TRX Options History — October 2017

In October 2017, TRX traded between $0.27 and $0.32. ATM implied volatility averaged 155.3%, placing in the 41.4% IV rank vs the trailing year. The 30-day expected move averaged 52.0%. IV traded above realized volatility by 102.2% (HV 20d: 53.1%). 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 3.31.

Notable Days

  • 2017-10-04: Highest Volume — 349 contracts
  • 2017-10-16: Largest IV spike — 144.0% change
  • 2017-10-16: Highest IV Rank — 59.3%
  • 2017-10-16: Largest Expected Move — 57.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.30$0.27$0.32$0.31$0.27
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV155.3%80.6%199.7%165.2%189.3%
Expected Move52.0%48.8%57.2%50.1%57.2%
HV 20d53.1%44.3%59.1%44.5%52.4%
HV 60d58.7%57.8%61.1%58.5%58.8%
IV Rank41.4%14.4%59.3%46.3%52.8%
IV Percentile57.4%1.6%96.0%64.3%89.7%
Term Structure-49.0%-67.6%-31.4%-63.6%-33.5%
Bid-Ask Spread %109.447.96195.9958.45180.91
Net GEX00000
Net DEX-205-1.6K0-1.6K0
Net VEX00000
P/C Ratio3.310.4011.750.409.40
Total Volume244.5915134931452
Total OI340.045112443404174

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-10-02$0.31$1.00165.2%0.0%44.5%46.3%0.0%0.0%0.0%0-1.6K00.4058.45N/AN/A2249034262
2017-10-03$0.30$1.00172.8%0.0%44.3%49.2%0.0%0.0%0.0%0-1.5K00.407.96N/AN/A2249034262
2017-10-04$0.29$1.00177.1%0.0%44.6%50.8%0.0%0.0%0.0%0-1.4K00.56156.59N/AN/A22412534262
2017-10-05$0.30$0.00174.8%50.1%48.1%49.9%0.0%0.0%-63.6%0000.56195.96N/AN/A22412534297
2017-10-06$0.32$0.00170.3%48.8%52.0%48.2%0.0%0.0%0.0%0000.56192.00N/AN/A22412534297
2017-10-09$0.32$0.00176.8%50.7%52.0%50.7%0.0%0.0%-67.6%0000.5813.03N/AN/A21712534297
2017-10-10$0.32$0.00180.9%51.9%52.0%52.2%0.0%0.0%-31.4%0000.5810.08N/AN/A21712534597
2017-10-11$0.31$0.00185.4%53.2%52.3%53.9%0.0%0.0%-33.5%0000.58192.00N/AN/A21712534597
2017-10-12$0.32$0.0080.6%0.0%54.5%14.4%0.0%0.0%0.0%0000.63195.99N/AN/A19812534597
2017-10-13$0.31$0.0081.8%0.0%54.8%14.9%0.0%0.0%0.0%0000.63195.99N/AN/A19812534697
2017-10-16$0.31$0.00199.7%57.2%53.0%59.3%0.0%0.0%0.0%0000.63110.29N/AN/A19812534697
2017-10-17$0.29$0.00101.3%0.0%56.5%22.2%0.0%0.0%0.0%0000.63115.22N/AN/A19812534697
2017-10-18$0.30$0.0086.3%0.0%58.6%16.6%0.0%0.0%0.0%0000.63185.84N/AN/A19812534697
2017-10-19$0.29$0.00164.2%0.0%59.1%45.9%0.0%0.0%0.0%0000.63165.86N/AN/A19812534697
2017-10-20$0.29$0.00124.7%0.0%58.9%27.0%0.0%0.0%0.0%0000.6310.08N/AN/A19812534697
2017-10-23$0.29$0.00145.4%0.0%57.4%35.2%0.0%0.0%0.0%00011.7510.08N/AN/A4476547
2017-10-24$0.29$0.00146.5%0.0%55.1%35.7%0.0%0.0%0.0%00011.7510.08N/AN/A4476547
2017-10-25$0.29$0.00172.8%0.0%55.1%46.2%0.0%0.0%0.0%00011.75184.46N/AN/A4476547
2017-10-26$0.28$0.00172.8%0.0%55.7%46.2%0.0%0.0%0.0%0000.7510.08N/AN/A63476547
2017-10-27$0.29$0.00170.0%0.0%55.0%45.0%0.0%0.0%0.0%0009.40192.00N/AN/A54712547
2017-10-30$0.28$0.00177.8%0.0%52.1%48.2%0.0%0.0%0.0%0009.4014.69N/AN/A54712747
2017-10-31$0.27$0.00189.3%0.0%52.4%52.8%0.0%0.0%0.0%0009.40180.91N/AN/A54712747