TRX Options History — February 2015 In February 2015, TRX traded between $0.52 and $0.58. ATM implied volatility averaged 151.1%, placing in the 75.9% IV rank vs the trailing year. The 30-day expected move averaged 47.7%. IV traded above realized volatility by 97.0% (HV 20d: 54.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.51.
Notable Days 2015-02-05 : Highest Volume — 1,275 contracts2015-02-27 : Largest IV spike — 57.6% change2015-02-10 : Highest IV Rank — 100.0%2015-02-27 : Largest Expected Move — 56.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.56 $0.52 $0.58 $0.58 $0.54 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 151.1% 119.2% 199.4% 141.3% 195.7% Expected Move 47.7% 40.5% 56.1% 40.5% 56.1% HV 20d 54.1% 37.7% 65.2% 65.1% 44.6% HV 60d 131.2% 119.9% 145.5% 145.5% 119.9% IV Rank 75.9% 59.2% 100.0% 71.8% 98.1% IV Percentile 86.0% 73.0% 100.0% 86.1% 99.2% Term Structure -49.5% -71.6% 7.2% 7.2% -67.6% Skew 25d 25.7% -22.5% 87.0% 28.3% -0.6% Skew 10d 17.6% -49.3% 87.0% 28.3% -20.8% Call IV 25d 118.3% 99.2% 153.2% 128.8% 151.7% Put IV 25d 143.9% 104.1% 192.6% 157.1% 151.1% Bid-Ask Spread % 93.14 29.15 155.76 64.49 29.15 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 P/C Ratio 0.51 0.00 0.79 0.00 0.55 Total Volume 798.737 0 1,275 100 915 Total OI 8,677.474 8,094 9,058 8,104 9,058
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 2015-02-02 $0.58 $1.00 141.3% 40.5% 65.1% 71.8% 0.0% 28.3% 0.0% 0 0 0 0.00 64.49 N/A N/A 100 0 7,628 476 2015-02-03 $0.56 $1.00 151.9% 43.6% 65.2% 77.3% 0.0% 57.0% 7.2% 0 0 0 0.65 80.81 N/A N/A 502 327 7,628 476 2015-02-04 $0.57 $1.00 154.1% 44.2% 64.4% 78.4% 0.0% 87.0% 0.0% 0 0 0 0.64 87.70 N/A N/A 502 323 7,628 476 2015-02-05 $0.58 $0.00 157.1% 0.0% 64.0% 80.0% 0.0% 0.0% 0.0% 0 0 0 0.34 126.42 N/A N/A 952 323 7,618 476 2015-02-06 $0.56 $0.00 170.6% 0.0% 62.7% 86.9% 0.0% 34.2% 0.0% 0 0 0 0.34 127.92 N/A N/A 952 323 8,168 476 2015-02-09 $0.57 $0.00 186.6% 48.5% 62.7% 95.2% 0.0% 35.3% -66.0% 0 0 0 0.34 31.09 N/A N/A 952 323 8,168 476 2015-02-10 $0.56 $0.00 199.4% 0.0% 62.7% 100.0% 0.0% 86.9% 0.0% 0 0 0 0.34 120.07 N/A N/A 952 323 8,168 476 2015-02-11 $0.55 $0.00 122.5% 0.0% 62.7% 60.9% 0.0% 28.2% 0.0% 0 0 0 0.58 139.19 N/A N/A 554 323 8,168 476 2015-02-12 $0.56 $0.00 179.0% 51.3% 63.1% 89.6% 0.0% -7.8% -71.6% 0 0 0 0.79 45.36 N/A N/A 407 323 8,309 476 2015-02-13 $0.57 $0.00 124.6% 0.0% 63.3% 62.0% 0.0% 35.2% 0.0% 0 0 0 0.64 93.54 N/A N/A 507 323 8,307 476 2015-02-17 $0.55 $0.00 128.6% 0.0% 51.9% 64.0% 0.0% 30.2% 0.0% 0 0 0 0.64 110.92 N/A N/A 507 323 8,412 476 2015-02-18 $0.54 $0.00 129.5% 0.0% 41.5% 64.5% 0.0% 23.4% 0.0% 0 0 0 0.64 155.76 N/A N/A 507 323 8,412 476 2015-02-19 $0.55 $0.00 164.1% 47.0% 37.7% 82.1% 0.0% 27.4% -47.0% 0 0 0 0.00 87.06 N/A N/A 60 0 8,412 476 2015-02-20 $0.52 $0.00 177.0% 50.7% 40.7% 88.6% 0.0% -3.1% -51.8% 0 0 0 0.00 67.36 N/A N/A 0 0 8,452 476 2015-02-23 $0.53 $0.00 119.2% 0.0% 41.8% 59.2% 0.0% -6.1% 0.0% 0 0 0 0.73 115.06 N/A N/A 442 323 8,432 476 2015-02-24 $0.55 $0.00 121.5% 0.0% 43.8% 60.4% 0.0% 3.5% 0.0% 0 0 0 0.70 98.47 N/A N/A 462 323 8,432 476 2015-02-25 $0.57 $0.00 123.6% 0.0% 44.2% 61.5% 0.0% -22.5% 0.0% 0 0 0 0.70 74.19 N/A N/A 462 323 8,452 476 2015-02-26 $0.55 $0.00 124.2% 0.0% 45.4% 61.8% 0.0% 0.0% 0.0% 0 0 0 0.55 115.12 N/A N/A 592 323 8,452 476 2015-02-27 $0.54 $0.00 195.7% 56.1% 44.6% 98.1% 0.0% -0.6% -67.6% 0 0 0 0.55 29.15 N/A N/A 592 323 8,582 476
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