TRX Options History — May 2020 In May 2020, TRX traded between $0.52 and $0.87. ATM implied volatility averaged 114.6%, placing in the 45.0% IV rank vs the trailing year. The 30-day expected move averaged 32.4%. IV traded above realized volatility by 36.5% (HV 20d: 78.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.04.
Notable Days 2020-05-14 : Highest Volume — 1,806 contracts2020-05-29 : Largest IV spike — 110.6% change2020-05-13 : Highest IV Rank — 100.0%2020-05-13 : Largest Expected Move — 59.4%Monthly Statistics Metric Avg Min Max Open Close Price $0.74 $0.52 $0.87 $0.52 $0.85 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 114.6% 59.5% 207.1% 98.8% 131.9% Expected Move 32.4% 17.1% 59.4% 27.9% 37.8% HV 20d 78.1% 55.7% 93.6% 60.2% 82.9% HV 60d 110.1% 104.1% 114.7% 107.8% 104.1% IV Rank 45.0% 10.7% 100.0% 36.2% 54.5% IV Percentile 46.7% 2.4% 100.0% 34.5% 66.3% Term Structure 28.1% -102.0% 143.4% -20.6% -4.7% VWIV 128.2% 71.4% 207.1% 94.2% 142.4% Bid-Ask Spread % 109.07 12.39 200.00 146.59 48.53 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 213 0 776 0 776 Net DEX 6.8K -52 25.2K -52 25.2K Net VEX 20 0 58 0 58 P/C Ratio 0.04 0.00 0.35 0.00 0.01 Total Volume 283.35 0 1,806 0 200 Total OI 4,404.85 3,469 5,512 3,469 5,512
Daily Data (20 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 2020-05-01 $0.52 $1.00 98.8% 0.0% 60.2% 36.2% 0.0% 0.0% 0.0% 0 -52 0 0.00 146.59 N/A N/A 0 0 3,410 59 2020-05-04 $0.54 $1.00 97.4% 27.9% 61.5% 35.4% 0.0% 0.0% -20.6% 0 0 0 0.00 198.37 N/A N/A 51 0 3,410 60 2020-05-05 $0.56 $1.00 94.0% 27.0% 56.6% 33.2% 0.0% 0.0% 6.5% 0 0 0 0.01 198.43 N/A N/A 158 1 3,461 60 2020-05-06 $0.58 $1.00 97.0% 0.0% 55.7% 35.1% 0.0% 0.0% 0.0% 0 0 0 0.02 198.64 N/A N/A 54 1 3,605 61 2020-05-07 $0.60 $1.00 135.6% 38.9% 56.4% 59.6% 0.0% 0.0% -26.7% 0 0 0 0.00 74.58 N/A N/A 1 0 3,658 61 2020-05-08 $0.64 $1.00 189.0% 35.3% 60.0% 93.5% 0.0% 0.0% -2.7% 0 0 0 0.00 17.92 N/A N/A 96 0 3,721 61 2020-05-11 $0.73 $1.00 102.2% 29.3% 74.3% 38.4% 94.2% 0.0% 6.9% 1 16 0 0.25 24.51 N/A N/A 429 106 3,911 61 2020-05-12 $0.83 $1.00 175.7% 52.5% 83.4% 85.1% 183.1% 0.0% -20.5% 82 5.6K 15 0.01 126.28 N/A N/A 408 6 4,268 166 2020-05-13 $0.77 $1.00 207.1% 59.4% 89.9% 100.0% 207.1% 0.0% -102.0% 139 10.6K 29 0.00 153.86 N/A N/A 207 1 4,443 172 2020-05-14 $0.76 $1.00 126.8% 36.4% 88.5% 51.4% 140.7% 0.0% 18.8% 259 11.7K 35 0.00 24.30 N/A N/A 1,806 0 4,629 172 2020-05-15 $0.83 $1.00 110.2% 31.6% 90.9% 41.4% 122.0% 0.0% -0.9% 376 14.8K 45 0.04 63.29 N/A N/A 428 17 4,678 172 2020-05-18 $0.87 $1.00 64.0% 18.4% 90.8% 13.5% 71.4% 0.0% 31.3% 664 10.2K 37 0.00 28.78 N/A N/A 70 0 4,354 177 2020-05-19 $0.84 $1.00 132.1% 37.9% 92.0% 54.6% 0.0% 0.0% -15.5% 401 15.9K 45 0.00 200.00 N/A N/A 106 0 4,413 177 2020-05-20 $0.81 $1.00 59.5% 17.1% 93.6% 10.7% 0.0% 0.0% 89.5% 11 21 0 0.35 177.78 N/A N/A 307 108 4,333 177 2020-05-21 $0.79 $1.00 94.0% 27.0% 85.1% 31.6% 94.1% 0.0% 129.9% 5 9 0 0.04 156.10 N/A N/A 28 1 4,417 286 2020-05-22 $0.78 $1.00 119.4% 34.2% 85.8% 46.9% 98.4% 0.0% 64.8% 346 12.2K 37 0.00 12.39 N/A N/A 250 1 4,441 287 2020-05-26 $0.79 $1.00 84.0% 24.1% 84.6% 25.5% 0.0% 0.0% 119.6% 561 7.9K 33 0.00 89.74 N/A N/A 305 0 4,606 288 2020-05-27 $0.82 $1.00 109.7% 31.5% 84.7% 41.1% 0.0% 0.0% 88.9% 598 22.6K 57 0.00 48.84 N/A N/A 73 0 4,901 288 2020-05-28 $0.84 $1.00 62.7% 18.0% 84.3% 12.6% 0.0% 0.0% 143.4% 34 -29 0 0.13 192.47 N/A N/A 398 50 4,853 288 2020-05-29 $0.85 $1.00 131.9% 37.8% 82.9% 54.5% 142.4% 0.0% -4.7% 776 25.2K 58 0.01 48.53 N/A N/A 199 1 5,174 338
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