TRX Options History — October 2019

In October 2019, TRX traded between $0.74 and $0.82. ATM implied volatility averaged 92.5%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 25.2%. IV traded above realized volatility by 44.2% (HV 20d: 48.3%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 19 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.10.

Notable Days

  • 2019-10-31: Highest Volume — 474 contracts
  • 2019-10-14: Largest IV spike — 100.1% change
  • 2019-10-30: Highest IV Rank — 36.7%
  • 2019-10-01: Largest Expected Move — 36.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.78$0.74$0.82$0.82$0.80
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV92.5%56.7%132.7%128.0%86.9%
Expected Move25.2%16.2%36.7%36.7%24.9%
HV 20d48.3%26.1%66.0%66.0%32.0%
HV 60d59.9%53.6%67.6%67.6%53.6%
IV Rank19.4%4.4%36.7%25.4%28.7%
IV Percentile24.6%0.8%54.0%48.8%21.8%
Term Structure25.0%-33.5%61.0%-29.6%24.0%
VWIV80.2%80.2%80.2%80.2%80.2%
Bid-Ask Spread %87.1217.48196.08146.67100.67
Gamma HHI1.000.981.000.981.00
Net GEX5901.2K1.2K0
Net DEX1.5K-6.9K39.7K39.7K-80
Net VEX501001000
P/C Ratio0.100.001.000.000.05
Total Volume92.04304740474
Total OI5,660.6094,5726,1866,0345,375

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$0.82$1.00128.0%36.7%66.0%25.4%0.0%0.0%-29.6%1.2K39.7K1000.00146.67N/AN/A005,797237
2019-10-02$0.80$1.0084.3%24.2%64.0%12.5%0.0%0.0%-33.5%0-6.9K00.00141.67N/AN/A1005,797237
2019-10-03$0.79$0.00106.4%28.1%57.4%19.1%0.0%0.0%61.0%0001.00169.23N/AN/A115,807247
2019-10-04$0.79$0.00110.1%25.3%57.4%20.2%0.0%0.0%54.8%0000.0017.72N/AN/A005,806247
2019-10-07$0.80$0.00132.7%24.7%54.7%26.8%0.0%0.0%54.1%0000.0022.33N/AN/A2505,806247
2019-10-08$0.81$0.00108.2%23.7%54.6%19.6%0.0%0.0%57.4%0000.0017.48N/AN/A4105,826247
2019-10-09$0.80$1.00113.1%32.4%54.6%21.0%0.0%0.0%38.3%1172220.00167.23N/AN/A005,867247
2019-10-10$0.82$1.0088.2%25.3%55.3%13.7%0.0%0.0%56.4%1662120.0019.66N/AN/A015,867247
2019-10-11$0.80$1.0056.7%16.2%55.8%4.4%0.0%0.0%48.9%1100.00196.08N/AN/A18005,867248
2019-10-14$0.79$1.00113.4%32.5%53.0%21.1%0.0%0.0%46.3%1647820.00101.69N/AN/A8105,887248
2019-10-15$0.78$1.0073.4%21.0%53.1%9.3%0.0%0.0%44.1%1722910.0028.55N/AN/A805,887248
2019-10-16$0.77$1.0073.7%21.1%53.1%9.4%80.2%0.0%41.7%2228310.0184.08N/AN/A8115,895248
2019-10-17$0.78$1.0075.8%21.7%52.6%10.0%0.0%0.0%43.1%2425910.0029.80N/AN/A105,936249
2019-10-18$0.78$1.0077.2%22.1%51.8%10.4%0.0%0.0%42.5%2422410.1087.74N/AN/A1015,937249
2019-10-21$0.75$1.0078.5%22.5%47.9%10.8%0.0%0.0%0.0%0-7500.07155.56N/AN/A237174,408164
2019-10-22$0.75$1.0080.1%23.0%47.9%11.3%0.0%0.0%13.9%0-7500.0049.16N/AN/A43104,635181
2019-10-23$0.75$1.0081.8%23.5%45.2%11.8%0.0%0.0%13.0%0-7500.0047.11N/AN/A4504,759181
2019-10-24$0.74$1.0082.0%23.5%35.3%25.6%0.0%0.0%11.8%0-7400.0028.34N/AN/A5004,760181
2019-10-25$0.76$1.0086.9%24.9%36.8%28.7%0.0%0.0%11.1%0-7600.0044.66N/AN/A4904,810181
2019-10-28$0.76$1.0093.8%26.9%30.1%33.1%0.0%0.0%-14.6%0-7600.0021.63N/AN/A1104,859181
2019-10-29$0.77$1.0097.8%28.0%27.0%35.6%0.0%0.0%-15.6%0-7700.63146.67N/AN/A854,858181
2019-10-30$0.76$1.0099.5%28.5%26.1%36.7%0.0%0.0%-18.6%0-7600.00180.00N/AN/A34804,866186
2019-10-31$0.80$1.0086.9%24.9%32.0%28.7%0.0%0.0%24.0%0-8000.05100.67N/AN/A452225,189186