TRX Options History — November 2015

Name: TRX Options Analytics - November 2015
Creator: Options Analysis Suite

In November 2015, TRX traded between $0.27 and $0.37. ATM implied volatility averaged 166.6%, placing in the 56.7% IV rank vs the trailing year. IV traded above realized volatility by 77.1% (HV 20d: 89.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.31.

Notable Days

2015-11-12: Highest Volume — 272 contracts
2015-11-16: Largest IV drop — 43.4% change
2015-11-13: Highest IV Rank — 79.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.31	$0.27	$0.37	$0.37	$0.31
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	166.6%	124.9%	220.7%	195.0%	165.9%
HV 20d	89.5%	61.4%	105.6%	61.4%	105.6%
HV 60d	72.0%	63.3%	77.7%	65.5%	74.8%
IV Rank	56.7%	31.8%	79.6%	70.3%	49.6%
IV Percentile	60.4%	22.6%	99.2%	93.3%	57.9%
Bid-Ask Spread %	64.84	20.17	200.00	64.34	200.00
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
P/C Ratio	0.31	0.00	0.42	0.29	0.42
Total Volume	145.45	0	272	222	0
Total OI	698.7	644	745	644	742

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2015-11-02	$0.37	$1.00	195.0%	0.0%	61.4%	70.3%	0.0%	0.0%	0.0%	0.29	64.34	N/A	N/A	172	50	594	50
2015-11-03	$0.37	$1.00	195.8%	0.0%	61.4%	70.5%	0.0%	0.0%	0.0%	0.29	63.08	N/A	N/A	172	50	594	50
2015-11-04	$0.36	$1.00	157.1%	0.0%	62.6%	56.4%	0.0%	0.0%	0.0%	0.29	83.08	N/A	N/A	172	50	594	50
2015-11-05	$0.34	$0.00	168.5%	0.0%	65.3%	60.6%	0.0%	0.0%	0.0%	0.29	48.62	N/A	N/A	172	50	594	50
2015-11-06	$0.37	$0.00	156.5%	0.0%	70.4%	56.2%	0.0%	0.0%	0.0%	0.00	88.61	N/A	N/A	0	0	594	50
2015-11-09	$0.31	$0.00	188.6%	0.0%	93.3%	67.9%	0.0%	0.0%	0.0%	0.00	42.05	N/A	N/A	0	0	594	50
2015-11-10	$0.30	$0.00	193.2%	0.0%	91.0%	69.6%	0.0%	0.0%	0.0%	0.29	25.40	N/A	N/A	172	50	594	50
2015-11-11	$0.30	$0.00	195.9%	0.0%	90.1%	70.6%	0.0%	0.0%	0.0%	0.29	21.53	N/A	N/A	172	50	594	50
2015-11-12	$0.30	$0.00	195.6%	0.0%	89.5%	70.5%	0.0%	0.0%	0.0%	0.23	53.87	N/A	N/A	222	50	594	50
2015-11-13	$0.29	$0.00	220.7%	0.0%	89.3%	79.6%	0.0%	0.0%	0.0%	0.23	77.70	N/A	N/A	222	50	694	50
2015-11-16	$0.31	$0.00	124.9%	0.0%	89.9%	44.7%	0.0%	0.0%	0.0%	0.00	73.90	N/A	N/A	1	0	694	50
2015-11-17	$0.27	$0.00	167.9%	0.0%	101.4%	60.4%	0.0%	0.0%	0.0%	0.41	84.54	N/A	N/A	123	50	695	50
2015-11-18	$0.27	$0.00	164.1%	0.0%	100.4%	59.0%	0.0%	0.0%	0.0%	0.41	74.80	N/A	N/A	123	50	695	50
2015-11-19	$0.28	$0.00	163.3%	0.0%	100.8%	58.7%	0.0%	0.0%	0.0%	0.41	27.25	N/A	N/A	123	50	695	50
2015-11-20	$0.28	$0.00	163.3%	0.0%	99.9%	58.7%	0.0%	0.0%	0.0%	0.41	60.78	N/A	N/A	123	50	695	50
2015-11-23	$0.30	$0.00	130.3%	0.0%	103.9%	33.4%	0.0%	0.0%	0.0%	0.00	53.87	N/A	N/A	0	0	692	50
2015-11-24	$0.30	$0.00	131.5%	0.0%	103.7%	33.9%	0.0%	0.0%	0.0%	0.00	55.58	N/A	N/A	0	0	692	50
2015-11-25	$0.31	$0.00	127.8%	0.0%	104.7%	32.2%	0.0%	0.0%	0.0%	0.42	77.67	N/A	N/A	120	50	692	50
2015-11-27	$0.32	$0.00	127.0%	0.0%	105.5%	31.8%	0.0%	0.0%	0.0%	0.42	20.17	N/A	N/A	120	50	692	50
2015-11-30	$0.31	$0.00	165.9%	0.0%	105.6%	49.6%	0.0%	0.0%	0.0%	0.00	200.00	N/A	N/A	0	0	692	50