TRX Options History — May 2017

In May 2017, TRX traded between $0.46 and $0.55. ATM implied volatility averaged 145.5%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 42.6%. IV traded above realized volatility by 74.7% (HV 20d: 70.8%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.36.

Notable Days

  • 2017-05-09: Highest Volume — 300 contracts
  • 2017-05-05: Largest IV spike — 64.4% change
  • 2017-05-05: Highest IV Rank — 62.7%
  • 2017-05-30: Largest Expected Move — 52.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.50$0.46$0.55$0.48$0.47
ATM IV145.5%102.0%197.0%178.2%146.1%
Expected Move42.6%33.3%52.5%51.1%52.5%
HV 20d70.8%58.4%79.0%58.4%68.0%
HV 60d63.2%59.3%66.4%60.0%59.3%
IV Rank45.4%30.7%62.7%56.4%45.6%
IV Percentile48.9%15.1%88.1%75.0%49.2%
Term Structure-41.4%-78.4%-0.2%-66.8%-78.4%
Bid-Ask Spread %106.7928.19197.28189.14187.24
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.360.350.380.380.37
Total Volume290.182280300280285
Total OI657.773643671643671

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-05-01$0.48$0.00178.2%51.1%58.4%56.4%0.0%0.0%-66.8%0000.38189.14N/AN/A2037756677
2017-05-02$0.51$0.00171.4%49.1%61.6%54.1%0.0%0.0%-66.1%0000.3853.06N/AN/A2037756677
2017-05-03$0.49$0.00186.2%0.0%59.7%59.1%0.0%0.0%0.0%0000.38190.57N/AN/A2037756677
2017-05-04$0.46$0.00119.8%34.4%64.2%36.7%0.0%0.0%-30.9%0000.38195.92N/AN/A2037756677
2017-05-05$0.49$0.00197.0%42.9%67.4%62.7%0.0%0.0%-0.2%0000.3828.63N/AN/A2037756677
2017-05-08$0.55$0.00102.0%0.0%78.0%30.7%0.0%0.0%0.0%0000.38128.09N/AN/A2037756677
2017-05-09$0.53$0.00107.8%0.0%79.0%32.7%0.0%0.0%-57.2%0000.35163.54N/AN/A2237756677
2017-05-10$0.51$0.00116.1%33.3%77.8%35.5%0.0%0.0%-3.5%0000.35195.92N/AN/A2237758677
2017-05-11$0.52$0.00155.1%44.5%77.7%48.6%0.0%0.0%-44.7%0000.3565.19N/AN/A2237758677
2017-05-12$0.50$0.00121.0%34.7%76.1%37.1%0.0%0.0%-5.3%0000.3544.67N/AN/A2237758677
2017-05-15$0.51$0.00123.6%35.4%76.5%38.0%0.0%0.0%-8.0%0000.3575.42N/AN/A2237758677
2017-05-16$0.51$0.00117.7%0.0%76.1%36.0%0.0%0.0%-69.4%0000.3533.81N/AN/A2237758677
2017-05-17$0.53$0.00114.2%0.0%74.1%34.8%0.0%0.0%0.0%0000.35197.28N/AN/A2237758677
2017-05-18$0.51$0.00176.6%50.6%75.1%55.9%0.0%0.0%-57.7%0000.3556.67N/AN/A2237758677
2017-05-19$0.51$0.00134.3%38.5%69.4%41.6%0.0%0.0%-44.8%0000.3528.19N/AN/A2237758677
2017-05-22$0.51$0.00141.3%40.5%69.0%44.0%0.0%0.0%-50.2%0000.3540.17N/AN/A2237758677
2017-05-23$0.51$0.00142.9%41.0%68.7%44.5%0.0%0.0%-51.8%0000.3731.23N/AN/A2067758677
2017-05-24$0.51$0.00149.0%42.7%68.7%46.6%0.0%0.0%-22.1%0000.37194.69N/AN/A2067758977
2017-05-25$0.49$0.00157.5%45.2%70.2%49.4%0.0%0.0%-25.3%0000.3734.02N/AN/A2067758977
2017-05-26$0.50$0.00159.4%45.7%70.2%50.1%0.0%0.0%-61.9%0000.37138.90N/AN/A2087758977
2017-05-30$0.48$0.00183.2%52.5%71.4%58.1%0.0%0.0%-78.4%0000.3777.05N/AN/A2087759477
2017-05-31$0.47$0.00146.1%0.0%68.0%45.6%0.0%0.0%0.0%0000.37187.24N/AN/A2087759477