TRX Options History — February 2019

In February 2019, TRX traded between $0.53 and $0.66. ATM implied volatility averaged 144.2%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 40.5%. IV traded above realized volatility by 24.3% (HV 20d: 119.9%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.13.

Notable Days

  • 2019-02-12: Highest Volume — 177 contracts
  • 2019-02-15: Largest IV spike — 37.9% change
  • 2019-02-04: Highest IV Rank — 34.3%
  • 2019-02-06: Largest Expected Move — 46.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.60$0.53$0.66$0.60$0.63
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV144.2%92.2%181.4%153.4%138.0%
Expected Move40.5%26.4%46.7%39.2%39.6%
HV 20d119.9%90.2%138.1%127.5%90.2%
HV 60d87.8%81.4%92.8%81.4%92.8%
IV Rank22.0%4.9%34.3%25.0%20.0%
IV Percentile37.0%2.4%82.5%46.4%23.8%
Term Structure7.2%-61.8%82.4%67.3%-61.8%
Bid-Ask Spread %91.6322.91200.00181.4891.76
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX-319-396-126-360-126
Net VEX00000
P/C Ratio0.130.001.000.030.09
Total Volume57.26301777760
Total OI1,365.3681,1501,5941,1501,594

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$0.60$1.00153.4%39.2%127.5%25.0%0.0%0.0%67.3%0-36000.03181.48N/AN/A7521,1446
2019-02-04$0.58$1.00181.4%40.5%129.0%34.3%0.0%0.0%66.8%0-34800.0045.61N/AN/A10401,1536
2019-02-05$0.55$1.00141.8%40.7%128.5%21.2%0.0%0.0%74.4%0-33000.00200.00N/AN/A10401,2456
2019-02-06$0.55$1.00162.8%46.7%124.7%28.1%0.0%0.0%24.5%0-33000.00126.32N/AN/A001,2456
2019-02-07$0.53$1.00144.6%41.4%122.1%22.1%0.0%0.0%61.8%0-31800.0034.79N/AN/A1201,2456
2019-02-08$0.56$1.00148.3%42.5%121.8%23.4%0.0%0.0%70.0%0-33600.0034.79N/AN/A1201,2546
2019-02-11$0.64$1.00140.4%40.3%126.5%20.8%0.0%0.0%82.4%0-38400.00129.41N/AN/A2401,2556
2019-02-12$0.62$1.00141.8%40.6%126.9%21.2%0.0%0.0%74.1%0-37200.0348.21N/AN/A17251,2746
2019-02-13$0.64$1.00145.0%41.6%126.4%22.3%0.0%0.0%-30.2%0-38400.06200.00N/AN/A8651,33410
2019-02-14$0.66$1.0092.2%26.4%125.8%4.9%0.0%0.0%69.2%0-39600.0640.13N/AN/A8651,36610
2019-02-15$0.58$1.00127.1%36.4%138.1%16.4%0.0%0.0%-37.4%0-34800.0522.91N/AN/A9551,36610
2019-02-19$0.59$1.00138.4%39.7%136.6%20.1%0.0%0.0%-42.9%0-35400.0026.42N/AN/A501,39710
2019-02-20$0.57$1.00161.2%46.2%130.8%27.6%0.0%0.0%-47.0%0-34200.04122.22N/AN/A5321,40110
2019-02-21$0.58$1.00143.3%41.1%122.6%21.7%0.0%0.0%-48.0%0-29000.1333.77N/AN/A1621,4469
2019-02-22$0.63$1.00151.8%43.5%114.4%24.5%0.0%0.0%-44.7%0-31500.02133.33N/AN/A8321,4699
2019-02-25$0.60$1.00135.8%38.9%104.9%19.2%0.0%0.0%-55.8%0-30001.00128.57N/AN/A111,5379
2019-02-26$0.61$1.00141.8%40.7%90.4%21.2%0.0%0.0%-57.6%0-30500.8341.30N/AN/A651,53810
2019-02-27$0.64$1.00151.1%43.3%91.1%24.3%0.0%0.0%-28.4%0-12800.09100.00N/AN/A5551,5386
2019-02-28$0.63$1.00138.0%39.6%90.2%20.0%0.0%0.0%-61.8%0-12600.0991.76N/AN/A5551,5886