TRX Options History — November 2017

In November 2017, TRX traded between $0.25 and $0.31. ATM implied volatility averaged 156.8%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 55.0%. IV traded above realized volatility by 108.0% (HV 20d: 48.9%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 3.03.

Notable Days

  • 2017-11-10: Highest Volume — 70 contracts
  • 2017-11-24: Largest IV spike — 132.9% change
  • 2017-11-24: Highest IV Rank — 100.0%
  • 2017-11-07: Largest Expected Move — 56.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.27$0.25$0.31$0.27$0.26
ATM IV156.8%95.4%344.7%95.8%110.1%
Expected Move55.0%54.1%56.2%54.4%56.2%
HV 20d48.9%33.6%72.5%51.3%72.5%
HV 60d53.2%47.7%58.4%58.1%57.8%
IV Rank38.1%15.3%100.0%15.4%18.4%
IV Percentile50.3%3.2%100.0%3.2%11.9%
Term Structure-35.7%-54.7%-3.5%-48.9%-54.7%
Bid-Ask Spread %101.478.12193.22137.51154.06
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio3.031.579.409.401.57
Total Volume63.8152705259
Total OI190.905174218174218

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2017-11-01$0.27$0.0095.8%0.0%51.3%15.4%0.0%0.0%0.0%0009.40137.51N/AN/A54712747
2017-11-02$0.27$0.00189.9%54.4%49.4%53.0%0.0%0.0%-48.9%0009.4011.79N/AN/A54712747
2017-11-03$0.28$0.00188.5%54.1%44.9%52.5%0.0%0.0%0.0%0003.6234.28N/AN/A134712747
2017-11-06$0.28$0.00193.2%55.4%44.9%54.3%0.0%0.0%-3.5%0003.6220.58N/AN/A134712747
2017-11-07$0.28$0.00196.1%56.2%44.9%55.5%0.0%0.0%-54.7%0003.6214.69N/AN/A134712747
2017-11-08$0.28$0.0095.4%0.0%44.0%15.3%0.0%0.0%0.0%0003.62193.22N/AN/A134712747
2017-11-09$0.28$0.00144.5%0.0%41.8%34.9%0.0%0.0%0.0%0003.6249.05N/AN/A134712747
2017-11-10$0.28$0.0096.2%0.0%40.8%15.6%0.0%0.0%0.0%0002.04133.92N/AN/A234712747
2017-11-13$0.27$0.00126.4%0.0%42.2%27.6%0.0%0.0%0.0%0002.04167.41N/AN/A234714747
2017-11-14$0.26$0.00126.9%0.0%37.8%27.8%0.0%0.0%0.0%0002.048.12N/AN/A234714747
2017-11-15$0.26$0.00103.2%0.0%35.0%18.4%0.0%0.0%0.0%0002.04186.87N/AN/A234714747
2017-11-16$0.26$0.00127.7%0.0%33.6%28.2%0.0%0.0%0.0%0002.04118.89N/AN/A234714747
2017-11-17$0.27$0.00158.6%0.0%36.9%40.5%0.0%0.0%0.0%0002.049.52N/AN/A234714747
2017-11-20$0.29$0.00153.5%0.0%45.5%38.5%0.0%0.0%0.0%0002.04182.97N/AN/A234714747
2017-11-21$0.29$0.00154.4%0.0%45.5%38.8%0.0%0.0%0.0%0002.0423.08N/AN/A234714747
2017-11-22$0.31$0.00148.0%0.0%51.3%36.3%0.0%0.0%0.0%0002.04166.24N/AN/A234714747
2017-11-24$0.30$0.00344.7%0.0%51.1%100.0%0.0%0.0%0.0%0002.0415.59N/AN/A234714747
2017-11-27$0.26$0.00175.3%0.0%71.5%41.1%0.0%0.0%0.0%0001.57133.28N/AN/A233617047
2017-11-28$0.26$0.00179.0%0.0%70.7%42.4%0.0%0.0%0.0%0001.57184.89N/AN/A233617048
2017-11-29$0.25$0.00186.0%0.0%70.8%44.8%0.0%0.0%0.0%0001.57184.89N/AN/A233617048
2017-11-30$0.26$0.00110.1%0.0%72.5%18.4%0.0%0.0%0.0%0001.57154.06N/AN/A233617048