TRX Options History — June 2015

In June 2015, TRX traded between $0.26 and $0.33. ATM implied volatility averaged 160.3%, placing in the 60.0% IV rank vs the trailing year. The 30-day expected move averaged 54.5%. IV traded above realized volatility by 76.3% (HV 20d: 84.0%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 1.07.

Notable Days

  • 2015-06-03: Highest Volume — 430 contracts
  • 2015-06-26: Largest IV spike — 90.0% change
  • 2015-06-26: Highest IV Rank — 75.1%
  • 2015-06-09: Largest Expected Move — 56.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.30$0.26$0.33$0.31$0.33
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV160.3%105.1%199.8%165.9%199.4%
Expected Move54.5%50.9%56.9%52.0%56.7%
HV 20d84.0%72.7%98.8%83.0%73.5%
HV 60d92.5%66.9%116.3%116.3%66.9%
IV Rank60.0%39.0%75.1%62.2%74.9%
IV Percentile74.4%36.9%99.6%81.3%99.2%
Term Structure-20.4%-42.9%-4.9%-4.9%-30.9%
Bid-Ask Spread %94.4226.44151.4492.3995.62
Net GEX00000
Net DEX-3.5K-4.5K-174-186-4.4K
Net VEX00000
P/C Ratio1.071.021.221.091.07
Total Volume395.0450430416400
Total OI5,311.8185,2375,3595,2375,359

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$0.31$1.00165.9%0.0%83.0%62.2%0.0%0.0%0.0%0-18601.0992.39N/AN/A1992174,996241
2015-06-02$0.31$1.00168.8%0.0%83.0%63.3%0.0%0.0%0.0%0-18600.0054.41N/AN/A004,996241
2015-06-03$0.29$1.00179.4%0.0%84.1%67.3%0.0%0.0%0.0%0-17401.0253.87N/AN/A2132174,996241
2015-06-04$0.29$1.00181.5%52.0%80.2%68.1%0.0%0.0%-4.9%0-3.9K01.0246.25N/AN/A2132175,041241
2015-06-05$0.30$1.00177.6%50.9%78.2%66.6%0.0%0.0%-42.9%0-4.0K01.02124.74N/AN/A2132175,041241
2015-06-08$0.28$1.00194.7%55.8%79.3%73.1%0.0%0.0%-10.8%0-3.8K01.0226.44N/AN/A2132175,041241
2015-06-09$0.28$1.00198.3%56.9%79.3%74.5%0.0%0.0%-12.5%0-3.8K01.0298.85N/AN/A2132175,041241
2015-06-10$0.28$1.00186.6%0.0%79.3%70.1%0.0%0.0%0.0%0-3.8K01.0256.14N/AN/A2132175,041239
2015-06-11$0.27$1.00193.7%0.0%79.7%72.8%0.0%0.0%0.0%0-3.6K01.0241.44N/AN/A2132175,041289
2015-06-12$0.26$1.00107.0%0.0%80.0%39.7%0.0%0.0%0.0%0-3.5K01.0296.03N/AN/A2132175,041289
2015-06-15$0.28$1.00190.3%0.0%85.8%71.5%0.0%0.0%0.0%0-3.8K01.02124.30N/AN/A2132175,041289
2015-06-16$0.31$1.00171.8%0.0%94.0%64.4%0.0%0.0%0.0%0-4.2K01.0254.48N/AN/A2132175,041289
2015-06-17$0.33$1.00197.6%56.7%96.2%74.3%0.0%0.0%-30.9%0-4.5K01.02142.56N/AN/A2132175,041289
2015-06-18$0.31$1.00175.6%0.0%98.8%65.9%0.0%0.0%0.0%0-4.2K01.22103.38N/AN/A1782175,041289
2015-06-19$0.31$1.00108.1%0.0%92.0%40.2%0.0%0.0%0.0%0-4.2K01.22100.51N/AN/A1782175,051289
2015-06-22$0.30$1.00109.0%0.0%92.1%40.5%0.0%0.0%0.0%0-4.0K01.16140.39N/AN/A1782075,051285
2015-06-23$0.31$1.00105.1%0.0%89.0%39.0%0.0%0.0%0.0%0-4.2K01.16151.44N/AN/A1782075,051285
2015-06-24$0.31$1.00106.0%0.0%88.3%39.4%0.0%0.0%0.0%0-4.2K01.1699.18N/AN/A1782075,051285
2015-06-25$0.31$1.00105.1%0.0%87.1%39.0%0.0%0.0%0.0%0-4.2K01.07138.92N/AN/A1932075,051285
2015-06-26$0.32$1.00199.8%0.0%73.7%75.1%0.0%0.0%0.0%0-4.3K01.07129.24N/AN/A1932075,076283
2015-06-29$0.32$1.00105.3%0.0%72.7%39.1%0.0%0.0%0.0%0-4.3K01.07106.60N/AN/A1932075,076283
2015-06-30$0.33$1.00199.4%0.0%73.5%74.9%0.0%0.0%0.0%0-4.4K01.0795.62N/AN/A1932075,076283