TRX Options History — May 2018 In May 2018, TRX traded between $0.55 and $0.66. ATM implied volatility averaged 144.7%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 38.9%. IV traded above realized volatility by 48.2% (HV 20d: 96.5%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 3 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2018-05-03 : Highest Volume — 220 contracts2018-05-09 : Largest IV drop — 44.8% change2018-05-01 : Highest IV Rank — 69.7%2018-05-01 : Largest Expected Move — 75.9%Monthly Statistics Metric Avg Min Max Open Close Price $0.60 $0.55 $0.66 $0.62 $0.55 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 144.7% 87.8% 264.6% 264.6% 166.6% Expected Move 38.9% 24.1% 75.9% 75.9% 47.8% HV 20d 96.5% 50.9% 118.4% 118.3% 54.5% HV 60d 87.4% 83.9% 90.4% 90.4% 84.4% IV Rank 24.3% 2.8% 69.7% 69.7% 32.6% IV Percentile 36.6% 2.0% 99.6% 99.6% 59.9% Term Structure -32.9% -98.9% 65.9% -98.9% -75.5% Bid-Ask Spread % 95.33 9.97 187.59 93.29 183.32 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX -135 -360 0 -62 -330 Net VEX 0 0 0 0 0 P/C Ratio 0.70 0.14 4.00 0.35 4.00 Total Volume 86.045 30 220 89 30 Total OI 1,243.591 991 1,318 991 1,261
Daily Data (22 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 2018-05-01 $0.62 $1.00 264.6% 75.9% 118.3% 69.7% 0.0% 0.0% -98.9% 0 -62 0 0.35 93.29 N/A N/A 66 23 894 97 2018-05-02 $0.64 $1.00 151.0% 43.3% 116.9% 26.7% 0.0% 0.0% -21.7% 0 -256 0 0.34 135.94 N/A N/A 93 32 959 100 2018-05-03 $0.62 $1.00 152.3% 24.1% 118.4% 27.2% 0.0% 0.0% 63.2% 0 0 0 0.14 67.18 N/A N/A 193 27 1,022 117 2018-05-04 $0.64 $1.00 160.6% 26.7% 118.4% 30.3% 0.0% 0.0% 65.9% 0 0 0 0.39 12.10 N/A N/A 69 27 1,165 122 2018-05-07 $0.66 $1.00 156.8% 35.6% 116.9% 28.9% 0.0% 0.0% 56.1% 0 0 0 0.34 12.22 N/A N/A 80 27 1,154 122 2018-05-08 $0.66 $1.00 159.1% 36.9% 111.6% 29.8% 0.0% 0.0% -65.0% 0 0 0 0.45 13.41 N/A N/A 56 25 1,157 122 2018-05-09 $0.63 $1.00 87.8% 25.2% 111.0% 2.8% 0.0% 0.0% -0.9% 0 0 0 1.00 184.87 N/A N/A 25 25 1,167 122 2018-05-10 $0.62 $1.00 98.5% 28.2% 104.9% 6.8% 0.0% 0.0% 31.6% 0 0 0 0.76 75.98 N/A N/A 33 25 1,167 122 2018-05-11 $0.61 $1.00 95.3% 27.3% 96.6% 5.6% 0.0% 0.0% -28.0% 0 0 0 0.74 122.91 N/A N/A 34 25 1,176 122 2018-05-14 $0.61 $1.00 121.8% 34.9% 96.7% 15.6% 0.0% 0.0% -68.4% 0 0 0 1.08 80.77 N/A N/A 26 28 1,178 122 2018-05-15 $0.57 $1.00 118.8% 34.1% 100.0% 14.5% 0.0% 0.0% -35.3% 0 0 0 1.00 123.58 N/A N/A 26 26 1,182 125 2018-05-16 $0.56 $1.00 157.5% 45.2% 96.8% 29.2% 0.0% 0.0% -79.1% 0 0 0 0.74 187.59 N/A N/A 34 25 1,182 125 2018-05-17 $0.56 $1.00 160.2% 45.9% 93.2% 30.2% 0.0% 0.0% -52.5% 0 0 0 0.19 44.96 N/A N/A 135 25 1,192 126 2018-05-18 $0.58 $1.00 155.4% 44.6% 91.8% 28.4% 0.0% 0.0% -51.9% 0 0 0 0.50 96.70 N/A N/A 68 34 1,154 126 2018-05-21 $0.57 $1.00 133.6% 38.3% 92.1% 20.1% 0.0% 0.0% -43.3% 0 -228 0 0.42 88.16 N/A N/A 52 22 1,087 125 2018-05-22 $0.60 $1.00 139.1% 39.9% 93.6% 22.2% 0.0% 0.0% -42.9% 0 -360 0 0.46 36.05 N/A N/A 52 24 1,099 127 2018-05-23 $0.58 $1.00 125.4% 36.0% 94.5% 17.0% 0.0% 0.0% -46.6% 0 -348 0 0.56 182.53 N/A N/A 50 28 1,099 127 2018-05-24 $0.58 $1.00 128.2% 36.8% 93.4% 18.1% 0.0% 0.0% -48.7% 0 -348 0 0.56 9.97 N/A N/A 50 28 1,099 132 2018-05-25 $0.56 $1.00 136.6% 39.2% 92.4% 21.2% 0.0% 0.0% -53.1% 0 -336 0 0.35 170.44 N/A N/A 69 24 1,128 132 2018-05-29 $0.58 $1.00 145.5% 41.7% 59.4% 24.6% 0.0% 0.0% -62.4% 0 -348 0 0.35 164.27 N/A N/A 69 24 1,129 133 2018-05-30 $0.59 $1.00 168.7% 48.4% 50.9% 33.4% 0.0% 0.0% -65.4% 0 -354 0 0.69 11.10 N/A N/A 35 24 1,129 133 2018-05-31 $0.55 $1.00 166.6% 47.8% 54.5% 32.6% 0.0% 0.0% -75.5% 0 -330 0 4.00 183.32 N/A N/A 6 24 1,128 133
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