TRX Options History — December 2018

In December 2018, TRX traded between $0.34 and $0.37. ATM implied volatility averaged 164.9%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 49.3%. IV traded above realized volatility by 123.3% (HV 20d: 41.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.14.

Notable Days

  • 2018-12-24: Highest Volume — 172 contracts
  • 2018-12-26: Largest IV drop — 25.0% change
  • 2018-12-21: Highest IV Rank — 38.1%
  • 2018-12-21: Largest Expected Move — 55.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.35$0.34$0.37$0.36$0.35
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV164.9%142.9%193.1%147.5%150.5%
Expected Move49.3%44.6%55.3%45.5%55.3%
HV 20d41.6%35.4%46.0%39.5%35.4%
HV 60d51.8%49.4%57.6%56.4%49.4%
IV Rank28.8%21.6%38.1%23.1%24.1%
IV Percentile62.0%32.1%94.4%40.9%43.7%
Term Structure-74.2%-99.3%-7.8%-68.7%-99.3%
Bid-Ask Spread %104.3015.62200.00192.1024.96
Net GEX00000
Net DEX-1.5K-2.7K00-2.3K
Net VEX00100
P/C Ratio0.140.000.420.000.00
Total Volume30.9017201
Total OI1,205.91,0561,3021,0561,294

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-12-03$0.36$1.00147.5%0.0%39.5%23.1%0.0%0.0%0.0%0000.00192.10N/AN/A001,04313
2018-12-04$0.34$1.00155.3%0.0%43.0%25.7%0.0%0.0%0.0%0000.00189.83N/AN/A001,04313
2018-12-05$0.34$1.00157.1%0.0%43.0%26.3%0.0%0.0%0.0%0000.00200.00N/AN/A001,04313
2018-12-06$0.34$1.00158.8%45.5%42.6%26.8%0.0%0.0%-68.7%0-44200.00146.04N/AN/A501,04313
2018-12-07$0.35$1.00155.7%44.6%44.4%25.8%0.0%0.0%-7.8%0-45500.00163.70N/AN/A3001,04813
2018-12-10$0.36$1.00159.6%45.8%46.0%27.1%0.0%0.0%-72.1%0-46800.00142.48N/AN/A001,11313
2018-12-11$0.36$1.00161.7%46.4%45.3%27.8%0.0%0.0%-73.9%0-46800.0033.04N/AN/A001,11313
2018-12-12$0.37$1.00160.0%45.9%45.5%27.2%0.0%0.0%-73.9%0-48100.0027.01N/AN/A0611,11313
2018-12-13$0.37$1.00162.2%46.5%45.5%27.9%0.0%0.0%-75.8%0-2.7K00.4220.37N/AN/A120511,11374
2018-12-14$0.36$1.00168.5%48.3%41.9%30.0%0.0%0.0%-79.6%0-2.3K00.4265.75N/AN/A120511,23366
2018-12-17$0.35$1.00180.6%51.8%41.9%34.0%0.0%0.0%-56.5%0-2.3K00.00129.67N/AN/A001,23366
2018-12-18$0.34$1.00188.0%53.9%41.6%36.5%0.0%0.0%-93.1%0-2.2K00.0023.69N/AN/A001,23366
2018-12-19$0.35$1.00186.5%53.5%43.2%36.0%0.0%0.0%-93.5%0-2.3K00.0071.99N/AN/A101,23366
2018-12-20$0.35$1.00189.7%54.4%42.2%37.0%0.0%0.0%-96.4%0-2.3K00.00170.64N/AN/A301,23466
2018-12-21$0.35$1.00193.1%55.3%40.8%38.1%0.0%0.0%-99.3%0-2.3K00.00142.87N/AN/A301,23666
2018-12-24$0.35$1.00190.7%0.0%39.8%37.3%0.0%0.0%0.0%0-2.3K10.4136.47N/AN/A122501,22965
2018-12-26$0.35$1.00142.9%0.0%38.5%21.6%0.0%0.0%0.0%0-2.3K00.0015.62N/AN/A001,22965
2018-12-27$0.35$1.00144.4%0.0%37.0%22.1%0.0%0.0%0.0%0-2.3K00.00147.39N/AN/A001,22965
2018-12-28$0.35$1.00145.8%0.0%35.4%22.6%0.0%0.0%0.0%0-2.3K00.00142.38N/AN/A001,22965
2018-12-31$0.35$1.00150.5%0.0%35.4%24.1%0.0%0.0%0.0%0-2.3K00.0024.96N/AN/A101,22965