TRX Options History — June 2017

In June 2017, TRX traded between $0.44 and $0.50. ATM implied volatility averaged 153.3%, placing in the 48.0% IV rank vs the trailing year. The 30-day expected move averaged 44.5%. IV traded above realized volatility by 105.4% (HV 20d: 47.9%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.32.

Notable Days

2017-06-28: Highest Volume — 575 contracts
2017-06-20: Largest IV spike — 43.9% change
2017-06-05: Highest IV Rank — 60.5%
2017-06-05: Largest Expected Move — 54.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.46	$0.44	$0.50	$0.46	$0.45
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	153.3%	107.7%	190.4%	188.4%	176.7%
Expected Move	44.5%	30.9%	54.6%	54.6%	50.7%
HV 20d	47.9%	39.5%	67.0%	67.0%	39.5%
HV 60d	58.9%	56.6%	60.2%	58.8%	56.6%
IV Rank	48.0%	32.6%	60.5%	59.8%	55.9%
IV Percentile	56.2%	19.0%	86.5%	85.7%	76.2%
Term Structure	-44.7%	-101.8%	-13.8%	-101.8%	-20.8%
Bid-Ask Spread %	77.64	12.15	192.03	192.03	172.37
Net GEX	0	0	0	0	0
Net DEX	-84	-100	0	0	-90
Net VEX	0	0	0	0	0
P/C Ratio	0.32	0.16	0.38	0.37	0.16
Total Volume	341.591	281	575	285	575
Total OI	719.318	671	975	671	975

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-06-01	$0.46	$0.00	188.4%	0.0%	67.0%	59.8%	0.0%	0.0%	0.0%	0	0.37	192.03	N/A	N/A	208	77	594	77
2017-06-02	$0.48	$0.00	137.7%	0.0%	64.9%	42.8%	0.0%	0.0%	0.0%	0	0.37	76.22	N/A	N/A	208	77	594	77
2017-06-05	$0.47	$1.00	190.4%	54.6%	61.2%	60.5%	0.0%	0.0%	-101.8%	-94	0.37	151.71	N/A	N/A	208	77	594	77
2017-06-06	$0.50	$1.00	107.7%	30.9%	49.3%	32.6%	0.0%	0.0%	-24.0%	-100	0.38	97.10	N/A	N/A	204	77	594	77
2017-06-07	$0.49	$1.00	150.6%	43.2%	48.2%	47.1%	0.0%	0.0%	-64.8%	-98	0.38	167.13	N/A	N/A	204	77	595	77
2017-06-08	$0.48	$1.00	115.9%	33.2%	46.9%	35.4%	0.0%	0.0%	-27.4%	-96	0.38	50.77	N/A	N/A	204	77	595	77
2017-06-09	$0.49	$1.00	114.0%	32.7%	47.0%	34.8%	0.0%	0.0%	-27.5%	-98	0.38	165.32	N/A	N/A	204	77	595	77
2017-06-12	$0.47	$1.00	154.1%	44.2%	47.2%	48.3%	0.0%	0.0%	-32.2%	-94	0.38	45.09	N/A	N/A	204	77	595	77
2017-06-13	$0.47	$1.00	156.2%	44.8%	46.5%	49.0%	0.0%	0.0%	-33.4%	-94	0.38	21.51	N/A	N/A	204	77	595	77
2017-06-14	$0.47	$1.00	133.8%	0.0%	46.5%	41.4%	0.0%	0.0%	-88.9%	-94	0.38	46.95	N/A	N/A	204	77	595	77
2017-06-15	$0.48	$1.00	160.6%	46.1%	44.7%	50.5%	0.0%	0.0%	-35.9%	-96	0.38	19.04	N/A	N/A	204	77	595	77
2017-06-16	$0.46	$1.00	180.1%	51.6%	45.2%	57.0%	0.0%	0.0%	-85.3%	-92	0.38	179.38	N/A	N/A	204	77	595	77
2017-06-19	$0.45	$1.00	118.4%	0.0%	45.5%	36.2%	0.0%	0.0%	0.0%	-90	0.38	65.12	N/A	N/A	204	77	595	77
2017-06-20	$0.45	$1.00	170.3%	48.8%	45.5%	53.7%	0.0%	0.0%	-40.5%	-90	0.38	15.43	N/A	N/A	204	77	595	77
2017-06-21	$0.45	$1.00	148.4%	42.5%	45.5%	46.3%	0.0%	0.0%	-41.7%	-90	0.38	19.64	N/A	N/A	204	77	595	77
2017-06-22	$0.44	$1.00	153.0%	43.9%	45.8%	47.9%	0.0%	0.0%	-43.9%	-88	0.25	20.13	N/A	N/A	313	77	595	77
2017-06-23	$0.45	$1.00	151.9%	43.5%	45.3%	47.5%	0.0%	0.0%	-44.5%	-90	0.25	126.01	N/A	N/A	313	77	704	77
2017-06-26	$0.45	$1.00	161.8%	46.4%	44.4%	50.9%	0.0%	0.0%	-50.7%	-90	0.25	12.15	N/A	N/A	313	77	704	77
2017-06-27	$0.45	$1.00	163.9%	47.0%	42.4%	51.6%	0.0%	0.0%	-13.8%	-90	0.26	23.20	N/A	N/A	313	80	704	77
2017-06-28	$0.46	$1.00	165.4%	47.4%	42.7%	52.1%	0.0%	0.0%	-54.4%	-92	0.16	22.49	N/A	N/A	495	80	704	80
2017-06-29	$0.45	$1.00	172.4%	49.4%	42.7%	54.4%	0.0%	0.0%	-18.2%	-90	0.16	19.22	N/A	N/A	495	80	895	80
2017-06-30	$0.45	$1.00	176.7%	50.7%	39.5%	55.9%	0.0%	0.0%	-20.8%	-90	0.16	172.37	N/A	N/A	495	80	895	80