TRUE Options History — December 2024 In December 2024, TRUE traded between $3.77 and $4.47. ATM implied volatility averaged 83.5%. The 30-day expected move averaged 24.5%. Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 3.24.
Notable Days 2024-12-18 : Highest Volume — 1,351 contracts2024-12-04 : Largest IV spike — 52.2% change2024-12-30 : Largest Expected Move — 35.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.09 $3.77 $4.47 $4.39 $3.77 Max Pain $2.86 $2.50 $5.00 $5.00 $2.50 ATM IV 83.5% 41.5% 123.3% 41.5% 118.7% Expected Move 24.5% 11.9% 35.3% 11.9% 34.0% Term Structure -11.2% -41.8% 37.8% 14.5% -22.1% VWIV 64.4% 37.6% 123.2% 37.6% 61.1% Bid-Ask Spread % 104.88 59.50 138.78 105.56 59.50 Gamma HHI 0.73 0.50 0.93 0.90 0.61 Net GEX 6.8K 3.4K 16.3K 10.1K 3.4K Net DEX -499.6K -789.1K -233.8K -264.4K -759.8K Net VEX -776 -1.1K -468 -468 -817 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.24 0.00 30.00 0.00 30.00 Total Volume 186.762 0 1,351 79 0 Total OI 2,979.429 1,664 4,730 1,736 3,567
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 2024-12-02 $4.39 $5.00 41.5% 11.9% 0.0% 0.0% 37.6% 0.0% 14.5% 10.1K -264.4K -468 0.00 105.56 N/A N/A 79 0 1,677 59 2024-12-03 $4.47 $5.00 41.5% 11.9% 0.0% 0.0% 43.1% 0.0% -4.2% 11.3K -280.0K -648 0.00 102.49 N/A N/A 146 0 1,642 59 2024-12-04 $4.38 $5.00 63.2% 18.1% 0.0% 0.0% 79.6% 0.0% 0.7% 9.1K -337.8K -729 0.17 78.61 N/A N/A 64 11 1,631 60 2024-12-05 $4.32 $2.50 51.2% 17.5% 0.0% 0.0% 58.1% 0.0% -9.2% 8.2K -253.9K -489 0.00 109.96 N/A N/A 2 0 1,596 68 2024-12-06 $4.15 $2.50 59.3% 24.1% 0.0% 0.0% 0.0% 0.0% -29.9% 3.5K -233.8K -520 0.00 138.78 N/A N/A 0 0 1,596 68 2024-12-09 $4.28 $2.50 84.8% 29.0% 0.0% 0.0% 123.2% 0.0% 0.9% 8.6K -344.4K -677 0.03 117.97 N/A N/A 1,298 45 1,596 68 2024-12-10 $4.23 $2.50 82.8% 20.6% 0.0% 0.0% 61.6% 0.0% 2.7% 16.3K -458.5K -905 0.00 123.05 N/A N/A 120 0 2,832 114 2024-12-11 $4.36 $2.50 84.9% 24.3% 0.0% 0.0% 65.4% 0.0% -1.7% 12.7K -377.1K -758 0.00 137.66 N/A N/A 209 0 2,771 114 2024-12-12 $4.22 $2.50 69.2% 19.8% 0.0% 0.0% 0.0% 0.0% -33.7% 5.7K -326.4K -731 3.33 130.56 N/A N/A 3 10 2,962 114 2024-12-13 $4.16 $2.50 94.3% 27.0% 0.0% 0.0% 0.0% 0.0% -35.9% 5.1K -330.6K -802 0.00 125.08 N/A N/A 185 0 2,965 124 2024-12-16 $4.29 $2.50 96.1% 27.6% 0.0% 0.0% 0.0% 0.0% -33.9% 5.6K -400.5K -846 0.00 110.53 N/A N/A 268 1 2,990 124 2024-12-17 $4.20 $2.50 110.8% 31.8% 0.0% 0.0% 0.0% 0.0% -41.8% 6.4K -510.2K -946 0.00 133.47 N/A N/A 0 0 3,248 123 2024-12-18 $3.84 $2.50 70.1% 20.1% 0.0% 0.0% 0.0% 0.0% 5.6% 4.6K -362.7K -669 0.16 100.74 N/A N/A 1,164 187 3,248 123 2024-12-19 $3.79 $2.50 82.4% 23.6% 0.0% 0.0% 56.7% 0.0% 0.0% 5.6K -734.1K -1.1K 10.00 86.42 N/A N/A 1 10 4,412 308 2024-12-20 $3.80 $2.50 95.9% 27.5% 0.0% 0.0% 57.3% 0.0% 0.0% 6.1K -749.8K -1.1K 1.50 92.75 N/A N/A 10 15 4,412 318 2024-12-23 $3.79 $2.50 98.2% 28.2% 0.0% 0.0% 61.1% 0.0% 37.8% 4.2K -738.1K -907 3.33 94.08 N/A N/A 3 10 3,188 285 2024-12-24 $3.84 $2.50 97.4% 27.9% 0.0% 0.0% 0.0% 0.0% -12.5% 3.6K -770.9K -619 0.00 78.62 N/A N/A 0 30 3,191 295 2024-12-26 $3.92 $2.50 83.3% 23.9% 0.0% 0.0% 0.0% 0.0% -13.5% 3.7K -789.1K -699 30.00 93.60 N/A N/A 1 30 3,191 325 2024-12-27 $3.78 $2.50 103.5% 29.7% 0.0% 0.0% 0.0% 0.0% -16.3% 4.2K -734.2K -882 0.00 92.20 N/A N/A 0 10 3,192 355 2024-12-30 $3.81 $2.50 123.3% 35.3% 0.0% 0.0% 0.0% 0.0% -19.8% 3.9K -734.7K -999 0.00 90.85 N/A N/A 0 10 3,192 365 2024-12-31 $3.77 $2.50 118.7% 34.0% 0.0% 0.0% 0.0% 0.0% -22.1% 3.4K -759.8K -817 0.00 59.50 N/A N/A 0 0 3,192 375
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