TRX Options History — February 2008 In February 2008, TRX traded between $4.47 and $8.20. ATM implied volatility averaged 94.4%, placing in the 51.9% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded below realized volatility by 17.4% (HV 20d: 111.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 2.43.
Notable Days 2008-02-19 : Highest Volume — 428 contracts2008-02-14 : Largest IV drop — 31.7% change2008-02-12 : Highest IV Rank — 95.9%2008-02-01 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.93 $4.47 $8.20 $8.20 $4.47 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 94.4% 73.7% 154.8% 89.9% 73.7% Expected Move 22.6% 20.6% 25.8% 25.8% 21.1% HV 20d 111.8% 83.6% 134.0% 83.6% 123.2% HV 60d 81.2% 65.8% 91.8% 65.8% 91.8% IV Rank 51.9% 36.8% 95.9% 48.6% 36.8% IV Percentile 91.3% 83.7% 99.6% 92.5% 83.7% Term Structure 0.6% -11.3% 23.4% -11.3% 4.5% VWIV 79.9% 73.7% 90.2% 90.2% 73.7% Skew 25d 2.4% -18.1% 40.5% 27.4% 9.4% Skew 10d -1.9% -33.8% 63.2% 35.1% 6.9% Call IV 25d 86.6% 63.4% 108.4% 63.4% 64.0% Put IV 25d 89.0% 73.4% 127.1% 90.8% 73.4% Bid-Ask Spread % 64.04 34.64 79.64 77.41 45.33 Gamma HHI 0.59 0.33 0.72 0.50 0.66 Net GEX 5.2K -3.3K 21.0K 14.5K -2.7K Net DEX 47.5K -454.2K 317.5K -454.2K 258.3K Net VEX -1.1K -1.8K -439 -1.7K -595 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.43 0.00 14.85 11.31 0.00 Total Volume 109.35 0 428 197 11 Total OI 2,316.15 1,274 3,239 2,201 1,786
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 2008-02-01 $8.20 $7.50 89.9% 25.8% 83.6% 48.6% 90.2% 27.4% -11.3% 14.5K -454.2K -1.7K 11.31 77.41 N/A N/A 16 181 1,765 436 2008-02-04 $7.52 $7.50 92.0% 22.1% 88.7% 50.2% 0.0% 13.6% 2.4% 11.7K -181.0K -1.6K 0.00 67.80 N/A N/A 3 0 1,766 605 2008-02-05 $7.15 $7.50 103.6% 21.7% 89.9% 58.6% 74.8% 14.0% 1.6% 10.2K -109.9K -1.5K 0.44 70.85 N/A N/A 226 100 1,766 605 2008-02-06 $7.40 $7.50 100.9% 22.7% 90.5% 56.6% 79.3% 8.4% -1.9% 14.1K -167.0K -1.7K 0.00 71.80 N/A N/A 0 10 1,986 705 2008-02-07 $7.29 $7.50 122.9% 23.1% 85.6% 72.7% 0.0% 14.6% -0.0% 12.4K -168.7K -1.7K 0.05 73.30 N/A N/A 380 20 1,986 705 2008-02-08 $7.43 $7.50 118.9% 23.9% 85.9% 69.8% 83.4% 40.5% -2.2% 19.4K -353.2K -1.8K 0.00 71.25 N/A N/A 13 0 2,336 724 2008-02-11 $7.50 $7.50 135.7% 23.9% 85.9% 82.0% 0.0% 0.0% -4.2% 21.0K -322.5K -1.6K 3.67 73.08 N/A N/A 3 11 2,329 724 2008-02-12 $7.55 $7.50 154.8% 25.0% 85.9% 95.9% 0.0% 0.0% -7.0% 21.0K -369.2K -1.6K 8.64 73.48 N/A N/A 11 95 2,329 724 2008-02-13 $5.95 $7.50 122.4% 20.6% 118.7% 72.3% 86.6% 0.0% 23.4% -687 317.5K -665 0.60 79.64 N/A N/A 194 116 2,340 791 2008-02-14 $5.46 $7.50 83.6% 24.0% 121.8% 44.0% 0.0% 0.0% -3.7% 1.1K 249.6K -697 1.00 66.35 N/A N/A 14 14 2,501 722 2008-02-15 $4.64 $7.50 82.7% 23.7% 132.2% 43.4% 0.0% 0.0% -4.1% 207 283.3K -439 0.48 34.64 N/A N/A 125 60 2,507 732 2008-02-19 $4.97 $7.50 76.6% 22.0% 133.4% 38.9% 76.6% -8.2% -0.1% 455 151.1K -613 14.85 55.93 N/A N/A 27 401 776 498 2008-02-20 $4.96 $7.50 74.4% 21.3% 132.9% 37.3% 74.7% -13.7% 6.5% -3.3K 261.3K -783 0.00 58.36 N/A N/A 12 0 803 893 2008-02-21 $4.68 $7.50 78.3% 22.4% 134.0% 40.2% 0.0% -14.5% -1.1% -2.7K 257.3K -733 0.28 56.91 N/A N/A 74 21 815 893 2008-02-22 $4.70 $7.50 75.1% 21.5% 133.1% 37.9% 0.0% -15.0% 3.1% -2.7K 268.4K -710 0.00 60.95 N/A N/A 0 0 867 890 2008-02-25 $4.70 $7.50 74.2% 21.3% 130.5% 37.1% 0.0% -18.1% 3.0% -2.8K 266.5K -715 0.00 64.99 N/A N/A 0 0 867 890 2008-02-26 $4.69 $7.50 75.2% 21.5% 127.3% 37.9% 0.0% -13.9% -0.4% -2.8K 261.4K -703 0.00 58.59 N/A N/A 2 0 867 890 2008-02-27 $4.74 $7.50 74.4% 21.3% 126.7% 37.3% 0.0% -4.1% 4.7% -2.8K 254.8K -748 0.00 61.86 N/A N/A 6 0 869 890 2008-02-28 $4.68 $7.50 78.4% 22.5% 126.7% 40.2% 0.0% -4.6% -0.3% -2.7K 245.5K -712 0.00 58.36 N/A N/A 41 0 875 870 2008-02-29 $4.47 $7.50 73.7% 21.1% 123.2% 36.8% 73.7% 9.4% 4.5% -2.7K 258.3K -595 0.00 45.33 N/A N/A 11 0 916 870
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