TRX Options History — September 2015

In September 2015, TRX traded between $0.29 and $0.32. ATM implied volatility averaged 181.0%, placing in the 67.9% IV rank vs the trailing year. IV traded above realized volatility by 113.5% (HV 20d: 67.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 4.99.

Notable Days

  • 2015-09-18: Highest Volume — 221 contracts
  • 2015-09-21: Largest IV spike — 16.2% change
  • 2015-09-22: Highest IV Rank — 75.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.31$0.29$0.32$0.32$0.30
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV181.0%151.3%199.4%151.3%191.7%
HV 20d67.5%49.1%79.3%78.8%50.3%
HV 60d87.5%84.8%90.5%90.2%85.3%
IV Rank67.9%56.6%75.0%56.6%72.0%
IV Percentile83.3%57.9%99.2%57.9%92.1%
Bid-Ask Spread %98.5017.15182.91159.23106.68
Net GEX00000
Net DEX-2.8K-3.2K00-3.0K
Net VEX00000
P/C Ratio4.992.167.557.502.16
Total Volume176.0950221170221
Total OI1,182.9521,1631,2141,1631,214

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-09-01$0.32$0.00151.3%0.0%78.8%56.6%0.0%0.0%0.0%0007.50159.23N/AN/A201501,013150
2015-09-02$0.31$0.00174.4%0.0%79.3%65.4%0.0%0.0%0.0%0007.55131.43N/AN/A201511,013150
2015-09-03$0.31$1.00174.1%0.0%78.3%65.3%0.0%0.0%0.0%0-3.1K07.55125.07N/AN/A201511,013151
2015-09-04$0.31$1.00174.7%0.0%78.0%65.5%0.0%0.0%0.0%0-3.1K07.55118.44N/AN/A201511,013151
2015-09-08$0.31$1.00177.5%0.0%70.9%66.6%0.0%0.0%0.0%0-3.1K00.00113.12N/AN/A001,013151
2015-09-09$0.30$1.00193.0%0.0%71.2%72.5%0.0%0.0%0.0%0-3.0K07.55103.73N/AN/A201511,013151
2015-09-10$0.31$1.00174.9%0.0%69.3%65.6%0.0%0.0%0.0%0-3.1K07.5589.02N/AN/A201511,013151
2015-09-11$0.31$1.00175.6%0.0%67.9%65.9%0.0%0.0%0.0%0-3.1K07.5517.15N/AN/A201511,013151
2015-09-14$0.30$1.00179.3%0.0%68.2%67.3%0.0%0.0%0.0%0-3.0K07.5535.28N/AN/A201511,013151
2015-09-15$0.29$1.00181.1%0.0%68.5%68.0%0.0%0.0%0.0%0-2.9K00.0087.55N/AN/A001,013151
2015-09-16$0.32$1.00177.9%0.0%78.2%66.8%0.0%0.0%0.0%0-3.2K07.5578.04N/AN/A201511,013151
2015-09-17$0.32$1.00186.2%0.0%78.2%69.9%0.0%0.0%0.0%0-3.2K07.55182.91N/AN/A201511,013151
2015-09-18$0.31$1.00161.7%0.0%77.4%60.6%0.0%0.0%0.0%0-3.1K02.1654.31N/AN/A701511,013151
2015-09-21$0.31$1.00187.9%0.0%77.4%70.6%0.0%0.0%0.0%0-3.1K02.1680.77N/AN/A701511,063151
2015-09-22$0.31$1.00199.4%0.0%68.4%75.0%0.0%0.0%0.0%0-3.1K02.1643.09N/AN/A701511,063151
2015-09-23$0.30$1.00185.8%0.0%54.4%69.7%0.0%0.0%0.0%0-3.0K02.1643.09N/AN/A701511,063151
2015-09-24$0.31$1.00185.7%0.0%54.4%69.7%0.0%0.0%0.0%0-3.1K02.16125.28N/AN/A701511,063151
2015-09-25$0.31$1.00188.8%0.0%49.1%70.9%0.0%0.0%0.0%0-3.1K02.16110.73N/AN/A701511,063151
2015-09-28$0.31$1.00189.2%0.0%49.1%71.1%0.0%0.0%0.0%0-3.1K02.16118.75N/AN/A701511,063151
2015-09-29$0.30$1.00190.4%0.0%50.3%71.5%0.0%0.0%0.0%0-3.0K02.16144.75N/AN/A701511,063151
2015-09-30$0.30$1.00191.7%0.0%50.3%72.0%0.0%0.0%0.0%0-3.0K02.16106.68N/AN/A701511,063151