TRX Options History — August 2015

In August 2015, TRX traded between $0.30 and $0.40. ATM implied volatility averaged 149.7%, placing in the 56.0% IV rank vs the trailing year. IV traded above realized volatility by 51.1% (HV 20d: 98.6%). Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 6.86.

Notable Days

  • 2015-08-04: Highest Volume — 172 contracts
  • 2015-08-24: Largest IV spike — 68.3% change
  • 2015-08-05: Highest IV Rank — 74.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.36$0.30$0.40$0.36$0.32
ATM IV149.7%113.6%199.1%155.9%134.3%
HV 20d98.6%78.3%119.0%119.0%78.8%
HV 60d91.2%88.2%93.3%91.6%91.4%
IV Rank56.0%42.3%74.8%58.4%50.1%
IV Percentile60.1%32.1%98.4%65.1%48.4%
Bid-Ask Spread %110.1538.42168.06121.70128.58
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio6.866.827.506.827.50
Total Volume147.33301720170
Total OI1,1631,1631,1631,1631,163

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-08-03$0.36$0.00155.9%0.0%119.0%58.4%0.0%0.0%0.0%0000.00121.70N/AN/A001,013150
2015-08-04$0.36$0.00155.9%0.0%117.3%58.4%0.0%0.0%0.0%0006.8243.16N/AN/A221501,013150
2015-08-05$0.36$0.00199.1%0.0%117.3%74.8%0.0%0.0%0.0%0006.82118.53N/AN/A221501,013150
2015-08-06$0.37$0.00155.9%0.0%117.3%58.4%0.0%0.0%0.0%0006.8250.24N/AN/A221501,013150
2015-08-07$0.36$0.00158.4%0.0%111.0%59.3%0.0%0.0%0.0%0006.82168.06N/AN/A221501,013150
2015-08-10$0.39$0.00151.8%0.0%114.6%56.8%0.0%0.0%0.0%0006.82110.37N/AN/A221501,013150
2015-08-11$0.38$0.00157.0%0.0%109.1%58.8%0.0%0.0%0.0%0000.00128.57N/AN/A001,013150
2015-08-12$0.40$0.00187.5%0.0%110.7%70.4%0.0%0.0%0.0%0006.82130.46N/AN/A221501,013150
2015-08-13$0.38$0.00161.7%0.0%107.5%60.6%0.0%0.0%0.0%0006.8244.92N/AN/A221501,013150
2015-08-14$0.38$0.00160.8%0.0%101.5%60.2%0.0%0.0%0.0%0006.8260.92N/AN/A221501,013150
2015-08-17$0.38$0.00127.2%0.0%86.8%47.5%0.0%0.0%0.0%0006.82107.28N/AN/A221501,013150
2015-08-18$0.39$0.00121.0%0.0%87.0%45.1%0.0%0.0%0.0%0006.82107.28N/AN/A221501,013150
2015-08-19$0.39$0.00164.0%0.0%86.6%61.5%0.0%0.0%0.0%0000.00156.23N/AN/A001,013150
2015-08-20$0.40$0.00119.1%0.0%85.8%44.3%0.0%0.0%0.0%0006.82107.28N/AN/A221501,013150
2015-08-21$0.39$0.00113.6%0.0%82.6%42.3%0.0%0.0%0.0%0006.82139.38N/AN/A221501,013150
2015-08-24$0.35$0.00191.2%0.0%92.8%71.8%0.0%0.0%0.0%0006.82119.72N/AN/A221501,013150
2015-08-25$0.31$0.00131.4%0.0%100.6%49.1%0.0%0.0%0.0%0006.82164.57N/AN/A221501,013150
2015-08-26$0.30$0.00132.1%0.0%78.3%49.3%0.0%0.0%0.0%0006.8238.42N/AN/A221501,013150
2015-08-27$0.32$0.00132.3%0.0%83.0%49.4%0.0%0.0%0.0%0006.82127.86N/AN/A221501,013150
2015-08-28$0.32$0.00132.8%0.0%83.0%49.6%0.0%0.0%0.0%0006.82139.69N/AN/A221501,013150
2015-08-31$0.32$0.00134.3%0.0%78.8%50.1%0.0%0.0%0.0%0007.50128.58N/AN/A201501,013150