TRX Options History — January 2008 In January 2008, TRX traded between $5.79 and $8.88. ATM implied volatility averaged 88.5%, placing in the 47.6% IV rank vs the trailing year. The 30-day expected move averaged 26.3%. IV traded above realized volatility by 21.5% (HV 20d: 67.1%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.78.
Notable Days 2008-01-09 : Highest Volume — 191 contracts2008-01-09 : Largest IV spike — 87.3% change2008-01-24 : Highest IV Rank — 60.3%2008-01-24 : Largest Expected Move — 30.4%Monthly Statistics Metric Avg Min Max Open Close Price $7.23 $5.79 $8.88 $8.88 $7.30 Max Pain $7.26 $5.00 $7.50 $5.00 $7.50 ATM IV 88.5% 48.4% 105.9% 65.6% 99.3% Expected Move 26.3% 18.0% 30.4% 18.8% 28.5% HV 20d 67.1% 61.1% 71.8% 69.4% 70.8% HV 60d 60.1% 57.2% 64.1% 57.4% 61.5% IV Rank 47.6% 18.4% 60.3% 30.9% 55.5% IV Percentile 93.7% 61.1% 98.0% 96.0% 95.6% Term Structure -10.0% -26.4% 19.0% 0.8% -10.4% VWIV 87.3% 46.9% 122.5% 46.9% 99.2% Skew 25d 3.4% -19.6% 22.6% 16.3% 9.6% Skew 10d 12.7% -19.2% 34.0% 29.7% 16.2% Call IV 25d 82.2% 57.1% 103.5% 57.1% 89.1% Put IV 25d 85.6% 68.8% 104.9% 73.4% 98.7% Bid-Ask Spread % 75.42 43.21 101.14 99.01 97.30 Gamma HHI 0.54 0.45 0.66 0.47 0.57 Net GEX 13.2K 797 21.1K 20.0K 10.9K Net DEX -371.7K -1.0M 126.8K -1.0M -163.9K Net VEX -1.7K -2.4K -542 -2.4K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.00 7.50 0.00 0.21 Total Volume 44.286 0 191 4 57 Total OI 2,274.381 2,081 2,575 2,151 2,154
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 2008-01-02 $8.88 $5.00 65.6% 18.8% 69.4% 30.9% 46.9% 16.3% 0.8% 20.0K -1.0M -2.4K 0.00 99.01 N/A N/A 4 0 2,001 150 2008-01-03 $8.73 $5.00 62.6% 18.0% 62.9% 28.8% 0.0% 12.9% 0.1% 20.1K -1.0M -2.3K 0.43 101.14 N/A N/A 47 20 1,997 150 2008-01-04 $8.70 $7.50 55.0% 20.6% 62.8% 23.2% 68.9% 12.2% -5.1% 20.3K -988.2K -2.3K 0.16 86.56 N/A N/A 19 3 1,995 170 2008-01-07 $8.50 $7.50 71.9% 21.6% 62.3% 35.5% 77.4% 6.7% -13.3% 14.6K -968.1K -2.1K 0.00 85.76 N/A N/A 35 0 2,011 173 2008-01-08 $8.20 $7.50 48.4% 25.5% 63.9% 18.4% 58.2% 1.2% -26.4% 21.1K -817.3K -2.1K 7.50 80.79 N/A N/A 16 120 2,020 173 2008-01-09 $7.53 $7.50 90.7% 28.0% 69.1% 49.2% 94.3% -8.9% -15.3% 17.2K -489.1K -2.1K 2.75 74.46 N/A N/A 51 140 2,023 291 2008-01-10 $7.55 $7.50 100.9% 28.9% 69.1% 56.6% 0.0% -3.0% -18.5% 17.2K -506.4K -2.4K 0.00 86.14 N/A N/A 10 0 2,054 431 2008-01-11 $7.49 $7.50 100.4% 28.8% 68.0% 56.3% 122.5% -6.3% -13.5% 17.6K -460.1K -2.2K 0.17 84.65 N/A N/A 60 10 2,054 431 2008-01-14 $7.53 $7.50 103.0% 29.5% 68.0% 58.2% 98.0% -2.2% -21.3% 20.9K -495.8K -2.2K 0.00 79.42 N/A N/A 53 0 2,114 421 2008-01-15 $7.03 $7.50 100.6% 28.9% 71.6% 56.5% 0.0% 9.5% -18.5% 19.0K -309.7K -1.9K 0.75 83.46 N/A N/A 4 3 2,154 421 2008-01-16 $7.01 $7.50 98.0% 28.1% 63.9% 54.5% 80.6% 9.6% -16.8% 19.2K -332.2K -1.8K 0.00 82.59 N/A N/A 111 0 2,153 421 2008-01-17 $6.61 $7.50 103.9% 29.8% 66.0% 58.8% 103.8% 17.0% -21.6% 7.2K -133.2K -1.5K 0.00 59.89 N/A N/A 12 0 2,125 421 2008-01-18 $6.10 $7.50 81.2% 23.3% 71.2% 42.3% 102.9% -1.8% 19.0% 6.3K -55.7K -1.2K 0.00 68.35 N/A N/A 38 0 2,137 421 2008-01-22 $5.84 $7.50 98.0% 28.1% 71.2% 54.5% 0.0% 0.7% -11.0% 4.9K 64.4K -862 0.00 58.15 N/A N/A 0 0 1,670 411 2008-01-23 $5.79 $7.50 95.6% 27.4% 65.8% 52.8% 0.0% 22.6% -2.3% 797 126.8K -542 0.00 64.51 N/A N/A 0 0 1,670 411 2008-01-24 $5.99 $7.50 105.9% 30.4% 61.1% 60.3% 69.7% 0.6% -11.2% 5.6K 36.2K -975 0.00 54.77 N/A N/A 0 9 1,670 411 2008-01-25 $6.36 $7.50 84.0% 24.1% 66.4% 44.4% 88.9% -19.6% 2.4% 6.7K 22.3K -1.1K 2.10 71.18 N/A N/A 10 21 1,670 420 2008-01-28 $6.78 $7.50 99.3% 28.5% 71.8% 55.5% 99.8% 3.8% -12.6% 8.5K -79.0K -1.3K 0.00 43.21 N/A N/A 43 0 1,670 426 2008-01-29 $6.96 $7.50 98.4% 28.2% 67.7% 54.8% 98.4% -3.2% -5.8% 9.5K -91.6K -1.3K 0.00 60.69 N/A N/A 14 0 1,707 426 2008-01-30 $6.86 $7.50 95.7% 27.4% 65.6% 52.9% 0.0% -6.5% -8.9% 9.5K -90.6K -1.3K 0.00 61.80 N/A N/A 20 0 1,708 426 2008-01-31 $7.30 $7.50 99.3% 28.5% 70.8% 55.5% 99.2% 9.6% -10.4% 10.9K -163.9K -1.4K 0.21 97.30 N/A N/A 47 10 1,728 426
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