TRX Options History — October 2020 In October 2020, TRX traded between $0.62 and $0.76. ATM implied volatility averaged 117.3%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 63.9% (HV 20d: 53.4%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.30.
Notable Days 2020-10-09 : Highest Volume — 339 contracts2020-10-13 : Largest IV drop — 67.0% change2020-10-12 : Highest IV Rank — 92.4%2020-10-29 : Largest Expected Move — 42.4%Monthly Statistics Metric Avg Min Max Open Close Price $0.69 $0.62 $0.76 $0.70 $0.62 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 117.3% 64.4% 195.6% 115.8% 119.4% Expected Move 27.4% 18.0% 42.4% 33.2% 34.2% HV 20d 53.4% 48.2% 64.6% 49.9% 49.8% HV 60d 51.8% 49.0% 55.6% 53.0% 49.0% IV Rank 40.1% 4.7% 92.4% 39.3% 41.4% IV Percentile 48.5% 4.4% 98.4% 52.0% 52.8% Term Structure -8.8% -58.8% 45.8% -52.4% -41.2% Bid-Ask Spread % 93.72 21.82 166.05 136.80 141.19 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 13 0 61 0 0 Net DEX -2.7K -31.4K 2.0K -31.4K -124 Net VEX 1 0 8 3 0 P/C Ratio 0.30 0.00 5.00 0.06 0.04 Total Volume 100.864 1 339 291 27 Total OI 8,918.591 7,727 10,288 9,390 7,962
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 2020-10-01 $0.70 $1.00 115.8% 33.2% 49.9% 39.3% 0.0% 0.0% -52.4% 0 -31.4K 3 0.06 136.80 N/A N/A 274 17 8,281 1,109 2020-10-02 $0.68 $1.00 126.3% 36.2% 50.5% 46.3% 0.0% 0.0% -58.8% 0 -30.5K 3 0.00 141.44 N/A N/A 43 0 8,488 1,126 2020-10-05 $0.69 $1.00 138.8% 22.6% 51.1% 54.6% 0.0% 0.0% 40.1% 0 0 0 0.12 141.25 N/A N/A 41 5 8,491 1,126 2020-10-06 $0.68 $1.00 149.4% 22.7% 50.6% 61.6% 0.0% 0.0% 33.3% 0 -68 0 0.00 104.96 N/A N/A 28 0 8,496 1,130 2020-10-07 $0.69 $1.00 153.4% 23.1% 51.2% 64.3% 0.0% 0.0% -23.4% 0 -69 0 0.00 166.05 N/A N/A 197 0 8,493 1,130 2020-10-08 $0.69 $1.00 155.5% 23.4% 51.2% 65.7% 0.0% 0.0% 34.3% 0 -69 0 0.07 77.06 N/A N/A 71 5 8,576 1,130 2020-10-09 $0.74 $1.00 152.1% 24.5% 56.3% 63.4% 0.0% 0.0% 45.8% 60 1.1K 6 0.01 77.11 N/A N/A 335 4 8,552 1,120 2020-10-12 $0.75 $1.00 195.6% 18.0% 56.3% 92.4% 0.0% 0.0% -22.5% 55 555 4 0.01 69.41 N/A N/A 133 1 8,803 1,120 2020-10-13 $0.76 $1.00 64.5% 18.5% 55.6% 4.8% 0.0% 0.0% -5.3% 61 594 4 0.00 57.04 N/A N/A 270 0 8,905 1,122 2020-10-14 $0.75 $1.00 64.4% 18.5% 55.6% 4.7% 0.0% 0.0% 29.6% 55 480 3 0.00 21.82 N/A N/A 3 0 9,163 1,122 2020-10-15 $0.76 $1.00 97.6% 28.0% 55.6% 26.8% 0.0% 0.0% 0.0% 58 2.0K 8 0.00 74.09 N/A N/A 1 0 9,165 1,122 2020-10-16 $0.72 $1.00 78.1% 22.4% 58.2% 13.8% 0.0% 0.0% 4.0% 0 -144 0 0.11 34.45 N/A N/A 92 10 9,166 1,122 2020-10-19 $0.67 $1.00 92.7% 26.6% 63.5% 23.6% 0.0% 0.0% -23.1% 0 -134 0 0.01 78.92 N/A N/A 193 2 7,039 688 2020-10-20 $0.69 $1.00 96.1% 27.6% 64.6% 25.9% 0.0% 0.0% -22.7% 0 -138 0 0.00 76.85 N/A N/A 150 0 7,071 686 2020-10-21 $0.69 $1.00 84.0% 24.1% 52.7% 17.8% 0.0% 0.0% 0.7% 0 -138 0 0.10 151.88 N/A N/A 49 5 7,092 686 2020-10-22 $0.69 $1.00 99.4% 28.5% 48.2% 28.0% 0.0% 0.0% 0.0% 0 -138 0 0.38 130.93 N/A N/A 39 15 7,092 691 2020-10-23 $0.66 $1.00 115.7% 33.2% 50.5% 38.9% 0.0% 0.0% -1.6% 0 -132 0 5.00 61.38 N/A N/A 2 10 7,102 696 2020-10-26 $0.64 $1.00 104.4% 29.9% 51.6% 31.4% 0.0% 0.0% -5.1% 0 -128 0 0.32 156.52 N/A N/A 28 9 7,103 706 2020-10-27 $0.65 $1.00 104.0% 29.8% 50.7% 31.1% 0.0% 0.0% -33.3% 0 -130 0 0.00 43.20 N/A N/A 11 0 7,121 698 2020-10-28 $0.64 $1.00 125.7% 36.0% 50.7% 45.6% 0.0% 0.0% -35.7% 0 -128 0 0.18 81.67 N/A N/A 51 9 7,131 698 2020-10-29 $0.63 $1.00 147.9% 42.4% 50.4% 60.5% 0.0% 0.0% -38.3% 0 -126 0 0.10 37.85 N/A N/A 81 8 7,182 707 2020-10-30 $0.62 $1.00 119.4% 34.2% 49.8% 41.4% 0.0% 0.0% -41.2% 0 -124 0 0.04 141.19 N/A N/A 26 1 7,263 699
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