TRX Options History — September 2020 In September 2020, TRX traded between $0.65 and $0.83. ATM implied volatility averaged 97.3%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 53.2% (HV 20d: 44.1%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.43.
Notable Days 2020-09-01 : Highest Volume — 183 contracts2020-09-10 : Largest IV spike — 77.5% change2020-09-29 : Highest IV Rank — 49.3%2020-09-03 : Largest Expected Move — 38.7%Monthly Statistics Metric Avg Min Max Open Close Price $0.74 $0.65 $0.83 $0.83 $0.69 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 97.3% 60.7% 130.9% 102.6% 115.1% Expected Move 27.7% 17.4% 38.7% 29.4% 33.0% HV 20d 44.1% 29.1% 51.8% 47.5% 51.6% HV 60d 55.6% 52.8% 60.6% 59.7% 52.8% IV Rank 27.3% 2.6% 49.3% 36.8% 38.8% IV Percentile 33.4% 2.8% 65.9% 40.9% 50.4% Term Structure 18.4% -39.4% 81.9% 70.4% -24.7% VWIV 111.2% 82.2% 190.5% 190.5% 89.5% Bid-Ask Spread % 100.01 37.62 143.78 108.82 143.78 Gamma HHI 1.00 0.95 1.00 1.00 1.00 Net GEX 562 0 2.0K 1.1K 0 Net DEX -17.5K -34.9K 33.1K 9.0K -31.0K Net VEX 53 1 239 53 3 P/C Ratio 0.43 0.00 5.29 0.00 0.14 Total Volume 76.524 6 183 183 8 Total OI 9,613.762 9,062 10,054 9,604 9,384
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 2020-09-01 $0.83 $1.00 102.6% 29.4% 47.5% 36.8% 0.0% 0.0% 70.4% 1.1K 9.0K 53 0.00 108.82 N/A N/A 183 0 8,483 1,121 2020-09-02 $0.79 $1.00 102.9% 29.5% 49.9% 30.7% 0.0% 0.0% 53.9% 0 -8.8K 1 0.00 113.28 N/A N/A 68 0 8,546 1,121 2020-09-03 $0.78 $1.00 92.5% 38.7% 49.1% 23.8% 190.5% 0.0% 13.5% 1.5K 33.1K 239 0.02 122.95 N/A N/A 95 2 8,547 1,121 2020-09-04 $0.78 $1.00 108.9% 23.0% 49.1% 34.7% 0.0% 0.0% 11.4% 87 -34.9K 5 5.29 98.69 N/A N/A 17 90 8,594 1,123 2020-09-08 $0.79 $1.00 109.8% 22.8% 49.5% 35.3% 82.2% 0.0% 14.5% 2.0K 2.9K 167 0.00 86.25 N/A N/A 167 0 8,606 1,213 2020-09-09 $0.79 $1.00 67.7% 19.4% 47.1% 7.3% 0.0% 0.0% 39.6% 2.0K -6.7K 136 0.01 49.12 N/A N/A 82 1 8,675 1,213 2020-09-10 $0.78 $1.00 120.1% 34.4% 46.6% 42.2% 0.0% 0.0% 1.8% 1.7K 21.7K 205 0.00 129.43 N/A N/A 43 0 8,680 1,214 2020-09-11 $0.75 $1.00 80.5% 23.1% 46.0% 15.9% 0.0% 0.0% 70.7% 1.6K -8.0K 128 0.00 71.55 N/A N/A 6 0 8,694 1,214 2020-09-14 $0.76 $1.00 98.7% 28.3% 46.5% 28.0% 0.0% 0.0% 28.3% 1.7K 2.8K 151 0.14 118.02 N/A N/A 7 1 8,688 1,214 2020-09-15 $0.74 $1.00 84.8% 24.3% 37.9% 18.7% 0.0% 0.0% -5.9% 0 -33.3K 3 0.00 122.86 N/A N/A 17 0 8,689 1,216 2020-09-16 $0.75 $1.00 71.5% 20.5% 37.1% 9.9% 0.0% 0.0% 45.1% 0 -33.7K 3 0.00 126.58 N/A N/A 150 0 8,699 1,216 2020-09-17 $0.74 $1.00 87.6% 25.1% 33.2% 20.6% 0.0% 0.0% 0.0% 0 -33.3K 3 0.01 78.75 N/A N/A 93 1 8,798 1,216 2020-09-18 $0.72 $1.00 87.3% 25.0% 31.7% 20.4% 94.3% 0.0% 0.0% 0 -32.4K 3 0.10 122.74 N/A N/A 21 2 8,839 1,215 2020-09-21 $0.72 $1.00 92.4% 26.5% 29.1% 23.7% 99.8% 0.0% -30.2% 0 -32.4K 3 0.08 101.04 N/A N/A 159 13 7,959 1,103 2020-09-22 $0.72 $1.00 94.3% 27.0% 29.1% 25.0% 0.0% 0.0% -31.5% 0 -31.9K 3 0.00 74.47 N/A N/A 119 0 8,040 1,102 2020-09-23 $0.65 $1.00 60.7% 17.4% 44.2% 2.6% 0.0% 0.0% -39.4% 0 -28.8K 3 0.01 142.48 N/A N/A 131 1 8,052 1,102 2020-09-24 $0.69 $1.00 93.8% 26.9% 49.7% 24.7% 89.5% 0.0% 81.9% 0 -30.6K 3 0.28 138.38 N/A N/A 18 5 8,179 1,103 2020-09-25 $0.68 $1.00 115.7% 33.2% 49.7% 39.2% 0.0% 0.0% 0.0% 0 -30.1K 3 0.00 71.85 N/A N/A 30 0 8,181 1,103 2020-09-28 $0.68 $1.00 125.0% 35.8% 49.7% 45.4% 0.0% 0.0% 53.0% 0 -30.1K 3 3.00 37.62 N/A N/A 2 6 8,207 1,103 2020-09-29 $0.70 $1.00 130.9% 37.5% 51.8% 49.3% 0.0% 0.0% -21.3% 0 -31.4K 3 0.00 41.59 N/A N/A 69 0 8,207 1,109 2020-09-30 $0.69 $1.00 115.1% 33.0% 51.6% 38.8% 0.0% 0.0% -24.7% 0 -31.0K 3 0.14 143.78 N/A N/A 7 1 8,275 1,109
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