TRX Options History — October 2015

In October 2015, TRX traded between $0.29 and $0.36. ATM implied volatility averaged 178.0%, placing in the 66.6% IV rank vs the trailing year. IV traded above realized volatility by 121.2% (HV 20d: 56.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.94.

Notable Days

  • 2015-10-09: Highest Volume — 313 contracts
  • 2015-10-30: Largest IV spike — 42.2% change
  • 2015-10-30: Highest IV Rank — 100.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.33$0.29$0.36$0.30$0.34
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV178.0%151.5%276.4%192.5%276.4%
HV 20d56.8%49.2%63.0%49.2%56.0%
HV 60d73.7%63.3%86.1%85.3%63.3%
IV Rank66.6%56.7%100.0%72.3%100.0%
IV Percentile72.2%49.2%100.0%92.1%100.0%
Bid-Ask Spread %75.7415.59162.70101.8347.47
Net GEX00000
Net DEX-285-3.2K0-3.0K0
Net VEX00000
P/C Ratio0.940.292.162.160.29
Total Volume225.7270313221222
Total OI888.1363911,3141,214514

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-10-01$0.30$1.00192.5%0.0%49.2%72.3%0.0%0.0%0.0%0-3.0K02.16101.83N/AN/A701511,063151
2015-10-02$0.32$1.00191.2%0.0%54.5%71.8%0.0%0.0%0.0%0-3.2K02.16131.35N/AN/A701511,063151
2015-10-05$0.31$0.00175.0%0.0%55.8%65.6%0.0%0.0%0.0%0000.0024.40N/AN/A001,063151
2015-10-06$0.31$0.00151.5%0.0%55.8%56.7%0.0%0.0%0.0%0002.1620.17N/AN/A701511,063151
2015-10-07$0.31$0.00153.1%0.0%54.4%57.3%0.0%0.0%0.0%0002.1645.14N/AN/A701511,063151
2015-10-08$0.30$0.00178.3%0.0%54.4%66.9%0.0%0.0%0.0%0002.1667.46N/AN/A701511,063151
2015-10-09$0.31$0.00154.8%0.0%55.8%58.0%0.0%0.0%0.0%0000.9320.17N/AN/A1621511,063151
2015-10-12$0.29$0.00162.9%0.0%59.6%61.0%0.0%0.0%0.0%0000.9358.67N/AN/A1621511,163151
2015-10-13$0.31$0.00155.1%0.0%63.0%58.1%0.0%0.0%0.0%0000.9342.92N/AN/A1621511,163151
2015-10-14$0.32$0.00155.3%0.0%53.4%58.1%0.0%0.0%0.0%0000.9381.69N/AN/A1621511,163151
2015-10-15$0.31$0.00157.4%0.0%54.5%59.0%0.0%0.0%0.0%0000.9385.99N/AN/A1621511,163151
2015-10-16$0.32$0.00155.8%0.0%54.5%58.3%0.0%0.0%0.0%0000.9375.97N/AN/A1621511,163151
2015-10-19$0.34$0.00165.6%0.0%58.4%62.0%0.0%0.0%0.0%0000.33120.03N/AN/A1505034150
2015-10-20$0.33$0.00166.7%0.0%59.7%62.5%0.0%0.0%0.0%0000.3315.59N/AN/A1505034150
2015-10-21$0.34$0.00186.0%0.0%58.8%69.8%0.0%0.0%0.0%0000.3315.59N/AN/A1535034150
2015-10-22$0.35$1.00184.3%0.0%58.6%69.2%0.0%0.0%0.0%0000.3357.16N/AN/A1535034450
2015-10-23$0.36$1.00183.8%0.0%59.1%69.0%0.0%0.0%0.0%0000.33110.10N/AN/A1535034450
2015-10-26$0.36$1.00193.2%0.0%59.1%72.6%0.0%0.0%0.0%0000.33162.70N/AN/A1535044450
2015-10-27$0.35$1.00190.6%0.0%58.7%71.6%0.0%0.0%0.0%0000.33106.25N/AN/A1535044450
2015-10-28$0.35$1.00192.5%0.0%58.7%72.3%0.0%0.0%0.0%0000.41129.70N/AN/A1235044450
2015-10-29$0.35$1.00194.3%0.0%58.7%73.0%0.0%0.0%0.0%0000.41145.96N/AN/A1235046450
2015-10-30$0.34$1.00276.4%0.0%56.0%100.0%0.0%0.0%0.0%0000.2947.47N/AN/A1725046450