TRX Options History — February 2020

In February 2020, TRX traded between $0.49 and $0.63. ATM implied volatility averaged 143.7%, placing in the 64.9% IV rank vs the trailing year. The 30-day expected move averaged 39.3%. IV traded above realized volatility by 84.5% (HV 20d: 59.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.01.

Notable Days

  • 2020-02-25: Highest Volume — 1,659 contracts
  • 2020-02-13: Largest IV spike — 55.6% change
  • 2020-02-10: Highest IV Rank — 100.0%
  • 2020-02-13: Largest Expected Move — 51.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.56$0.49$0.63$0.54$0.49
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV143.7%101.0%199.1%155.6%161.4%
Expected Move39.3%29.0%51.8%44.6%46.3%
HV 20d59.2%41.9%98.6%41.9%98.6%
HV 60d62.4%57.6%77.3%59.1%77.3%
IV Rank64.9%37.7%100.0%73.0%76.1%
IV Percentile76.8%41.7%100.0%91.3%90.5%
Term Structure-15.1%-64.6%70.5%-58.3%-18.7%
Bid-Ask Spread %104.7310.22200.00176.19160.49
Net GEX00000
Net DEX-44-6300-49
Net VEX00000
P/C Ratio0.010.000.060.000.00
Total Volume121.10501,659116
Total OI4,660.9474,4034,9994,4034,999

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-02-03$0.54$1.00155.6%44.6%41.9%73.0%0.0%0.0%-58.3%0000.00176.19N/AN/A104,239164
2020-02-04$0.52$1.00167.6%48.0%43.1%80.6%0.0%0.0%-64.6%0000.00154.47N/AN/A004,240164
2020-02-05$0.54$1.00165.1%47.3%46.2%79.0%0.0%0.0%3.6%0000.00135.35N/AN/A004,240164
2020-02-06$0.55$1.00166.6%50.2%46.9%80.0%0.0%0.0%-63.1%0000.0613.08N/AN/A1814,240164
2020-02-07$0.54$1.00176.5%33.6%46.9%86.4%0.0%0.0%5.1%0-5400.0010.22N/AN/A004,240165
2020-02-10$0.54$1.00199.1%34.8%46.9%100.0%0.0%0.0%-25.2%0-5400.0010.22N/AN/A20104,240165
2020-02-11$0.52$1.00120.9%34.7%48.2%50.3%0.0%0.0%3.0%0-5200.0011.39N/AN/A004,407165
2020-02-12$0.51$1.00116.2%33.3%48.4%47.3%0.0%0.0%2.4%0-5100.00197.39N/AN/A004,407165
2020-02-13$0.51$1.00180.8%51.8%47.5%88.4%0.0%0.0%-40.0%0-5100.00101.08N/AN/A004,407165
2020-02-14$0.50$1.00144.2%41.3%46.5%65.1%0.0%0.0%0.9%0-5000.0019.94N/AN/A304,407165
2020-02-18$0.58$1.00140.6%40.3%71.5%62.8%0.0%0.0%-40.8%0-5800.0056.45N/AN/A15904,407165
2020-02-19$0.58$1.00122.8%35.2%71.1%51.5%0.0%0.0%-1.9%0-5800.00123.35N/AN/A15904,546165
2020-02-20$0.60$1.00106.6%30.6%71.3%41.2%0.0%0.0%-2.3%0-6000.00200.00N/AN/A004,705165
2020-02-21$0.63$1.00101.0%29.0%72.8%37.7%0.0%0.0%-29.7%0-6300.00144.19N/AN/A4004,705165
2020-02-24$0.63$1.00119.8%34.4%70.7%49.6%0.0%0.0%70.5%0-6300.00138.03N/AN/A3404,736165
2020-02-25$0.61$1.00119.4%34.2%68.7%49.4%0.0%0.0%-7.6%0-6100.0077.38N/AN/A1,65544,769165
2020-02-26$0.60$1.00119.8%34.3%69.2%49.6%0.0%0.0%-9.5%0-6000.00178.77N/AN/A1004,824165
2020-02-27$0.60$1.00145.7%41.8%68.6%66.1%0.0%0.0%-11.1%0-6000.0081.94N/AN/A004,834165
2020-02-28$0.49$1.00161.4%46.3%98.6%76.1%0.0%0.0%-18.7%0-4900.00160.49N/AN/A1604,834165