TRX Options History — December 2017

In December 2017, TRX traded between $0.25 and $0.32. ATM implied volatility averaged 160.9%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 56.1%. IV traded above realized volatility by 75.2% (HV 20d: 85.8%). Max pain ranged from $1.00 to $3.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 1.33.

Notable Days

2017-12-15: Highest Volume — 79 contracts
2017-12-15: Largest IV spike — 75.0% change
2017-12-15: Highest IV Rank — 49.2%
2017-12-15: Largest Expected Move — 57.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.27	$0.25	$0.32	$0.25	$0.28
Max Pain	$2.68	$1.00	$3.00	$3.00	$1.00
ATM IV	160.9%	113.4%	198.7%	187.3%	174.6%
Expected Move	56.1%	54.2%	57.0%	54.2%	57.0%
HV 20d	85.8%	73.7%	107.5%	73.7%	105.6%
HV 60d	64.6%	57.5%	79.0%	58.2%	78.4%
IV Rank	36.1%	19.6%	49.2%	45.3%	40.8%
IV Percentile	59.6%	13.1%	98.0%	88.5%	74.2%
Term Structure	-85.6%	-94.1%	-79.7%	-79.7%	-94.1%
Bid-Ask Spread %	130.16	13.91	192.08	184.89	18.01
Net GEX	0	0	0	0	0
Net DEX	-1.1K	-1.5K	0	0	-336
Net VEX	0	0	0	0	0
P/C Ratio	1.33	0.84	1.57	1.57	0.95
Total Volume	64.7	59	79	59	74
Total OI	229.75	218	260	218	230

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
2017-12-01	$0.25	$0.00	187.3%	0.0%	73.7%	45.3%	0.0%	0.0%	0.0%	0	1.57	184.89	N/A	N/A	23	36	170	48
2017-12-04	$0.26	$3.00	189.1%	54.2%	73.9%	45.9%	0.0%	0.0%	-79.7%	-1.2K	1.57	171.04	N/A	N/A	23	36	170	48
2017-12-05	$0.25	$3.00	196.6%	56.4%	74.9%	48.5%	0.0%	0.0%	-83.7%	-1.2K	1.57	153.92	N/A	N/A	23	36	170	48
2017-12-06	$0.25	$3.00	197.8%	56.7%	74.9%	48.9%	0.0%	0.0%	-85.0%	-1.2K	1.57	111.04	N/A	N/A	23	36	170	48
2017-12-07	$0.25	$3.00	137.2%	0.0%	74.9%	27.8%	0.0%	0.0%	0.0%	-1.2K	1.57	13.91	N/A	N/A	23	36	170	48
2017-12-08	$0.26	$3.00	113.4%	0.0%	76.6%	19.6%	0.0%	0.0%	0.0%	-1.2K	1.57	184.36	N/A	N/A	23	36	170	48
2017-12-11	$0.25	$3.00	116.0%	0.0%	77.6%	20.5%	0.0%	0.0%	0.0%	-1.2K	1.57	13.91	N/A	N/A	23	36	170	48
2017-12-12	$0.25	$3.00	139.7%	0.0%	76.8%	28.7%	0.0%	0.0%	0.0%	-1.2K	1.57	175.56	N/A	N/A	23	36	170	48
2017-12-13	$0.26	$3.00	113.7%	0.0%	77.1%	19.7%	0.0%	0.0%	0.0%	-1.2K	1.57	170.95	N/A	N/A	23	36	170	48
2017-12-14	$0.26	$3.00	113.6%	0.0%	77.1%	19.6%	0.0%	0.0%	0.0%	-1.2K	1.57	186.60	N/A	N/A	23	36	170	48
2017-12-15	$0.29	$3.00	198.7%	57.0%	86.3%	49.2%	0.0%	0.0%	-94.1%	-1.4K	0.84	192.08	N/A	N/A	43	36	170	48
2017-12-18	$0.26	$3.00	166.6%	0.0%	94.4%	38.1%	0.0%	0.0%	0.0%	-1.2K	0.84	26.64	N/A	N/A	43	36	190	48
2017-12-19	$0.25	$3.00	172.3%	0.0%	91.1%	40.0%	0.0%	0.0%	0.0%	-1.2K	0.84	31.51	N/A	N/A	43	36	190	48
2017-12-20	$0.26	$3.00	170.2%	0.0%	92.6%	39.3%	0.0%	0.0%	0.0%	-1.2K	0.84	185.65	N/A	N/A	43	36	210	48
2017-12-21	$0.27	$3.00	167.3%	0.0%	90.1%	38.3%	0.0%	0.0%	0.0%	-1.3K	1.38	185.73	N/A	N/A	26	36	210	48
2017-12-22	$0.27	$3.00	166.8%	0.0%	89.6%	38.1%	0.0%	0.0%	0.0%	-1.3K	1.38	187.12	N/A	N/A	26	36	213	47
2017-12-26	$0.32	$3.00	154.0%	0.0%	94.5%	33.7%	0.0%	0.0%	0.0%	-1.5K	1.38	40.08	N/A	N/A	26	36	213	47
2017-12-27	$0.28	$1.00	171.1%	0.0%	107.5%	39.6%	0.0%	0.0%	0.0%	-336	1.29	188.44	N/A	N/A	28	36	213	12
2017-12-28	$0.28	$1.00	172.7%	0.0%	106.3%	40.2%	0.0%	0.0%	0.0%	-336	1.29	181.72	N/A	N/A	28	36	218	12
2017-12-29	$0.28	$1.00	174.6%	0.0%	105.6%	40.8%	0.0%	0.0%	0.0%	-336	0.95	18.01	N/A	N/A	38	36	218	12