TRX Options History — April 2015

In April 2015, TRX traded between $0.35 and $0.43. ATM implied volatility averaged 146.1%, placing in the 72.9% IV rank vs the trailing year. The 30-day expected move averaged 56.5%. IV traded above realized volatility by 18.4% (HV 20d: 127.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.37.

Notable Days

  • 2015-04-02: Highest Volume — 1,041 contracts
  • 2015-04-02: Largest IV spike — 101.5% change
  • 2015-04-02: Highest IV Rank — 99.5%
  • 2015-04-02: Largest Expected Move — 56.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.40$0.35$0.43$0.35$0.40
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV146.1%97.9%198.3%98.4%138.4%
Expected Move56.5%56.0%56.9%56.9%56.8%
HV 20d127.7%48.5%181.6%178.3%48.5%
HV 60d111.0%109.4%113.3%111.6%109.5%
IV Rank72.9%48.4%99.5%48.7%69.0%
IV Percentile75.2%44.8%99.6%48.8%71.4%
Term Structure-73.3%-74.5%-72.0%-72.0%-74.5%
Bid-Ask Spread %110.4328.67189.65144.84142.86
Net GEX00000
Net DEX-860-11.9K0-11.9K-600
Net VEX00000
P/C Ratio1.370.901.651.211.05
Total Volume674.09501,0411,001453
Total OI7,677.1434,9739,7499,5664,983

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-04-01$0.35$1.0098.4%0.0%178.3%48.7%0.0%0.0%0.0%0-11.9K01.21144.84N/AN/A4525498,995571
2015-04-02$0.37$0.00198.3%56.9%180.2%99.5%0.0%0.0%-72.0%0001.1233.57N/AN/A4925499,083571
2015-04-06$0.40$0.00195.3%56.0%181.6%97.9%0.0%0.0%-74.5%0001.3039.63N/AN/A4225499,083571
2015-04-07$0.40$0.00198.0%56.8%175.6%99.3%0.0%0.0%0.0%0001.3066.67N/AN/A4225499,099571
2015-04-08$0.40$0.00122.0%0.0%175.6%60.7%0.0%0.0%0.0%0000.00137.42N/AN/A009,099546
2015-04-09$0.40$0.00154.0%0.0%171.7%76.9%0.0%0.0%0.0%0001.30123.38N/AN/A4225499,099649
2015-04-10$0.40$0.00138.6%0.0%170.4%69.1%0.0%0.0%0.0%0001.30145.15N/AN/A4225499,099649
2015-04-13$0.41$0.00156.8%0.0%169.6%78.4%0.0%0.0%0.0%0001.30105.56N/AN/A4225499,099649
2015-04-14$0.40$0.00157.9%0.0%157.0%78.9%0.0%0.0%0.0%0001.30109.72N/AN/A4225499,119630
2015-04-15$0.40$0.00125.6%0.0%157.0%62.5%0.0%0.0%0.0%0001.3064.34N/AN/A4225499,119630
2015-04-16$0.40$0.00126.4%0.0%151.9%62.9%0.0%0.0%0.0%0001.3762.18N/AN/A4225779,119605
2015-04-17$0.42$1.00122.3%0.0%134.5%60.8%0.0%0.0%0.0%0-63000.90106.08N/AN/A4223799,119609
2015-04-20$0.43$1.0097.9%0.0%122.9%48.4%0.0%0.0%0.0%0-64501.65153.78N/AN/A1412324,723250
2015-04-21$0.42$1.00151.8%0.0%95.1%75.8%0.0%0.0%0.0%0-63001.6593.64N/AN/A1412324,723260
2015-04-22$0.40$1.00131.3%0.0%92.6%65.4%0.0%0.0%0.0%0-60001.65150.00N/AN/A1412324,723260
2015-04-23$0.41$1.00130.8%0.0%82.5%65.2%0.0%0.0%0.0%0-61501.65189.65N/AN/A1412324,723260
2015-04-24$0.41$1.00163.3%0.0%67.3%81.7%0.0%0.0%0.0%0-61501.6588.19N/AN/A1412324,723260
2015-04-27$0.42$1.00160.4%0.0%66.8%80.2%0.0%0.0%0.0%0-63001.6528.67N/AN/A1412324,723260
2015-04-28$0.41$1.00165.4%0.0%52.3%82.7%0.0%0.0%0.0%0-61501.65167.39N/AN/A1412324,723260
2015-04-29$0.41$1.00135.5%0.0%50.4%67.5%0.0%0.0%0.0%0-61501.05166.35N/AN/A2212324,723260
2015-04-30$0.40$1.00138.4%0.0%48.5%69.0%0.0%0.0%0.0%0-60001.05142.86N/AN/A2212324,723260