TRX Options History — July 2017

In July 2017, TRX traded between $0.42 and $0.51. ATM implied volatility averaged 136.9%, placing in the 42.5% IV rank vs the trailing year. The 30-day expected move averaged 43.2%. IV traded above realized volatility by 89.6% (HV 20d: 47.3%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.21.

Notable Days

2017-07-21: Highest Volume — 590 contracts
2017-07-20: Largest IV spike — 74.8% change
2017-07-03: Highest IV Rank — 63.3%
2017-07-03: Largest Expected Move — 56.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.46	$0.42	$0.51	$0.43	$0.43
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	136.9%	80.5%	198.6%	198.6%	198.3%
Expected Move	43.2%	34.8%	56.9%	56.9%	56.9%
HV 20d	47.3%	33.8%	57.9%	41.9%	57.9%
HV 60d	56.1%	54.3%	58.6%	57.1%	54.3%
IV Rank	42.5%	23.5%	63.3%	63.3%	63.2%
IV Percentile	42.9%	8.7%	91.7%	91.7%	91.7%
Term Structure	-49.9%	-86.1%	-17.2%	-26.7%	-74.3%
Bid-Ask Spread %	122.66	22.92	197.31	179.49	99.66
Net GEX	0	0	0	0	0
Net DEX	-9	-86	0	-86	0
Net VEX	0	0	0	0	0
P/C Ratio	0.21	0.16	0.31	0.16	0.31
Total Volume	520.85	384	590	575	384
Total OI	826.2	471	987	975	471

Daily Data (20 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
2017-07-03	$0.43	$1.00	198.6%	56.9%	41.9%	63.3%	0.0%	0.0%	-26.7%	-86	0.16	179.49	N/A	N/A	495	80	895	80
2017-07-05	$0.43	$1.00	110.1%	0.0%	33.8%	33.4%	0.0%	0.0%	0.0%	-86	0.16	171.15	N/A	N/A	495	80	895	80
2017-07-06	$0.46	$1.00	121.5%	34.8%	42.7%	37.3%	0.0%	0.0%	-17.2%	0	0.16	195.96	N/A	N/A	495	80	895	80
2017-07-07	$0.45	$1.00	125.8%	36.1%	42.7%	38.7%	0.0%	0.0%	-18.7%	0	0.16	22.92	N/A	N/A	495	80	895	80
2017-07-10	$0.45	$1.00	129.8%	37.2%	41.8%	40.1%	0.0%	0.0%	-21.7%	0	0.16	27.99	N/A	N/A	495	80	895	80
2017-07-11	$0.45	$1.00	108.4%	0.0%	39.4%	32.9%	0.0%	0.0%	-75.7%	0	0.16	197.31	N/A	N/A	495	80	895	80
2017-07-12	$0.46	$1.00	131.5%	37.7%	40.3%	40.6%	0.0%	0.0%	-23.7%	0	0.16	195.96	N/A	N/A	495	80	895	80
2017-07-13	$0.46	$1.00	106.9%	0.0%	40.3%	32.4%	0.0%	0.0%	-79.3%	0	0.16	197.31	N/A	N/A	495	80	895	80
2017-07-14	$0.49	$1.00	125.4%	36.0%	45.8%	38.6%	0.0%	0.0%	-24.2%	0	0.16	78.75	N/A	N/A	495	80	895	80
2017-07-17	$0.51	$1.00	136.5%	0.0%	44.8%	42.3%	0.0%	0.0%	-86.1%	0	0.19	26.38	N/A	N/A	495	92	895	80
2017-07-18	$0.48	$1.00	134.3%	38.5%	49.7%	41.6%	0.0%	0.0%	-57.3%	0	0.19	26.12	N/A	N/A	495	92	895	92
2017-07-19	$0.47	$1.00	80.5%	0.0%	50.4%	23.5%	0.0%	0.0%	0.0%	0	0.19	195.99	N/A	N/A	495	92	895	92
2017-07-20	$0.48	$1.00	140.8%	40.4%	50.9%	43.8%	0.0%	0.0%	-61.8%	0	0.19	26.38	N/A	N/A	495	92	895	92
2017-07-21	$0.48	$1.00	142.9%	41.0%	50.0%	44.5%	0.0%	0.0%	-63.7%	0	0.18	24.63	N/A	N/A	498	92	895	92
2017-07-24	$0.46	$1.00	158.7%	45.5%	52.1%	49.8%	0.0%	0.0%	-49.8%	0	0.31	73.98	N/A	N/A	294	90	381	90
2017-07-25	$0.45	$1.00	165.1%	47.3%	52.8%	52.0%	0.0%	0.0%	-53.0%	0	0.31	195.96	N/A	N/A	294	90	381	90
2017-07-26	$0.45	$1.00	112.4%	0.0%	52.8%	34.2%	0.0%	0.0%	0.0%	0	0.31	195.99	N/A	N/A	294	90	381	90
2017-07-27	$0.42	$1.00	123.6%	0.0%	57.4%	38.0%	0.0%	0.0%	0.0%	0	0.31	125.25	N/A	N/A	294	90	381	90
2017-07-28	$0.43	$1.00	186.9%	53.6%	57.9%	59.3%	0.0%	0.0%	-64.6%	0	0.31	195.96	N/A	N/A	294	90	381	90
2017-07-31	$0.43	$1.00	198.3%	56.9%	57.9%	63.2%	0.0%	0.0%	-74.3%	0	0.31	99.66	N/A	N/A	294	90	381	90