TRX Options History — November 2018 In November 2018, TRX traded between $0.35 and $0.41. ATM implied volatility averaged 153.5%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 46.2%. IV traded above realized volatility by 98.2% (HV 20d: 55.2%). 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 1 of 21 days. Put/call ratio averaged 0.36.
Notable Days 2018-11-01 : Highest Volume — 80 contracts2018-11-27 : Largest IV drop — 28.8% change2018-11-26 : Highest IV Rank — 40.1%2018-11-26 : Largest Expected Move — 57.0%Monthly Statistics Metric Avg Min Max Open Close Price $0.38 $0.35 $0.41 $0.41 $0.37 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 153.5% 125.2% 198.9% 125.2% 139.2% Expected Move 46.2% 38.1% 57.0% 38.1% 57.0% HV 20d 55.2% 38.8% 68.4% 68.4% 38.8% HV 60d 59.8% 56.1% 64.2% 64.2% 56.1% IV Rank 25.1% 15.8% 40.1% 15.8% 20.4% IV Percentile 48.0% 17.1% 96.8% 17.1% 29.0% Term Structure -38.5% -62.4% 7.9% 7.9% -62.4% Bid-Ask Spread % 134.20 33.22 195.99 188.27 177.94 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 P/C Ratio 0.36 0.14 0.50 0.14 0.22 Total Volume 42.524 28 80 80 28 Total OI 1,054.667 1,047 1,058 1,047 1,056
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 2018-11-01 $0.41 $1.00 125.2% 0.0% 68.4% 15.8% 0.0% 0.0% 0.0% 0 0 0 0.14 188.27 N/A N/A 70 10 1,037 10 2018-11-02 $0.41 $1.00 125.8% 0.0% 67.9% 16.0% 0.0% 0.0% 0.0% 0 0 0 0.14 60.61 N/A N/A 70 10 1,037 10 2018-11-05 $0.40 $1.00 132.8% 38.1% 67.8% 18.3% 0.0% 0.0% 7.9% 0 0 0 0.14 194.41 N/A N/A 70 10 1,037 10 2018-11-06 $0.40 $1.00 135.2% 38.7% 67.3% 19.0% 0.0% 0.0% -29.1% 0 0 0 0.14 186.82 N/A N/A 70 10 1,047 10 2018-11-07 $0.39 $1.00 139.2% 39.9% 67.2% 20.4% 0.0% 0.0% -30.5% 0 0 0 0.14 183.65 N/A N/A 70 10 1,047 10 2018-11-08 $0.39 $1.00 141.5% 40.6% 61.0% 21.1% 0.0% 0.0% -31.5% 0 0 0 0.48 195.99 N/A N/A 21 10 1,047 10 2018-11-09 $0.39 $1.00 143.8% 41.2% 60.4% 21.9% 0.0% 0.0% -32.5% 0 0 0 0.48 155.49 N/A N/A 21 10 1,048 10 2018-11-12 $0.38 $1.00 154.0% 44.1% 54.2% 25.2% 0.0% 0.0% -36.6% 0 0 0 0.48 124.00 N/A N/A 21 10 1,048 10 2018-11-13 $0.37 $1.00 159.0% 45.6% 54.7% 26.9% 0.0% 0.0% -38.5% 0 0 0 0.48 192.00 N/A N/A 21 10 1,048 10 2018-11-14 $0.37 $1.00 160.2% 45.9% 54.7% 27.3% 0.0% 0.0% -39.4% 0 0 0 0.48 33.22 N/A N/A 21 10 1,048 10 2018-11-15 $0.35 $1.00 169.2% 48.5% 53.6% 30.2% 0.0% 0.0% -42.4% 0 0 0 0.48 145.78 N/A N/A 21 10 1,048 10 2018-11-16 $0.36 $1.00 168.5% 48.3% 54.1% 30.0% 0.0% 0.0% -43.0% 0 0 0 0.37 174.88 N/A N/A 27 10 1,048 10 2018-11-19 $0.37 $1.00 172.1% 49.3% 51.2% 31.2% 0.0% 0.0% -46.5% 0 0 0 0.50 35.98 N/A N/A 20 10 1,044 10 2018-11-20 $0.37 $1.00 173.8% 49.8% 50.8% 31.8% 0.0% 0.0% -47.9% 0 0 0 0.50 119.86 N/A N/A 20 10 1,044 10 2018-11-21 $0.36 $1.00 181.0% 51.9% 50.2% 34.2% 0.0% 0.0% -50.9% 0 0 0 0.50 190.06 N/A N/A 20 10 1,044 10 2018-11-23 $0.37 $1.00 185.6% 53.2% 49.2% 35.7% 0.0% 0.0% -54.4% 0 0 0 0.50 106.11 N/A N/A 20 10 1,044 10 2018-11-26 $0.36 $1.00 198.9% 57.0% 46.8% 40.1% 0.0% 0.0% -62.4% 0 0 0 0.43 82.05 N/A N/A 23 10 1,044 10 2018-11-27 $0.35 $1.00 141.6% 0.0% 46.3% 21.1% 0.0% 0.0% 0.0% 0 0 0 0.43 40.12 N/A N/A 23 10 1,043 10 2018-11-28 $0.36 $1.00 138.0% 0.0% 47.1% 20.0% 0.0% 0.0% 0.0% 0 0 0 0.22 193.98 N/A N/A 23 5 1,043 10 2018-11-29 $0.37 $1.00 138.1% 0.0% 48.3% 20.0% 0.0% 0.0% 0.0% 0 0 0 0.22 36.92 N/A N/A 23 5 1,043 13 2018-11-30 $0.37 $1.00 139.2% 0.0% 38.8% 20.4% 0.0% 0.0% 0.0% 0 0 0 0.22 177.94 N/A N/A 23 5 1,043 13
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