TRX Options History — September 2008

Name: TRX Options Analytics - September 2008
Creator: Options Analysis Suite

In September 2008, TRX traded between $0.32 and $0.70. ATM implied volatility averaged 147.2%, placing in the 67.9% IV rank vs the trailing year. The 30-day expected move averaged 42.2%. IV traded below realized volatility by 134.4% (HV 20d: 281.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 8 trading days.

Notable Days

2008-09-11: Largest IV drop — 100.0% change
2008-09-05: Highest IV Rank — 87.3%
2008-09-05: Largest Expected Move — 51.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.56	$0.32	$0.70	$0.67	$0.32
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	147.2%	122.1%	178.9%	128.6%	154.8%
Expected Move	42.2%	35.0%	51.3%	36.9%	44.4%
HV 20d	281.6%	270.0%	304.9%	271.2%	304.9%
HV 60d	207.0%	202.1%	216.0%	203.3%	216.0%
IV Rank	67.9%	52.6%	87.3%	56.6%	72.6%
IV Percentile	92.6%	86.1%	98.8%	89.3%	95.2%
Bid-Ask Spread %	72.49	11.08	105.55	60.70	105.55
Net GEX	0	0	0	0	0
Net DEX	560	320	700	670	320
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	164	164	164	164	164

Daily Data (8 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	Spread %	Call Wall	Put Wall	Call OI	Put OI
2008-09-02	$0.67	$2.50	128.6%	36.9%	271.2%	56.6%	0.0%	0.0%	0.0%	670	60.70	N/A	N/A	154	10
2008-09-03	$0.70	$2.50	167.7%	48.1%	271.0%	80.5%	0.0%	0.0%	0.0%	700	40.15	N/A	N/A	154	10
2008-09-04	$0.70	$2.50	122.1%	35.0%	270.1%	52.6%	0.0%	0.0%	0.0%	700	59.20	N/A	N/A	154	10
2008-09-05	$0.67	$2.50	178.9%	51.3%	270.0%	87.3%	0.0%	0.0%	0.0%	670	94.18	N/A	N/A	154	10
2008-09-08	$0.60	$2.50	123.8%	35.5%	271.4%	53.7%	0.0%	0.0%	0.0%	600	104.65	N/A	N/A	154	10
2008-09-09	$0.41	$2.50	154.2%	44.2%	296.9%	72.2%	0.0%	0.0%	0.0%	410	11.08	N/A	N/A	154	10
2008-09-10	$0.41	$2.50	154.8%	44.4%	297.1%	72.6%	0.0%	0.0%	0.0%	410	104.40	N/A	N/A	154	10
2008-09-11	$0.32	$2.50	0.0%	0.0%	304.9%	0.0%	0.0%	0.0%	0.0%	320	105.55	N/A	N/A	154	10