TRX Options History — August 2020 In August 2020, TRX traded between $0.82 and $0.93. ATM implied volatility averaged 83.9%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 24.7% (HV 20d: 59.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.21.
Notable Days 2020-08-27 : Highest Volume — 1,804 contracts2020-08-05 : Largest IV spike — 110.7% change2020-08-19 : Highest IV Rank — 48.1%2020-08-19 : Largest Expected Move — 34.8%Monthly Statistics Metric Avg Min Max Open Close Price $0.88 $0.82 $0.93 $0.92 $0.85 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 83.9% 57.4% 121.3% 70.5% 66.8% Expected Move 24.8% 16.5% 34.8% 20.2% 19.1% HV 20d 59.1% 46.9% 68.4% 66.7% 47.0% HV 60d 62.7% 59.2% 74.5% 74.5% 59.5% IV Rank 25.5% 9.4% 48.1% 17.4% 15.1% IV Percentile 21.7% 0.8% 58.7% 7.1% 5.2% Term Structure 34.3% -12.5% 96.8% 57.6% 96.8% VWIV 88.4% 62.6% 121.2% 91.6% 68.0% Bid-Ask Spread % 62.06 14.26 133.31 45.98 107.90 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 1.0K 35 2.8K 2.0K 35 Net DEX 20.1K -9.5K 34.7K 23.5K -9.5K Net VEX 67 1 92 88 1 P/C Ratio 0.21 0.00 2.60 0.29 0.02 Total Volume 266 10 1,804 183 120 Total OI 9,647.333 8,629 10,110 9,766 9,515
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 2020-08-03 $0.92 $1.00 70.5% 20.2% 66.7% 17.4% 91.6% 0.0% 57.6% 2.0K 23.5K 88 0.29 45.98 N/A N/A 142 41 8,589 1,177 2020-08-04 $0.92 $1.00 57.4% 16.5% 61.0% 9.4% 63.9% 0.0% 94.9% 2.8K 11.8K 78 0.01 110.53 N/A N/A 269 3 8,615 1,179 2020-08-05 $0.92 $1.00 120.9% 34.7% 61.0% 47.8% 121.2% 0.0% 23.7% 1.7K 34.7K 91 0.00 101.93 N/A N/A 97 0 8,836 1,179 2020-08-06 $0.89 $1.00 58.6% 26.5% 60.6% 10.2% 78.3% 0.0% 18.8% 723 28.5K 91 0.00 56.99 N/A N/A 114 0 8,868 1,179 2020-08-07 $0.89 $1.00 79.3% 32.5% 60.4% 22.7% 0.0% 0.0% -12.5% 693 29.9K 90 0.00 85.08 N/A N/A 1,017 1 8,887 1,179 2020-08-10 $0.88 $1.00 88.7% 33.9% 60.2% 28.4% 118.3% 0.0% -11.2% 682 29.7K 86 0.17 39.43 N/A N/A 208 35 8,365 1,178 2020-08-11 $0.84 $1.00 111.8% 19.9% 61.3% 42.4% 0.0% 0.0% 46.1% 899 14.7K 67 0.04 20.45 N/A N/A 228 8 8,548 1,179 2020-08-12 $0.82 $1.00 99.1% 28.4% 61.6% 34.7% 0.0% 0.0% 19.2% 605 21.8K 74 0.14 14.78 N/A N/A 21 3 8,678 1,181 2020-08-13 $0.85 $1.00 102.6% 29.4% 63.5% 36.8% 94.5% 0.0% -9.8% 768 24.4K 77 0.01 18.73 N/A N/A 158 2 8,685 1,183 2020-08-14 $0.85 $1.00 76.9% 22.0% 63.2% 21.2% 0.0% 0.0% 24.2% 882 18.0K 69 0.67 16.63 N/A N/A 6 4 8,778 1,182 2020-08-17 $0.91 $1.00 86.8% 24.9% 64.3% 27.2% 62.6% 0.0% 21.1% 823 29.5K 82 0.03 29.64 N/A N/A 117 4 8,780 1,181 2020-08-18 $0.93 $1.00 96.5% 27.7% 64.2% 33.1% 96.9% 0.0% 5.6% 1.1K 33.8K 92 0.01 48.44 N/A N/A 68 1 8,889 1,180 2020-08-19 $0.88 $1.00 121.3% 34.8% 66.1% 48.1% 0.0% 0.0% 26.3% 1.0K 2.6K 24 0.07 117.89 N/A N/A 14 1 8,916 1,180 2020-08-20 $0.90 $1.00 89.5% 25.7% 66.6% 28.9% 68.0% 0.0% 25.0% 960 31.5K 85 0.11 27.61 N/A N/A 9 1 8,926 1,180 2020-08-21 $0.86 $1.00 93.9% 26.9% 68.4% 31.5% 0.0% 0.0% 43.5% 758 29.2K 81 0.00 67.65 N/A N/A 627 1 8,930 1,180 2020-08-24 $0.86 $1.00 71.3% 20.4% 49.7% 17.8% 0.0% 0.0% 68.9% 1.1K 20.3K 67 0.00 14.26 N/A N/A 23 0 7,651 1,001 2020-08-25 $0.85 $1.00 57.9% 16.6% 49.2% 9.7% 0.0% 0.0% 60.6% 1.2K 9.9K 43 0.00 21.57 N/A N/A 142 0 7,648 1,001 2020-08-26 $0.87 $1.00 60.8% 17.4% 50.5% 11.5% 0.0% 0.0% 37.3% 1.4K 13.7K 51 0.17 113.67 N/A N/A 131 22 7,628 1,001 2020-08-27 $0.86 $1.00 91.1% 26.1% 48.9% 29.8% 0.0% 0.0% 42.4% 905 25.5K 70 0.00 110.83 N/A N/A 1,804 0 7,745 1,022 2020-08-28 $0.86 $1.00 59.6% 17.1% 46.9% 10.8% 0.0% 0.0% 42.0% 123 -982 3 2.60 133.31 N/A N/A 40 104 8,373 1,022 2020-08-31 $0.85 $1.00 66.8% 19.1% 47.0% 15.1% 0.0% 0.0% 96.8% 35 -9.5K 1 0.02 107.90 N/A N/A 118 2 8,394 1,121
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