TRX Options History — January 2015 In January 2015, TRX traded between $0.55 and $0.66. ATM implied volatility averaged 139.8%, placing in the 71.6% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 2.9% (HV 20d: 136.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.65.
Notable Days 2015-01-02 : Highest Volume — 1,881 contracts2015-01-20 : Largest IV drop — 54.4% change2015-01-02 : Highest IV Rank — 100.0%2015-01-16 : Largest Expected Move — 56.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.60 $0.55 $0.66 $0.63 $0.60 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 139.8% 89.3% 195.8% 190.9% 126.8% Expected Move 39.4% 25.6% 56.1% 46.0% 36.4% HV 20d 136.8% 64.9% 179.7% 179.2% 64.9% HV 60d 151.5% 147.9% 154.4% 154.4% 147.9% IV Rank 71.6% 44.9% 100.0% 100.0% 64.3% IV Percentile 83.2% 52.4% 100.0% 100.0% 82.5% Term Structure -6.6% -100.7% 99.2% -30.6% 16.0% VWIV 160.3% 160.3% 160.3% 160.3% 160.3% Skew 25d 26.7% -43.6% 92.5% 92.5% 8.8% Skew 10d 2.2% -52.1% 43.4% 43.4% -25.3% Call IV 25d 127.6% 93.1% 170.8% 93.1% 135.1% Put IV 25d 154.3% 103.7% 189.3% 185.7% 143.9% Bid-Ask Spread % 124.11 47.58 182.62 100.38 158.26 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 P/C Ratio 0.65 0.00 1.70 0.41 0.77 Total Volume 642.65 0 1,881 1,881 753 Total OI 12,124.1 7,833 15,978 14,417 8,104
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 2015-01-02 $0.63 $1.00 190.9% 46.0% 179.2% 100.0% 160.3% 92.5% -30.6% 0 0 0 0.41 100.38 N/A N/A 1,335 546 13,383 1,034 2015-01-05 $0.61 $1.00 162.0% 49.4% 179.2% 84.6% 0.0% 0.0% -36.4% 0 0 0 0.23 177.03 N/A N/A 200 45 14,261 1,009 2015-01-06 $0.63 $1.00 138.6% 39.7% 179.7% 72.2% 0.0% 77.0% -7.4% 0 0 0 0.04 97.24 N/A N/A 156 6 14,461 1,009 2015-01-07 $0.61 $1.00 176.0% 50.5% 179.0% 92.1% 0.0% 60.6% -59.3% 0 0 0 0.00 111.58 N/A N/A 131 0 14,600 1,015 2015-01-08 $0.58 $1.00 190.4% 54.6% 176.5% 99.7% 0.0% 41.3% -19.2% 0 0 0 0.80 132.85 N/A N/A 641 512 14,731 1,040 2015-01-09 $0.57 $1.00 195.2% 55.9% 175.3% 100.0% 0.0% 17.3% -98.1% 0 0 0 0.89 137.34 N/A N/A 574 512 14,651 1,040 2015-01-12 $0.56 $1.00 123.6% 0.0% 175.2% 62.8% 0.0% -11.1% -96.4% 0 0 0 0.89 112.80 N/A N/A 574 512 14,671 995 2015-01-13 $0.55 $1.00 124.6% 0.0% 173.7% 63.3% 0.0% -17.7% 0.0% 0 0 0 0.62 93.49 N/A N/A 824 512 14,671 955 2015-01-14 $0.55 $1.00 137.5% 0.0% 173.7% 70.0% 0.0% -16.3% 0.0% 0 0 0 0.63 143.41 N/A N/A 814 512 14,841 955 2015-01-15 $0.55 $1.00 187.9% 0.0% 159.9% 96.2% 0.0% 20.3% 0.0% 0 0 0 0.90 124.55 N/A N/A 564 506 15,023 955 2015-01-16 $0.61 $1.00 195.8% 56.1% 162.7% 100.0% 0.0% 0.0% -100.7% 0 0 0 0.00 159.37 N/A N/A 0 0 15,033 910 2015-01-20 $0.66 $1.00 89.3% 25.6% 140.2% 44.9% 0.0% 64.3% 98.3% 0 0 0 0.00 167.91 N/A N/A 1 0 7,357 476 2015-01-21 $0.62 $1.00 100.0% 28.7% 109.9% 50.4% 0.0% 77.6% 99.2% 0 0 0 0.00 65.14 N/A N/A 0 0 7,358 476 2015-01-22 $0.63 $1.00 98.6% 28.3% 97.7% 49.7% 0.0% 40.3% 0.0% 0 0 0 1.70 103.29 N/A N/A 192 327 7,358 476 2015-01-23 $0.63 $1.00 100.5% 28.8% 96.4% 50.7% 0.0% -16.9% 0.0% 0 0 0 1.66 182.62 N/A N/A 197 327 7,383 476 2015-01-26 $0.61 $1.00 111.4% 31.9% 83.7% 56.3% 0.0% -43.6% 0.0% 0 0 0 0.00 169.64 N/A N/A 0 0 7,413 476 2015-01-27 $0.63 $1.00 109.2% 31.3% 84.2% 55.2% 0.0% 32.1% 73.6% 0 0 0 0.00 47.58 N/A N/A 74 0 7,413 476 2015-01-28 $0.62 $1.00 114.3% 32.8% 80.3% 57.8% 0.0% 27.0% 0.0% 0 0 0 0.77 73.60 N/A N/A 426 327 7,417 476 2015-01-29 $0.60 $1.00 122.9% 35.2% 65.3% 62.2% 0.0% 8.8% 75.5% 0 0 0 0.77 124.09 N/A N/A 426 327 7,628 476 2015-01-30 $0.60 $1.00 126.8% 36.4% 64.9% 64.3% 0.0% 0.0% 16.0% 0 0 0 0.77 158.26 N/A N/A 426 327 7,628 476
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