TRX Options History — January 2016

In January 2016, TRX traded between $0.26 and $0.31. ATM implied volatility averaged 167.4%, placing in the 44.0% IV rank vs the trailing year. IV traded above realized volatility by 108.0% (HV 20d: 59.4%). Net GEX was positive for 0 of 19 trading days. Put/call ratio averaged 0.23.

Notable Days

  • 2016-01-04: Highest Volume — 171 contracts
  • 2016-01-08: Largest IV spike — 106.3% change
  • 2016-01-12: Highest IV Rank — 60.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.28$0.26$0.31$0.26$0.30
ATM IV167.4%88.6%199.0%90.8%176.6%
HV 20d59.4%47.1%66.3%51.8%63.7%
HV 60d76.2%75.1%77.7%76.0%75.5%
IV Rank44.0%3.4%60.2%4.5%48.7%
IV Percentile61.0%0.4%96.8%0.8%65.5%
Bid-Ask Spread %49.3214.69185.4744.86114.84
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.230.000.410.410.00
Total Volume126.31601711710
Total OI645.316339931831339

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-01-04$0.26$0.000.0%0.0%51.8%0.0%0.0%0.0%0.0%0000.4144.86N/AN/A1215078150
2016-01-05$0.26$0.000.0%0.0%47.1%0.0%0.0%0.0%0.0%0000.4125.99N/AN/A1215088150
2016-01-06$0.27$0.0090.8%0.0%48.1%4.5%0.0%0.0%0.0%0000.4150.98N/AN/A1215088150
2016-01-07$0.28$0.0088.6%0.0%48.2%3.4%0.0%0.0%0.0%0000.4124.70N/AN/A1215088150
2016-01-08$0.30$0.00182.7%0.0%53.0%51.8%0.0%0.0%0.0%0000.4123.48N/AN/A1215088150
2016-01-11$0.31$0.000.0%0.0%52.7%0.0%0.0%0.0%0.0%0000.41122.54N/AN/A1215088150
2016-01-12$0.28$0.00199.0%0.0%64.6%60.2%0.0%0.0%0.0%0000.4123.11N/AN/A1215088150
2016-01-13$0.28$0.00197.3%0.0%64.6%59.3%0.0%0.0%0.0%0000.4159.94N/AN/A1215088150
2016-01-14$0.28$0.00172.8%0.0%64.6%46.7%0.0%0.0%0.0%0000.4122.92N/AN/A1215088150
2016-01-15$0.28$0.00171.0%0.0%63.4%45.8%0.0%0.0%0.0%0000.4119.05N/AN/A1215088150
2016-01-19$0.27$0.00182.1%0.0%63.4%51.5%0.0%0.0%0.0%0000.0017.59N/AN/A12003390
2016-01-20$0.28$0.00179.7%0.0%63.4%50.3%0.0%0.0%0.0%0000.0014.69N/AN/A12003390
2016-01-21$0.28$0.00180.8%0.0%61.9%50.8%0.0%0.0%0.0%0000.0016.06N/AN/A12003390
2016-01-22$0.28$0.00178.0%0.0%61.9%49.4%0.0%0.0%0.0%0000.0014.69N/AN/A12003390
2016-01-25$0.28$0.00183.9%0.0%61.9%52.4%0.0%0.0%0.0%0000.0052.64N/AN/A12003390
2016-01-26$0.30$0.00174.0%0.0%66.3%47.4%0.0%0.0%0.0%0000.0087.25N/AN/A3003390
2016-01-27$0.31$0.00148.5%0.0%64.9%34.2%0.0%0.0%0.0%0000.00185.47N/AN/A3003390
2016-01-28$0.31$0.00173.2%0.0%64.1%46.9%0.0%0.0%0.0%0000.0016.23N/AN/A3003390
2016-01-29$0.30$0.00176.6%0.0%63.7%48.7%0.0%0.0%0.0%0000.00114.84N/AN/A003390