TRX Options History — December 2019

In December 2019, TRX traded between $0.59 and $0.85. ATM implied volatility averaged 108.8%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded above realized volatility by 48.1% (HV 20d: 60.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.10.

Notable Days

  • 2019-12-19: Highest Volume — 954 contracts
  • 2019-12-12: Largest IV spike — 61.0% change
  • 2019-12-31: Highest IV Rank — 79.8%
  • 2019-12-31: Largest Expected Move — 47.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.71$0.59$0.85$0.83$0.61
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV108.8%58.7%166.6%100.4%166.6%
Expected Move30.6%16.8%47.8%28.8%47.8%
HV 20d60.7%29.7%85.8%47.7%81.6%
HV 60d53.2%44.5%62.7%46.7%58.5%
IV Rank42.8%10.8%79.8%37.5%79.8%
IV Percentile46.3%1.6%92.5%38.1%92.5%
Term Structure16.5%-62.4%63.3%-62.4%-1.7%
VWIV86.5%86.5%86.5%86.5%86.5%
Bid-Ask Spread %112.1316.64200.00147.22166.67
Gamma HHI1.001.001.001.001.00
Net GEX73603.5K450
Net DEX3.5K-7.6K65.8K200-5.2K
Net VEX45031110
P/C Ratio0.100.000.770.500.08
Total Volume119.2860954353
Total OI6,722.3336,5837,3646,5837,364

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$0.83$1.00100.4%28.8%47.7%37.5%0.0%0.0%-62.4%4520010.50147.22N/AN/A216,355228
2019-12-03$0.84$1.0085.9%24.6%41.8%28.2%0.0%0.0%-5.5%4719210.00150.00N/AN/A1306,355229
2019-12-04$0.85$1.0070.7%20.3%41.4%18.5%0.0%0.0%45.0%1200.00200.00N/AN/A066,367229
2019-12-05$0.84$1.0075.8%30.8%35.6%21.7%0.0%0.0%40.2%3.5K65.8K3110.00145.31N/AN/A2506,367229
2019-12-06$0.83$1.0093.7%18.9%30.6%33.2%0.0%0.0%35.7%2.9K10.6K1160.7767.42N/AN/A13106,382229
2019-12-09$0.82$1.00104.6%24.3%29.8%40.2%0.0%0.0%60.2%3.4K35.5K2100.1519.71N/AN/A66106,382229
2019-12-10$0.81$1.00108.2%23.7%29.8%42.5%0.0%0.0%47.3%3.2K34.7K2080.0018.90N/AN/A5906,428239
2019-12-11$0.78$1.0058.7%16.8%32.6%10.8%0.0%0.0%43.6%31-7.6K10.00198.63N/AN/A066,423239
2019-12-12$0.78$1.0094.6%27.1%31.1%33.8%86.5%0.0%19.5%1.5K2.3K630.1487.10N/AN/A716,423241
2019-12-13$0.78$1.0069.1%19.8%29.7%17.5%0.0%0.0%49.8%802-4.1K280.00103.11N/AN/A1306,427242
2019-12-16$0.63$1.00105.9%30.4%81.4%41.0%0.0%0.0%22.4%0-6.2K00.0016.64N/AN/A25216,440242
2019-12-17$0.59$1.00101.6%29.1%83.7%38.3%0.0%0.0%25.7%0-5.7K00.0091.48N/AN/A006,447241
2019-12-18$0.61$1.00125.6%36.0%85.3%53.6%0.0%0.0%-14.5%0-5.9K00.01134.13N/AN/A16516,447241
2019-12-19$0.60$1.00126.8%36.4%85.3%54.4%0.0%0.0%37.1%0-5.8K00.00153.45N/AN/A95226,569242
2019-12-20$0.60$1.00116.4%33.4%85.4%47.7%0.0%0.0%-36.4%0-5.8K00.0018.34N/AN/A6006,469244
2019-12-23$0.60$1.00144.1%41.3%85.4%65.4%0.0%0.0%38.8%0-5.8K00.00133.08N/AN/A1006,359244
2019-12-24$0.62$1.00140.8%40.4%85.8%63.3%0.0%0.0%63.3%0-6.0K00.04140.60N/AN/A20086,369244
2019-12-26$0.62$1.00126.2%36.2%83.9%54.0%0.0%0.0%-16.8%0-6.0K00.02128.97N/AN/A12526,569252
2019-12-27$0.62$1.00129.2%37.0%84.1%55.9%0.0%0.0%-46.4%0-6.0K00.04114.27N/AN/A5526,684254
2019-12-30$0.62$1.00139.5%40.0%82.2%62.5%0.0%0.0%1.2%0-6.0K00.07119.73N/AN/A361246,749256
2019-12-31$0.61$1.00166.6%47.8%81.6%79.8%0.0%0.0%-1.7%0-5.2K00.08166.67N/AN/A4947,108256