TRX Options History — January 2019 In January 2019, TRX traded between $0.29 and $0.58. ATM implied volatility averaged 164.2%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 50.1%. IV traded above realized volatility by 93.9% (HV 20d: 70.3%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.01.
Notable Days 2019-01-28 : Highest Volume — 94 contracts2019-01-08 : Largest IV spike — 71.8% change2019-01-10 : Highest IV Rank — 39.8%2019-01-10 : Largest Expected Move — 56.8%Monthly Statistics Metric Avg Min Max Open Close Price $0.39 $0.29 $0.58 $0.35 $0.58 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 164.2% 106.6% 198.2% 153.9% 155.3% Expected Move 50.1% 41.8% 56.8% 44.6% 43.4% HV 20d 70.3% 27.2% 128.0% 34.2% 127.8% HV 60d 58.8% 47.0% 82.1% 49.1% 81.5% IV Rank 28.6% 9.6% 39.8% 25.2% 25.7% IV Percentile 60.5% 4.8% 95.6% 47.2% 48.0% Term Structure -55.4% -84.8% 36.5% -56.3% 36.5% Bid-Ask Spread % 142.43 25.76 200.00 145.30 56.97 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX -125 -2.3K 0 -2.3K -348 Net VEX 0 0 0 0 0 P/C Ratio 0.01 0.00 0.06 0.00 0.02 Total Volume 21.095 0 94 1 90 Total OI 1,155 752 1,335 1,294 1,119
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 2019-01-02 $0.35 $1.00 153.9% 0.0% 34.2% 25.2% 0.0% 0.0% 0.0% 0 -2.3K 0 0.00 145.30 N/A N/A 1 0 1,229 65 2019-01-03 $0.35 $0.00 155.7% 44.6% 27.2% 25.8% 0.0% 0.0% -56.3% 0 0 0 0.00 200.00 N/A N/A 1 0 1,229 65 2019-01-04 $0.35 $0.00 157.5% 45.2% 27.2% 26.4% 0.0% 0.0% -57.6% 0 0 0 0.00 200.00 N/A N/A 1 0 1,229 65 2019-01-07 $0.33 $0.00 106.6% 0.0% 34.6% 9.6% 0.0% 0.0% 0.0% 0 0 0 0.00 200.00 N/A N/A 0 0 1,229 65 2019-01-08 $0.31 $0.00 183.1% 52.5% 38.9% 34.8% 0.0% 0.0% -70.4% 0 0 0 0.00 200.00 N/A N/A 10 0 1,229 65 2019-01-09 $0.29 $0.00 195.5% 56.0% 42.2% 38.9% 0.0% 0.0% -76.2% 0 0 0 0.00 200.00 N/A N/A 30 0 1,229 65 2019-01-10 $0.29 $0.00 198.2% 56.8% 42.2% 39.8% 0.0% 0.0% -78.2% 0 0 0 0.00 200.00 N/A N/A 31 0 1,249 65 2019-01-11 $0.31 $0.00 190.8% 54.7% 48.8% 37.4% 0.0% 0.0% -76.4% 0 0 0 0.00 200.00 N/A N/A 32 0 1,269 65 2019-01-14 $0.34 $0.00 185.0% 53.0% 60.6% 35.5% 0.0% 0.0% -77.3% 0 0 0 0.00 51.95 N/A N/A 0 0 1,270 65 2019-01-15 $0.34 $0.00 188.0% 53.9% 60.0% 36.5% 0.0% 0.0% -79.6% 0 0 0 0.00 32.17 N/A N/A 0 5 1,270 65 2019-01-16 $0.34 $0.00 191.1% 54.8% 59.2% 37.5% 0.0% 0.0% -82.2% 0 0 0 0.00 200.00 N/A N/A 0 5 1,270 60 2019-01-17 $0.34 $0.00 194.4% 55.7% 58.3% 38.6% 0.0% 0.0% -84.8% 0 0 0 0.00 28.67 N/A N/A 0 5 1,270 60 2019-01-18 $0.33 $0.00 112.9% 0.0% 58.2% 11.7% 0.0% 0.0% 0.0% 0 0 0 0.00 200.00 N/A N/A 0 5 1,270 60 2019-01-22 $0.30 $0.00 124.7% 0.0% 66.7% 15.6% 0.0% 0.0% 0.0% 0 0 0 0.00 25.76 N/A N/A 0 0 752 0 2019-01-23 $0.35 $0.00 150.2% 0.0% 88.1% 24.0% 0.0% 0.0% 0.0% 0 0 0 0.00 30.25 N/A N/A 15 0 752 0 2019-01-24 $0.41 $0.00 188.9% 54.2% 104.5% 36.8% 0.0% 0.0% -20.5% 0 0 0 0.00 186.67 N/A N/A 17 0 767 0 2019-01-25 $0.48 $0.00 164.9% 47.3% 117.1% 28.8% 0.0% 0.0% -57.1% 0 0 0 0.00 181.48 N/A N/A 19 0 783 0 2019-01-28 $0.56 $1.00 148.5% 42.6% 126.8% 23.4% 0.0% 0.0% -22.1% 0 0 0 0.04 147.83 N/A N/A 90 4 797 0 2019-01-29 $0.58 $1.00 145.9% 41.8% 126.5% 22.6% 0.0% 0.0% -56.4% 0 0 0 0.05 104.05 N/A N/A 42 2 1,090 4 2019-01-30 $0.56 $1.00 157.5% 45.2% 128.0% 26.4% 0.0% 0.0% -28.3% 0 0 0 0.06 200.00 N/A N/A 36 2 1,113 6 2019-01-31 $0.58 $1.00 155.3% 43.4% 127.8% 25.7% 0.0% 0.0% 36.5% 0 -348 0 0.02 56.97 N/A N/A 88 2 1,113 6
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