TRX Options History — September 2018

In September 2018, TRX traded between $0.34 and $0.43. ATM implied volatility averaged 155.4%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 45.9%. IV traded above realized volatility by 89.2% (HV 20d: 66.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.83.

Notable Days

  • 2018-09-06: Highest Volume — 214 contracts
  • 2018-09-26: Largest IV spike — 144.4% change
  • 2018-09-26: Highest IV Rank — 55.8%
  • 2018-09-21: Largest Expected Move — 54.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.37$0.34$0.43$0.34$0.36
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV155.4%92.7%226.5%156.2%142.2%
Expected Move45.9%40.1%54.0%41.6%54.0%
HV 20d66.2%57.9%80.3%57.9%64.0%
HV 60d66.3%63.0%68.7%64.2%65.0%
IV Rank29.2%5.7%55.8%29.5%24.2%
IV Percentile47.4%3.6%98.8%46.0%32.1%
Term Structure-68.0%-97.3%7.0%-63.1%-97.3%
Bid-Ask Spread %114.8010.54192.02146.53185.40
Net GEX00000
Net DEX-2.9K-3.7K00-3.1K
Net VEX00000
P/C Ratio0.830.032.021.610.16
Total Volume119.31660214162148
Total OI1,424.4211,3321,5361,3321,536

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-09-04$0.34$1.00156.2%0.0%57.9%29.5%0.0%0.0%0.0%0001.61146.53N/AN/A621001,24686
2018-09-05$0.35$1.00152.4%0.0%58.4%28.1%0.0%0.0%0.0%0001.61146.23N/AN/A621001,24686
2018-09-06$0.38$1.00144.9%41.6%67.0%25.3%0.0%0.0%-63.1%0-3.3K00.88181.01N/AN/A1141001,24686
2018-09-07$0.38$1.00148.0%42.4%66.7%26.4%0.0%0.0%-65.1%0-3.3K02.0029.40N/AN/A501001,30086
2018-09-10$0.38$1.00169.1%48.5%66.7%34.3%0.0%0.0%-69.2%0-3.3K02.0212.98N/AN/A501011,33186
2018-09-11$0.38$1.00141.5%40.6%66.3%24.0%0.0%0.0%-71.5%0-3.3K02.0210.54N/AN/A501011,33187
2018-09-12$0.43$1.00139.9%40.1%80.3%23.4%0.0%0.0%-38.9%0-3.7K01.98171.37N/AN/A511011,33187
2018-09-13$0.41$1.00149.4%42.8%66.4%26.9%0.0%0.0%7.0%0-3.5K00.03186.77N/AN/A5821,33387
2018-09-14$0.40$1.00153.2%43.9%66.8%28.4%0.0%0.0%-72.7%0-3.4K00.35179.42N/AN/A60211,34086
2018-09-17$0.39$1.00163.9%47.0%66.7%32.4%0.0%0.0%-80.6%0-3.3K00.36135.26N/AN/A61221,36086
2018-09-18$0.38$1.00171.6%49.2%67.5%35.3%0.0%0.0%-85.4%0-3.2K00.3635.02N/AN/A61221,36487
2018-09-19$0.38$1.00173.5%49.8%66.9%36.0%0.0%0.0%-87.4%0-3.2K00.3637.29N/AN/A61221,36487
2018-09-20$0.37$1.00179.5%51.5%67.6%38.2%0.0%0.0%-91.5%0-3.1K00.36146.28N/AN/A61221,36487
2018-09-21$0.36$1.00188.4%54.0%67.5%41.5%0.0%0.0%-97.3%0-3.1K00.36100.28N/AN/A61221,36487
2018-09-24$0.36$1.00113.0%0.0%66.9%13.3%0.0%0.0%0.0%0-3.1K00.4846.33N/AN/A42201,33385
2018-09-25$0.36$1.0092.7%0.0%66.1%5.7%0.0%0.0%0.0%0-3.1K00.48113.96N/AN/A42201,33385
2018-09-26$0.36$1.00226.5%0.0%63.3%55.8%0.0%0.0%0.0%0-3.1K00.15192.02N/AN/A129201,34085
2018-09-27$0.35$1.00146.2%0.0%64.0%25.7%0.0%0.0%0.0%0-3.0K00.16125.17N/AN/A128201,45185
2018-09-28$0.36$1.00142.2%0.0%64.0%24.2%0.0%0.0%0.0%0-3.1K00.16185.40N/AN/A128201,45185