TRX Options History — March 2019 In March 2019, TRX traded between $0.57 and $0.92. ATM implied volatility averaged 112.2%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 28.7%. IV traded above realized volatility by 26.3% (HV 20d: 85.9%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.13.
Notable Days 2019-03-29 : Highest Volume — 477 contracts2019-03-04 : Largest IV spike — 111.9% change2019-03-06 : Highest IV Rank — 37.7%2019-03-06 : Largest Expected Move — 55.0%Monthly Statistics Metric Avg Min Max Open Close Price $0.67 $0.57 $0.92 $0.60 $0.81 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 112.2% 72.5% 191.7% 84.2% 93.7% Expected Move 28.7% 12.2% 55.0% 24.1% 17.2% HV 20d 85.9% 61.0% 109.4% 91.5% 107.4% HV 60d 97.4% 92.4% 109.1% 93.3% 109.1% IV Rank 11.9% 0.0% 37.7% 2.2% 6.9% IV Percentile 17.6% 0.0% 93.3% 0.4% 6.7% Term Structure 1.2% -70.7% 43.3% -70.7% -26.4% VWIV 69.8% 59.7% 82.4% 72.7% 59.7% Bid-Ask Spread % 91.81 16.37 200.00 105.88 106.28 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 125 0 424 0 399 Net DEX 4.4K -732 15.6K -120 5.8K Net VEX 23 0 79 0 29 P/C Ratio 0.13 0.00 0.58 0.04 0.13 Total Volume 159.048 0 477 120 477 Total OI 1,948.762 1,594 2,628 1,594 2,562
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 2019-03-01 $0.60 $1.00 84.2% 24.1% 91.5% 2.2% 0.0% 0.0% -70.7% 0 -120 0 0.04 105.88 N/A N/A 115 5 1,588 6 2019-03-04 $0.62 $1.00 178.4% 51.1% 91.5% 33.3% 0.0% 0.0% 42.1% 0 -124 0 0.00 96.19 N/A N/A 30 0 1,648 6 2019-03-05 $0.60 $1.00 181.5% 52.0% 91.4% 34.3% 0.0% 0.0% 22.2% 0 -120 0 0.09 200.00 N/A N/A 33 3 1,669 6 2019-03-06 $0.60 $1.00 191.7% 55.0% 89.1% 37.7% 0.0% 0.0% 26.2% 0 -120 0 0.09 120.00 N/A N/A 33 3 1,668 5 2019-03-07 $0.57 $1.00 119.5% 0.0% 91.3% 13.9% 0.0% 0.0% 26.4% 0 -114 0 0.15 125.37 N/A N/A 85 13 1,668 5 2019-03-08 $0.61 $1.00 107.7% 0.0% 92.9% 10.0% 0.0% 0.0% 43.3% 0 -732 0 0.15 153.85 N/A N/A 85 13 1,691 15 2019-03-11 $0.59 $1.00 110.1% 30.0% 92.2% 10.8% 0.0% 0.0% 25.7% 182 12.5K 77 0.00 22.69 N/A N/A 0 0 1,690 15 2019-03-12 $0.59 $1.00 111.6% 28.0% 78.1% 11.3% 0.0% 0.0% 20.6% 190 12.8K 79 0.00 16.37 N/A N/A 1 0 1,690 15 2019-03-13 $0.60 $1.00 114.1% 29.9% 77.8% 12.1% 0.0% 0.0% 21.1% 207 11.4K 74 0.00 18.01 N/A N/A 1 0 1,690 15 2019-03-14 $0.60 $1.00 96.9% 22.4% 76.8% 6.4% 0.0% 0.0% -27.4% 213 8.3K 68 0.00 79.68 N/A N/A 402 0 1,690 15 2019-03-15 $0.60 $1.00 117.3% 12.2% 75.7% 13.2% 0.0% 0.0% -28.5% 2 -113 0 0.00 45.59 N/A N/A 432 0 1,850 15 2019-03-18 $0.63 $0.00 107.7% 34.3% 62.0% 10.0% 0.0% 0.0% 23.9% 0 0 0 0.00 195.70 N/A N/A 50 0 1,813 3 2019-03-19 $0.65 $0.00 92.8% 18.9% 62.6% 5.1% 0.0% 0.0% -26.8% 0 0 0 0.00 171.13 N/A N/A 45 0 1,863 3 2019-03-20 $0.66 $0.00 92.2% 32.8% 61.0% 4.9% 0.0% 0.0% 22.2% 0 0 0 0.00 200.00 N/A N/A 80 0 1,888 3 2019-03-21 $0.65 $0.00 115.3% 23.2% 61.3% 12.5% 0.0% 0.0% -28.9% 0 0 0 0.00 49.08 N/A N/A 86 0 1,917 3 2019-03-22 $0.76 $0.00 73.0% 24.7% 77.1% 0.0% 72.7% 0.0% -0.3% 0 0 0 0.01 37.16 N/A N/A 118 1 1,978 3 2019-03-25 $0.92 $1.00 128.8% 30.1% 97.5% 18.1% 82.4% 0.0% -13.6% 245 15.6K 45 0.42 73.34 N/A N/A 242 102 2,372 3 2019-03-26 $0.82 $1.00 72.5% 19.8% 108.9% 0.0% 64.5% 0.0% -1.0% 401 8.1K 39 0.58 32.41 N/A N/A 203 118 2,522 106 2019-03-27 $0.85 $1.00 76.1% 21.8% 108.5% 1.2% 59.7% 0.0% -0.5% 360 12.6K 47 0.58 48.47 N/A N/A 203 118 2,493 120 2019-03-28 $0.82 $1.00 92.0% 17.1% 109.4% 6.3% 0.0% 0.0% -24.3% 424 6.4K 33 0.39 30.81 N/A N/A 175 68 2,492 120 2019-03-29 $0.81 $1.00 93.7% 17.2% 107.4% 6.9% 0.0% 0.0% -26.4% 399 5.8K 29 0.13 106.28 N/A N/A 423 54 2,492 70
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