TRX Options History — December 2016 In December 2016, TRX traded between $0.42 and $0.51. ATM implied volatility averaged 161.0%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 50.4%. IV traded above realized volatility by 84.6% (HV 20d: 76.5%). 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 2 of 21 days. Put/call ratio averaged 0.02.
Notable Days 2016-12-01 : Highest Volume — 1,283 contracts2016-12-15 : Largest IV spike — 67.8% change2016-12-15 : Highest IV Rank — 100.0%2016-12-15 : Largest Expected Move — 88.2%Monthly Statistics Metric Avg Min Max Open Close Price $0.45 $0.42 $0.51 $0.46 $0.51 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 161.0% 99.4% 307.6% 150.3% 155.0% Expected Move 50.4% 34.6% 88.2% 46.9% 44.4% HV 20d 76.5% 70.2% 85.6% 77.6% 80.9% HV 60d 84.8% 82.3% 87.5% 83.2% 82.5% IV Rank 52.3% 29.8% 100.0% 50.1% 48.6% IV Percentile 45.7% 13.7% 100.0% 36.5% 40.2% Term Structure -57.2% -228.6% 6.3% 6.3% 4.8% Bid-Ask Spread % 105.29 51.02 165.42 129.58 122.51 Net GEX 0 0 0 0 0 Net DEX -909 -1.8K 0 0 -1.8K Net VEX 0 0 0 0 0 P/C Ratio 0.02 0.00 0.08 0.00 0.04 Total Volume 832.381 148 1,283 1,283 169 Total OI 2,529.333 2,471 2,597 2,483 2,493
Daily Data (21 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 2016-12-01 $0.46 $1.00 150.3% 0.0% 77.6% 50.1% 0.0% 0.0% 0.0% 0 0 0 0.00 129.58 N/A N/A 1,277 6 2,463 20 2016-12-02 $0.48 $1.00 146.1% 0.0% 79.6% 48.6% 0.0% 0.0% 0.0% 0 0 0 0.00 142.14 N/A N/A 1,277 6 2,513 20 2016-12-05 $0.44 $1.00 163.8% 46.9% 82.4% 55.0% 0.0% 0.0% 6.3% 0 -880 0 0.00 114.98 N/A N/A 1,237 6 2,513 20 2016-12-06 $0.44 $1.00 269.0% 77.1% 82.7% 92.8% 0.0% 0.0% -228.6% 0 -880 0 0.00 119.75 N/A N/A 1,267 6 2,523 20 2016-12-07 $0.46 $1.00 135.6% 38.9% 85.6% 44.9% 0.0% 0.0% -52.1% 0 -966 0 0.01 78.52 N/A N/A 1,147 6 2,563 21 2016-12-08 $0.46 $1.00 120.7% 34.6% 85.6% 39.5% 0.0% 0.0% -6.1% 0 -966 0 0.01 74.16 N/A N/A 1,147 6 2,563 21 2016-12-09 $0.43 $1.00 175.9% 50.4% 77.4% 59.3% 0.0% 0.0% -33.1% 0 -903 0 0.01 118.01 N/A N/A 1,147 6 2,563 21 2016-12-12 $0.46 $1.00 169.0% 48.5% 74.2% 56.9% 0.0% 0.0% -31.2% 0 -966 0 0.01 87.14 N/A N/A 1,147 6 2,563 21 2016-12-13 $0.48 $1.00 165.7% 47.5% 76.2% 55.7% 0.0% 0.0% -30.0% 0 -1.0K 0 0.01 90.80 N/A N/A 1,147 6 2,563 21 2016-12-14 $0.44 $1.00 183.3% 52.6% 72.7% 62.0% 0.0% 0.0% -39.8% 0 -924 0 0.01 165.42 N/A N/A 1,147 6 2,563 21 2016-12-15 $0.43 $1.00 307.6% 88.2% 72.3% 100.0% 0.0% 0.0% -161.9% 0 -903 0 0.01 96.21 N/A N/A 1,140 6 2,563 21 2016-12-16 $0.44 $1.00 139.9% 40.1% 71.4% 43.5% 0.0% 0.0% 4.8% 0 -924 0 0.01 72.73 N/A N/A 1,140 6 2,576 21 2016-12-19 $0.43 $1.00 149.7% 42.9% 71.5% 46.8% 0.0% 0.0% 0.0% 0 -903 0 0.01 89.01 N/A N/A 1,063 6 2,476 21 2016-12-20 $0.42 $1.00 137.4% 0.0% 70.8% 42.6% 0.0% 0.0% 0.0% 0 -882 0 0.00 73.94 N/A N/A 1,030 5 2,450 21 2016-12-21 $0.42 $1.00 116.5% 0.0% 70.9% 35.6% 0.0% 0.0% 0.0% 0 -882 0 0.04 129.41 N/A N/A 143 5 2,457 21 2016-12-22 $0.42 $1.00 160.8% 46.1% 70.2% 50.5% 0.0% 0.0% 0.0% 0 -882 0 0.04 115.48 N/A N/A 143 5 2,457 21 2016-12-23 $0.44 $1.00 99.4% 0.0% 72.2% 29.8% 0.0% 0.0% 0.0% 0 -924 0 0.04 120.28 N/A N/A 143 5 2,457 21 2016-12-27 $0.43 $1.00 100.8% 0.0% 72.3% 30.3% 0.0% 0.0% 0.0% 0 -903 0 0.04 128.60 N/A N/A 143 5 2,457 21 2016-12-28 $0.46 $1.00 166.1% 47.6% 76.5% 52.3% 0.0% 0.0% 0.0% 0 -966 0 0.08 91.34 N/A N/A 143 11 2,457 21 2016-12-29 $0.51 $1.00 169.2% 0.0% 82.6% 53.3% 0.0% 0.0% 0.0% 0 -1.6K 0 0.04 51.02 N/A N/A 163 6 2,457 31 2016-12-30 $0.51 $1.00 155.0% 44.4% 80.9% 48.6% 0.0% 0.0% 0.0% 0 -1.8K 0 0.04 122.51 N/A N/A 163 6 2,457 36
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