TRX Options History — August 2018

In August 2018, TRX traded between $0.35 and $0.44. ATM implied volatility averaged 153.2%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 47.4%. IV traded above realized volatility by 87.7% (HV 20d: 65.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 2.46.

Notable Days

2018-08-07: Highest Volume — 236 contracts
2018-08-13: Largest IV spike — 60.9% change
2018-08-13: Highest IV Rank — 57.7%
2018-08-13: Largest Expected Move — 66.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.39	$0.35	$0.44	$0.42	$0.35
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	153.2%	117.0%	231.6%	121.2%	144.1%
Expected Move	47.4%	37.4%	66.4%	39.6%	53.2%
HV 20d	65.6%	56.1%	73.0%	69.6%	59.0%
HV 60d	68.9%	64.0%	72.7%	67.4%	64.0%
IV Rank	28.4%	14.8%	57.7%	16.4%	25.0%
IV Percentile	43.8%	11.1%	99.2%	12.7%	32.9%
Term Structure	-41.1%	-162.3%	1.2%	-26.9%	-54.4%
Bid-Ask Spread %	129.56	17.81	195.96	178.59	192.00
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
P/C Ratio	2.46	0.74	11.11	11.11	1.61
Total Volume	163.783	109	236	109	162
Total OI	1,297.696	1,174	1,332	1,174	1,332

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-08-01	$0.42	$1.00	121.2%	0.0%	69.6%	16.4%	0.0%	0.0%	0.0%	11.11	178.59	N/A	N/A	9	100	1,088	86
2018-08-02	$0.41	$1.00	124.4%	0.0%	67.7%	17.6%	0.0%	0.0%	0.0%	5.56	157.10	N/A	N/A	18	100	1,088	86
2018-08-03	$0.44	$1.00	117.0%	0.0%	73.0%	14.8%	0.0%	0.0%	0.0%	1.49	142.70	N/A	N/A	67	100	1,098	86
2018-08-06	$0.42	$1.00	138.1%	39.6%	67.1%	22.7%	0.0%	0.0%	-26.9%	0.85	56.61	N/A	N/A	117	100	1,148	86
2018-08-07	$0.43	$1.00	140.6%	40.3%	67.9%	23.6%	0.0%	0.0%	-27.1%	0.74	17.81	N/A	N/A	136	100	1,229	86
2018-08-08	$0.43	$1.00	162.8%	46.7%	61.2%	32.0%	0.0%	0.0%	-28.2%	0.74	103.22	N/A	N/A	136	100	1,229	86
2018-08-09	$0.42	$1.00	130.5%	37.4%	61.6%	19.9%	0.0%	0.0%	-29.0%	1.18	190.14	N/A	N/A	85	100	1,229	86
2018-08-10	$0.42	$1.00	143.9%	41.3%	56.2%	24.9%	0.0%	0.0%	-30.2%	4.76	94.53	N/A	N/A	21	100	1,229	86
2018-08-13	$0.41	$1.00	231.6%	66.4%	56.3%	57.7%	0.0%	0.0%	-162.3%	4.76	19.76	N/A	N/A	21	100	1,233	86
2018-08-14	$0.41	$1.00	150.2%	43.0%	56.1%	27.2%	0.0%	0.0%	-34.6%	5.00	24.46	N/A	N/A	20	100	1,234	86
2018-08-15	$0.36	$1.00	165.9%	47.6%	71.3%	33.1%	0.0%	0.0%	-40.8%	1.61	193.98	N/A	N/A	62	100	1,231	86
2018-08-16	$0.37	$1.00	162.2%	46.5%	69.5%	31.7%	0.0%	0.0%	1.2%	1.61	120.94	N/A	N/A	62	100	1,232	86
2018-08-17	$0.36	$1.00	124.0%	0.0%	68.8%	17.5%	0.0%	0.0%	0.0%	1.61	194.67	N/A	N/A	62	100	1,232	86
2018-08-20	$0.36	$1.00	183.9%	52.7%	67.5%	39.9%	0.0%	0.0%	-47.4%	1.67	180.95	N/A	N/A	60	100	1,229	86
2018-08-21	$0.37	$1.00	174.9%	50.1%	67.8%	36.5%	0.0%	0.0%	-48.2%	1.67	54.98	N/A	N/A	60	100	1,229	86
2018-08-22	$0.37	$1.00	179.4%	51.4%	67.8%	38.2%	0.0%	0.0%	-6.1%	1.67	182.67	N/A	N/A	60	100	1,229	86
2018-08-23	$0.38	$1.00	169.2%	0.0%	67.1%	34.3%	0.0%	0.0%	0.0%	1.67	195.96	N/A	N/A	60	100	1,229	86
2018-08-24	$0.37	$1.00	185.5%	53.2%	66.7%	40.4%	0.0%	0.0%	-54.4%	1.33	151.10	N/A	N/A	75	100	1,229	86
2018-08-27	$0.38	$1.00	144.9%	0.0%	67.7%	25.2%	0.0%	0.0%	0.0%	1.33	59.83	N/A	N/A	75	100	1,244	86
2018-08-28	$0.36	$1.00	139.7%	0.0%	66.9%	23.3%	0.0%	0.0%	0.0%	1.33	186.44	N/A	N/A	75	100	1,244	86
2018-08-29	$0.36	$1.00	145.7%	0.0%	65.6%	25.6%	0.0%	0.0%	0.0%	1.61	182.62	N/A	N/A	62	100	1,244	86
2018-08-30	$0.35	$1.00	144.4%	0.0%	65.8%	25.1%	0.0%	0.0%	0.0%	1.61	98.89	N/A	N/A	62	100	1,246	86
2018-08-31	$0.35	$1.00	144.1%	0.0%	59.0%	25.0%	0.0%	0.0%	0.0%	1.61	192.00	N/A	N/A	62	100	1,246	86