TRX Options History — June 2016 In June 2016, TRX traded between $0.40 and $0.68. ATM implied volatility averaged 152.8%, placing in the 37.0% IV rank vs the trailing year. The 30-day expected move averaged 45.2%. IV traded above realized volatility by 76.9% (HV 20d: 76.0%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.02.
Notable Days 2016-06-30 : Highest Volume — 135 contracts2016-06-28 : Largest IV spike — 51.6% change2016-06-07 : Highest IV Rank — 64.8%2016-06-09 : Largest Expected Move — 56.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.48 $0.40 $0.68 $0.42 $0.68 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 152.8% 114.4% 207.4% 131.6% 172.0% Expected Move 45.2% 38.5% 56.3% 53.8% 49.3% HV 20d 76.0% 64.3% 88.6% 75.4% 88.6% HV 60d 100.3% 96.8% 103.4% 98.2% 103.4% IV Rank 37.0% 17.4% 64.8% 26.1% 46.7% IV Percentile 36.6% 6.0% 98.8% 16.9% 53.4% Term Structure 40.3% -39.3% 93.8% 32.3% 29.0% Bid-Ask Spread % 142.73 10.67 188.38 180.53 180.96 Net GEX 0 0 0 0 0 Net DEX -46 -68 0 0 -68 Net VEX 0 0 0 0 0 P/C Ratio 0.02 0.01 0.03 0.03 0.01 Total Volume 45.818 34 135 35 135 Total OI 1,197.182 1,181 1,214 1,181 1,214
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-06-01 $0.42 $0.00 131.6% 0.0% 75.4% 26.1% 0.0% 0.0% 0.0% 0 0 0 0.03 180.53 N/A N/A 34 1 1,180 1 2016-06-02 $0.40 $1.00 187.5% 53.8% 66.1% 54.7% 0.0% 0.0% 0.0% 0 -40 0 0.03 87.79 N/A N/A 34 1 1,180 1 2016-06-03 $0.45 $1.00 168.4% 48.3% 78.3% 44.9% 0.0% 0.0% 32.3% 0 -45 0 0.03 183.09 N/A N/A 36 1 1,180 1 2016-06-06 $0.42 $1.00 186.7% 53.5% 81.4% 54.3% 0.0% 0.0% 34.8% 0 -42 0 0.03 154.76 N/A N/A 36 1 1,180 1 2016-06-07 $0.43 $1.00 207.4% 0.0% 79.7% 64.8% 0.0% 0.0% 0.0% 0 -43 0 0.03 174.15 N/A N/A 36 1 1,180 1 2016-06-08 $0.45 $1.00 134.1% 38.5% 81.3% 27.5% 0.0% 0.0% 93.8% 0 -45 0 0.02 77.31 N/A N/A 41 1 1,180 1 2016-06-09 $0.46 $1.00 196.5% 56.3% 80.2% 59.3% 0.0% 0.0% 40.2% 0 -46 0 0.02 10.67 N/A N/A 41 1 1,185 1 2016-06-10 $0.45 $1.00 137.0% 39.3% 78.8% 28.9% 0.0% 0.0% 61.7% 0 -45 0 0.02 178.55 N/A N/A 41 1 1,185 1 2016-06-13 $0.46 $1.00 139.3% 39.9% 79.1% 30.1% 0.0% 0.0% 67.8% 0 -46 0 0.02 170.47 N/A N/A 45 1 1,185 1 2016-06-14 $0.46 $1.00 142.1% 40.7% 78.7% 31.5% 0.0% 0.0% 60.4% 0 -46 0 0.03 172.53 N/A N/A 33 1 1,190 1 2016-06-15 $0.47 $1.00 141.0% 40.4% 79.2% 30.9% 0.0% 0.0% 65.3% 0 -47 0 0.03 188.38 N/A N/A 33 1 1,191 1 2016-06-16 $0.48 $1.00 140.2% 40.2% 76.4% 30.5% 0.0% 0.0% 65.7% 0 -48 0 0.02 178.01 N/A N/A 52 1 1,191 1 2016-06-17 $0.50 $1.00 160.8% 46.1% 75.3% 41.0% 0.0% 0.0% -28.3% 0 -50 0 0.02 15.47 N/A N/A 52 1 1,210 1 2016-06-20 $0.51 $1.00 141.1% 40.4% 75.3% 31.0% 0.0% 0.0% 0.0% 0 -51 0 0.02 160.28 N/A N/A 52 1 1,210 1 2016-06-21 $0.51 $1.00 145.8% 41.8% 74.9% 33.4% 0.0% 0.0% 0.0% 0 -51 0 0.02 179.09 N/A N/A 52 1 1,210 1 2016-06-22 $0.49 $1.00 153.3% 44.0% 74.9% 37.2% 0.0% 0.0% 0.0% 0 -49 0 0.02 177.07 N/A N/A 42 1 1,210 1 2016-06-23 $0.48 $1.00 115.1% 0.0% 75.3% 17.8% 0.0% 0.0% 0.0% 0 -48 0 0.02 182.21 N/A N/A 42 1 1,211 1 2016-06-24 $0.50 $1.00 158.1% 45.3% 64.3% 39.7% 0.0% 0.0% 0.0% 0 -50 0 0.02 176.24 N/A N/A 42 1 1,211 1 2016-06-27 $0.49 $1.00 114.4% 0.0% 65.0% 17.4% 0.0% 0.0% 0.0% 0 -49 0 0.02 122.00 N/A N/A 42 1 1,211 1 2016-06-28 $0.51 $1.00 173.4% 49.7% 66.0% 47.5% 0.0% 0.0% -39.3% 0 -51 0 0.03 90.65 N/A N/A 33 1 1,211 1 2016-06-29 $0.58 $1.00 116.4% 0.0% 77.3% 18.4% 0.0% 0.0% 0.0% 0 -58 0 0.03 99.88 N/A N/A 33 1 1,212 1 2016-06-30 $0.68 $1.00 172.0% 49.3% 88.6% 46.7% 0.0% 0.0% 29.0% 0 -68 0 0.01 180.96 N/A N/A 134 1 1,213 1
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