TRX Options History — June 2018 In June 2018, TRX traded between $0.40 and $0.49. ATM implied volatility averaged 155.9%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 44.7%. IV traded above realized volatility by 80.8% (HV 20d: 75.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.65.
Notable Days 2018-06-07 : Highest Volume — 182 contracts2018-06-04 : Largest IV drop — 37.4% change2018-06-01 : Highest IV Rank — 45.2%2018-06-01 : Largest Expected Move — 57.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.45 $0.40 $0.49 $0.48 $0.42 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 155.9% 120.6% 200.0% 200.0% 188.1% Expected Move 44.7% 34.6% 57.3% 57.3% 53.9% HV 20d 75.1% 60.9% 80.9% 70.8% 60.9% HV 60d 89.4% 87.3% 91.4% 89.4% 89.5% IV Rank 28.6% 15.2% 45.2% 45.2% 40.7% IV Percentile 51.7% 14.7% 98.8% 98.8% 86.5% Term Structure -35.5% -93.2% 38.5% -93.2% -22.5% Bid-Ask Spread % 118.70 8.92 186.51 173.06 161.64 Net GEX 0 0 0 0 0 Net DEX -968 -1.3K -288 -288 -672 Net VEX 0 0 0 0 0 P/C Ratio 0.65 0.05 4.00 4.00 0.05 Total Volume 83.857 9 182 30 58 Total OI 1,351 1,261 1,400 1,262 1,352
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 2018-06-01 $0.48 $1.00 200.0% 57.3% 70.8% 45.2% 0.0% 0.0% -93.2% 0 -288 0 4.00 173.06 N/A N/A 6 24 1,129 133 2018-06-04 $0.49 $1.00 125.1% 35.9% 70.0% 16.9% 0.0% 0.0% 38.5% 0 -1.3K 0 4.00 150.72 N/A N/A 6 24 1,129 133 2018-06-05 $0.45 $1.00 120.6% 34.6% 72.4% 15.2% 0.0% 0.0% -3.6% 0 -1.2K 0 0.15 148.00 N/A N/A 155 24 1,129 132 2018-06-06 $0.46 $1.00 123.7% 35.5% 73.5% 16.4% 0.0% 0.0% -51.8% 0 -1.1K 0 0.15 132.71 N/A N/A 155 24 1,254 131 2018-06-07 $0.46 $1.00 125.7% 36.0% 73.0% 17.1% 0.0% 0.0% -52.5% 0 -1.1K 0 0.15 30.21 N/A N/A 158 24 1,254 127 2018-06-08 $0.46 $1.00 121.8% 34.9% 73.2% 15.6% 0.0% 0.0% -29.7% 0 -1.1K 0 0.23 16.54 N/A N/A 106 24 1,257 131 2018-06-11 $0.49 $1.00 135.2% 38.8% 78.3% 20.7% 0.0% 0.0% -31.3% 0 -1.2K 0 0.23 20.12 N/A N/A 106 24 1,269 131 2018-06-12 $0.48 $1.00 135.9% 39.0% 78.2% 21.0% 0.0% 0.0% -56.7% 0 -1.2K 0 0.23 134.09 N/A N/A 106 24 1,269 131 2018-06-13 $0.48 $1.00 137.6% 39.4% 75.5% 21.6% 0.0% 0.0% -58.3% 0 -1.2K 0 0.23 175.67 N/A N/A 106 24 1,269 131 2018-06-14 $0.49 $1.00 140.9% 40.4% 76.1% 22.8% 0.0% 0.0% -58.2% 0 -1.2K 0 0.42 31.12 N/A N/A 57 24 1,269 131 2018-06-15 $0.45 $1.00 137.6% 39.5% 80.9% 21.6% 0.0% 0.0% -39.7% 0 -1.1K 0 0.41 143.27 N/A N/A 58 24 1,268 131 2018-06-18 $0.45 $1.00 142.8% 40.9% 79.2% 23.6% 0.0% 0.0% 0.0% 0 -1.1K 0 0.38 135.43 N/A N/A 53 20 1,193 125 2018-06-19 $0.44 $1.00 170.0% 48.7% 79.3% 33.9% 0.0% 0.0% 31.9% 0 -1.1K 0 0.35 128.24 N/A N/A 82 29 1,193 125 2018-06-20 $0.42 $1.00 170.1% 48.8% 76.3% 33.9% 0.0% 0.0% 0.0% 0 -882 0 0.14 126.60 N/A N/A 78 11 1,207 122 2018-06-21 $0.41 $1.00 172.1% 49.3% 76.1% 34.7% 0.0% 0.0% -46.8% 0 -861 0 0.14 186.51 N/A N/A 78 11 1,232 122 2018-06-22 $0.42 $1.00 176.5% 50.6% 77.3% 36.3% 0.0% 0.0% -47.7% 0 -882 0 0.78 8.92 N/A N/A 9 7 1,232 122 2018-06-25 $0.40 $1.00 183.3% 52.6% 77.9% 38.9% 0.0% 0.0% -57.5% 0 -640 0 0.33 137.74 N/A N/A 9 3 1,234 117 2018-06-26 $0.41 $1.00 189.0% 54.2% 77.1% 41.1% 0.0% 0.0% -13.0% 0 -656 0 0.33 145.25 N/A N/A 9 3 1,236 117 2018-06-27 $0.40 $1.00 189.2% 54.2% 76.0% 41.1% 0.0% 0.0% -62.2% 0 -640 0 0.50 174.04 N/A N/A 6 3 1,235 117 2018-06-28 $0.41 $1.00 189.8% 54.4% 75.1% 41.4% 0.0% 0.0% -20.6% 0 -656 0 0.50 132.77 N/A N/A 6 3 1,235 117 2018-06-29 $0.42 $1.00 188.1% 53.9% 60.9% 40.7% 0.0% 0.0% -22.5% 0 -672 0 0.05 161.64 N/A N/A 55 3 1,235 117
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