TRX Options History — February 2014 In February 2014, TRX traded between $1.95 and $2.62. ATM implied volatility averaged 87.8%, placing in the 51.8% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded below realized volatility by 12.8% (HV 20d: 100.5%). Max pain ranged from $1.00 to $3.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 2.01.
Notable Days 2014-02-18 : Highest Volume — 509 contracts2014-02-10 : Largest IV spike — 50.9% change2014-02-12 : Highest IV Rank — 77.5%2014-02-05 : Largest Expected Move — 31.4%Monthly Statistics Metric Avg Min Max Open Close Price $2.29 $1.95 $2.62 $1.95 $2.31 Max Pain $2.53 $1.00 $3.00 $1.00 $3.00 ATM IV 87.8% 63.7% 115.5% 104.4% 84.4% Expected Move 24.5% 19.2% 31.4% 29.9% 24.2% HV 20d 100.5% 88.6% 110.9% 91.0% 90.6% HV 60d 84.3% 76.8% 90.6% 77.3% 88.1% IV Rank 51.8% 30.5% 77.5% 67.8% 48.4% IV Percentile 73.5% 32.5% 98.0% 97.2% 72.6% Term Structure -9.5% -44.4% 28.4% -20.8% -20.6% VWIV 76.6% 55.9% 99.2% 68.4% 55.9% Skew 25d 9.8% -43.1% 43.4% 21.3% -3.0% Skew 10d 27.3% -21.8% 73.3% 34.1% -7.5% Call IV 25d 83.8% 55.6% 153.4% 72.3% 95.1% Put IV 25d 93.6% 68.6% 116.2% 93.7% 92.1% Bid-Ask Spread % 87.95 28.17 112.11 66.59 111.93 Gamma HHI 0.97 0.81 1.00 0.83 1.00 Net GEX 126 0 456 395 25 Net DEX 2.6K -2.7K 13.5K 13.5K -2.7K Net VEX 7 0 23 23 1 P/C Ratio 2.01 0.00 25.00 0.00 25.00 Total Volume 84.263 0 509 9 5 Total OI 4,536.053 4,180 4,958 4,180 4,958
Daily Data (19 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 2014-02-03 $1.95 $1.00 104.4% 29.9% 91.0% 67.8% 0.0% 21.3% -20.8% 395 13.5K 23 0.00 66.59 N/A N/A 9 0 2,995 1,185 2014-02-04 $1.99 $1.00 95.7% 27.4% 91.0% 59.9% 0.0% 23.2% -1.0% 445 12.9K 20 0.00 64.66 N/A N/A 0 0 3,003 1,185 2014-02-05 $1.98 $1.00 109.7% 31.4% 90.5% 72.7% 0.0% 35.9% -23.9% 409 13.4K 23 0.00 92.73 N/A N/A 0 70 3,003 1,185 2014-02-06 $1.96 $1.00 95.9% 27.5% 88.6% 60.0% 0.0% 43.4% -8.6% 456 12.3K 21 0.00 90.01 N/A N/A 0 0 3,003 1,255 2014-02-07 $2.17 $0.00 63.7% 19.5% 94.3% 30.5% 0.0% -43.1% -0.2% 0 0 0 0.10 93.62 N/A N/A 41 4 3,003 1,255 2014-02-10 $2.19 $0.00 96.2% 25.1% 94.3% 60.3% 68.4% 18.5% -11.3% 0 0 0 0.00 28.17 N/A N/A 20 0 3,014 1,255 2014-02-11 $2.32 $3.00 99.3% 25.5% 93.5% 62.3% 0.0% 34.0% -5.4% 43 1.2K 5 0.00 104.50 N/A N/A 13 0 3,034 1,255 2014-02-12 $2.18 $3.00 115.5% 25.0% 97.2% 77.5% 0.0% 27.7% -15.8% 25 216 2 0.00 99.11 N/A N/A 124 0 3,041 1,255 2014-02-13 $2.53 $3.00 75.8% 21.7% 108.0% 40.3% 0.0% 27.8% -1.7% 54 1.5K 5 0.00 99.31 N/A N/A 245 0 3,083 1,255 2014-02-14 $2.62 $3.00 67.0% 19.2% 108.1% 32.0% 99.2% 13.8% 28.4% 52 2.3K 6 0.13 62.73 N/A N/A 68 9 3,247 1,255 2014-02-18 $2.46 $3.00 84.1% 24.1% 109.0% 48.0% 0.0% -6.5% -14.8% 56 1.4K 6 0.01 104.00 N/A N/A 505 4 3,249 1,259 2014-02-19 $2.31 $3.00 76.5% 21.9% 110.9% 41.0% 0.0% 0.5% -9.4% 20 -356 1 0.00 104.60 N/A N/A 45 0 3,690 1,259 2014-02-20 $2.50 $3.00 73.2% 21.0% 110.8% 37.9% 83.0% 16.3% 3.5% 63 1.4K 6 0.00 75.89 N/A N/A 0 20 3,658 1,219 2014-02-21 $2.50 $3.00 80.1% 23.0% 110.8% 44.3% 55.9% 18.6% 2.0% 91 -240 8 0.00 104.20 N/A N/A 75 0 3,658 1,229 2014-02-24 $2.54 $3.00 82.2% 23.6% 110.1% 46.3% 0.0% -0.4% -3.6% 121 779 10 0.00 103.25 N/A N/A 30 0 3,611 1,166 2014-02-25 $2.41 $3.00 79.7% 22.8% 108.5% 43.9% 0.0% -12.2% -24.1% 51 -2.7K 1 0.77 43.81 N/A N/A 13 10 3,641 1,166 2014-02-26 $2.29 $3.00 81.9% 23.5% 108.7% 46.0% 0.0% -6.4% -8.9% 25 -2.6K 1 2.10 112.11 N/A N/A 10 21 3,643 1,176 2014-02-27 $2.25 $3.00 102.2% 29.3% 94.2% 65.0% 0.0% -23.6% -44.4% 62 -2.2K 3 25.00 109.89 N/A N/A 10 250 3,640 1,197 2014-02-28 $2.31 $3.00 84.4% 24.2% 90.6% 48.4% 0.0% -3.0% -20.6% 25 -2.7K 1 0.00 111.93 N/A N/A 0 5 3,636 1,322
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