.00 153.6% 17.5% 0.0% 0.0% 0.0% -0.4% 5.3% 4.2K -90.0K -689 0.00 83.16 N/A N/A 0 0 1,469 46 2024-03-06 $3.35 $3.00 200.6% 16.2% 0.0% 0.0% 0.0% 18.4% 10.9% 4.4K -97.2K -738 0.00 82.17 N/A N/A 0 0 1,469 46 2024-03-07 $3.55 $3.00 112.0% 17.4% 0.0% 0.0% 0.0% 6.2% -20.1% 5.3K -125.6K -879 0.00 77.79 N/A N/A 0 20 1,469 46 2024-03-08 $3.63 $3.00 129.4% 13.3% 0.0% 0.0% 48.3% -3.9% 15.2% 6.2K -123.9K -870 0.00 79.87 N/A N/A 19 0 1,469 65 2024-03-11 $3.63 $3.00 236.6% 13.7% 0.0% 0.0% 0.0% -4.1% 14.5% 6.3K -127.1K -864 0.00 79.67 N/A N/A 0 40 1,487 65 2024-03-12 $3.67 $3.00 185.4% 14.8% 0.0% 0.0% 0.0% -4.3% 15.5% 6.4K -146.5K -870 0.33 73.29 N/A N/A 3 1 1,487 105 2024-03-13 $3.75 $3.00 51.7% 14.8% 0.0% 0.0% 52.1% -1.7% 5.7% 6.9K -160.5K -954 0.08 79.96 N/A N/A 377 30 1,490 106 2024-03-14 $3.34 $3.00 54.5% 15.6% 0.0% 0.0% 0.0% 27.2% 35.7% 6.5K -131.9K -874 0.00 52.38 N/A N/A 0 0 1,864 136 2024-03-15 $3.26 $3.00 53.1% 15.2% 0.0% 0.0% 0.0% 13.1% 21.5% 5.3K -113.6K -793 0.00 57.32 N/A N/A 0 415 1,864 136 2024-03-18 $3.35 $3.00 63.4% 18.2% 0.0% 0.0% 0.0% 31.6% 18.8% 6.4K -101.9K -696 0.00 51.36 N/A N/A 1 0 1,832 42 2024-03-19 $3.42 $3.00 40.5% 11.6% 0.0% 0.0% 0.0% 6.8% 7.0% 6.2K -82.6K -657 0.00 48.11 N/A N/A 1 0 1,833 42 2024-03-20 $3.50 $3.00 41.9% 12.0% 0.0% 0.0% 0.0% 13.1% 13.2% 7.8K -109.7K -745 0.00 47.79 N/A N/A 0 0 1,834 42 2024-03-21 $3.51 $3.00 33.8% 9.7% 0.0% 0.0% 0.0% 12.5% 25.4% 7.7K -99.6K -728 0.00 45.49 N/A N/A 22 0 1,834 42 2024-03-22 $3.38 $3.00 43.4% 12.4% 0.0% 0.0% 0.0% 1.9% 0.4% 6.3K -83.6K -622 0.00 41.55 N/A N/A 3 0 1,834 42 2024-03-25 $3.33 $3.00 43.3% 12.4% 0.0% 0.0% 0.0% -0.8% 14.7% 5.4K -69.0K -536 0.00 42.03 N/A N/A 3 0 1,834 42 2024-03-26 $3.26 $3.00 44.4% 12.7% 0.0% 0.0% 0.0% -8.9% -2.5% 5.0K -65.7K -526 0.00 40.89 N/A N/A 0 35 1,834 42 2024-03-27 $3.40 $3.00 33.6% 9.6% 0.0% 0.0% 58.9% -0.3% 14.1% 6.7K -95.0K -633 0.00 40.73 N/A N/A 0 5 1,834 77 2024-03-28 $3.37 $3.00 51.7% 14.8% 0.0% 0.0% 0.0% 1.4% -0.2% 6.4K -93.2K -624 0.00 46.63 N/A N/A 0 0 1,834 72
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