TRX Options History — July 2019 In July 2019, TRX traded between $0.89 and $1.17. ATM implied volatility averaged 84.0%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 4.3% (HV 20d: 79.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.16.
Notable Days 2019-07-02 : Highest Volume — 568 contracts2019-07-31 : Largest IV spike — 88.4% change2019-07-02 : Highest IV Rank — 25.5%2019-07-02 : Largest Expected Move — 41.4%Monthly Statistics Metric Avg Min Max Open Close Price $1.02 $0.89 $1.17 $0.89 $0.91 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 84.0% 52.5% 144.3% 89.2% 108.2% Expected Move 24.8% 16.5% 41.4% 25.6% 31.0% HV 20d 79.6% 51.1% 91.8% 51.1% 79.9% HV 60d 74.1% 65.1% 78.3% 75.5% 65.1% IV Rank 9.2% 0.0% 25.5% 8.1% 17.0% IV Percentile 7.7% 0.0% 47.2% 4.4% 19.8% Term Structure -3.3% -35.9% 46.1% -33.6% -5.7% VWIV 87.9% 46.4% 161.5% 89.2% 161.5% Bid-Ask Spread % 87.49 18.13 187.37 181.82 187.37 Gamma HHI 0.95 0.76 1.00 1.00 0.96 Net GEX 616 0 4.0K 1.2K 394 Net DEX 15.4K -4.3K 134.5K -4.3K 7.0K Net VEX 28 0 135 14 19 P/C Ratio 0.16 0.00 0.84 0.00 0.84 Total Volume 159.818 27 568 114 92 Total OI 4,235.136 3,233 4,937 4,034 3,530
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 2019-07-01 $0.89 $1.00 89.2% 25.6% 51.1% 8.1% 89.2% 0.0% -33.6% 1.2K -4.3K 14 0.00 181.82 N/A N/A 114 0 3,940 94 2019-07-02 $0.97 $1.00 144.3% 41.4% 57.3% 25.5% 131.5% 0.0% -26.8% 2.5K 63.6K 130 0.02 180.95 N/A N/A 558 10 4,047 94 2019-07-03 $1.09 $1.00 79.3% 22.7% 66.0% 5.0% 78.1% 0.0% 4.4% 4.0K 134.5K 135 0.10 146.67 N/A N/A 251 24 4,630 104 2019-07-05 $1.12 $1.00 52.5% 16.9% 64.4% 0.0% 46.4% 0.0% 22.7% 120 4.6K 8 0.08 29.88 N/A N/A 400 32 4,649 114 2019-07-08 $1.17 $1.00 68.8% 32.4% 64.4% 5.0% 119.2% 0.0% -7.7% 112 7.2K 13 0.09 41.00 N/A N/A 170 15 4,597 126 2019-07-09 $1.14 $1.00 97.4% 29.3% 66.4% 13.7% 0.0% 0.0% -17.3% 0 9.9K 0 0.17 43.50 N/A N/A 110 19 4,583 139 2019-07-10 $1.00 $1.00 119.2% 34.2% 86.1% 20.3% 118.8% 0.0% -14.0% 145 4.0K 18 0.20 124.44 N/A N/A 160 32 4,632 153 2019-07-11 $1.06 $1.00 105.3% 30.2% 87.3% 16.1% 97.8% 0.0% -27.7% 201 8.3K 21 0.38 51.58 N/A N/A 163 62 4,697 153 2019-07-12 $1.05 $1.00 59.0% 16.9% 87.1% 2.0% 60.8% 0.0% 33.4% 323 8.0K 18 0.28 38.33 N/A N/A 113 32 4,697 193 2019-07-15 $1.04 $1.00 77.7% 22.3% 86.8% 7.7% 0.0% 0.0% -2.2% 276 8.8K 20 0.24 45.00 N/A N/A 42 10 4,717 200 2019-07-16 $1.08 $1.00 81.7% 23.4% 86.7% 8.9% 84.9% 0.0% 0.0% 276 10.2K 20 0.20 27.22 N/A N/A 49 10 4,670 204 2019-07-17 $1.04 $1.00 69.3% 19.9% 88.4% 5.1% 65.2% 0.0% -3.4% 370 9.2K 20 0.14 101.67 N/A N/A 70 10 4,676 204 2019-07-18 $0.99 $1.00 88.0% 25.2% 91.8% 10.8% 84.9% 0.0% 11.2% 298 6.4K 19 0.14 18.13 N/A N/A 119 17 4,677 214 2019-07-19 $0.98 $1.00 101.2% 29.0% 90.2% 14.9% 73.1% 0.0% 7.5% 208 7.9K 21 0.09 29.28 N/A N/A 177 16 4,719 218 2019-07-22 $1.00 $1.00 84.1% 24.1% 89.6% 9.6% 95.6% 0.0% 46.1% 307 8.6K 20 0.00 38.13 N/A N/A 77 0 3,117 116 2019-07-23 $1.00 $1.00 85.8% 24.6% 83.4% 10.2% 97.6% 0.0% -35.9% 312 8.7K 20 0.01 38.13 N/A N/A 68 1 3,167 116 2019-07-24 $0.99 $1.00 76.5% 21.9% 83.8% 7.3% 79.7% 0.0% -30.9% 388 8.2K 19 0.01 111.39 N/A N/A 114 1 3,196 117 2019-07-25 $1.00 $1.00 64.1% 18.4% 83.8% 3.6% 50.9% 0.0% -3.5% 508 8.7K 20 0.09 174.24 N/A N/A 85 8 3,230 117 2019-07-26 $0.95 $1.00 66.4% 19.0% 86.2% 4.2% 66.1% 0.0% -9.0% 465 5.8K 18 0.08 104.55 N/A N/A 143 12 3,270 124 2019-07-29 $0.96 $1.00 71.7% 20.5% 85.6% 5.9% 68.4% 0.0% -11.6% 600 8.5K 21 0.00 106.98 N/A N/A 27 0 3,330 135 2019-07-30 $0.92 $1.00 57.5% 16.5% 85.8% 1.5% 0.0% 0.0% 31.3% 617 4.2K 16 0.43 104.55 N/A N/A 72 31 3,332 135 2019-07-31 $0.91 $1.00 108.2% 31.0% 79.9% 17.0% 161.5% 0.0% -5.7% 394 7.0K 19 0.84 187.37 N/A N/A 50 42 3,364 166
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