TRX Options History — August 2007 In August 2007, TRX traded between $9.96 and $11.85. ATM implied volatility averaged 59.9%, placing in the 30.9% IV rank vs the trailing year. The 30-day expected move averaged 17.0%. IV traded above realized volatility by 0.9% (HV 20d: 59.0%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.66.
Notable Days 2007-08-22 : Highest Volume — 250 contracts2007-08-16 : Largest IV spike — 162.0% change2007-08-16 : Highest IV Rank — 100.0%2007-08-16 : Largest Expected Move — 46.0%Monthly Statistics Metric Avg Min Max Open Close Price $10.70 $9.96 $11.85 $11.85 $10.28 Max Pain $11.74 $10.00 $15.00 $15.00 $10.00 ATM IV 59.9% 36.7% 160.4% 46.9% 59.5% Expected Move 17.0% 10.5% 46.0% 13.5% 17.1% HV 20d 59.0% 41.5% 66.6% 41.6% 61.0% HV 60d 43.5% 36.7% 45.9% 36.7% 45.4% IV Rank 30.9% 13.8% 100.0% 24.4% 26.5% IV Percentile 89.8% 21.1% 100.0% 89.0% 94.6% Term Structure -4.7% -59.8% 19.0% 8.0% -6.1% VWIV 61.6% 51.4% 84.5% 59.1% 53.7% Skew 25d 3.5% -11.2% 20.6% -4.0% 12.6% Skew 10d 18.5% -3.4% 55.8% 2.0% 19.3% Call IV 25d 61.7% 48.5% 142.5% 55.4% 49.4% Put IV 25d 65.2% 49.2% 163.2% 51.4% 62.0% Bid-Ask Spread % 82.21 53.39 161.74 93.89 86.83 Gamma HHI 0.42 0.32 0.52 0.48 0.46 Net GEX 5.8K 1.2K 9.2K 7.5K 9.2K Net DEX 35.7K -164.4K 354.2K 354.2K -164.4K Net VEX -718 -1.1K -281 -715 -1.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.00 9.00 0.64 0.42 Total Volume 41.783 0 250 18 0 Total OI 1,124.043 584 1,474 1,413 982
Daily Data (23 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 2007-08-01 $11.85 $15.00 46.9% 13.5% 41.6% 24.4% 59.1% 0.0% 8.0% 7.5K 354.2K -715 0.64 93.89 N/A N/A 11 7 991 422 2007-08-02 $11.56 $15.00 51.2% 14.7% 41.5% 28.8% 51.4% 0.0% -1.3% 6.4K 341.2K -615 0.00 53.39 N/A N/A 40 0 996 395 2007-08-03 $10.90 $15.00 36.7% 10.5% 44.0% 13.8% 71.1% 0.0% 19.0% 4.4K 338.0K -512 9.00 80.06 N/A N/A 20 180 1,026 395 2007-08-06 $10.33 $12.50 54.1% 14.6% 45.6% 31.8% 0.0% 0.0% -2.8% 1.9K 184.9K -281 1.25 93.32 N/A N/A 8 10 1,026 215 2007-08-07 $10.32 $12.50 56.9% 15.0% 46.0% 34.6% 56.1% -4.0% -3.0% 1.7K 182.0K -312 0.00 65.07 N/A N/A 20 0 1,034 225 2007-08-08 $11.07 $12.50 45.5% 14.4% 54.1% 22.9% 54.1% 3.5% 2.6% 3.7K 169.9K -429 0.00 83.48 N/A N/A 10 0 1,054 225 2007-08-09 $10.45 $12.50 41.7% 14.6% 55.9% 19.0% 0.0% -0.3% -5.8% 1.2K 185.4K -302 0.00 88.14 N/A N/A 20 0 1,054 225 2007-08-10 $11.29 $12.50 46.6% 15.7% 64.7% 24.0% 0.0% 8.6% -9.4% 5.3K 145.5K -534 0.00 64.88 N/A N/A 120 0 1,074 220 2007-08-13 $11.22 $12.50 61.8% 14.4% 64.4% 39.6% 65.1% 1.1% 6.3% 6.6K 58.3K -754 0.00 70.96 N/A N/A 50 0 1,194 220 2007-08-14 $11.32 $12.50 70.2% 16.1% 61.7% 48.3% 0.0% 4.9% -9.5% 8.5K 29.6K -844 0.00 77.41 N/A N/A 0 0 1,244 220 2007-08-15 $10.51 $12.50 61.2% 17.2% 64.7% 39.0% 0.0% -3.3% -11.7% 4.4K 74.7K -695 0.00 78.14 N/A N/A 0 0 1,244 220 2007-08-16 $10.96 $12.50 160.4% 46.0% 66.6% 100.0% 0.0% 20.6% -59.8% 3.4K -62.5K -1.1K 0.00 161.74 N/A N/A 0 10 1,244 220 2007-08-17 $10.82 $12.50 57.6% 16.5% 66.5% 25.1% 55.4% 4.6% -6.8% 5.1K 71.8K -736 0.00 83.79 N/A N/A 56 0 1,244 230 2007-08-20 $10.70 $10.00 58.7% 16.8% 66.4% 25.9% 56.6% 3.1% -6.6% 5.1K -92.2K -695 0.00 79.27 N/A N/A 1 0 525 59 2007-08-21 $10.85 $10.00 58.8% 16.9% 66.5% 26.0% 0.0% 1.1% -5.0% 5.5K -104.7K -727 0.00 76.20 N/A N/A 5 0 525 59 2007-08-22 $10.69 $10.00 60.3% 17.3% 66.2% 27.0% 0.0% 1.2% -3.3% 5.4K -104.7K -730 0.00 77.35 N/A N/A 250 0 530 59 2007-08-23 $10.30 $10.00 57.8% 16.6% 66.2% 25.2% 84.5% -11.2% 2.8% 8.2K -137.6K -979 0.00 71.32 N/A N/A 21 0 780 59 2007-08-24 $10.37 $10.00 59.1% 16.9% 62.9% 26.1% 70.7% -7.9% -3.3% 8.6K -150.2K -1.0K 0.00 65.70 N/A N/A 27 0 801 59 2007-08-27 $10.32 $10.00 57.9% 16.6% 62.7% 25.3% 0.0% -5.5% -1.3% 8.5K -144.9K -944 0.00 80.53 N/A N/A 0 0 828 59 2007-08-28 $10.13 $10.00 59.2% 17.0% 62.9% 26.3% 0.0% 11.4% -4.8% 7.9K -130.2K -899 0.00 86.25 N/A N/A 0 0 828 59 2007-08-29 $9.99 $10.00 61.3% 17.6% 62.9% 27.7% 0.0% 8.8% -5.0% 7.3K -117.2K -867 0.00 86.22 N/A N/A 10 0 828 59 2007-08-30 $9.96 $10.00 53.7% 15.4% 62.6% 22.2% 53.7% 17.4% -0.7% 7.2K -106.3K -815 0.42 86.91 N/A N/A 60 25 838 59 2007-08-31 $10.28 $10.00 59.5% 17.1% 61.0% 26.5% 0.0% 12.6% -6.1% 9.2K -164.4K -1.0K 0.00 86.83 N/A N/A 0 0 898 84
« Jul 2007 | All History | Sep 2007 » Home TRX History August 2007