TRX Options History — May 2015

In May 2015, TRX traded between $0.28 and $0.40. ATM implied volatility averaged 171.4%, placing in the 68.3% IV rank vs the trailing year. The 30-day expected move averaged 54.6%. IV traded above realized volatility by 117.2% (HV 20d: 54.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.09.

Notable Days

  • 2015-05-01: Highest Volume — 453 contracts
  • 2015-05-07: Largest IV spike — 63.8% change
  • 2015-05-07: Highest IV Rank — 100.0%
  • 2015-05-05: Largest Expected Move — 54.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.34$0.28$0.40$0.40$0.32
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV171.4%129.1%265.2%139.1%159.1%
Expected Move54.6%54.6%54.6%54.6%54.6%
HV 20d54.2%35.4%82.8%45.0%82.8%
HV 60d111.4%109.3%116.4%109.4%116.4%
IV Rank68.3%48.2%100.0%69.4%59.6%
IV Percentile84.1%60.7%100.0%72.2%77.0%
Term Structure-41.0%-41.0%-41.0%-41.0%-41.0%
Bid-Ask Spread %121.1527.06194.0335.77169.37
Net GEX00000
Net DEX-323-600-168-600-192
Net VEX00000
P/C Ratio1.090.001.381.051.09
Total Volume314.850453453416
Total OI5,1234,9835,2374,9835,237

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-05-01$0.40$1.00139.1%0.0%45.0%69.4%0.0%0.0%0.0%0-60001.0535.77N/AN/A2212324,723260
2015-05-04$0.40$1.00143.6%0.0%35.4%71.6%0.0%0.0%0.0%0-40000.00104.62N/AN/A004,723260
2015-05-05$0.38$1.00190.6%54.6%39.8%95.5%0.0%0.0%-41.0%0-38001.0556.86N/AN/A2212324,723260
2015-05-06$0.35$1.00161.9%0.0%48.8%80.9%0.0%0.0%0.0%0-35001.36100.26N/AN/A1712324,723260
2015-05-07$0.37$1.00265.2%0.0%53.6%100.0%0.0%0.0%0.0%0-37001.38159.16N/AN/A1682324,768260
2015-05-08$0.35$1.00164.3%0.0%56.6%61.6%0.0%0.0%0.0%0-35000.0032.53N/AN/A10004,785260
2015-05-11$0.35$1.00167.9%0.0%55.4%63.0%0.0%0.0%0.0%0-35000.00194.03N/AN/A5004,885260
2015-05-12$0.35$1.00169.2%0.0%55.1%63.4%0.0%0.0%0.0%0-35001.38192.02N/AN/A1682324,915260
2015-05-13$0.35$1.00170.5%0.0%55.1%63.9%0.0%0.0%0.0%0-35001.38154.70N/AN/A1682324,915260
2015-05-14$0.35$1.00171.8%0.0%55.1%64.4%0.0%0.0%0.0%0-35001.38167.30N/AN/A1682324,915247
2015-05-15$0.34$1.00177.6%0.0%51.6%66.6%0.0%0.0%0.0%0-34001.38122.42N/AN/A1682324,915247
2015-05-18$0.33$1.00188.5%0.0%50.3%70.8%0.0%0.0%0.0%0-33000.00159.15N/AN/A004,915245
2015-05-19$0.32$1.00193.1%0.0%50.6%72.5%0.0%0.0%0.0%0-32000.00174.15N/AN/A004,915245
2015-05-20$0.32$1.00195.0%0.0%49.0%73.2%0.0%0.0%0.0%0-32001.29180.65N/AN/A1682174,915245
2015-05-21$0.29$1.00132.2%0.0%56.1%49.4%0.0%0.0%0.0%0-29001.29177.81N/AN/A1682174,915245
2015-05-22$0.30$1.00129.1%0.0%58.7%48.2%0.0%0.0%0.0%0-30001.2927.06N/AN/A1682174,915245
2015-05-26$0.28$1.00169.5%0.0%59.6%63.5%0.0%0.0%0.0%0-16801.00108.50N/AN/A2182174,915241
2015-05-27$0.29$1.00166.7%0.0%62.8%62.5%0.0%0.0%0.0%0-17401.0952.78N/AN/A1992174,965241
2015-05-28$0.28$1.00173.5%0.0%62.7%65.1%0.0%0.0%0.0%0-16801.0953.87N/AN/A1992174,996241
2015-05-29$0.32$1.00159.1%0.0%82.8%59.6%0.0%0.0%0.0%0-19201.09169.37N/AN/A1992174,996241