TRX Options History — February 2018

In February 2018, TRX traded between $0.33 and $0.39. ATM implied volatility averaged 152.7%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 51.1%. IV traded above realized volatility by 63.7% (HV 20d: 89.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2018-02-01: Highest Volume — 120 contracts
  • 2018-02-07: Largest IV spike — 43.9% change
  • 2018-02-01: Highest IV Rank — 42.3%
  • 2018-02-01: Largest Expected Move — 55.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.36$0.33$0.39$0.39$0.36
ATM IV152.7%114.1%192.2%192.2%140.5%
Expected Move51.1%48.6%55.1%55.1%52.8%
HV 20d89.1%79.9%101.7%101.7%79.9%
HV 60d105.2%102.6%108.0%102.6%103.2%
IV Rank27.3%12.7%42.3%42.3%22.7%
IV Percentile50.6%13.5%92.9%92.9%35.3%
Term Structure-58.8%-86.1%-49.4%-86.1%-61.5%
Bid-Ask Spread %151.2088.59197.31108.23188.16
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.000.000.000.000.00
Total Volume83.6843012012060
Total OI403.947401409401409

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-02-01$0.39$0.00192.2%55.1%101.7%42.3%0.0%0.0%-86.1%0000.00108.23N/AN/A12004010
2018-02-02$0.36$0.00114.1%0.0%94.7%12.7%0.0%0.0%0.0%0000.00197.31N/AN/A12004010
2018-02-05$0.35$0.00120.1%0.0%92.0%15.0%0.0%0.0%0.0%0000.00191.44N/AN/A12004010
2018-02-06$0.34$0.00121.0%0.0%92.3%15.3%0.0%0.0%0.0%0000.00117.43N/AN/A12004010
2018-02-07$0.34$0.00174.2%49.9%91.6%35.5%0.0%0.0%-49.4%0000.00195.96N/AN/A12004010
2018-02-08$0.34$0.00174.1%49.9%88.2%35.4%0.0%0.0%-50.2%0000.0088.59N/AN/A12004010
2018-02-09$0.33$0.00127.8%0.0%83.0%17.9%0.0%0.0%0.0%0000.00172.77N/AN/A12004010
2018-02-12$0.36$0.00176.7%50.7%90.0%36.4%0.0%0.0%-54.7%0000.00111.54N/AN/A12004010
2018-02-13$0.35$0.00183.6%52.6%88.9%39.0%0.0%0.0%-57.9%0000.0096.05N/AN/A12004010
2018-02-14$0.39$0.00169.5%48.6%97.7%33.7%0.0%0.0%-54.4%0000.00126.08N/AN/A12004010
2018-02-15$0.39$0.00172.5%49.5%88.9%34.8%0.0%0.0%-56.5%0000.00109.98N/AN/A12004010
2018-02-16$0.37$0.00184.1%52.8%90.8%39.2%0.0%0.0%-61.5%0000.00193.15N/AN/A3004010
2018-02-20$0.35$0.00156.7%0.0%92.4%28.8%0.0%0.0%0.0%0000.00109.83N/AN/A3004090
2018-02-21$0.36$0.00131.0%0.0%92.5%19.1%0.0%0.0%0.0%0000.00197.31N/AN/A3004090
2018-02-22$0.38$0.00127.0%0.0%81.7%17.6%0.0%0.0%0.0%0000.00193.77N/AN/A3004090
2018-02-23$0.36$0.00133.2%0.0%83.6%19.9%0.0%0.0%0.0%0000.00105.05N/AN/A3004090
2018-02-26$0.36$0.00166.0%0.0%82.0%32.4%0.0%0.0%0.0%0000.00184.66N/AN/A3004090
2018-02-27$0.36$0.00137.3%0.0%79.9%21.5%0.0%0.0%0.0%0000.00185.47N/AN/A3004090
2018-02-28$0.36$0.00140.5%0.0%79.9%22.7%0.0%0.0%0.0%0000.00188.16N/AN/A6004090