TRX Options History — June 2020

In June 2020, TRX traded between $0.71 and $0.88. ATM implied volatility averaged 110.4%, placing in the 41.5% IV rank vs the trailing year. The 30-day expected move averaged 33.8%. IV traded above realized volatility by 39.1% (HV 20d: 71.3%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.17.

Notable Days

2020-06-23: Highest Volume — 857 contracts
2020-06-18: Largest IV spike — 83.8% change
2020-06-10: Highest IV Rank — 83.6%
2020-06-04: Largest Expected Move — 58.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.80	$0.71	$0.88	$0.85	$0.88
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	110.4%	67.5%	180.0%	101.1%	157.7%
Expected Move	33.8%	19.3%	58.8%	29.0%	45.2%
HV 20d	71.3%	62.2%	91.9%	83.4%	69.5%
HV 60d	88.2%	70.9%	104.2%	104.1%	72.5%
IV Rank	41.5%	15.5%	83.6%	35.9%	70.1%
IV Percentile	46.5%	6.3%	93.3%	39.7%	81.7%
Term Structure	-1.7%	-105.5%	104.2%	60.4%	-50.7%
VWIV	122.1%	63.7%	193.2%	101.1%	158.7%
Bid-Ask Spread %	77.90	15.26	194.77	139.78	88.21
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	1.2K	0	2.3K	51	2.2K
Net DEX	35.2K	-3.2K	75.2K	-86	75.2K
Net VEX	109	0	207	1	162
P/C Ratio	0.17	0.00	1.05	0.19	0.04
Total Volume	335.864	26	857	332	200
Total OI	6,831.727	5,580	7,949	5,630	7,595

Daily Data (22 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
2020-06-01	$0.85	$1.00	101.1%	29.0%	83.4%	35.9%	101.1%	0.0%	60.4%	51	-86	1	0.19	139.78	N/A	N/A	280	52	5,291	339
2020-06-02	$0.84	$1.00	67.5%	19.3%	84.2%	15.5%	63.7%	0.0%	104.2%	8	-158	0	0.04	194.77	N/A	N/A	25	1	5,191	389
2020-06-03	$0.79	$1.00	86.8%	24.9%	89.0%	27.2%	0.0%	0.0%	78.8%	0	-158	0	0.00	187.67	N/A	N/A	224	0	5,211	389
2020-06-04	$0.82	$1.00	90.0%	58.8%	89.1%	29.2%	0.0%	0.0%	-92.0%	982	68.2K	207	1.05	104.71	N/A	N/A	101	106	5,430	389
2020-06-05	$0.78	$1.00	108.9%	55.4%	91.9%	40.6%	193.2%	0.0%	-76.7%	0	-3.2K	0	0.00	98.98	N/A	N/A	234	0	5,510	389
2020-06-08	$0.78	$1.00	122.9%	40.5%	90.0%	49.0%	142.5%	0.0%	-26.1%	1.3K	55.5K	193	0.01	15.26	N/A	N/A	185	1	5,522	389
2020-06-09	$0.78	$1.00	128.9%	22.7%	77.6%	52.7%	80.9%	0.0%	31.5%	1.7K	25.3K	130	0.00	17.48	N/A	N/A	468	2	5,524	389
2020-06-10	$0.79	$1.00	180.0%	51.6%	62.3%	83.6%	169.6%	0.0%	-71.3%	0	-3.2K	0	0.59	167.96	N/A	N/A	232	136	5,892	388
2020-06-11	$0.71	$1.00	76.0%	21.8%	67.9%	20.7%	0.0%	0.0%	48.8%	0	-2.8K	0	0.66	22.80	N/A	N/A	260	172	6,118	517
2020-06-12	$0.73	$1.00	93.8%	26.9%	68.8%	31.4%	0.0%	0.0%	25.1%	1	-2.9K	0	0.00	79.58	N/A	N/A	122	0	6,235	689
2020-06-15	$0.78	$1.00	100.1%	28.7%	65.3%	35.3%	92.0%	0.0%	15.7%	1.7K	33.4K	144	0.15	37.63	N/A	N/A	683	105	6,332	689
2020-06-16	$0.80	$1.00	108.5%	31.1%	63.5%	40.4%	88.6%	0.0%	48.2%	1.6K	52.8K	178	0.00	25.00	N/A	N/A	403	0	6,672	788
2020-06-17	$0.83	$1.00	77.7%	22.3%	64.0%	21.7%	83.0%	0.0%	52.5%	2.3K	34.2K	146	0.00	166.67	N/A	N/A	449	1	6,822	788
2020-06-18	$0.81	$1.00	142.8%	40.9%	63.3%	61.1%	144.6%	0.0%	0.0%	1.6K	61.6K	178	0.00	21.43	N/A	N/A	420	0	6,955	788
2020-06-19	$0.80	$1.00	133.2%	38.2%	62.8%	55.3%	147.9%	0.0%	-105.5%	1.7K	57.5K	167	0.00	19.89	N/A	N/A	358	0	7,161	788
2020-06-22	$0.81	$1.00	131.8%	37.8%	62.7%	54.4%	143.5%	0.0%	-17.1%	1.8K	69.5K	181	0.22	26.52	N/A	N/A	183	41	6,411	785
2020-06-23	$0.84	$1.00	117.0%	33.5%	63.8%	45.5%	135.0%	0.0%	-23.9%	2.0K	72.9K	177	0.50	34.08	N/A	N/A	572	285	6,395	826
2020-06-24	$0.83	$1.00	119.6%	34.3%	62.7%	47.1%	135.3%	0.0%	-97.0%	2.1K	74.2K	178	0.21	170.00	N/A	N/A	350	74	6,555	886
2020-06-25	$0.82	$1.00	112.2%	32.2%	62.2%	42.6%	0.0%	0.0%	14.1%	1.6K	58.4K	151	0.11	26.57	N/A	N/A	272	30	6,508	948
2020-06-26	$0.80	$1.00	73.5%	21.1%	62.5%	19.2%	73.5%	0.0%	72.2%	2.0K	17.4K	86	0.02	47.97	N/A	N/A	46	1	6,758	978
2020-06-29	$0.81	$1.00	98.8%	28.3%	62.7%	34.5%	0.0%	0.0%	-26.9%	2.2K	31.5K	110	0.00	20.96	N/A	N/A	315	0	6,701	978
2020-06-30	$0.88	$1.00	157.7%	45.2%	69.5%	70.1%	158.7%	0.0%	-50.7%	2.2K	75.2K	162	0.04	88.21	N/A	N/A	192	8	6,617	978