TRUE Options History — November 2024

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

In November 2024, TRUE traded between $3.83 and $4.37. ATM implied volatility averaged 63.0%. The 30-day expected move averaged 18.0%. Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.34.

Notable Days

2024-11-26: Highest Volume — 322 contracts
2024-11-20: Largest IV spike — 61.7% change
2024-11-07: Largest Expected Move — 71.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.11	$3.83	$4.37	$3.83	$4.20
Max Pain	$4.13	$2.50	$5.00	$2.50	$5.00
ATM IV	63.0%	38.5%	104.4%	78.3%	42.6%
Expected Move	18.0%	10.8%	71.1%	22.4%	12.2%
Term Structure	-11.6%	-190.9%	20.8%	1.7%	3.5%
VWIV	95.3%	42.3%	224.2%	71.8%	42.7%
Bid-Ask Spread %	93.62	13.06	157.72	13.06	66.78
Gamma HHI	0.97	0.89	1.00	0.96	0.89
Net GEX	7.1K	3.0K	20.1K	5.1K	7.8K
Net DEX	-252.7K	-712.1K	-65.5K	-462.0K	-236.9K
Net VEX	-564	-1.1K	-256	-642	-518
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.34	0.00	5.00	0.00	0.00
Total Volume	44.4	0	322	24	6
Total OI	2,432.2	1,383	3,712	3,703	1,742

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
2024-11-01	$3.83	$2.50	78.3%	22.4%	0.0%	0.0%	0.0%	0.0%	1.7%	5.1K	-462.0K	-642	0.00	13.06	N/A	N/A	24	0	3,652	51
2024-11-04	$4.00	$2.50	103.1%	19.1%	0.0%	0.0%	71.8%	0.0%	-4.3%	5.9K	-491.3K	-685	0.00	55.36	N/A	N/A	7	0	3,654	51
2024-11-05	$3.98	$2.50	89.4%	23.6%	0.0%	0.0%	0.0%	0.0%	-43.9%	5.8K	-497.7K	-701	0.00	80.47	N/A	N/A	100	0	3,661	51
2024-11-06	$4.28	$2.50	104.4%	17.7%	0.0%	0.0%	0.0%	0.0%	-20.2%	20.1K	-712.1K	-1.1K	0.22	101.37	N/A	N/A	37	8	3,661	51
2024-11-07	$4.08	$5.00	59.7%	71.1%	0.0%	0.0%	224.2%	0.0%	-190.9%	3.0K	-633.9K	-843	0.25	157.72	N/A	N/A	28	7	3,505	60
2024-11-08	$4.07	$5.00	92.0%	16.5%	0.0%	0.0%	0.0%	0.0%	-4.8%	6.3K	-325.4K	-690	0.00	143.84	N/A	N/A	0	5	3,100	59
2024-11-11	$4.37	$5.00	76.3%	14.1%	0.0%	0.0%	0.0%	0.0%	-13.6%	9.5K	-191.2K	-730	0.00	112.22	N/A	N/A	41	0	2,700	55
2024-11-12	$4.33	$5.00	83.6%	10.8%	0.0%	0.0%	0.0%	0.0%	15.1%	8.8K	-143.5K	-573	0.00	137.08	N/A	N/A	0	0	2,692	55
2024-11-13	$4.17	$5.00	40.3%	11.5%	0.0%	0.0%	0.0%	0.0%	20.8%	6.5K	-118.0K	-473	0.00	88.64	N/A	N/A	1	0	2,692	55
2024-11-14	$4.11	$5.00	47.8%	13.7%	0.0%	0.0%	0.0%	0.0%	-1.5%	6.8K	-118.8K	-501	0.00	137.95	N/A	N/A	1	0	2,692	55
2024-11-15	$4.08	$5.00	41.9%	12.0%	0.0%	0.0%	0.0%	0.0%	0.9%	6.5K	-100.8K	-414	0.00	89.12	N/A	N/A	1	0	2,692	55
2024-11-18	$3.92	$5.00	44.9%	12.9%	0.0%	0.0%	42.3%	0.0%	-11.7%	4.1K	-65.5K	-256	0.00	86.78	N/A	N/A	10	0	1,332	51
2024-11-19	$3.96	$5.00	47.0%	13.5%	0.0%	0.0%	0.0%	0.0%	-11.8%	5.1K	-101.9K	-417	0.00	93.13	N/A	N/A	0	0	1,334	51
2024-11-20	$3.90	$5.00	76.0%	21.8%	0.0%	0.0%	0.0%	0.0%	-12.7%	5.4K	-120.3K	-475	0.00	105.06	N/A	N/A	0	0	1,334	51
2024-11-21	$3.99	$5.00	64.4%	18.5%	0.0%	0.0%	0.0%	0.0%	-12.4%	6.0K	-113.5K	-459	0.00	100.39	N/A	N/A	27	0	1,334	51
2024-11-22	$4.24	$5.00	38.5%	11.0%	0.0%	0.0%	0.0%	0.0%	18.9%	7.3K	-122.6K	-437	0.00	61.78	N/A	N/A	238	0	1,361	51
2024-11-25	$4.17	$2.50	45.2%	13.0%	0.0%	0.0%	0.0%	0.0%	12.5%	7.1K	-127.8K	-441	0.00	75.45	N/A	N/A	1	0	1,376	71
2024-11-26	$4.19	$2.50	43.3%	12.4%	0.0%	0.0%	0.0%	0.0%	9.5%	6.7K	-123.4K	-422	0.05	61.20	N/A	N/A	306	16	1,377	71
2024-11-27	$4.32	$2.50	41.5%	11.9%	0.0%	0.0%	42.7%	0.0%	12.0%	8.5K	-247.2K	-541	5.00	104.90	N/A	N/A	4	20	1,679	79
2024-11-29	$4.20	$5.00	42.6%	12.2%	0.0%	0.0%	0.0%	0.0%	3.5%	7.8K	-236.9K	-518	0.00	66.78	N/A	N/A	6	0	1,683	59