TRX Options History — June 2019 In June 2019, TRX traded between $0.67 and $0.85. ATM implied volatility averaged 114.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 61.6% (HV 20d: 52.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.03.
Notable Days 2019-06-27 : Highest Volume — 322 contracts2019-06-27 : Largest IV spike — 66.5% change2019-06-11 : Highest IV Rank — 34.3%2019-06-11 : Largest Expected Move — 39.8%Monthly Statistics Metric Avg Min Max Open Close Price $0.73 $0.67 $0.85 $0.68 $0.85 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 114.4% 63.3% 178.3% 125.3% 116.7% Expected Move 31.0% 18.2% 39.8% 35.9% 33.4% HV 20d 52.7% 47.4% 66.6% 66.6% 49.7% HV 60d 84.4% 72.6% 92.4% 92.4% 75.2% IV Rank 14.0% 0.0% 34.3% 17.1% 16.8% IV Percentile 20.4% 0.0% 81.3% 21.4% 17.9% Term Structure 9.8% -47.0% 58.1% -41.8% -32.4% VWIV 125.5% 93.4% 161.6% 125.6% 93.4% Bid-Ask Spread % 99.37 14.12 198.97 14.14 155.56 Gamma HHI 1.00 0.98 1.00 1.00 0.98 Net GEX 320 0 1.7K 0 1.6K Net DEX 2.1K -6.5K 44.8K -2.7K 44.8K Net VEX 22 0 127 0 127 P/C Ratio 0.03 0.00 0.13 0.00 0.04 Total Volume 110.75 1 322 212 203 Total OI 3,324.95 2,911 3,881 2,911 3,881
Daily Data (20 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 2019-06-03 $0.68 $1.00 125.3% 35.9% 66.6% 17.1% 0.0% 0.0% -41.8% 0 -2.7K 0 0.00 14.14 N/A N/A 212 0 2,795 116 2019-06-04 $0.69 $1.00 130.1% 37.3% 52.2% 18.7% 0.0% 0.0% -15.5% 0 -2.8K 0 0.00 49.86 N/A N/A 169 0 3,007 116 2019-06-05 $0.68 $1.00 132.8% 38.1% 52.2% 19.6% 0.0% 0.0% -47.0% 0 -2.7K 0 0.10 81.13 N/A N/A 62 6 3,022 116 2019-06-06 $0.67 $1.00 125.0% 34.9% 52.3% 17.0% 0.0% 0.0% -15.8% 0 -5.0K 0 0.10 18.87 N/A N/A 62 6 3,032 122 2019-06-07 $0.70 $1.00 144.5% 34.0% 53.2% 23.3% 125.6% 0.0% 33.3% 0 -5.2K 0 0.05 44.51 N/A N/A 113 6 3,052 122 2019-06-10 $0.70 $1.00 162.9% 31.0% 50.8% 29.3% 0.0% 0.0% 52.5% 0 -5.3K 0 0.00 112.73 N/A N/A 42 0 3,115 122 2019-06-11 $0.70 $1.00 178.3% 39.8% 50.7% 34.3% 0.0% 0.0% 46.5% 0 -5.3K 0 0.00 14.12 N/A N/A 42 0 3,145 122 2019-06-12 $0.71 $1.00 111.2% 31.9% 50.1% 12.6% 150.8% 0.0% 58.1% 0 -5.3K 0 0.13 111.53 N/A N/A 15 2 3,145 122 2019-06-13 $0.70 $1.00 97.8% 28.0% 49.2% 8.2% 0.0% 0.0% 38.9% 0 -5.4K 0 0.03 109.87 N/A N/A 34 1 3,147 124 2019-06-14 $0.69 $1.00 90.8% 26.0% 49.2% 5.9% 0.0% 0.0% 42.3% 0 -5.4K 0 0.06 105.07 N/A N/A 16 1 3,167 125 2019-06-17 $0.69 $1.00 81.2% 23.3% 48.2% 2.8% 0.0% 0.0% 50.3% 0 -5.4K 0 0.00 124.29 N/A N/A 0 1 3,168 125 2019-06-18 $0.68 $1.00 111.7% 32.0% 48.1% 12.7% 0.0% 0.0% 56.4% 0 -5.4K 0 0.02 112.73 N/A N/A 65 1 3,168 126 2019-06-19 $0.69 $1.00 83.9% 24.0% 47.4% 3.7% 0.0% 0.0% -40.1% 0 -5.5K 0 0.04 198.97 N/A N/A 27 1 3,203 126 2019-06-20 $0.74 $1.00 106.5% 30.5% 53.5% 11.0% 0.0% 0.0% -39.6% 0 -5.8K 0 0.01 135.97 N/A N/A 167 1 3,203 126 2019-06-21 $0.73 $1.00 119.8% 34.3% 53.9% 15.3% 161.6% 0.0% 21.1% 0 -5.8K 0 0.01 118.48 N/A N/A 175 1 3,355 126 2019-06-24 $0.81 $1.00 114.1% 32.7% 64.7% 13.5% 95.9% 0.0% 0.0% 1.4K 28.7K 106 0.00 126.86 N/A N/A 106 0 3,304 86 2019-06-25 $0.82 $1.00 86.1% 24.7% 61.7% 4.4% 0.0% 0.0% 0.4% 1.7K 21.0K 94 0.00 32.81 N/A N/A 164 0 3,406 86 2019-06-26 $0.83 $1.00 63.3% 18.2% 51.8% 0.0% 0.0% 0.0% 20.3% 44 -6.5K 1 0.04 196.63 N/A N/A 184 8 3,439 86 2019-06-27 $0.82 $1.00 105.5% 30.2% 49.4% 13.3% 0.0% 0.0% -1.2% 1.7K 28.0K 107 0.03 123.19 N/A N/A 314 8 3,557 94 2019-06-28 $0.85 $1.00 116.7% 33.4% 49.7% 16.8% 93.4% 0.0% -32.4% 1.6K 44.8K 127 0.04 155.56 N/A N/A 195 8 3,787 94
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