TRX Options History — April 2020 In April 2020, TRX traded between $0.50 and $0.56. ATM implied volatility averaged 154.2%, placing in the 71.4% IV rank vs the trailing year. The 30-day expected move averaged 43.7%. IV traded above realized volatility by 42.1% (HV 20d: 112.1%). 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 6 of 21 days. Put/call ratio averaged 0.41.
Notable Days 2020-04-27 : Highest Volume — 381 contracts2020-04-30 : Largest IV spike — 88.5% change2020-04-06 : Highest IV Rank — 100.0%2020-04-03 : Largest Expected Move — 53.9%Monthly Statistics Metric Avg Min Max Open Close Price $0.53 $0.50 $0.56 $0.50 $0.51 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 154.2% 96.8% 199.2% 180.8% 182.5% Expected Move 43.7% 31.9% 53.9% 51.8% 52.3% HV 20d 112.1% 59.8% 148.5% 148.5% 59.8% HV 60d 107.2% 105.5% 108.8% 105.6% 108.0% IV Rank 71.4% 35.0% 100.0% 88.3% 89.4% IV Percentile 77.9% 32.1% 100.0% 96.0% 95.6% Term Structure -24.0% -82.5% 58.8% 16.9% -82.5% Bid-Ask Spread % 103.04 12.08 198.43 177.69 197.39 Net GEX 0 0 0 0 0 Net DEX -295 -6.1K 0 -6.1K -51 Net VEX 0 0 0 0 0 P/C Ratio 0.41 0.00 5.00 0.00 0.03 Total Volume 55.857 0 381 1 133 Total OI 4,251.952 2,670 5,356 5,230 3,339
Daily Data (21 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 2020-04-01 $0.50 $1.00 180.8% 51.8% 148.5% 88.3% 0.0% 0.0% 0.0% 0 -6.1K 0 0.00 177.69 N/A N/A 1 0 5,066 164 2020-04-02 $0.50 $0.00 186.7% 0.0% 148.3% 92.1% 0.0% 0.0% 0.0% 0 0 0 0.00 145.35 N/A N/A 0 0 5,065 164 2020-04-03 $0.50 $0.00 193.2% 53.9% 148.3% 96.3% 0.0% 0.0% 16.9% 0 0 0 5.00 26.37 N/A N/A 2 10 5,065 164 2020-04-06 $0.54 $1.00 199.2% 41.2% 147.8% 100.0% 0.0% 0.0% -10.5% 0 0 0 0.00 31.81 N/A N/A 0 0 5,066 174 2020-04-07 $0.52 $1.00 112.1% 32.2% 148.5% 44.7% 0.0% 0.0% 56.6% 0 0 0 0.00 124.00 N/A N/A 0 0 5,066 174 2020-04-08 $0.53 $1.00 111.1% 31.9% 148.3% 44.1% 0.0% 0.0% -43.5% 0 0 0 0.00 198.43 N/A N/A 41 0 5,066 174 2020-04-09 $0.54 $1.00 144.7% 41.5% 144.3% 65.4% 0.0% 0.0% 2.4% 0 0 0 0.19 28.35 N/A N/A 53 10 5,106 174 2020-04-13 $0.55 $1.00 134.7% 38.6% 141.2% 59.1% 0.0% 0.0% 21.0% 0 0 0 0.17 77.02 N/A N/A 12 2 5,131 172 2020-04-14 $0.54 $1.00 135.9% 39.0% 140.0% 59.8% 0.0% 0.0% 58.8% 0 0 0 0.00 21.43 N/A N/A 149 0 5,148 172 2020-04-15 $0.56 $1.00 115.2% 33.0% 99.6% 46.6% 0.0% 0.0% -3.8% 0 0 0 1.00 185.46 N/A N/A 2 2 5,183 171 2020-04-16 $0.54 $1.00 183.1% 52.5% 97.1% 89.8% 0.0% 0.0% -49.8% 0 0 0 0.00 24.16 N/A N/A 0 0 5,185 171 2020-04-17 $0.53 $1.00 186.1% 53.4% 96.4% 91.7% 0.0% 0.0% 8.8% 0 0 0 0.00 22.52 N/A N/A 3 0 5,185 168 2020-04-20 $0.53 $1.00 150.0% 43.0% 90.2% 68.7% 0.0% 0.0% -47.9% 0 0 0 0.12 12.08 N/A N/A 25 3 2,620 50 2020-04-21 $0.52 $1.00 151.5% 43.4% 87.9% 69.7% 0.0% 0.0% -51.1% 0 0 0 0.00 64.77 N/A N/A 0 0 2,620 52 2020-04-22 $0.55 $1.00 134.6% 38.6% 90.8% 59.0% 0.0% 0.0% -49.8% 0 0 0 0.00 198.43 N/A N/A 57 0 2,630 52 2020-04-23 $0.50 $1.00 154.2% 44.2% 95.9% 71.4% 0.0% 0.0% -58.4% 0 0 0 0.00 73.98 N/A N/A 24 0 2,660 52 2020-04-24 $0.52 $1.00 150.8% 43.2% 93.0% 69.3% 0.0% 0.0% -58.5% 0 0 0 0.04 27.70 N/A N/A 45 2 2,664 52 2020-04-27 $0.51 $1.00 166.6% 47.8% 91.3% 79.3% 0.0% 0.0% -69.5% 0 0 0 0.00 144.05 N/A N/A 381 0 2,689 54 2020-04-28 $0.52 $1.00 167.7% 48.1% 75.0% 80.0% 0.0% 0.0% -71.8% 0 0 0 0.01 184.31 N/A N/A 134 1 3,070 54 2020-04-29 $0.52 $1.00 96.8% 0.0% 61.1% 35.0% 0.0% 0.0% 0.0% 0 -52 0 0.00 198.43 N/A N/A 81 0 3,204 55 2020-04-30 $0.51 $1.00 182.5% 52.3% 59.8% 89.4% 0.0% 0.0% -82.5% 0 -51 0 0.03 197.39 N/A N/A 129 4 3,284 55
« Mar 2020 | All History | May 2020 » Home TRX History April 2020