TRX Options History — March 2016

In March 2016, TRX traded between $0.22 and $0.32. ATM implied volatility averaged 166.8%, placing in the 43.6% IV rank vs the trailing year. IV traded above realized volatility by 64.1% (HV 20d: 102.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-03-07: Highest Volume — 89 contracts
  • 2016-03-24: Largest IV spike — 46.7% change
  • 2016-03-31: Highest IV Rank — 58.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.26$0.22$0.32$0.31$0.22
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV166.8%125.1%196.5%164.9%196.5%
HV 20d102.7%75.1%171.1%160.3%75.1%
HV 60d107.4%102.5%108.9%103.2%108.0%
IV Rank43.6%22.2%58.9%42.7%58.9%
IV Percentile51.7%13.7%94.4%46.6%94.4%
Bid-Ask Spread %98.5211.01175.96157.9279.33
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.000.000.000.000.00
Total Volume85.31879898681
Total OI463.818457472464472

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-03-01$0.31$1.00164.9%0.0%160.3%42.7%0.0%0.0%0.0%0000.00157.92N/AN/A8604640
2016-03-02$0.32$1.00169.1%0.0%160.2%44.8%0.0%0.0%0.0%0000.00101.00N/AN/A8604640
2016-03-03$0.27$1.00188.5%0.0%171.0%54.8%0.0%0.0%0.0%0000.00160.90N/AN/A8604640
2016-03-04$0.26$1.00151.8%0.0%171.1%35.9%0.0%0.0%0.0%0000.0015.39N/AN/A8604640
2016-03-07$0.27$1.00191.4%0.0%110.9%56.3%0.0%0.0%0.0%0000.0050.29N/AN/A8904640
2016-03-08$0.26$1.00164.8%0.0%112.3%42.6%0.0%0.0%0.0%0000.00167.73N/AN/A8904670
2016-03-09$0.27$1.00150.6%0.0%103.2%35.3%0.0%0.0%0.0%0000.0011.01N/AN/A8904670
2016-03-10$0.27$1.00150.9%0.0%94.3%35.5%0.0%0.0%0.0%0000.0057.14N/AN/A8904670
2016-03-11$0.26$1.00140.5%0.0%94.3%30.1%0.0%0.0%0.0%0000.0057.14N/AN/A8904670
2016-03-14$0.26$1.00158.3%0.0%93.2%39.3%0.0%0.0%0.0%0000.0086.29N/AN/A8904670
2016-03-15$0.25$1.00164.8%0.0%94.3%42.6%0.0%0.0%0.0%0000.00168.99N/AN/A8904670
2016-03-16$0.25$1.00162.7%0.0%94.3%41.5%0.0%0.0%0.0%0000.00175.96N/AN/A8904670
2016-03-17$0.26$1.00160.2%0.0%85.8%40.2%0.0%0.0%0.0%0000.0098.61N/AN/A8904670
2016-03-18$0.26$1.00159.1%0.0%84.6%39.7%0.0%0.0%0.0%0000.00170.56N/AN/A8904670
2016-03-21$0.26$1.00165.5%0.0%83.4%43.0%0.0%0.0%0.0%0000.00154.66N/AN/A7904570
2016-03-22$0.26$1.00162.3%0.0%82.8%41.3%0.0%0.0%0.0%0000.0012.53N/AN/A7904570
2016-03-23$0.25$1.00125.1%0.0%82.2%22.2%0.0%0.0%0.0%0000.00139.65N/AN/A7904570
2016-03-24$0.23$1.00183.5%0.0%76.4%52.2%0.0%0.0%0.0%0000.0075.02N/AN/A7904570
2016-03-28$0.23$1.00187.5%0.0%76.5%54.3%0.0%0.0%0.0%0000.00130.16N/AN/A7904570
2016-03-29$0.23$1.00186.3%0.0%76.5%53.7%0.0%0.0%0.0%0000.0086.05N/AN/A8604570
2016-03-30$0.23$1.00184.9%0.0%76.5%52.9%0.0%0.0%0.0%0000.0011.09N/AN/A8104670
2016-03-31$0.22$1.00196.5%0.0%75.1%58.9%0.0%0.0%0.0%0000.0079.33N/AN/A8104720