TRUE Options History — September 2024 In September 2024, TRUE traded between $2.90 and $3.45. ATM implied volatility averaged 73.5%. The 30-day expected move averaged 19.9%. Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 8.28.
Notable Days 2024-09-20 : Highest Volume — 110 contracts2024-09-19 : Largest IV spike — 98.6% change2024-09-25 : Largest Expected Move — 32.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.19 $2.90 $3.45 $2.90 $3.45 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 73.5% 45.3% 113.0% 53.8% 70.4% Expected Move 19.9% 11.7% 32.4% 15.4% 20.2% Term Structure 9.5% -28.9% 309.5% 8.5% 23.9% VWIV 68.3% 68.0% 68.6% 68.0% 68.6% Bid-Ask Spread % 52.82 10.46 102.85 102.85 13.79 Gamma HHI 0.89 0.69 1.00 0.71 0.98 Net GEX 824 290 1.6K 625 675 Net DEX -26.3K -41.6K -18.4K -21.1K -21.7K Net VEX -167 -281 -70 -201 -82 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 8.28 0.00 61.00 0.00 10.00 Total Volume 14.45 0 110 2 11 Total OI 1,113.35 848 1,319 1,201 850
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 2024-09-03 $2.90 $2.50 53.8% 15.4% 0.0% 0.0% 0.0% 0.0% 8.5% 625 -21.1K -201 0.00 102.85 N/A N/A 2 0 1,081 120 2024-09-04 $3.02 $2.50 80.0% 22.9% 0.0% 0.0% 0.0% 0.0% -28.9% 604 -22.8K -189 0.00 89.68 N/A N/A 3 0 1,081 120 2024-09-05 $3.09 $2.50 61.8% 13.0% 0.0% 0.0% 0.0% 0.0% 4.1% 847 -28.6K -212 0.00 60.78 N/A N/A 3 0 1,084 120 2024-09-06 $3.00 $2.50 57.5% 12.0% 0.0% 0.0% 0.0% 0.0% 12.7% 806 -29.6K -231 0.00 15.71 N/A N/A 0 0 1,087 120 2024-09-09 $3.06 $2.50 67.0% 12.8% 0.0% 0.0% 0.0% 0.0% 4.5% 725 -24.4K -186 0.00 12.90 N/A N/A 0 0 1,087 120 2024-09-10 $3.06 $2.50 70.3% 11.7% 0.0% 0.0% 0.0% 0.0% 13.4% 737 -25.6K -184 0.50 10.46 N/A N/A 2 1 1,087 120 2024-09-11 $3.05 $2.50 46.5% 13.3% 0.0% 0.0% 0.0% 0.0% -3.9% 539 -20.6K -146 0.00 91.20 N/A N/A 0 0 1,089 121 2024-09-12 $3.16 $2.50 59.4% 17.0% 0.0% 0.0% 0.0% 0.0% -5.9% 1.1K -32.6K -234 0.00 67.13 N/A N/A 7 0 1,089 121 2024-09-13 $3.21 $2.50 47.1% 13.5% 0.0% 0.0% 68.0% 0.0% -2.1% 1.0K -31.7K -204 0.00 16.75 N/A N/A 0 12 1,089 121 2024-09-16 $3.17 $2.50 46.9% 13.4% 0.0% 0.0% 0.0% 0.0% 0.6% 991 -29.5K -228 0.00 26.47 N/A N/A 0 10 1,089 128 2024-09-17 $3.13 $2.50 45.3% 13.0% 0.0% 0.0% 0.0% 0.0% -13.0% 290 -18.4K -70 9.33 14.15 N/A N/A 6 56 1,089 118 2024-09-18 $3.19 $2.50 52.3% 15.0% 0.0% 0.0% 0.0% 0.0% -24.0% 356 -19.6K -71 61.00 62.56 N/A N/A 1 61 1,089 168 2024-09-19 $3.31 $2.50 103.8% 29.7% 0.0% 0.0% 0.0% 0.0% 309.5% 1.3K -31.0K -188 0.00 60.80 N/A N/A 1 0 1,089 229 2024-09-20 $3.34 $2.50 103.4% 29.6% 0.0% 0.0% 0.0% 0.0% -10.9% 1.6K -41.6K -281 0.00 70.85 N/A N/A 0 110 1,090 229 2024-09-23 $3.29 $2.50 108.4% 31.1% 0.0% 0.0% 0.0% 0.0% -24.1% 751 -21.9K -102 0.00 61.71 N/A N/A 0 0 793 55 2024-09-24 $3.34 $2.50 106.9% 30.6% 0.0% 0.0% 0.0% 0.0% -14.0% 718 -21.6K -86 0.00 66.13 N/A N/A 0 0 793 55 2024-09-25 $3.37 $2.50 113.0% 32.4% 0.0% 0.0% 0.0% 0.0% -25.2% 739 -22.4K -87 0.00 62.46 N/A N/A 0 0 793 55 2024-09-26 $3.34 $2.50 111.7% 32.0% 0.0% 0.0% 68.6% 0.0% -15.9% 1.6K -41.1K -270 2.00 87.30 N/A N/A 1 2 793 55 2024-09-27 $3.38 $2.50 65.3% 18.7% 0.0% 0.0% 0.0% 0.0% -18.6% 554 -20.3K -84 0.00 62.70 N/A N/A 0 0 793 57 2024-09-30 $3.45 $2.50 70.4% 20.2% 0.0% 0.0% 0.0% 0.0% 23.9% 675 -21.7K -82 10.00 13.79 N/A N/A 1 10 793 57
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