TRX Options History — February 2016

In February 2016, TRX traded between $0.21 and $0.33. ATM implied volatility averaged 168.3%, placing in the 44.4% IV rank vs the trailing year. IV traded above realized volatility by 32.7% (HV 20d: 135.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-02-24: Highest Volume — 86 contracts
  • 2016-02-08: Largest IV spike — 84.6% change
  • 2016-02-18: Highest IV Rank — 57.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.28$0.21$0.33$0.31$0.32
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV168.3%100.9%193.9%175.2%159.0%
HV 20d135.5%61.8%160.7%61.8%160.2%
HV 60d96.3%73.6%104.2%75.9%103.2%
IV Rank44.4%9.7%57.6%48.0%39.6%
IV Percentile56.5%2.0%90.4%63.5%40.2%
Bid-Ask Spread %74.239.03196.06120.88196.06
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.000.000.000.000.00
Total Volume49.1522863086
Total OI393.65339464339464

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-02-01$0.31$0.00175.2%0.0%61.8%48.0%0.0%0.0%0.0%0000.00120.88N/AN/A3003390
2016-02-02$0.30$0.00183.5%0.0%62.7%52.2%0.0%0.0%0.0%0000.0070.59N/AN/A3003490
2016-02-03$0.31$0.00179.4%0.0%63.3%50.1%0.0%0.0%0.0%0000.00120.98N/AN/A3003490
2016-02-04$0.30$0.00186.8%0.0%63.9%53.9%0.0%0.0%0.0%0000.0053.87N/AN/A2603490
2016-02-05$0.21$0.00100.9%0.0%142.5%9.7%0.0%0.0%0.0%0000.0054.17N/AN/A2203550
2016-02-08$0.21$0.00186.2%0.0%139.2%53.6%0.0%0.0%0.0%0000.009.03N/AN/A2203570
2016-02-09$0.24$0.00186.9%0.0%148.4%54.0%0.0%0.0%0.0%0000.00125.49N/AN/A2203570
2016-02-10$0.27$0.00175.7%0.0%151.3%48.2%0.0%0.0%0.0%0000.0031.64N/AN/A3203570
2016-02-11$0.26$1.00187.0%0.0%151.9%54.0%0.0%0.0%0.0%0000.0030.80N/AN/A3203670
2016-02-12$0.25$1.00168.0%0.0%152.4%44.3%0.0%0.0%0.0%0000.0015.39N/AN/A6003670
2016-02-16$0.25$1.00175.5%0.0%152.4%48.1%0.0%0.0%0.0%0000.0073.24N/AN/A4003970
2016-02-17$0.25$1.00146.8%0.0%152.0%33.4%0.0%0.0%0.0%0000.0060.99N/AN/A4004070
2016-02-18$0.28$1.00193.9%0.0%157.0%57.6%0.0%0.0%0.0%0000.0014.69N/AN/A3204070
2016-02-19$0.29$1.00134.2%0.0%157.5%26.9%0.0%0.0%0.0%0000.0094.59N/AN/A8004090
2016-02-22$0.30$1.00166.2%0.0%157.9%43.3%0.0%0.0%0.0%0000.00116.12N/AN/A8004380
2016-02-23$0.29$1.00168.4%0.0%158.5%44.5%0.0%0.0%0.0%0000.00132.65N/AN/A6104380
2016-02-24$0.30$1.00162.9%0.0%157.0%41.6%0.0%0.0%0.0%0000.0053.87N/AN/A8604390
2016-02-25$0.33$1.00163.9%0.0%160.3%42.1%0.0%0.0%0.0%0000.0029.36N/AN/A8604640
2016-02-26$0.32$1.00165.2%0.0%160.7%42.8%0.0%0.0%0.0%0000.0080.21N/AN/A8604640
2016-02-29$0.32$1.00159.0%0.0%160.2%39.6%0.0%0.0%0.0%0000.00196.06N/AN/A8604640