TRX Options History — March 2020

In March 2020, TRX traded between $0.41 and $0.61. ATM implied volatility averaged 165.5%, placing in the 78.7% IV rank vs the trailing year. The 30-day expected move averaged 47.5%. IV traded above realized volatility by 39.5% (HV 20d: 126.0%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-03-03: Highest Volume — 47 contracts
  • 2020-03-25: Largest IV spike — 37.3% change
  • 2020-03-16: Highest IV Rank — 98.8%
  • 2020-03-16: Largest Expected Move — 56.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.52$0.41$0.61$0.53$0.52
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV165.5%117.3%197.2%177.1%167.7%
Expected Move47.5%33.6%56.5%50.8%48.1%
HV 20d126.0%101.9%152.4%103.0%148.5%
HV 60d88.0%72.0%105.4%79.2%105.4%
IV Rank78.7%48.0%98.8%86.0%80.0%
IV Percentile89.8%53.6%99.2%95.6%92.5%
Term Structure-42.8%-72.1%-10.3%-24.3%-28.1%
Bid-Ask Spread %112.5414.19185.71100.78160.05
Net GEX00000
Net DEX-5.5K-7.4K-51-53-6.3K
Net VEX00000
P/C Ratio0.000.000.030.000.00
Total Volume10.864047287
Total OI5,155.4555,0155,2315,0155,229

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-03-02$0.53$1.00177.1%50.8%103.0%86.0%0.0%0.0%-24.3%0-5300.00100.78N/AN/A2804,850165
2020-03-03$0.53$1.00164.1%47.0%102.8%77.8%0.0%0.0%-27.5%0-5300.00162.43N/AN/A4704,878165
2020-03-04$0.51$1.00176.9%50.7%102.9%85.9%0.0%0.0%-32.7%0-5100.00185.71N/AN/A104,925165
2020-03-05$0.52$1.00178.7%54.3%102.2%87.0%0.0%0.0%-42.1%0-6.3K00.0051.44N/AN/A004,926165
2020-03-06$0.52$1.00160.9%43.5%101.9%75.7%0.0%0.0%-43.4%0-6.3K00.00159.16N/AN/A004,926165
2020-03-09$0.48$1.00155.4%44.6%105.4%72.3%0.0%0.0%-52.1%0-5.9K00.00171.62N/AN/A004,926166
2020-03-10$0.49$1.00158.2%45.3%105.8%74.0%0.0%0.0%-52.6%0-6.0K00.0097.38N/AN/A004,926166
2020-03-11$0.48$1.00159.6%45.7%105.3%74.9%0.0%0.0%-55.6%0-5.9K00.00126.86N/AN/A004,926166
2020-03-12$0.44$1.00185.9%53.3%109.3%91.6%0.0%0.0%-62.8%0-5.4K00.03159.74N/AN/A3914,926166
2020-03-13$0.41$1.00149.9%43.0%111.5%68.7%0.0%0.0%-17.5%0-5.0K00.0048.53N/AN/A2504,965166
2020-03-16$0.44$1.00197.2%56.5%115.1%98.8%0.0%0.0%-72.1%0-5.4K00.00158.19N/AN/A1604,990166
2020-03-17$0.58$1.00147.8%42.4%143.4%67.4%0.0%0.0%-54.5%0-7.1K00.00106.18N/AN/A4005,005166
2020-03-18$0.54$1.00163.8%46.9%145.6%77.5%0.0%0.0%-62.0%0-6.6K00.00165.86N/AN/A2405,045166
2020-03-19$0.52$1.00173.9%49.8%145.4%84.0%0.0%0.0%-67.3%0-6.3K00.00131.92N/AN/A405,061166
2020-03-20$0.57$1.00167.0%47.9%148.3%79.6%0.0%0.0%-62.4%0-7.0K00.0014.19N/AN/A405,065166
2020-03-23$0.60$1.00157.7%45.2%149.7%73.7%0.0%0.0%0.0%0-7.3K00.0049.31N/AN/A205,060164
2020-03-24$0.60$1.00117.3%33.6%149.3%48.0%0.0%0.0%0.0%0-7.3K00.0031.19N/AN/A105,062164
2020-03-25$0.61$1.00161.0%46.1%149.3%75.8%0.0%0.0%0.0%0-7.4K00.00140.61N/AN/A005,065164
2020-03-26$0.56$1.00187.9%53.9%152.4%92.9%0.0%0.0%-10.3%0-6.8K00.0028.76N/AN/A005,065164
2020-03-27$0.53$1.00147.5%42.3%134.8%67.2%0.0%0.0%-16.6%0-6.5K00.0081.83N/AN/A005,065164
2020-03-30$0.46$1.00186.5%53.5%141.2%92.0%0.0%0.0%-29.1%0-5.6K00.00144.05N/AN/A005,065164
2020-03-31$0.52$1.00167.7%48.1%148.5%80.0%0.0%0.0%-28.1%0-6.3K00.00160.05N/AN/A705,065164