TRX Options History — April 2018 In April 2018, TRX traded between $0.38 and $0.68. ATM implied volatility averaged 131.7%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 43.9%. IV traded above realized volatility by 49.2% (HV 20d: 82.5%). 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 4 of 21 days. Put/call ratio averaged 0.13.
Notable Days 2018-04-30 : Highest Volume — 268 contracts2018-04-23 : Largest IV spike — 61.8% change2018-04-23 : Highest IV Rank — 46.4%2018-04-23 : Largest Expected Move — 58.2%Monthly Statistics Metric Avg Min Max Open Close Price $0.48 $0.38 $0.68 $0.38 $0.68 Max Pain $1.09 $1.00 $2.00 $1.00 $1.00 ATM IV 131.7% 84.7% 203.0% 152.5% 111.3% Expected Move 43.9% 31.9% 58.2% 50.0% 31.9% HV 20d 82.5% 62.9% 110.2% 66.0% 110.2% HV 60d 82.5% 77.2% 89.9% 83.6% 89.9% IV Rank 19.4% 1.6% 46.4% 27.3% 11.7% IV Percentile 30.4% 1.2% 99.6% 41.7% 8.7% Term Structure -26.2% -121.6% 66.3% 1.1% 66.3% Bid-Ask Spread % 106.89 23.22 196.00 184.59 47.04 Net GEX 0 0 0 0 0 Net DEX -9 -68 0 -38 -68 Net VEX 0 0 0 0 0 P/C Ratio 0.13 0.01 0.65 0.01 0.09 Total Volume 111.143 27 268 71 268 Total OI 644.143 487 963 487 787
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2018-04-02 $0.38 $1.00 152.5% 0.0% 66.0% 27.3% 0.0% 0.0% 0.0% 0 -38 0 0.01 184.59 N/A N/A 70 1 486 1 2018-04-03 $0.39 $1.00 133.5% 0.0% 65.9% 20.1% 0.0% 0.0% 0.0% 0 -39 0 0.02 112.78 N/A N/A 66 1 491 1 2018-04-04 $0.38 $1.00 91.3% 0.0% 62.9% 4.1% 0.0% 0.0% 0.0% 0 -38 0 0.02 156.14 N/A N/A 47 1 492 1 2018-04-05 $0.38 $0.00 91.7% 0.0% 62.9% 4.2% 0.0% 0.0% 0.0% 0 0 0 0.02 57.56 N/A N/A 47 1 493 1 2018-04-06 $0.39 $0.00 90.5% 0.0% 63.3% 3.8% 0.0% 0.0% 0.0% 0 0 0 0.02 162.18 N/A N/A 47 1 493 1 2018-04-09 $0.38 $0.00 93.3% 0.0% 64.3% 4.8% 0.0% 0.0% 0.0% 0 0 0 0.02 126.81 N/A N/A 48 1 493 1 2018-04-10 $0.43 $0.00 84.7% 0.0% 76.5% 1.6% 0.0% 0.0% 0.0% 0 0 0 0.02 196.00 N/A N/A 42 1 495 1 2018-04-11 $0.47 $0.00 105.3% 0.0% 76.8% 9.4% 0.0% 0.0% 0.0% 0 0 0 0.04 183.21 N/A N/A 26 1 512 1 2018-04-12 $0.43 $0.00 113.2% 0.0% 85.4% 12.4% 0.0% 0.0% 0.0% 0 0 0 0.01 151.56 N/A N/A 126 1 592 1 2018-04-13 $0.49 $0.00 124.2% 0.0% 93.6% 16.5% 0.0% 0.0% 0.0% 0 0 0 0.01 120.07 N/A N/A 126 1 592 1 2018-04-16 $0.50 $0.00 174.6% 50.0% 93.6% 35.6% 0.0% 0.0% 1.1% 0 0 0 0.11 60.10 N/A N/A 203 22 592 1 2018-04-17 $0.49 $0.00 152.3% 43.7% 87.9% 27.2% 0.0% 0.0% -56.4% 0 0 0 0.16 137.18 N/A N/A 141 22 666 23 2018-04-18 $0.53 $0.00 123.4% 35.4% 87.1% 16.2% 0.0% 0.0% 13.2% 0 0 0 0.26 171.59 N/A N/A 212 55 719 23 2018-04-19 $0.57 $2.00 185.3% 53.1% 88.4% 39.7% 0.0% 0.0% -57.1% 0 0 0 0.60 79.59 N/A N/A 100 60 876 54 2018-04-20 $0.54 $1.00 125.5% 36.0% 92.0% 17.0% 0.0% 0.0% 31.4% 0 0 0 0.65 92.51 N/A N/A 93 60 904 59 2018-04-23 $0.54 $1.00 203.0% 58.2% 92.2% 46.4% 0.0% 0.0% -121.6% 0 0 0 0.36 71.06 N/A N/A 73 26 598 56 2018-04-24 $0.55 $1.00 122.9% 35.2% 92.1% 16.0% 0.0% 0.0% -57.0% 0 0 0 0.06 48.34 N/A N/A 100 6 655 77 2018-04-25 $0.55 $1.00 159.1% 45.6% 88.9% 29.7% 0.0% 0.0% -11.8% 0 0 0 0.06 23.22 N/A N/A 100 6 685 76 2018-04-26 $0.53 $1.00 160.1% 45.9% 90.8% 30.1% 0.0% 0.0% -48.6% 0 0 0 0.08 33.85 N/A N/A 75 6 685 76 2018-04-27 $0.56 $1.00 167.4% 48.0% 91.6% 32.9% 0.0% 0.0% -47.8% 0 0 0 0.16 29.41 N/A N/A 44 7 690 76 2018-04-30 $0.68 $1.00 111.3% 31.9% 110.2% 11.7% 0.0% 0.0% 66.3% 0 -68 0 0.09 47.04 N/A N/A 247 21 710 77
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