TRX Options History — May 2016

In May 2016, TRX traded between $0.43 and $0.54. ATM implied volatility averaged 166.8%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 48.0%. IV traded above realized volatility by 41.1% (HV 20d: 125.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.01.

Notable Days

  • 2016-05-03: Highest Volume — 533 contracts
  • 2016-05-19: Largest IV spike — 120.0% change
  • 2016-05-27: Highest IV Rank — 68.0%
  • 2016-05-04: Largest Expected Move — 53.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.48$0.43$0.54$0.49$0.43
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV166.8%80.3%213.7%174.4%168.3%
Expected Move48.0%31.9%53.7%50.0%52.3%
HV 20d125.7%84.7%136.3%124.4%84.7%
HV 60d105.1%98.2%129.5%129.5%98.2%
IV Rank43.8%0.0%68.0%47.5%44.9%
IV Percentile57.9%0.0%99.2%55.8%45.4%
Term Structure26.3%-16.8%124.5%6.6%-16.8%
Bid-Ask Spread %139.6711.95194.7773.90194.77
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.010.000.030.000.03
Total Volume234.7623553324135
Total OI1,125.8574261,2814261,181

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-05-02$0.49$1.00174.4%50.0%124.4%47.5%0.0%0.0%0.0%0000.0073.90N/AN/A24104260
2016-05-03$0.54$1.00160.5%46.0%125.5%40.4%0.0%0.0%6.6%0000.0075.86N/AN/A53305300
2016-05-04$0.48$1.00187.5%53.7%136.3%54.3%0.0%0.0%2.5%0000.00188.16N/AN/A51509020
2016-05-05$0.50$0.00186.7%48.0%134.1%53.9%0.0%0.0%-4.7%0000.0015.61N/AN/A45409660
2016-05-06$0.50$0.00192.7%53.7%131.4%57.0%0.0%0.0%45.9%0000.00181.48N/AN/A43019710
2016-05-09$0.47$0.00198.1%0.0%134.9%59.7%0.0%0.0%0.0%0000.00132.45N/AN/A43011,2711
2016-05-10$0.46$0.00198.8%0.0%135.6%60.1%0.0%0.0%0.0%0000.00123.49N/AN/A43011,2711
2016-05-11$0.48$0.00136.7%0.0%134.0%28.2%0.0%0.0%0.0%0000.00122.20N/AN/A43011,2711
2016-05-12$0.50$0.00111.4%31.9%133.2%15.2%0.0%0.0%124.5%0000.0026.86N/AN/A43011,2711
2016-05-13$0.49$0.00119.4%0.0%125.3%19.2%0.0%0.0%0.0%0000.01193.41N/AN/A13811,2711
2016-05-16$0.50$0.0085.2%0.0%122.8%1.7%0.0%0.0%0.0%0000.01192.78N/AN/A13811,2791
2016-05-17$0.50$0.00182.5%52.3%123.3%51.7%0.0%0.0%-16.8%0000.0111.95N/AN/A13811,2791
2016-05-18$0.53$0.0080.3%0.0%123.1%0.0%0.0%0.0%0.0%0000.01188.48N/AN/A13411,2791
2016-05-19$0.50$0.00176.6%0.0%127.4%49.1%0.0%0.0%0.0%0000.01192.72N/AN/A13411,2801
2016-05-20$0.49$0.00199.1%0.0%122.2%60.6%0.0%0.0%0.0%0000.01181.34N/AN/A13411,2801
2016-05-23$0.50$0.00175.8%0.0%122.2%48.7%0.0%0.0%0.0%0000.03125.58N/AN/A3411,1801
2016-05-24$0.48$0.00185.7%0.0%123.9%53.8%0.0%0.0%0.0%0000.03191.42N/AN/A3411,1801
2016-05-25$0.48$0.00168.3%0.0%123.9%44.9%0.0%0.0%0.0%0000.03134.96N/AN/A3411,1801
2016-05-26$0.43$0.00201.6%0.0%132.0%61.9%0.0%0.0%0.0%0000.03191.49N/AN/A3411,1801
2016-05-27$0.43$0.00213.7%0.0%118.9%68.0%0.0%0.0%0.0%0000.03194.15N/AN/A3411,1801
2016-05-31$0.43$0.00168.3%0.0%84.7%44.9%0.0%0.0%0.0%0000.03194.77N/AN/A3411,1801