TRX Options History — September 2017

In September 2017, TRX traded between $0.33 and $0.44. ATM implied volatility averaged 163.8%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 47.1%. IV traded above realized volatility by 105.7% (HV 20d: 58.1%). 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 0.41.

Notable Days

  • 2017-09-01: Highest Volume — 315 contracts
  • 2017-09-06: Largest IV spike — 30.5% change
  • 2017-09-25: Highest IV Rank — 58.4%
  • 2017-09-25: Largest Expected Move — 56.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.39$0.33$0.44$0.44$0.33
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV163.8%124.8%197.2%134.7%153.4%
Expected Move47.1%35.8%56.5%35.8%56.5%
HV 20d58.1%43.4%75.2%72.6%43.4%
HV 60d57.4%56.1%58.9%56.7%57.4%
IV Rank46.3%33.4%58.4%37.0%41.9%
IV Percentile62.1%26.6%92.1%34.5%50.0%
Term Structure-37.1%-61.8%-4.5%-28.3%-61.8%
Bid-Ask Spread %101.3112.98193.35182.09190.57
Net GEX00000
Net DEX-2.8K-3.4K00-1.6K
Net VEX00000
P/C Ratio0.410.400.420.400.40
Total Volume311.1304315315314
Total OI418.7402432402404

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-09-01$0.44$0.00134.7%0.0%72.6%37.0%0.0%0.0%0.0%0000.40182.09N/AN/A2259031290
2017-09-05$0.44$1.00124.8%35.8%72.6%33.4%0.0%0.0%-28.3%0-3.4K00.40173.06N/AN/A2259031290
2017-09-06$0.43$1.00162.8%46.7%70.4%47.3%0.0%0.0%-29.7%0-3.4K00.4226.63N/AN/A2149031290
2017-09-07$0.43$1.00164.6%47.2%70.4%47.9%0.0%0.0%-6.7%0-3.4K00.4229.37N/AN/A2149032290
2017-09-08$0.40$1.00141.7%40.6%75.2%39.6%0.0%0.0%-34.8%0-3.1K00.4216.99N/AN/A2149032290
2017-09-11$0.40$1.00170.8%49.0%75.2%48.4%0.0%0.0%-38.4%0-3.1K00.4212.98N/AN/A2149032290
2017-09-12$0.40$1.00172.5%49.5%75.2%49.1%0.0%0.0%-40.4%0-3.1K00.4219.57N/AN/A2149032290
2017-09-13$0.40$1.00150.0%43.0%73.0%40.6%0.0%0.0%-41.7%0-3.1K00.42193.35N/AN/A2149032290
2017-09-14$0.40$1.00152.9%43.8%51.8%41.7%0.0%0.0%-43.6%0-3.1K00.4018.23N/AN/A2249032290
2017-09-15$0.40$1.00154.9%44.4%50.1%42.4%0.0%0.0%-45.3%0-3.1K00.40188.29N/AN/A2249034290
2017-09-18$0.38$1.00167.6%48.0%50.8%47.2%0.0%0.0%0.0%0-3.0K00.40135.59N/AN/A2249034290
2017-09-19$0.38$1.00172.9%49.6%48.4%49.2%0.0%0.0%-4.5%0-3.0K00.4082.90N/AN/A2249034290
2017-09-20$0.37$1.00179.8%0.0%49.0%51.8%0.0%0.0%0.0%0-2.9K00.40192.99N/AN/A2249034290
2017-09-21$0.37$1.00181.0%51.9%48.5%52.3%0.0%0.0%-51.9%0-2.9K00.40122.92N/AN/A2249034290
2017-09-22$0.36$1.00188.5%54.1%48.0%55.1%0.0%0.0%-55.3%0-2.8K00.40139.72N/AN/A2249034290
2017-09-25$0.37$1.00197.2%56.5%48.3%58.4%0.0%0.0%-61.8%0-2.9K00.4050.79N/AN/A2249034290
2017-09-26$0.35$1.00166.7%0.0%47.0%46.9%0.0%0.0%0.0%0-2.7K00.4066.19N/AN/A2249034290
2017-09-27$0.35$1.00193.8%0.0%47.0%57.1%0.0%0.0%0.0%0-2.7K00.40156.26N/AN/A2249034290
2017-09-28$0.35$1.00145.2%0.0%45.0%38.8%0.0%0.0%0.0%0-1.8K00.4027.68N/AN/A2249034262
2017-09-29$0.33$1.00153.4%0.0%43.4%41.9%0.0%0.0%0.0%0-1.6K00.40190.57N/AN/A2249034262