TRX Options History — July 2016 In July 2016, TRX traded between $0.76 and $1.33. ATM implied volatility averaged 131.4%, placing in the 38.4% IV rank vs the trailing year. The 30-day expected move averaged 38.0%. IV traded below realized volatility by 37.4% (HV 20d: 168.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.74.
Notable Days 2016-07-05 : Highest Volume — 1,044 contracts2016-07-07 : Largest IV spike — 391.8% change2016-07-11 : Highest IV Rank — 100.0%2016-07-12 : Largest Expected Move — 60.6%Monthly Statistics Metric Avg Min Max Open Close Price $1.08 $0.76 $1.33 $0.76 $1.33 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 131.4% 26.4% 289.0% 104.6% 166.7% Expected Move 38.0% 13.8% 60.6% 21.8% 47.8% HV 20d 168.8% 87.7% 183.3% 87.7% 175.7% HV 60d 129.4% 104.6% 134.3% 104.6% 121.5% IV Rank 38.4% 0.0% 100.0% 12.4% 53.4% IV Percentile 27.5% 0.0% 100.0% 2.8% 47.8% Term Structure 22.8% -284.1% 212.7% 122.8% 27.9% VWIV 155.8% 31.6% 266.8% 190.2% 166.7% Bid-Ask Spread % 125.29 76.97 178.20 178.20 155.33 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 71 0 342 0 1 Net DEX 830 -2.5K 4.4K -76 4.4K Net VEX 7 0 19 0 0 P/C Ratio 0.74 0.08 1.35 0.08 0.65 Total Volume 197.65 92 1,044 141 129 Total OI 1,145.25 835 1,365 1,297 1,159
Daily Data (20 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 2016-07-01 $0.76 $1.00 104.6% 0.0% 87.7% 12.4% 0.0% 0.0% 0.0% 0 -76 0 0.08 178.20 N/A N/A 130 11 1,296 1 2016-07-05 $1.12 $1.00 101.6% 21.8% 149.8% 10.9% 0.0% 0.0% 122.8% 28 -16 0 0.10 131.71 N/A N/A 948 96 1,337 11 2016-07-06 $0.97 $1.00 26.4% 40.2% 164.6% 0.0% 190.2% 0.0% -15.8% 14 -1.3K 5 0.86 124.61 N/A N/A 81 70 1,012 105 2016-07-07 $0.96 $1.00 129.7% 18.8% 165.6% 41.3% 31.6% 0.0% 212.7% 17 1.5K 1 1.23 102.66 N/A N/A 90 111 1,050 105 2016-07-08 $1.05 $1.00 91.8% 26.3% 166.5% 26.2% 81.9% 0.0% 76.8% 133 841 5 1.23 108.29 N/A N/A 90 111 1,050 146 2016-07-11 $1.05 $1.00 289.0% 47.9% 165.6% 100.0% 0.0% 0.0% -284.1% 0 3.4K 0 0.72 111.68 N/A N/A 119 86 1,060 146 2016-07-12 $0.97 $1.00 118.1% 60.6% 171.0% 34.9% 211.3% 0.0% -187.9% 33 619 8 1.06 129.97 N/A N/A 116 123 1,120 186 2016-07-13 $1.02 $1.00 209.5% 60.1% 170.5% 69.7% 202.4% 0.0% -2.6% 65 -1.2K 14 1.10 96.81 N/A N/A 78 86 1,120 233 2016-07-14 $1.00 $1.00 193.9% 55.6% 171.7% 63.8% 189.1% 0.0% -10.5% 78 -1.0K 14 1.23 110.53 N/A N/A 70 86 1,132 233 2016-07-15 $1.05 $1.00 159.4% 45.7% 171.6% 50.7% 163.6% 0.0% -65.6% 107 -1.1K 14 1.35 121.40 N/A N/A 68 92 1,129 233 2016-07-18 $1.06 $1.00 143.4% 41.1% 171.9% 44.6% 150.0% 0.0% 45.4% 169 -2.5K 18 0.27 120.95 N/A N/A 89 24 670 165 2016-07-19 $1.20 $1.00 173.8% 49.8% 174.5% 56.1% 266.8% 0.0% 54.0% 121 -1.6K 19 0.35 119.39 N/A N/A 96 34 687 178 2016-07-20 $1.07 $1.00 156.0% 44.7% 182.8% 49.3% 164.3% 0.0% 27.2% 182 -2.5K 19 0.28 76.97 N/A N/A 121 34 737 188 2016-07-21 $1.12 $1.00 48.0% 13.8% 180.5% 8.2% 63.0% 0.0% 194.4% 342 2.1K 8 0.70 166.39 N/A N/A 77 54 779 188 2016-07-22 $1.13 $1.00 117.7% 33.8% 179.4% 34.8% 0.0% 0.0% -73.2% 0 3.7K 0 0.92 151.47 N/A N/A 48 44 827 208 2016-07-25 $1.09 $1.00 135.4% 38.8% 181.6% 41.5% 219.2% 0.0% 180.4% 136 -1.0K 15 0.91 84.67 N/A N/A 58 53 835 218 2016-07-26 $1.12 $1.00 67.0% 19.2% 180.3% 15.5% 0.0% 0.0% 113.5% 0 3.7K 0 0.50 146.92 N/A N/A 105 53 845 228 2016-07-27 $1.28 $1.00 77.9% 22.3% 183.3% 19.6% 0.0% 0.0% 0.0% 0 4.2K 0 0.60 125.56 N/A N/A 85 51 901 228 2016-07-28 $1.33 $1.00 118.4% 33.9% 180.7% 35.0% 81.5% 0.0% -5.0% 2 4.4K 0 0.60 142.27 N/A N/A 85 51 921 238 2016-07-29 $1.33 $1.00 166.7% 47.8% 175.7% 53.4% 166.7% 0.0% 27.9% 1 4.4K 0 0.65 155.33 N/A N/A 78 51 921 238
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