TRX Options History — March 2018

In March 2018, TRX traded between $0.33 and $0.40. ATM implied volatility averaged 167.8%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 49.3%. IV traded above realized volatility by 91.4% (HV 20d: 76.4%). Max pain ranged from $1.00 to $2.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.01.

Notable Days

  • 2018-03-15: Highest Volume — 83 contracts
  • 2018-03-14: Largest IV spike — 36.3% change
  • 2018-03-28: Highest IV Rank — 44.6%
  • 2018-03-28: Largest Expected Move — 56.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.36$0.33$0.40$0.33$0.38
Max Pain$1.10$1.00$2.00$2.00$1.00
ATM IV167.8%125.6%198.3%149.9%180.3%
Expected Move49.3%42.6%56.9%42.6%56.9%
HV 20d76.4%65.4%83.0%79.7%68.8%
HV 60d102.0%90.8%105.6%104.6%90.8%
IV Rank33.0%17.1%44.6%26.3%37.8%
IV Percentile64.9%21.4%98.0%43.7%80.6%
Term Structure-32.4%-69.0%16.9%-33.0%-19.4%
Bid-Ask Spread %154.8950.32194.08194.08161.26
Net GEX00000
Net DEX-5-3800-38
Net VEX00000
P/C Ratio0.010.000.020.000.02
Total Volume62.52452836067
Total OI449.81439487439487

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-03-01$0.33$2.00149.9%0.0%79.7%26.3%0.0%0.0%0.0%0000.00194.08N/AN/A6004390
2018-03-02$0.35$2.00147.2%0.0%83.0%25.2%0.0%0.0%0.0%0000.00190.06N/AN/A6004390
2018-03-05$0.36$1.00148.4%42.6%78.9%25.7%0.0%0.0%-33.0%0000.02190.62N/AN/A5114390
2018-03-06$0.34$1.00156.1%44.7%80.9%28.6%0.0%0.0%-35.5%0000.02117.08N/AN/A5114381
2018-03-07$0.34$1.00158.1%45.3%80.3%29.4%0.0%0.0%-36.9%0000.02178.51N/AN/A5114381
2018-03-08$0.34$1.00158.7%45.5%80.3%29.6%0.0%0.0%-69.0%0000.0294.71N/AN/A5114381
2018-03-09$0.34$1.00161.5%46.3%80.3%30.7%0.0%0.0%-39.6%0000.02192.98N/AN/A5114381
2018-03-12$0.35$1.00163.7%46.9%80.1%31.5%0.0%0.0%-43.3%0000.02175.12N/AN/A6314381
2018-03-13$0.33$1.00125.6%0.0%76.4%17.1%0.0%0.0%0.0%0000.02176.94N/AN/A6314501
2018-03-14$0.34$1.00171.2%49.1%76.8%34.3%0.0%0.0%-47.6%0000.02185.48N/AN/A6314501
2018-03-15$0.33$1.00177.8%51.0%65.4%36.8%0.0%0.0%16.9%0000.01177.70N/AN/A8214501
2018-03-16$0.34$1.00177.0%50.7%66.8%36.5%0.0%0.0%-51.7%0000.01161.40N/AN/A8214701
2018-03-19$0.38$1.00167.6%48.0%76.5%32.9%0.0%0.0%-45.3%0000.0086.81N/AN/A5204400
2018-03-20$0.36$1.00178.4%51.1%76.4%37.0%0.0%0.0%-49.2%0000.0050.32N/AN/A5204400
2018-03-21$0.38$1.00173.4%49.7%78.1%35.2%0.0%0.0%-7.4%0000.00184.59N/AN/A7004400
2018-03-22$0.38$1.00178.3%51.1%75.7%37.0%0.0%0.0%-7.5%0000.00138.59N/AN/A6704580
2018-03-23$0.39$1.00176.8%50.7%73.4%36.5%0.0%0.0%-8.9%0000.00169.47N/AN/A6604600
2018-03-26$0.40$1.00182.9%52.4%73.8%38.8%0.0%0.0%-57.4%0000.0276.04N/AN/A6614610
2018-03-27$0.38$1.00192.8%55.3%76.5%42.5%0.0%0.0%-16.9%0-3800.02176.41N/AN/A6614611
2018-03-28$0.38$1.00198.3%56.9%76.5%44.6%0.0%0.0%-19.4%0-3800.02174.59N/AN/A6614611
2018-03-29$0.38$1.00180.3%0.0%68.8%37.8%0.0%0.0%0.0%0-3800.02161.26N/AN/A6614861