TRX Options History — August 2019 In August 2019, TRX traded between $0.79 and $1.10. ATM implied volatility averaged 93.1%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 23.2% (HV 20d: 69.9%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.18.
Notable Days 2019-08-28 : Highest Volume — 280 contracts2019-08-23 : Largest IV spike — 149.0% change2019-08-23 : Highest IV Rank — 34.0%2019-08-23 : Largest Expected Move — 47.0%Monthly Statistics Metric Avg Min Max Open Close Price $0.89 $0.79 $1.10 $0.89 $0.79 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 93.1% 64.1% 164.0% 104.4% 90.0% Expected Move 25.5% 18.4% 47.0% 29.9% 25.8% HV 20d 69.9% 63.4% 75.6% 66.3% 69.9% HV 60d 70.5% 65.2% 73.5% 65.2% 70.6% IV Rank 12.4% 3.6% 34.0% 15.8% 11.4% IV Percentile 16.8% 2.0% 81.7% 17.5% 15.5% Term Structure 0.3% -147.4% 81.1% -8.9% -26.2% VWIV 115.4% 64.0% 182.2% 146.6% 104.4% Bid-Ask Spread % 79.05 11.70 173.33 142.86 137.97 Gamma HHI 1.00 0.94 1.00 0.94 1.00 Net GEX 38 0 335 301 0 Net DEX 783 -158 7.3K 7.3K -158 Net VEX 2 0 18 18 0 P/C Ratio 0.18 0.00 1.86 0.18 0.01 Total Volume 100.682 0 280 216 83 Total OI 4,136.773 3,561 4,733 3,561 4,733
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 2019-08-01 $0.89 $1.00 104.4% 29.9% 66.3% 15.8% 146.6% 0.0% -8.9% 301 7.3K 18 0.18 142.86 N/A N/A 183 33 3,375 186 2019-08-02 $0.91 $1.00 94.0% 26.9% 66.0% 12.6% 129.2% 0.0% -8.5% 335 6.9K 17 0.04 166.67 N/A N/A 24 1 3,507 187 2019-08-05 $1.01 $1.00 124.9% 30.6% 75.4% 22.1% 106.6% 0.0% -25.6% 8 361 1 0.08 36.93 N/A N/A 133 10 3,528 187 2019-08-06 $1.03 $1.00 74.2% 20.3% 75.6% 6.6% 0.0% 0.0% -14.2% 13 391 1 0.08 114.41 N/A N/A 126 10 3,576 187 2019-08-07 $1.10 $1.00 69.5% 28.6% 63.4% 5.2% 99.7% 0.0% -16.1% 9 482 1 0.00 41.90 N/A N/A 104 0 3,670 187 2019-08-08 $1.02 $1.00 100.0% 20.2% 66.2% 14.5% 64.0% 0.0% 31.1% 16 434 1 1.86 78.60 N/A N/A 51 95 3,690 187 2019-08-09 $0.98 $1.00 68.2% 23.7% 67.5% 4.8% 0.0% 0.0% 18.0% 9 334 1 0.02 36.51 N/A N/A 43 1 3,735 262 2019-08-12 $0.92 $1.00 118.2% 23.0% 70.8% 20.0% 0.0% 0.0% -13.1% 8 258 1 1.22 16.32 N/A N/A 58 71 3,763 263 2019-08-13 $0.89 $1.00 139.1% 25.2% 69.4% 26.4% 0.0% 0.0% -14.9% 8 232 1 0.00 75.99 N/A N/A 167 0 3,813 217 2019-08-14 $0.88 $1.00 87.3% 25.0% 68.6% 10.6% 110.5% 0.0% 28.9% 8 214 1 0.03 21.12 N/A N/A 72 2 3,978 217 2019-08-15 $0.82 $1.00 75.9% 21.8% 70.7% 7.2% 0.0% 0.0% 69.5% 9 16 1 0.00 71.87 N/A N/A 48 0 4,049 219 2019-08-16 $0.82 $1.00 89.5% 25.7% 70.8% 11.3% 125.9% 0.0% 57.8% 7 86 1 0.04 17.52 N/A N/A 201 9 4,097 219 2019-08-19 $0.84 $1.00 86.2% 24.7% 71.0% 10.3% 0.0% 0.0% 5.0% 10 96 1 0.00 11.70 N/A N/A 11 0 3,956 178 2019-08-20 $0.85 $1.00 64.1% 18.4% 71.3% 3.6% 0.0% 0.0% 49.4% 13 41 1 0.00 32.86 N/A N/A 130 0 3,977 178 2019-08-21 $0.84 $1.00 89.0% 25.5% 71.3% 11.1% 0.0% 0.0% 4.3% 10 97 1 0.21 140.74 N/A N/A 24 5 4,107 178 2019-08-22 $0.84 $1.00 65.8% 18.9% 71.1% 4.1% 0.0% 0.0% 3.8% 14 -73 1 0.00 87.59 N/A N/A 0 0 4,131 178 2019-08-23 $0.87 $1.00 164.0% 47.0% 70.8% 34.0% 182.2% 0.0% -147.4% 9 165 1 0.00 173.33 N/A N/A 58 0 4,131 178 2019-08-26 $0.85 $1.00 78.5% 22.5% 70.9% 7.9% 0.0% 0.0% 81.1% 13 40 1 0.00 21.12 N/A N/A 30 0 4,184 178 2019-08-27 $0.84 $1.00 72.4% 20.7% 69.6% 6.1% 84.9% 0.0% -19.3% 14 -73 1 0.04 86.11 N/A N/A 50 2 4,214 178 2019-08-28 $0.81 $1.00 106.0% 30.4% 70.5% 16.3% 0.0% 0.0% -22.4% 8 117 1 0.00 80.35 N/A N/A 280 0 4,205 178 2019-08-29 $0.79 $1.00 87.9% 25.2% 70.6% 10.8% 0.0% 0.0% -25.0% 9 -35 0 0.00 146.67 N/A N/A 100 0 4,470 178 2019-08-30 $0.79 $1.00 90.0% 25.8% 69.9% 11.4% 104.4% 0.0% -26.2% 0 -158 0 0.01 137.97 N/A N/A 82 1 4,555 178
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