TRX Options History — May 2019 In May 2019, TRX traded between $0.61 and $0.77. ATM implied volatility averaged 126.5%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 36.1%. IV traded above realized volatility by 41.3% (HV 20d: 85.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.08.
Notable Days 2019-05-03 : Highest Volume — 261 contracts2019-05-22 : Largest IV spike — 34.7% change2019-05-09 : Highest IV Rank — 28.8%2019-05-09 : Largest Expected Move — 51.7%Monthly Statistics Metric Avg Min Max Open Close Price $0.70 $0.61 $0.77 $0.77 $0.67 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 126.5% 85.3% 161.3% 141.4% 114.8% Expected Move 36.1% 24.5% 51.7% 40.5% 32.9% HV 20d 85.2% 67.2% 104.3% 93.4% 67.2% HV 60d 94.8% 91.0% 101.1% 96.6% 93.0% IV Rank 17.5% 4.2% 28.8% 22.3% 13.7% IV Percentile 25.0% 2.4% 68.7% 35.3% 12.3% Term Structure 21.3% -36.7% 100.6% -15.0% -36.6% VWIV 159.7% 136.6% 182.8% 182.8% 136.6% Bid-Ask Spread % 48.46 12.10 186.21 28.73 13.41 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 19 0 78 0 0 Net DEX -1.3K -3.0K 1.6K -77 -2.7K Net VEX 4 0 15 0 0 P/C Ratio 0.08 0.00 0.70 0.25 0.00 Total Volume 81.5 0 261 258 46 Total OI 3,354.727 2,650 3,854 3,712 2,871
Daily Data (22 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 2019-05-01 $0.77 $1.00 141.4% 40.5% 93.4% 22.3% 0.0% 0.0% -15.0% 0 -77 0 0.25 28.73 N/A N/A 206 52 3,600 112 2019-05-02 $0.69 $1.00 118.7% 34.0% 100.9% 15.0% 0.0% 0.0% -3.0% 0 -69 0 0.25 148.57 N/A N/A 206 52 3,670 112 2019-05-03 $0.67 $1.00 140.4% 40.3% 101.0% 22.0% 0.0% 0.0% -33.2% 0 -67 0 0.27 15.45 N/A N/A 206 55 3,670 112 2019-05-06 $0.75 $1.00 117.9% 39.0% 104.3% 14.7% 0.0% 0.0% 56.4% 67 1.3K 14 0.00 16.34 N/A N/A 0 0 3,670 111 2019-05-07 $0.74 $1.00 149.4% 38.9% 88.9% 24.9% 0.0% 0.0% 61.0% 68 1.1K 13 0.00 17.55 N/A N/A 10 0 3,670 111 2019-05-08 $0.74 $1.00 134.1% 31.8% 87.8% 20.0% 0.0% 0.0% 60.9% 1 -3.0K 0 0.00 75.27 N/A N/A 12 0 3,680 111 2019-05-09 $0.71 $1.00 161.3% 51.7% 89.0% 28.8% 182.8% 0.0% 8.7% 60 1.1K 13 0.00 39.44 N/A N/A 39 0 3,680 111 2019-05-10 $0.74 $1.00 152.0% 40.2% 90.4% 25.8% 0.0% 0.0% 60.7% 76 1.6K 15 0.00 16.20 N/A N/A 50 0 3,687 111 2019-05-13 $0.73 $1.00 143.1% 41.0% 89.9% 22.9% 0.0% 0.0% 46.1% 78 1.3K 14 0.04 17.55 N/A N/A 50 2 3,687 111 2019-05-14 $0.71 $1.00 125.8% 36.1% 89.0% 17.3% 136.6% 0.0% 70.0% 0 -2.8K 0 0.70 15.45 N/A N/A 133 93 3,737 117 2019-05-15 $0.73 $1.00 133.3% 38.2% 88.9% 19.7% 0.0% 0.0% -3.3% 77 1.3K 14 0.00 106.96 N/A N/A 0 0 3,737 117 2019-05-16 $0.72 $1.00 131.9% 37.8% 86.7% 19.3% 0.0% 0.0% 70.4% 0 -2.9K 0 0.00 13.54 N/A N/A 0 0 3,737 117 2019-05-17 $0.70 $1.00 114.5% 32.8% 86.3% 13.6% 0.0% 0.0% -5.5% 0 -2.8K 0 0.00 41.31 N/A N/A 0 0 3,737 117 2019-05-20 $0.71 $1.00 135.4% 38.8% 76.2% 20.4% 0.0% 0.0% 100.6% 0 -2.8K 0 0.00 15.45 N/A N/A 200 0 2,534 116 2019-05-21 $0.69 $1.00 96.5% 27.7% 75.5% 7.8% 0.0% 0.0% 52.9% 0 -2.8K 0 0.00 15.45 N/A N/A 121 0 2,558 116 2019-05-22 $0.69 $1.00 129.9% 37.3% 75.7% 18.6% 0.0% 0.0% 0.6% 0 -2.8K 0 0.00 98.22 N/A N/A 2 0 2,558 116 2019-05-23 $0.69 $1.00 85.3% 24.5% 75.6% 4.2% 0.0% 0.0% -0.1% 0 -2.8K 0 0.00 15.45 N/A N/A 2 0 2,558 116 2019-05-24 $0.69 $1.00 101.5% 29.1% 75.6% 9.4% 0.0% 0.0% -0.8% 0 -2.8K 0 0.00 16.80 N/A N/A 2 0 2,558 116 2019-05-28 $0.66 $1.00 125.4% 35.9% 76.1% 17.1% 0.0% 0.0% -32.6% 0 -2.6K 0 0.00 140.74 N/A N/A 6 0 2,558 116 2019-05-29 $0.61 $1.00 122.0% 35.0% 79.3% 16.1% 0.0% 0.0% 46.4% 0 -2.4K 0 0.00 12.10 N/A N/A 172 0 2,564 116 2019-05-30 $0.65 $1.00 108.5% 31.1% 76.2% 11.7% 0.0% 0.0% -36.7% 0 -2.6K 0 0.00 186.21 N/A N/A 76 0 2,685 116 2019-05-31 $0.67 $1.00 114.8% 32.9% 67.2% 13.7% 0.0% 0.0% -36.6% 0 -2.7K 0 0.00 13.41 N/A N/A 46 0 2,755 116
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