TRX Options History — August 2016

In August 2016, TRX traded between $0.75 and $1.45. ATM implied volatility averaged 104.5%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 33.7%. IV traded above realized volatility by 10.7% (HV 20d: 93.8%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 20 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.29.

Notable Days

  • 2016-08-26: Highest Volume — 553 contracts
  • 2016-08-19: Largest IV spike — 1372.6% change
  • 2016-08-29: Highest IV Rank — 80.9%
  • 2016-08-29: Largest Expected Move — 67.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.07$0.75$1.45$1.40$0.75
Max Pain$1.61$1.00$2.00$1.00$2.00
ATM IV104.5%10.8%235.8%83.8%24.4%
Expected Move33.7%3.1%67.6%48.4%20.1%
HV 20d93.8%76.4%173.5%173.5%84.5%
HV 60d124.2%121.1%127.9%121.6%127.8%
IV Rank31.4%0.0%80.9%21.9%4.9%
IV Percentile22.1%0.0%99.2%2.0%0.8%
Term Structure42.0%-105.1%207.0%-21.5%75.1%
VWIV117.5%51.9%235.8%55.9%235.8%
Skew 25d1.8%-23.1%36.3%-7.8%-23.1%
Skew 10d19.5%-7.8%36.3%-7.8%30.2%
Call IV 25d147.3%117.4%172.9%151.4%172.9%
Put IV 25d149.0%143.6%153.7%143.6%149.8%
Bid-Ask Spread %126.1635.19187.97183.09149.93
Gamma HHI0.850.501.001.001.00
Net GEX49014620
Net DEX-518-3.1K4.8K4.6K-2.9K
Net VEX30800
P/C Ratio0.290.050.730.730.10
Total Volume277.6090553121514
Total OI1,380.3041,1621,6451,1621,645

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$1.40$1.0083.8%0.0%173.5%21.9%0.0%0.0%-21.5%24.6K00.73183.09N/AN/A7051924238
2016-08-02$1.45$1.00168.9%48.4%111.1%54.3%0.0%0.0%-60.4%04.8K00.6859.16N/AN/A6343927239
2016-08-03$1.39$1.0055.9%16.0%97.1%11.3%55.9%0.0%142.5%04.6K00.69143.44N/AN/A6243935241
2016-08-04$1.33$1.0059.5%17.1%99.1%12.6%59.5%0.0%155.0%2-600.69162.92N/AN/A6243935241
2016-08-05$1.21$1.0066.0%57.5%102.5%15.1%189.1%0.0%83.4%27-99140.18117.83N/AN/A25346939241
2016-08-08$1.21$1.00123.0%42.6%102.5%36.8%0.0%0.0%-37.4%0000.1883.24N/AN/A253461,144254
2016-08-09$1.15$1.0080.1%17.0%99.8%20.4%59.2%0.0%44.6%54-28320.18187.97N/AN/A253461,144248
2016-08-10$1.14$1.00229.2%65.7%98.7%77.2%0.0%0.0%1.0%0000.18140.50N/AN/A253461,144248
2016-08-11$1.12$1.0063.7%18.3%98.7%14.2%57.9%0.0%1.1%68-36020.21127.45N/AN/A253521,144248
2016-08-12$1.07$2.0068.1%19.5%98.9%15.9%51.9%0.0%12.3%111-1.4K30.21179.43N/AN/A262541,144254
2016-08-15$1.06$2.0060.9%17.5%98.9%13.1%55.7%0.0%125.0%104-1.2K30.33127.55N/AN/A164541,159257
2016-08-16$1.08$2.00154.8%44.4%87.8%48.9%142.7%0.0%5.0%59-1.5K60.3340.23N/AN/A164541,159257
2016-08-17$1.05$2.0080.9%0.0%78.4%20.8%0.0%0.0%0.0%128-1.5K30.00162.22N/AN/A001,159257
2016-08-18$1.04$2.0010.8%3.1%76.4%0.0%0.0%0.0%153.4%134-1.7K30.00138.33N/AN/A001,159257
2016-08-19$1.01$2.00159.6%45.8%76.8%53.5%139.5%0.0%-4.2%57-1.4K70.3335.19N/AN/A164541,159257
2016-08-22$0.93$2.00156.0%44.7%80.9%52.2%142.0%-7.8%-1.9%57-80880.3299.03N/AN/A165521,116117
2016-08-23$0.96$2.0080.8%23.2%81.2%25.1%127.1%0.0%149.7%55-2.9K50.30139.25N/AN/A172521,126137
2016-08-24$0.82$2.00174.9%50.1%79.8%59.0%159.5%0.0%-50.7%44-2.0K50.05138.12N/AN/A370201,136137
2016-08-25$0.88$2.0020.0%5.7%83.8%3.3%0.0%36.3%207.0%146-1.4K20.11113.38N/AN/A468521,448117
2016-08-26$0.88$2.00175.2%50.2%83.8%59.1%169.4%0.0%8.0%32-1.6K30.10141.61N/AN/A501521,501117
2016-08-29$0.90$2.00235.8%67.6%81.1%80.9%235.8%-23.1%-105.1%45-90360.09106.67N/AN/A501441,501117
2016-08-30$0.82$2.0070.2%20.1%81.8%21.3%0.0%0.0%75.1%1-3.1K00.10125.06N/AN/A468461,501119
2016-08-31$0.75$2.0024.4%0.0%84.5%4.9%0.0%0.0%0.0%0-2.9K00.10149.93N/AN/A468461,521124