TRX Options History — April 2017 In April 2017, TRX traded between $0.43 and $0.52. ATM implied volatility averaged 137.1%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 46.5%. IV traded above realized volatility by 82.4% (HV 20d: 54.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.37.
Notable Days 2017-04-17 : Highest Volume — 379 contracts2017-04-05 : Largest IV spike — 92.8% change2017-04-05 : Highest IV Rank — 63.7%2017-04-05 : Largest Expected Move — 57.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.48 $0.43 $0.52 $0.43 $0.49 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 137.1% 98.0% 200.0% 109.3% 160.3% Expected Move 46.5% 35.6% 57.3% 57.3% 46.0% HV 20d 54.7% 47.9% 61.1% 48.1% 57.7% HV 60d 61.2% 59.6% 63.5% 62.3% 61.1% IV Rank 42.5% 29.4% 63.7% 33.2% 50.4% IV Percentile 40.9% 12.7% 91.3% 17.1% 58.3% Term Structure -44.8% -92.1% 22.1% -68.9% -55.4% Bid-Ask Spread % 143.28 40.80 196.00 152.34 180.43 Net GEX 0 0 0 0 0 Net DEX -36 -230 0 -215 0 Net VEX 0 0 0 0 0 P/C Ratio 0.37 0.28 0.42 0.39 0.38 Total Volume 299.053 278 379 293 280 Total OI 1,607.158 643 2,039 1,903 643
Daily Data (19 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 2017-04-03 $0.43 $1.00 109.3% 0.0% 48.1% 33.2% 0.0% 0.0% 0.0% 0 -215 0 0.39 152.34 N/A N/A 211 82 1,821 82 2017-04-04 $0.46 $1.00 103.7% 0.0% 50.8% 31.3% 0.0% 0.0% 0.0% 0 -230 0 0.39 99.38 N/A N/A 211 82 1,821 82 2017-04-05 $0.46 $1.00 200.0% 57.3% 50.3% 63.7% 0.0% 0.0% 0.0% 0 -230 0 0.39 171.45 N/A N/A 211 82 1,821 82 2017-04-06 $0.45 $0.00 107.0% 0.0% 50.5% 32.4% 0.0% 0.0% 0.0% 0 0 0 0.39 117.68 N/A N/A 211 82 1,821 82 2017-04-07 $0.45 $0.00 106.5% 0.0% 47.9% 32.2% 0.0% 0.0% -68.9% 0 0 0 0.39 196.00 N/A N/A 211 82 1,821 82 2017-04-10 $0.44 $0.00 178.4% 51.2% 48.5% 56.5% 0.0% 0.0% -68.2% 0 0 0 0.42 97.17 N/A N/A 197 82 1,821 82 2017-04-11 $0.47 $0.00 104.5% 0.0% 54.2% 31.5% 0.0% 0.0% 0.0% 0 0 0 0.42 170.58 N/A N/A 197 82 1,822 82 2017-04-12 $0.48 $0.00 102.7% 0.0% 52.5% 31.0% 0.0% 0.0% 0.0% 0 0 0 0.42 196.00 N/A N/A 197 82 1,822 82 2017-04-13 $0.51 $0.00 187.7% 0.0% 56.4% 59.6% 0.0% 0.0% 0.0% 0 0 0 0.42 194.99 N/A N/A 197 82 1,822 82 2017-04-17 $0.51 $0.00 112.9% 0.0% 55.7% 34.4% 0.0% 0.0% 0.0% 0 0 0 0.28 102.67 N/A N/A 297 82 1,955 82 2017-04-18 $0.52 $0.00 124.1% 35.6% 56.0% 38.2% 0.0% 0.0% -27.7% 0 0 0 0.33 110.97 N/A N/A 249 82 1,955 82 2017-04-19 $0.49 $0.00 103.5% 0.0% 58.2% 31.2% 0.0% 0.0% -92.1% 0 0 0 0.33 137.43 N/A N/A 249 82 1,957 82 2017-04-20 $0.48 $0.00 189.6% 54.4% 58.1% 60.2% 0.0% 0.0% -83.2% 0 0 0 0.33 55.65 N/A N/A 249 82 1,957 82 2017-04-21 $0.52 $0.00 98.0% 0.0% 61.1% 29.4% 0.0% 0.0% 0.0% 0 0 0 0.33 126.58 N/A N/A 249 82 1,957 82 2017-04-24 $0.51 $0.00 140.1% 40.2% 60.4% 43.5% 0.0% 0.0% 22.1% 0 0 0 0.38 40.80 N/A N/A 203 77 566 77 2017-04-25 $0.50 $0.00 170.4% 0.0% 58.1% 53.8% 0.0% 0.0% 0.0% 0 0 0 0.38 190.87 N/A N/A 201 77 566 77 2017-04-26 $0.50 $0.00 150.7% 43.2% 57.1% 47.1% 0.0% 0.0% -13.9% 0 0 0 0.38 189.25 N/A N/A 203 77 566 77 2017-04-27 $0.50 $0.00 154.7% 44.4% 56.9% 48.5% 0.0% 0.0% -16.0% 0 0 0 0.38 192.11 N/A N/A 203 77 566 77 2017-04-28 $0.49 $0.00 160.3% 46.0% 57.7% 50.4% 0.0% 0.0% -55.4% 0 0 0 0.38 180.43 N/A N/A 203 77 566 77
« Mar 2017 | All History | May 2017 » Home TRX History April 2017