TRX Options History — July 2018

In July 2018, TRX traded between $0.41 and $0.50. ATM implied volatility averaged 161.0%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 47.7%. IV traded above realized volatility by 92.8% (HV 20d: 68.2%). 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 3 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2018-07-25: Highest Volume — 246 contracts
  • 2018-07-06: Largest IV spike — 127.3% change
  • 2018-07-03: Highest IV Rank — 44.7%
  • 2018-07-03: Largest Expected Move — 56.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.45$0.41$0.50$0.45$0.44
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV161.0%77.4%198.5%190.5%115.9%
Expected Move47.7%36.6%56.9%54.6%53.7%
HV 20d68.2%59.2%74.5%66.0%68.1%
HV 60d79.4%67.0%90.4%90.4%67.4%
IV Rank31.2%0.0%44.7%41.6%14.4%
IV Percentile57.1%0.0%97.2%91.3%9.9%
Term Structure-51.3%-99.2%20.6%20.6%-72.7%
Bid-Ask Spread %114.588.92195.29144.50186.98
Net GEX00000
Net DEX-68-7200-7200
Net VEX00000
P/C Ratio0.660.022.630.052.63
Total Volume101.9521324658138
Total OI1,331.3819651,5411,4021,144

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-07-02$0.45$1.00190.5%54.6%66.0%41.6%0.0%0.0%0.0%0-72000.05144.50N/AN/A5531,285117
2018-07-03$0.44$1.00198.5%56.9%59.2%44.7%0.0%0.0%0.0%0-70400.06143.89N/AN/A5431,287117
2018-07-05$0.46$1.0077.4%0.0%60.9%0.0%0.0%0.0%0.0%0000.05195.29N/AN/A5631,287117
2018-07-06$0.46$1.00175.9%50.4%60.9%36.9%0.0%0.0%0.0%0000.0592.99N/AN/A5631,289117
2018-07-09$0.50$1.00156.8%45.0%67.7%29.7%0.0%0.0%20.6%0000.0278.52N/AN/A19331,289117
2018-07-10$0.49$1.00158.2%45.4%64.5%30.2%0.0%0.0%-89.6%0000.02132.42N/AN/A19331,370117
2018-07-11$0.45$1.00180.4%51.7%70.9%38.5%0.0%0.0%-99.2%0000.30175.81N/AN/A1031,370117
2018-07-12$0.45$1.00134.7%38.6%70.9%21.5%0.0%0.0%-53.7%0000.18183.12N/AN/A1731,372117
2018-07-13$0.48$1.00127.8%36.6%74.5%18.8%0.0%0.0%-51.6%0000.18172.73N/AN/A1731,374117
2018-07-16$0.47$1.00147.2%42.2%68.1%26.1%0.0%0.0%-57.5%0000.1819.34N/AN/A1731,375117
2018-07-17$0.46$1.00141.9%40.7%68.6%24.1%0.0%0.0%-60.6%0000.4118.40N/AN/A1771,375117
2018-07-18$0.46$1.00145.9%41.8%68.1%25.6%0.0%0.0%-63.3%0000.41177.81N/AN/A1771,375116
2018-07-19$0.43$1.00157.1%45.0%70.4%29.8%0.0%0.0%-69.1%0000.22127.26N/AN/A65141,376116
2018-07-20$0.44$1.00178.3%51.1%70.2%37.8%0.0%0.0%-70.4%0000.2213.81N/AN/A65141,425116
2018-07-23$0.42$1.00172.7%49.5%71.9%35.6%0.0%0.0%0.0%0002.13119.61N/AN/A47100864101
2018-07-24$0.43$1.00173.2%49.6%69.9%35.8%0.0%0.0%11.8%0002.1367.73N/AN/A4710090686
2018-07-25$0.43$1.00176.5%50.6%69.5%37.1%0.0%0.0%9.6%0000.68148.82N/AN/A14610090686
2018-07-26$0.41$1.00189.5%54.3%71.1%41.9%0.0%0.0%-71.9%0000.9454.77N/AN/A1061001,00886
2018-07-27$0.42$1.00187.3%53.7%71.1%41.1%0.0%0.0%-72.7%0000.95143.40N/AN/A1051001,05886
2018-07-30$0.42$1.00195.6%0.0%70.6%44.2%0.0%0.0%0.0%0002.088.92N/AN/A481001,05886
2018-07-31$0.44$1.00115.9%0.0%68.1%14.4%0.0%0.0%0.0%0002.63186.98N/AN/A381001,05886