TRX Options History — December 2015

In December 2015, TRX traded between $0.25 and $0.31. ATM implied volatility averaged 163.0%, placing in the 46.5% IV rank vs the trailing year. IV traded above realized volatility by 89.4% (HV 20d: 73.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 1.08.

Notable Days

  • 2015-12-02: Highest Volume — 241 contracts
  • 2015-12-28: Largest IV spike — 51.2% change
  • 2015-12-17: Highest IV Rank — 63.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.28$0.25$0.31$0.30$0.25
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV163.0%118.1%196.8%169.9%128.5%
HV 20d73.5%53.2%105.1%100.6%55.9%
HV 60d75.8%75.0%77.6%75.1%75.5%
IV Rank46.5%18.6%63.7%51.4%23.9%
IV Percentile56.5%11.1%95.2%61.5%22.6%
Bid-Ask Spread %62.5619.05163.5860.50124.89
Net GEX00000
Net DEX-1.3K-1.6K00-1.3K
Net VEX00000
P/C Ratio1.080.261.720.261.72
Total Volume133.5910241079
Total OI815.182742831742831

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-12-01$0.30$0.00169.9%0.0%100.6%51.4%0.0%0.0%0.0%0000.0060.50N/AN/A0069250
2015-12-02$0.29$0.00175.1%0.0%100.8%53.8%0.0%0.0%0.0%0000.26104.77N/AN/A1915069250
2015-12-03$0.31$1.00166.2%0.0%104.4%49.7%0.0%0.0%0.0%0-1.6K00.26104.68N/AN/A1915076350
2015-12-04$0.29$1.00176.5%0.0%105.1%54.4%0.0%0.0%0.0%0-1.4K00.2634.12N/AN/A1915076350
2015-12-07$0.28$1.00182.7%0.0%99.5%57.2%0.0%0.0%0.0%0-1.4K00.0037.14N/AN/A0076350
2015-12-08$0.29$1.00179.9%0.0%80.0%56.0%0.0%0.0%0.0%0-1.4K00.2620.58N/AN/A1915076350
2015-12-09$0.30$1.00175.7%0.0%80.3%54.0%0.0%0.0%0.0%0-1.5K00.2634.32N/AN/A1915076350
2015-12-10$0.29$1.00182.5%0.0%81.2%57.2%0.0%0.0%0.0%0-1.4K00.2634.00N/AN/A1915076350
2015-12-11$0.29$1.00183.8%0.0%81.2%57.8%0.0%0.0%0.0%0-1.4K00.2645.18N/AN/A1915076350
2015-12-14$0.29$1.00186.5%0.0%80.3%59.0%0.0%0.0%0.0%0-1.4K00.26129.44N/AN/A1915076350
2015-12-15$0.29$1.00147.0%0.0%76.3%41.0%0.0%0.0%0.0%0-1.4K00.5494.68N/AN/A925076350
2015-12-16$0.28$1.00188.8%0.0%59.0%60.0%0.0%0.0%0.0%0-1.4K01.7261.04N/AN/A295077350
2015-12-17$0.27$1.00196.8%0.0%60.5%63.7%0.0%0.0%0.0%0-1.4K01.7253.87N/AN/A295078150
2015-12-18$0.28$1.00193.5%0.0%60.5%62.2%0.0%0.0%0.0%0-1.4K01.7236.11N/AN/A295078150
2015-12-21$0.27$1.00118.2%0.0%61.9%27.8%0.0%0.0%0.0%0-1.4K01.7224.49N/AN/A295078150
2015-12-22$0.27$1.00118.2%0.0%56.0%27.8%0.0%0.0%0.0%0-1.4K01.7219.05N/AN/A295078150
2015-12-23$0.27$1.00118.2%0.0%56.0%27.8%0.0%0.0%0.0%0-1.4K01.7222.96N/AN/A295078150
2015-12-24$0.27$1.00118.1%0.0%54.2%18.6%0.0%0.0%0.0%0-1.4K01.7246.67N/AN/A295078150
2015-12-28$0.26$1.00178.7%0.0%53.2%49.7%0.0%0.0%0.0%0-1.3K01.72163.58N/AN/A295078150
2015-12-29$0.27$1.00120.2%0.0%55.2%19.7%0.0%0.0%0.0%0-1.4K01.7270.38N/AN/A295078150
2015-12-30$0.26$1.00180.0%0.0%55.5%50.4%0.0%0.0%0.0%0-1.3K01.7253.87N/AN/A295078150
2015-12-31$0.25$1.00128.5%0.0%55.9%23.9%0.0%0.0%0.0%0-1.3K01.72124.89N/AN/A295078150