TRX Options History — July 2015

In July 2015, TRX traded between $0.31 and $0.46. ATM implied volatility averaged 135.3%, placing in the 50.5% IV rank vs the trailing year. IV traded above realized volatility by 48.1% (HV 20d: 87.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 3.76.

Notable Days

  • 2015-07-01: Highest Volume — 400 contracts
  • 2015-07-02: Largest IV spike — 76.8% change
  • 2015-07-21: Highest IV Rank — 70.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.36$0.31$0.46$0.34$0.39
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV135.3%82.0%187.5%102.4%105.4%
HV 20d87.2%67.9%118.0%69.2%115.1%
HV 60d78.9%67.3%93.0%67.3%90.7%
IV Rank50.5%30.2%70.4%38.0%39.1%
IV Percentile53.8%22.2%89.7%34.5%30.2%
Bid-Ask Spread %126.7855.56175.44116.38162.22
Net GEX00000
Net DEX-399-4.5K0-4.5K0
Net VEX00000
P/C Ratio3.761.076.821.076.82
Total Volume285.818172400400172
Total OI3,459.4551,1635,3895,3591,163

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-07-01$0.34$1.00102.4%0.0%69.2%38.0%0.0%0.0%0.0%0-4.5K01.07116.38N/AN/A1932075,076283
2015-07-02$0.32$1.00181.1%0.0%73.3%68.0%0.0%0.0%0.0%0-4.3K01.07110.13N/AN/A1932075,076283
2015-07-06$0.33$0.00104.0%0.0%73.1%38.6%0.0%0.0%0.0%0001.07128.58N/AN/A1932075,076283
2015-07-07$0.35$0.00171.0%0.0%70.1%64.1%0.0%0.0%0.0%0001.07175.44N/AN/A1932075,076283
2015-07-08$0.35$0.00172.1%0.0%70.1%64.5%0.0%0.0%0.0%0001.10139.49N/AN/A1882075,076283
2015-07-09$0.36$0.00172.3%0.0%70.2%64.6%0.0%0.0%0.0%0001.1098.04N/AN/A1882075,096283
2015-07-10$0.40$0.00170.0%0.0%74.9%63.7%0.0%0.0%0.0%0001.10102.44N/AN/A1882075,096283
2015-07-13$0.41$0.00141.1%0.0%71.8%52.7%0.0%0.0%0.0%0001.10172.76N/AN/A1882075,096283
2015-07-14$0.45$0.00141.8%0.0%73.9%53.0%0.0%0.0%0.0%0001.48138.09N/AN/A1402075,096283
2015-07-15$0.46$0.0082.0%0.0%67.9%30.2%0.0%0.0%0.0%0001.48140.34N/AN/A1402075,106283
2015-07-16$0.42$0.00143.3%0.0%76.4%53.6%0.0%0.0%0.0%0001.48138.09N/AN/A1402075,106283
2015-07-17$0.38$0.00144.1%0.0%82.2%53.9%0.0%0.0%0.0%0001.48137.86N/AN/A1402075,106283
2015-07-20$0.33$0.00146.0%0.0%98.2%54.6%0.0%0.0%0.0%0006.82150.43N/AN/A221501,013150
2015-07-21$0.33$0.00187.5%0.0%97.3%70.4%0.0%0.0%0.0%0006.82104.77N/AN/A221501,013150
2015-07-22$0.34$0.00113.5%0.0%97.2%42.2%0.0%0.0%0.0%0006.82109.12N/AN/A221501,013150
2015-07-23$0.33$0.00117.6%0.0%98.0%43.8%0.0%0.0%0.0%0006.82111.20N/AN/A221501,013150
2015-07-24$0.31$0.00123.3%0.0%100.7%45.9%0.0%0.0%0.0%0006.82114.08N/AN/A221501,013150
2015-07-27$0.31$0.00125.5%0.0%100.0%46.8%0.0%0.0%0.0%0006.82100.44N/AN/A221501,013150
2015-07-28$0.33$0.00120.2%0.0%102.6%44.8%0.0%0.0%0.0%0006.8255.56N/AN/A221501,013150
2015-07-29$0.39$0.00105.3%0.0%118.0%39.1%0.0%0.0%0.0%0006.82145.60N/AN/A221501,013150
2015-07-30$0.39$0.00106.0%0.0%117.7%39.4%0.0%0.0%0.0%0006.82138.05N/AN/A221501,013150
2015-07-31$0.39$0.00105.4%0.0%115.1%39.1%0.0%0.0%0.0%0006.82162.22N/AN/A221501,013150