TRX Options History — January 2020

In January 2020, TRX traded between $0.53 and $0.64. ATM implied volatility averaged 143.9%, placing in the 65.4% IV rank vs the trailing year. The 30-day expected move averaged 37.6%. IV traded above realized volatility by 88.4% (HV 20d: 55.6%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2020-01-24: Highest Volume — 253 contracts
  • 2020-01-09: Largest IV drop — 40.2% change
  • 2020-01-08: Highest IV Rank — 92.8%
  • 2020-01-31: Largest Expected Move — 47.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.58$0.53$0.64$0.62$0.55
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV143.9%109.5%186.9%152.8%166.5%
Expected Move37.6%23.4%47.7%43.8%47.7%
HV 20d55.6%28.4%83.0%81.8%44.0%
HV 60d59.1%58.5%60.6%58.5%59.1%
IV Rank65.4%43.4%92.8%71.0%79.9%
IV Percentile77.8%49.2%96.4%86.9%94.4%
Term Structure-24.0%-73.0%48.0%-64.0%-48.7%
Bid-Ask Spread %93.6911.77186.9612.10141.25
Net GEX00000
Net DEX-534-5.7K0-5.5K0
Net VEX00000
P/C Ratio0.400.004.004.000.00
Total Volume33.4760253019
Total OI6,063.6193,9597,5267,3874,403

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-01-02$0.62$1.00152.8%43.8%81.8%71.0%0.0%0.0%-64.0%0-5.5K00.0012.10N/AN/A007,127260
2020-01-03$0.64$1.00139.5%40.0%83.0%62.5%0.0%0.0%-65.0%0-5.7K00.00186.96N/AN/A027,127260
2020-01-06$0.63$0.00180.3%29.4%83.0%88.5%0.0%0.0%-5.7%0000.0019.00N/AN/A037,152262
2020-01-07$0.62$0.00173.1%23.4%83.0%84.0%0.0%0.0%-27.2%0000.00134.72N/AN/A007,152265
2020-01-08$0.61$0.00186.9%24.2%83.0%92.8%0.0%0.0%-7.5%0004.0080.05N/AN/A147,152265
2020-01-09$0.60$0.00111.8%32.0%82.9%44.8%0.0%0.0%-8.4%0000.0014.92N/AN/A1007,152269
2020-01-10$0.60$0.00153.1%43.9%82.7%71.1%0.0%0.0%-42.1%0000.0029.76N/AN/A007,162269
2020-01-13$0.60$0.00117.0%33.5%82.7%48.2%0.0%0.0%-11.2%0000.0011.77N/AN/A4107,162269
2020-01-14$0.60$0.00126.9%36.4%82.7%54.6%0.0%0.0%-11.9%0000.0017.66N/AN/A3007,202269
2020-01-15$0.58$0.00145.9%41.8%36.7%66.7%0.0%0.0%-73.0%0000.0551.62N/AN/A2117,232269
2020-01-16$0.56$0.00147.2%42.2%31.1%67.6%0.0%0.0%22.4%0000.00153.55N/AN/A2507,253273
2020-01-17$0.55$0.00109.5%31.4%28.4%43.4%0.0%0.0%-41.5%0000.00136.78N/AN/A2507,233273
2020-01-21$0.54$0.00136.2%39.0%28.5%60.5%0.0%0.0%0.0%0001.53113.33N/AN/A15233,785177
2020-01-22$0.53$0.00137.2%39.3%28.9%61.2%0.0%0.0%-34.7%0000.0024.69N/AN/A1303,795164
2020-01-23$0.54$0.00122.6%35.1%30.1%51.8%0.0%0.0%25.6%0000.00147.29N/AN/A20503,808164
2020-01-24$0.57$1.00125.6%36.0%34.3%53.7%0.0%0.0%-4.1%0000.0096.30N/AN/A25303,974164
2020-01-27$0.54$1.00151.6%43.5%38.6%70.4%0.0%0.0%-41.4%0000.00115.00N/AN/A1104,227164
2020-01-28$0.54$1.00134.8%38.6%38.6%59.6%0.0%0.0%-43.2%0000.00180.49N/AN/A104,232164
2020-01-29$0.53$1.00140.9%40.4%38.7%63.5%0.0%0.0%-46.3%0000.00158.97N/AN/A004,239164
2020-01-30$0.56$1.00163.8%47.0%44.5%78.2%0.0%0.0%48.0%0000.00141.25N/AN/A004,239164
2020-01-31$0.55$1.00166.5%47.7%44.0%79.9%0.0%0.0%-48.7%0000.00141.25N/AN/A1904,239164