TRX Options History — April 2008 In April 2008, TRX traded between $2.88 and $4.28. ATM implied volatility averaged 78.8%, placing in the 38.8% IV rank vs the trailing year. The 30-day expected move averaged 23.0%. IV traded below realized volatility by 29.6% (HV 20d: 108.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.04.
Notable Days 2008-04-30 : Highest Volume — 65 contracts2008-04-16 : Largest IV spike — 43.7% change2008-04-30 : Highest IV Rank — 56.8%2008-04-30 : Largest Expected Move — 29.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.62 $2.88 $4.28 $4.28 $3.20 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 78.8% 63.0% 102.8% 80.9% 102.8% Expected Move 23.0% 18.1% 29.5% 23.2% 29.5% HV 20d 108.5% 47.4% 158.1% 158.1% 64.1% HV 60d 122.6% 117.4% 124.2% 124.1% 119.0% IV Rank 38.8% 26.8% 56.8% 40.6% 56.8% IV Percentile 81.1% 69.8% 94.4% 84.5% 94.4% Term Structure 1.3% -41.0% 23.6% -3.8% -40.0% VWIV 77.4% 68.7% 86.0% 86.0% 68.7% Skew 25d -3.5% -20.6% 8.8% 3.5% -8.5% Skew 10d -2.3% -32.4% 17.5% 10.9% -7.8% Call IV 25d 88.1% 72.2% 105.4% 83.8% 105.4% Put IV 25d 84.6% 75.1% 96.9% 87.3% 96.9% Bid-Ask Spread % 62.65 46.18 83.98 49.11 46.18 Gamma HHI 0.46 0.41 0.49 0.46 0.47 Net GEX 1.3K 328 3.1K 2.7K 538 Net DEX 5.3K -54.3K 39.6K -41.3K 33.4K Net VEX -342 -680 -78 -644 -125 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.23 0.00 0.23 Total Volume 5.455 0 65 0 65 Total OI 1,733.545 1,683 1,769 1,757 1,693
Daily Data (22 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 2008-04-01 $4.28 $5.00 80.9% 23.2% 158.1% 40.6% 0.0% 3.5% -3.8% 2.7K -41.3K -644 0.00 49.11 N/A N/A 0 0 1,582 175 2008-04-02 $4.25 $5.00 81.2% 23.3% 158.0% 40.8% 0.0% 8.2% 11.6% 3.1K -54.3K -680 0.00 49.42 N/A N/A 0 0 1,582 175 2008-04-03 $4.28 $5.00 64.0% 18.3% 156.9% 27.9% 0.0% 6.5% 19.1% 2.8K -39.4K -633 0.00 67.92 N/A N/A 0 0 1,582 175 2008-04-04 $4.25 $5.00 83.8% 27.2% 151.3% 42.8% 0.0% 3.4% -5.8% 2.6K -32.0K -596 0.00 51.20 N/A N/A 0 0 1,582 175 2008-04-07 $4.24 $5.00 72.6% 26.4% 149.0% 34.4% 0.0% 4.4% -5.3% 2.6K -30.3K -589 0.00 69.84 N/A N/A 20 0 1,582 175 2008-04-08 $4.27 $5.00 76.9% 25.7% 142.3% 37.6% 0.0% 4.1% -3.1% 2.5K -26.2K -556 0.00 68.86 N/A N/A 0 0 1,572 175 2008-04-09 $4.09 $5.00 83.5% 21.2% 138.4% 42.5% 86.0% -9.4% 3.7% 1.7K -14.9K -492 0.00 53.66 N/A N/A 10 0 1,572 175 2008-04-10 $4.24 $5.00 86.6% 24.8% 137.3% 44.5% 0.0% 5.2% 2.3% 1.9K -15.4K -512 0.00 71.14 N/A N/A 0 0 1,582 175 2008-04-11 $4.01 $5.00 78.9% 22.6% 138.3% 38.7% 0.0% -4.9% 0.1% 1.8K -13.1K -485 0.00 71.07 N/A N/A 0 0 1,582 175 2008-04-14 $4.00 $5.00 71.9% 20.6% 137.3% 33.5% 0.0% 1.5% 10.3% 1.5K -3.3K -422 0.00 73.68 N/A N/A 0 0 1,582 175 2008-04-15 $3.76 $5.00 63.0% 18.1% 132.4% 26.8% 68.7% 8.8% 14.6% 1.2K 5.2K -382 0.00 83.98 N/A N/A 5 0 1,582 175 2008-04-16 $3.52 $5.00 90.5% 25.9% 135.3% 47.5% 0.0% 2.9% -41.0% 907 21.6K -281 0.00 68.53 N/A N/A 10 0 1,584 175 2008-04-17 $3.30 $5.00 81.3% 23.3% 137.7% 40.5% 0.0% -5.4% -0.4% 625 33.0K -188 0.00 68.10 N/A N/A 0 0 1,594 175 2008-04-18 $3.23 $5.00 81.8% 23.5% 59.4% 40.9% 0.0% -10.4% -1.5% 578 33.2K -182 0.00 68.58 N/A N/A 0 0 1,594 175 2008-04-21 $3.21 $5.00 77.6% 22.3% 59.4% 37.8% 0.0% -5.1% -3.1% 484 39.0K -141 0.00 71.18 N/A N/A 0 0 1,518 175 2008-04-22 $3.01 $5.00 69.9% 20.0% 57.0% 32.0% 0.0% -19.6% -2.5% 425 36.0K -144 0.00 66.74 N/A N/A 0 0 1,518 175 2008-04-23 $2.93 $5.00 75.3% 21.6% 56.4% 36.0% 0.0% -19.3% 18.0% 377 38.0K -113 0.00 68.41 N/A N/A 0 0 1,518 175 2008-04-24 $2.89 $5.00 73.6% 21.1% 56.4% 34.8% 0.0% -20.6% 23.6% 328 39.6K -97 0.00 69.66 N/A N/A 0 0 1,518 175 2008-04-25 $2.92 $5.00 79.1% 22.7% 57.1% 38.9% 0.0% -15.6% 11.7% 352 36.8K -98 0.00 47.16 N/A N/A 10 0 1,518 165 2008-04-28 $2.88 $5.00 75.8% 21.7% 56.7% 36.5% 0.0% 0.0% 13.0% 354 35.0K -95 0.00 46.78 N/A N/A 0 0 1,528 165 2008-04-29 $2.89 $5.00 83.2% 23.8% 47.4% 42.0% 0.0% 0.0% 7.0% 331 36.4K -78 0.00 47.14 N/A N/A 0 0 1,528 165 2008-04-30 $3.20 $5.00 102.8% 29.5% 64.1% 56.8% 0.0% -8.5% -40.0% 538 33.4K -125 0.23 46.18 N/A N/A 53 12 1,528 165
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