TRX Options History — October 2018

In October 2018, TRX traded between $0.36 and $0.45. ATM implied volatility averaged 162.2%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 52.4%. IV traded above realized volatility by 103.9% (HV 20d: 58.3%). 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 0 of 23 days. Put/call ratio averaged 0.23.

Notable Days

  • 2018-10-05: Highest Volume — 198 contracts
  • 2018-10-23: Largest IV spike — 118.8% change
  • 2018-10-23: Highest IV Rank — 100.0%
  • 2018-10-23: Largest Expected Move — 109.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.40$0.36$0.45$0.36$0.38
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV162.2%92.9%380.8%146.5%133.4%
Expected Move52.4%42.4%109.2%42.4%52.0%
HV 20d58.3%40.9%65.9%64.0%63.0%
HV 60d62.7%60.3%65.0%65.0%62.2%
IV Rank30.4%5.8%100.0%25.8%18.4%
IV Percentile47.0%4.0%100.0%38.5%24.2%
Term Structure-60.4%-266.7%-21.5%-21.5%-67.3%
Bid-Ask Spread %146.9241.35195.99133.40187.27
Net GEX00000
Net DEX-410-3.2K0-3.1K0
Net VEX00000
P/C Ratio0.230.110.480.190.14
Total Volume120.7833119812880
Total OI1,467.5659691,8131,5361,047

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-10-01$0.36$1.00146.5%0.0%64.0%25.8%0.0%0.0%0.0%0-3.1K00.19133.40N/AN/A108201,45185
2018-10-02$0.38$1.00157.8%0.0%65.6%30.1%0.0%0.0%0.0%0-3.2K00.1941.35N/AN/A108201,50185
2018-10-03$0.37$1.00198.3%0.0%65.9%45.2%0.0%0.0%0.0%0-3.1K00.19182.38N/AN/A108201,50185
2018-10-04$0.37$0.00148.0%42.4%58.9%26.4%0.0%0.0%-21.5%0000.17192.00N/AN/A118201,50185
2018-10-05$0.38$0.00148.0%42.4%59.7%26.4%0.0%0.0%-54.6%0000.1153.14N/AN/A178201,54185
2018-10-08$0.37$0.00157.1%45.0%60.4%29.8%0.0%0.0%-26.7%0000.11178.33N/AN/A178201,66185
2018-10-09$0.38$0.00156.0%44.7%61.3%29.4%0.0%0.0%-60.5%0000.13186.29N/AN/A159201,66185
2018-10-10$0.37$0.00160.4%46.0%40.9%31.0%0.0%0.0%-29.5%0000.13190.87N/AN/A159201,72185
2018-10-11$0.40$0.00151.1%43.3%48.2%27.6%0.0%0.0%-28.8%0000.13193.98N/AN/A159201,72185
2018-10-12$0.39$0.0092.9%0.0%48.2%5.8%0.0%0.0%0.0%0000.13143.83N/AN/A159201,72185
2018-10-15$0.42$0.00119.4%0.0%54.2%15.7%0.0%0.0%0.0%0000.13187.70N/AN/A158201,72185
2018-10-16$0.42$0.00156.2%44.8%53.1%29.5%0.0%0.0%-35.7%0000.1273.53N/AN/A162201,72085
2018-10-17$0.42$0.00157.6%45.2%53.1%30.0%0.0%0.0%-37.4%0000.12195.99N/AN/A162201,71785
2018-10-18$0.44$0.00153.6%44.0%53.6%28.5%0.0%0.0%-37.6%0000.48193.98N/AN/A63301,71785
2018-10-19$0.45$0.00251.9%72.2%52.1%65.3%0.0%0.0%-56.5%0000.41181.49N/AN/A73301,71895
2018-10-22$0.42$1.00174.1%49.9%59.3%36.2%0.0%0.0%-61.8%0000.48181.66N/AN/A211095910
2018-10-23$0.41$1.00380.8%109.2%60.3%100.0%0.0%0.0%-266.7%0000.4873.33N/AN/A211096010
2018-10-24$0.42$1.00181.4%52.0%60.6%34.3%0.0%0.0%-67.3%0000.48193.98N/AN/A211096110
2018-10-25$0.40$1.00120.7%0.0%62.6%14.3%0.0%0.0%0.0%0000.48179.18N/AN/A211096210
2018-10-26$0.38$1.00126.3%0.0%65.3%16.1%0.0%0.0%0.0%0000.2082.88N/AN/A511096310
2018-10-29$0.39$1.00127.4%0.0%65.8%16.5%0.0%0.0%0.0%0000.20100.61N/AN/A511098710
2018-10-30$0.38$1.00131.1%0.0%63.8%17.7%0.0%0.0%0.0%0000.1452.08N/AN/A701098710
2018-10-31$0.38$1.00133.4%0.0%63.0%18.4%0.0%0.0%0.0%0000.14187.27N/AN/A70101,03710