TRX Options History — May 2014 In May 2014, TRX traded between $1.72 and $2.22. ATM implied volatility averaged 98.7%, placing in the 52.2% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 53.7% (HV 20d: 45.0%). Max pain ranged from $2.00 to $2.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 8.86.
Notable Days 2014-05-28 : Highest Volume — 1,043 contracts2014-05-15 : Largest IV drop — 58.5% change2014-05-12 : Highest IV Rank — 100.0%2014-05-01 : Largest Expected Move — 30.1%Monthly Statistics Metric Avg Min Max Open Close Price $2.04 $1.72 $2.22 $2.12 $1.82 Max Pain $2.00 $2.00 $2.00 $2.00 $2.00 ATM IV 98.7% 61.2% 174.3% 104.8% 85.3% Expected Move 22.0% 17.5% 30.1% 30.1% 24.5% HV 20d 45.0% 33.5% 54.0% 51.7% 43.0% HV 60d 65.9% 58.7% 77.1% 76.7% 58.7% IV Rank 52.2% 19.0% 100.0% 67.0% 36.3% IV Percentile 65.6% 9.9% 100.0% 95.2% 59.1% Term Structure -11.3% -47.5% 19.5% -47.5% -15.7% VWIV 60.5% 51.5% 69.6% 69.6% 51.5% Skew 25d 25.5% 6.4% 44.4% 18.9% 41.8% Skew 10d 52.3% -0.4% 65.4% 54.8% 56.4% Call IV 25d 86.0% 66.9% 113.8% 69.4% 110.1% Put IV 25d 111.5% 86.7% 155.6% 88.3% 151.9% Bid-Ask Spread % 115.12 88.87 144.66 91.51 139.50 Gamma HHI 0.98 0.78 1.00 0.78 1.00 Net GEX 31 0 176 153 51 Net DEX -703 -2.5K 0 -2.5K -2.1K Net VEX 2 0 7 7 3 P/C Ratio 8.86 0.00 41.00 0.00 0.00 Total Volume 79.19 0 1,043 0 0 Total OI 3,329.429 3,159 4,463 3,204 4,463
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 2014-05-01 $2.12 $2.00 104.8% 30.1% 51.7% 67.0% 0.0% 18.9% -47.5% 153 -2.5K 7 0.00 91.51 N/A N/A 0 0 2,008 1,196 2014-05-02 $2.20 $2.00 85.4% 24.5% 54.0% 48.5% 0.0% 6.4% -11.6% 176 -1.6K 5 0.00 104.34 N/A N/A 0 0 2,008 1,196 2014-05-05 $2.21 $0.00 103.6% 19.2% 53.0% 65.9% 0.0% 19.8% 7.6% 0 0 0 0.00 112.08 N/A N/A 3 0 2,008 1,196 2014-05-06 $2.22 $0.00 107.6% 18.0% 52.1% 69.6% 0.0% 36.8% 8.3% 0 0 0 0.71 108.13 N/A N/A 17 12 2,011 1,196 2014-05-07 $2.16 $0.00 107.2% 21.0% 52.2% 69.2% 0.0% 27.5% -1.8% 0 0 0 0.00 107.57 N/A N/A 0 20 2,019 1,207 2014-05-08 $2.11 $0.00 115.7% 22.7% 50.9% 77.4% 0.0% 19.5% -19.6% 0 0 0 0.00 108.23 N/A N/A 0 0 2,019 1,217 2014-05-09 $2.12 $0.00 111.7% 20.8% 50.9% 73.5% 0.0% 21.6% -7.0% 0 0 0 0.00 110.16 N/A N/A 25 0 2,019 1,217 2014-05-12 $2.14 $0.00 153.2% 22.2% 47.9% 100.0% 0.0% 26.2% -8.1% 0 0 0 38.00 116.50 N/A N/A 1 38 2,018 1,217 2014-05-13 $2.10 $0.00 174.3% 20.9% 48.1% 100.0% 0.0% 23.1% -15.2% 0 0 0 0.00 119.82 N/A N/A 0 10 2,019 1,187 2014-05-14 $2.10 $0.00 166.7% 21.7% 45.8% 94.6% 0.0% 23.9% -15.4% 0 0 0 0.00 124.38 N/A N/A 3 0 2,019 1,197 2014-05-15 $2.10 $0.00 69.2% 19.8% 44.0% 24.8% 0.0% 25.8% -1.8% 0 0 0 0.00 114.28 N/A N/A 0 12 2,019 1,197 2014-05-16 $2.06 $0.00 87.4% 25.1% 42.9% 37.8% 0.0% 27.3% -22.3% 0 0 0 0.00 108.61 N/A N/A 0 10 2,019 1,208 2014-05-19 $2.07 $0.00 65.5% 18.8% 42.8% 22.1% 69.6% 23.0% -9.7% 0 0 0 0.00 144.66 N/A N/A 0 40 1,986 1,173 2014-05-20 $2.07 $2.00 82.9% 23.8% 37.3% 34.6% 0.0% 29.5% -18.5% 36 -853 2 0.00 102.72 N/A N/A 0 0 1,986 1,183 2014-05-21 $2.03 $2.00 79.2% 22.7% 37.7% 31.9% 0.0% 27.5% -2.2% 35 -732 2 0.00 114.36 N/A N/A 0 0 1,986 1,183 2014-05-22 $1.97 $2.00 73.3% 21.0% 37.4% 27.7% 0.0% 28.1% 3.8% 38 -807 2 0.00 144.49 N/A N/A 0 24 1,986 1,183 2014-05-23 $1.88 $2.00 61.2% 17.5% 33.5% 19.0% 0.0% 25.3% 19.5% 41 -816 2 41.00 114.74 N/A N/A 1 41 1,986 1,177 2014-05-27 $1.75 $2.00 65.5% 18.8% 39.6% 22.2% 51.5% 10.0% -19.3% 26 -1.2K 2 0.04 88.87 N/A N/A 279 10 1,986 1,176 2014-05-28 $1.72 $2.00 80.6% 23.1% 37.0% 32.9% 0.0% 29.8% -31.9% 43 -2.2K 3 0.01 128.97 N/A N/A 1,033 10 2,260 1,186 2014-05-29 $1.81 $2.00 92.0% 26.4% 43.3% 41.1% 0.0% 44.4% -29.2% 46 -2.0K 4 0.00 113.56 N/A N/A 74 0 3,225 1,176 2014-05-30 $1.82 $2.00 85.3% 24.5% 43.0% 36.3% 0.0% 41.8% -15.7% 51 -2.1K 3 0.00 139.50 N/A N/A 0 0 3,287 1,176
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