TRX Options History — April 2016

In April 2016, TRX traded between $0.25 and $0.39. ATM implied volatility averaged 174.1%, placing in the 47.4% IV rank vs the trailing year. IV traded above realized volatility by 88.0% (HV 20d: 86.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Put/call ratio averaged 0.00.

Notable Days

  • 2016-04-19: Highest Volume — 145 contracts
  • 2016-04-26: Largest IV spike — 23.3% change
  • 2016-04-22: Highest IV Rank — 59.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.29$0.25$0.39$0.25$0.39
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV174.1%142.3%198.2%177.0%142.3%
HV 20d86.1%68.6%101.3%69.8%101.3%
HV 60d113.9%111.0%121.3%111.3%121.3%
IV Rank47.4%31.1%59.8%48.9%31.1%
IV Percentile59.2%20.1%96.4%64.3%20.1%
Bid-Ask Spread %115.0214.69194.6194.28179.69
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.000.000.000.000.00
Total Volume108.3818014581145
Total OI439.143311472472426

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$0.25$1.00177.0%0.0%69.8%48.9%0.0%0.0%0.0%0000.0094.28N/AN/A8104720
2016-04-04$0.25$0.00179.6%0.0%68.6%50.2%0.0%0.0%0.0%0000.00128.70N/AN/A8104720
2016-04-05$0.27$0.00169.5%0.0%72.9%45.0%0.0%0.0%0.0%0000.00124.41N/AN/A8104720
2016-04-06$0.27$0.00171.8%0.0%71.5%46.2%0.0%0.0%0.0%0000.00134.26N/AN/A8104720
2016-04-07$0.26$0.00174.7%0.0%71.5%47.7%0.0%0.0%0.0%0000.00187.88N/AN/A8104720
2016-04-08$0.29$0.00162.5%0.0%81.7%41.4%0.0%0.0%0.0%0000.0029.64N/AN/A8104720
2016-04-11$0.29$0.00165.0%0.0%80.3%42.7%0.0%0.0%0.0%0000.0022.92N/AN/A8104720
2016-04-12$0.29$0.00163.7%0.0%80.3%42.1%0.0%0.0%0.0%0000.00131.92N/AN/A8104720
2016-04-13$0.28$0.00169.2%0.0%80.0%44.9%0.0%0.0%0.0%0000.00142.68N/AN/A8104720
2016-04-14$0.30$0.00163.1%0.0%83.0%41.7%0.0%0.0%0.0%0000.00184.19N/AN/A8104720
2016-04-15$0.27$0.00178.4%0.0%91.5%49.6%0.0%0.0%0.0%0000.00178.33N/AN/A8104720
2016-04-18$0.26$0.00192.4%0.0%92.6%56.8%0.0%0.0%0.0%0000.0014.69N/AN/A8003110
2016-04-19$0.27$0.00181.3%0.0%93.5%51.1%0.0%0.0%0.0%0000.00194.61N/AN/A14503110
2016-04-20$0.27$1.00183.7%0.0%93.5%52.3%0.0%0.0%0.0%0000.00184.15N/AN/A14504260
2016-04-21$0.28$1.00177.0%0.0%93.0%48.9%0.0%0.0%0.0%0000.0016.06N/AN/A14504260
2016-04-22$0.32$1.00198.2%0.0%97.2%59.8%0.0%0.0%0.0%0000.00190.68N/AN/A14504260
2016-04-25$0.33$1.00160.6%0.0%97.1%40.4%0.0%0.0%0.0%0000.0053.08N/AN/A14504260
2016-04-26$0.33$1.00197.9%0.0%97.1%59.7%0.0%0.0%0.0%0000.0015.59N/AN/A14504260
2016-04-27$0.33$1.00162.9%0.0%97.1%41.6%0.0%0.0%0.0%0000.00192.10N/AN/A14504260
2016-04-28$0.33$1.00185.1%0.0%94.6%53.0%0.0%0.0%0.0%0000.0015.59N/AN/A14504260
2016-04-29$0.39$1.00142.3%0.0%101.3%31.1%0.0%0.0%0.0%0000.00179.69N/AN/A14504260