TRX Options History — August 2017

In August 2017, TRX traded between $0.38 and $0.47. ATM implied volatility averaged 162.6%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 48.2%. IV traded above realized volatility by 100.9% (HV 20d: 61.6%). 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 0.36.

Notable Days

2017-08-01: Highest Volume — 384 contracts
2017-08-29: Largest IV drop — 40.1% change
2017-08-28: Highest IV Rank — 60.2%
2017-08-28: Largest Expected Move — 55.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.41	$0.38	$0.47	$0.43	$0.43
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	162.6%	116.7%	195.0%	160.7%	152.7%
Expected Move	48.2%	38.3%	55.9%	38.3%	55.9%
HV 20d	61.6%	44.3%	74.7%	55.6%	74.7%
HV 60d	51.8%	45.6%	56.7%	52.6%	56.6%
IV Rank	50.4%	32.6%	60.2%	50.5%	45.3%
IV Percentile	62.7%	20.2%	90.5%	62.7%	50.8%
Term Structure	-53.5%	-81.4%	-34.5%	-34.5%	-81.4%
Bid-Ask Spread %	96.28	13.10	195.96	88.42	182.97
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
P/C Ratio	0.36	0.31	0.46	0.31	0.40
Total Volume	348.478	284	384	384	315
Total OI	434.13	371	471	471	402

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2017-08-01	$0.43	$1.00	160.7%	0.0%	55.6%	50.5%	0.0%	0.0%	0.0%	0.31	88.42	N/A	N/A	294	90	381	90
2017-08-02	$0.42	$1.00	162.2%	0.0%	56.2%	51.0%	0.0%	0.0%	0.0%	0.31	67.83	N/A	N/A	294	90	381	90
2017-08-03	$0.42	$0.00	133.6%	38.3%	50.0%	41.4%	0.0%	0.0%	-34.5%	0.31	195.96	N/A	N/A	294	90	381	90
2017-08-04	$0.40	$0.00	140.5%	40.3%	52.1%	43.7%	0.0%	0.0%	-36.6%	0.31	13.10	N/A	N/A	294	90	381	90
2017-08-07	$0.40	$0.00	170.8%	49.0%	52.1%	53.9%	0.0%	0.0%	-39.8%	0.31	16.76	N/A	N/A	294	90	381	90
2017-08-08	$0.38	$0.00	170.7%	48.9%	54.5%	53.9%	0.0%	0.0%	-43.3%	0.31	15.13	N/A	N/A	294	90	381	90
2017-08-09	$0.38	$0.00	158.2%	45.3%	53.4%	49.6%	0.0%	0.0%	-44.8%	0.31	193.98	N/A	N/A	294	90	381	90
2017-08-10	$0.39	$0.00	176.7%	50.7%	54.8%	55.9%	0.0%	0.0%	-44.6%	0.31	37.00	N/A	N/A	294	90	381	90
2017-08-11	$0.39	$0.00	178.8%	51.3%	48.0%	56.6%	0.0%	0.0%	-46.5%	0.31	16.62	N/A	N/A	294	90	381	90
2017-08-14	$0.39	$0.00	165.2%	47.4%	44.3%	52.0%	0.0%	0.0%	-51.1%	0.31	18.25	N/A	N/A	294	90	381	90
2017-08-15	$0.41	$0.00	157.8%	45.2%	46.1%	49.5%	0.0%	0.0%	-49.7%	0.31	22.92	N/A	N/A	294	90	381	90
2017-08-16	$0.47	$0.00	139.8%	40.1%	68.6%	43.4%	0.0%	0.0%	-44.9%	0.31	195.96	N/A	N/A	294	90	381	90
2017-08-17	$0.45	$0.00	148.8%	42.7%	69.8%	46.5%	0.0%	0.0%	-48.7%	0.31	146.25	N/A	N/A	294	90	381	90
2017-08-18	$0.43	$0.00	159.1%	45.6%	71.3%	50.0%	0.0%	0.0%	-53.1%	0.31	195.31	N/A	N/A	294	90	381	90
2017-08-21	$0.41	$0.00	176.6%	50.6%	71.7%	54.4%	0.0%	0.0%	-62.6%	0.46	110.95	N/A	N/A	194	90	281	90
2017-08-22	$0.41	$0.00	183.1%	52.5%	71.5%	56.7%	0.0%	0.0%	-66.4%	0.46	19.79	N/A	N/A	194	90	281	90
2017-08-23	$0.40	$0.00	189.2%	54.2%	71.8%	58.8%	0.0%	0.0%	-70.1%	0.46	148.88	N/A	N/A	194	90	281	90
2017-08-24	$0.41	$0.00	190.0%	54.5%	68.5%	59.1%	0.0%	0.0%	-72.0%	0.46	35.42	N/A	N/A	194	90	281	90
2017-08-25	$0.42	$0.00	189.6%	54.4%	68.5%	59.0%	0.0%	0.0%	-73.6%	0.46	40.48	N/A	N/A	194	90	281	90
2017-08-28	$0.44	$0.00	195.0%	55.9%	70.6%	60.2%	0.0%	0.0%	-81.4%	0.46	91.23	N/A	N/A	194	90	281	90
2017-08-29	$0.43	$0.00	116.7%	0.0%	71.1%	32.6%	0.0%	0.0%	0.0%	0.42	165.25	N/A	N/A	215	90	281	90
2017-08-30	$0.41	$0.00	123.4%	0.0%	72.7%	35.0%	0.0%	0.0%	0.0%	0.40	195.96	N/A	N/A	225	90	302	90
2017-08-31	$0.43	$0.00	152.7%	0.0%	74.7%	45.3%	0.0%	0.0%	0.0%	0.40	182.97	N/A	N/A	225	90	312	90