TRX Options History — March 2017 In March 2017, TRX traded between $0.40 and $0.49. ATM implied volatility averaged 139.2%, placing in the 43.3% IV rank vs the trailing year. The 30-day expected move averaged 42.6%. IV traded above realized volatility by 74.9% (HV 20d: 64.3%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.44.
Notable Days 2017-03-23 : Highest Volume — 293 contracts2017-03-29 : Largest IV spike — 61.2% change2017-03-22 : Highest IV Rank — 62.8%2017-03-22 : Largest Expected Move — 56.6%Monthly Statistics Metric Avg Min Max Open Close Price $0.45 $0.40 $0.49 $0.45 $0.43 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 139.2% 103.2% 197.4% 103.2% 107.6% Expected Move 42.6% 35.1% 56.6% 38.5% 50.2% HV 20d 64.3% 59.2% 68.9% 68.4% 59.6% HV 60d 70.7% 65.2% 74.4% 73.5% 65.2% IV Rank 43.3% 31.1% 62.8% 31.1% 32.6% IV Percentile 37.8% 14.7% 88.5% 14.7% 16.3% Term Structure -43.3% -78.0% -29.1% -29.5% -44.8% Bid-Ask Spread % 56.79 6.23 150.74 139.22 111.53 Net GEX 0 0 0 0 0 Net DEX -194 -245 0 0 -215 Net VEX 0 0 0 0 0 P/C Ratio 0.44 0.03 0.50 0.03 0.39 Total Volume 253.565 166 293 166 293 Total OI 1,858.043 1,776 1,903 1,776 1,903
Daily Data (23 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 2017-03-01 $0.45 $0.00 103.2% 0.0% 68.4% 31.1% 0.0% 0.0% 0.0% 0 0 0 0.03 139.22 N/A N/A 161 5 1,771 5 2017-03-02 $0.43 $0.00 161.2% 0.0% 65.5% 50.7% 0.0% 0.0% 0.0% 0 0 0 0.50 40.09 N/A N/A 161 80 1,771 5 2017-03-03 $0.44 $0.00 118.2% 0.0% 62.1% 36.2% 0.0% 0.0% 0.0% 0 0 0 0.50 90.02 N/A N/A 161 80 1,771 80 2017-03-06 $0.40 $1.00 134.3% 38.5% 68.9% 41.6% 0.0% 0.0% -29.5% 0 -200 0 0.50 11.91 N/A N/A 161 80 1,771 80 2017-03-07 $0.42 $1.00 128.3% 36.8% 65.5% 39.6% 0.0% 0.0% -29.1% 0 -210 0 0.50 24.00 N/A N/A 161 80 1,771 80 2017-03-08 $0.43 $1.00 127.6% 36.6% 64.6% 39.3% 0.0% 0.0% -29.6% 0 -215 0 0.50 29.74 N/A N/A 161 80 1,771 80 2017-03-09 $0.44 $1.00 125.9% 36.1% 64.7% 38.8% 0.0% 0.0% -29.9% 0 -220 0 0.50 71.87 N/A N/A 161 80 1,771 80 2017-03-10 $0.46 $1.00 122.4% 35.1% 65.8% 37.6% 0.0% 0.0% -29.7% 0 -230 0 0.50 23.68 N/A N/A 161 80 1,771 80 2017-03-13 $0.46 $1.00 126.2% 36.2% 63.8% 38.9% 0.0% 0.0% -33.0% 0 -230 0 0.50 25.17 N/A N/A 161 80 1,771 80 2017-03-14 $0.46 $1.00 133.3% 38.2% 63.8% 41.3% 0.0% 0.0% -34.5% 0 -230 0 0.50 7.28 N/A N/A 161 80 1,771 80 2017-03-15 $0.48 $1.00 167.8% 48.1% 66.4% 52.9% 0.0% 0.0% -77.7% 0 -240 0 0.50 116.83 N/A N/A 161 80 1,771 80 2017-03-16 $0.49 $1.00 183.0% 52.5% 66.9% 58.0% 0.0% 0.0% -78.0% 0 -245 0 0.50 17.30 N/A N/A 161 80 1,771 80 2017-03-17 $0.48 $1.00 127.1% 36.4% 67.0% 39.2% 0.0% 0.0% -60.2% 0 -240 0 0.50 61.87 N/A N/A 161 80 1,771 80 2017-03-20 $0.48 $1.00 148.2% 42.5% 66.4% 46.3% 0.0% 0.0% 0.0% 0 -240 0 0.50 6.80 N/A N/A 161 80 1,771 80 2017-03-21 $0.46 $1.00 172.9% 49.6% 67.6% 54.6% 0.0% 0.0% 0.0% 0 -230 0 0.50 6.23 N/A N/A 161 80 1,771 80 2017-03-22 $0.45 $1.00 197.4% 56.6% 59.2% 62.8% 0.0% 0.0% 0.0% 0 -225 0 0.50 51.73 N/A N/A 161 80 1,771 80 2017-03-23 $0.43 $1.00 156.3% 44.8% 60.8% 49.0% 0.0% 0.0% 0.0% 0 -215 0 0.39 148.02 N/A N/A 211 82 1,771 80 2017-03-24 $0.45 $1.00 152.9% 43.8% 63.4% 47.9% 0.0% 0.0% -44.8% 0 -225 0 0.39 7.72 N/A N/A 211 82 1,821 82 2017-03-27 $0.43 $1.00 104.6% 0.0% 63.6% 31.6% 0.0% 0.0% 0.0% 0 -215 0 0.39 40.43 N/A N/A 211 82 1,821 82 2017-03-28 $0.42 $1.00 108.6% 0.0% 62.3% 33.0% 0.0% 0.0% 0.0% 0 -210 0 0.39 150.74 N/A N/A 211 82 1,821 82 2017-03-29 $0.43 $1.00 175.1% 50.2% 62.3% 55.4% 0.0% 0.0% 0.0% 0 -215 0 0.39 28.98 N/A N/A 211 82 1,821 82 2017-03-30 $0.43 $1.00 119.7% 0.0% 60.2% 36.7% 0.0% 0.0% 0.0% 0 -215 0 0.39 94.95 N/A N/A 211 82 1,821 82 2017-03-31 $0.43 $1.00 107.6% 0.0% 59.6% 32.6% 0.0% 0.0% 0.0% 0 -215 0 0.39 111.53 N/A N/A 211 82 1,821 82
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