TRX Options History — November 2019 In November 2019, TRX traded between $0.75 and $0.83. ATM implied volatility averaged 113.3%, placing in the 45.5% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 65.3% (HV 20d: 48.0%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.56.
Notable Days 2019-11-18 : Highest Volume — 180 contracts2019-11-20 : Largest IV spike — 39.1% change2019-11-11 : Highest IV Rank — 83.8%2019-11-15 : Largest Expected Move — 34.5%Monthly Statistics Metric Avg Min Max Open Close Price $0.78 $0.75 $0.83 $0.83 $0.82 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 113.3% 68.5% 173.4% 93.5% 68.5% Expected Move 27.5% 19.6% 34.5% 26.8% 19.6% HV 20d 48.0% 34.5% 50.9% 34.5% 49.3% HV 60d 51.7% 46.7% 53.9% 52.3% 46.7% IV Rank 45.5% 17.1% 83.8% 32.9% 17.1% IV Percentile 44.6% 6.0% 89.3% 30.2% 6.0% Term Structure -1.4% -28.1% 56.5% -16.4% -2.0% VWIV 84.1% 84.1% 84.1% 84.1% 84.1% Bid-Ask Spread % 71.83 13.64 200.00 23.00 72.26 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 34 0 62 34 1 Net DEX 1.1K 0 2.6K 282 1 Net VEX 4 0 8 1 0 P/C Ratio 0.56 0.00 4.33 0.00 0.00 Total Volume 42.4 0 180 88 0 Total OI 6,277.8 5,838 6,584 5,838 6,584
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 2019-11-01 $0.83 $1.00 93.5% 26.8% 34.5% 32.9% 0.0% 0.0% -16.4% 34 282 1 0.00 23.00 N/A N/A 88 0 5,641 197 2019-11-04 $0.78 $1.00 123.0% 20.7% 41.2% 51.7% 0.0% 0.0% -16.3% 61 980 5 0.02 54.51 N/A N/A 135 3 5,729 197 2019-11-05 $0.77 $1.00 127.5% 20.7% 41.0% 54.6% 0.0% 0.0% 56.5% 57 878 5 4.33 33.25 N/A N/A 3 13 5,864 197 2019-11-06 $0.82 $1.00 140.3% 26.2% 46.9% 62.7% 0.0% 0.0% 1.8% 56 2.2K 8 0.15 146.67 N/A N/A 128 19 5,867 210 2019-11-07 $0.78 $1.00 144.1% 21.4% 49.4% 65.1% 0.0% 0.0% 26.8% 61 1.0K 5 0.00 34.77 N/A N/A 18 0 5,992 211 2019-11-08 $0.80 $1.00 164.4% 32.7% 49.6% 78.0% 0.0% 0.0% 30.3% 43 2.5K 8 2.50 58.35 N/A N/A 2 5 6,010 211 2019-11-11 $0.79 $1.00 173.4% 29.9% 49.6% 83.8% 0.0% 0.0% -19.3% 37 2.6K 7 0.00 13.64 N/A N/A 0 0 6,012 216 2019-11-12 $0.78 $1.00 115.6% 33.1% 49.6% 47.0% 84.1% 0.0% -20.4% 45 2.2K 7 0.00 23.59 N/A N/A 18 0 6,012 216 2019-11-13 $0.76 $1.00 110.6% 31.7% 50.2% 43.8% 0.0% 0.0% -2.5% 46 1.8K 6 0.00 27.14 N/A N/A 16 0 6,027 216 2019-11-14 $0.78 $1.00 118.7% 34.0% 50.9% 49.0% 0.0% 0.0% -2.5% 45 2.2K 7 0.10 144.44 N/A N/A 10 1 6,023 221 2019-11-15 $0.78 $1.00 120.4% 34.5% 50.9% 50.0% 0.0% 0.0% 24.7% 45 2.2K 6 0.00 19.41 N/A N/A 0 4 6,033 222 2019-11-18 $0.77 $1.00 108.3% 31.1% 49.1% 42.3% 0.0% 0.0% 3.5% 46 1.9K 6 0.00 16.02 N/A N/A 180 0 6,005 225 2019-11-19 $0.76 $1.00 71.7% 20.5% 49.3% 19.0% 0.0% 0.0% -18.9% 42 397 2 0.00 82.67 N/A N/A 0 3 6,185 225 2019-11-20 $0.76 $1.00 99.7% 28.6% 49.3% 36.9% 0.0% 0.0% -28.1% 0 0 0 0.00 171.93 N/A N/A 43 0 6,185 228 2019-11-21 $0.75 $1.00 118.4% 33.9% 49.3% 48.7% 0.0% 0.0% 1.5% 0 0 0 0.00 96.85 N/A N/A 0 0 6,205 228 2019-11-22 $0.75 $1.00 97.7% 28.0% 48.4% 35.6% 0.0% 0.0% -21.7% 0 0 0 0.67 86.11 N/A N/A 3 2 6,205 228 2019-11-25 $0.77 $1.00 96.7% 27.7% 49.3% 35.0% 0.0% 0.0% -0.7% 0 0 0 0.00 35.91 N/A N/A 83 0 6,204 228 2019-11-26 $0.80 $1.00 100.2% 28.7% 50.9% 37.3% 0.0% 0.0% -0.3% 62 1.7K 5 0.00 96.00 N/A N/A 71 0 6,285 228 2019-11-27 $0.79 $1.00 72.3% 20.7% 50.9% 19.5% 0.0% 0.0% -23.9% 0 0 0 0.00 200.00 N/A N/A 0 0 6,356 228 2019-11-29 $0.82 $1.00 68.5% 19.6% 49.3% 17.1% 0.0% 0.0% -2.0% 1 1 0 0.00 72.26 N/A N/A 0 0 6,356 228
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