TRX Options History — November 2020 In November 2020, TRX traded between $0.58 and $0.68. ATM implied volatility averaged 125.3%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 68.5% (HV 20d: 56.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.29.
Notable Days 2020-11-30 : Highest Volume — 1,559 contracts2020-11-11 : Largest IV drop — 41.9% change2020-11-10 : Highest IV Rank — 74.6%2020-11-25 : Largest Expected Move — 40.7%Monthly Statistics Metric Avg Min Max Open Close Price $0.63 $0.58 $0.68 $0.63 $0.62 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 125.3% 93.8% 169.1% 126.1% 139.3% Expected Move 32.9% 20.9% 40.7% 36.1% 39.9% HV 20d 56.8% 49.9% 66.2% 49.9% 56.9% HV 60d 51.5% 49.2% 54.5% 49.2% 51.8% IV Rank 45.4% 24.3% 74.6% 45.9% 54.7% IV Percentile 56.5% 22.6% 89.3% 59.5% 68.7% Term Structure -29.4% -62.1% 62.4% -47.2% -48.3% VWIV 157.6% 150.8% 164.5% 150.8% 164.5% Bid-Ask Spread % 97.07 59.13 152.25 101.02 94.49 Net GEX 0 0 0 0 0 Net DEX -110 -620 0 -126 -620 Net VEX 0 0 0 0 0 P/C Ratio 1.29 0.00 13.67 0.15 0.01 Total Volume 219.3 29 1,559 102 1,559 Total OI 8,424.85 7,988 9,085 7,988 9,068
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 2020-11-02 $0.63 $1.00 126.1% 36.1% 49.9% 45.9% 0.0% 0.0% -47.2% 0 -126 0 0.15 101.02 N/A N/A 89 13 7,288 700 2020-11-03 $0.64 $1.00 126.7% 36.3% 50.2% 46.3% 0.0% 0.0% -48.8% 0 -128 0 0.02 77.62 N/A N/A 144 3 7,288 700 2020-11-04 $0.61 $1.00 140.3% 40.2% 52.2% 55.3% 0.0% 0.0% -55.7% 0 -122 0 0.00 66.99 N/A N/A 117 0 7,359 700 2020-11-05 $0.68 $0.00 122.0% 31.0% 66.2% 43.2% 0.0% 0.0% 62.4% 0 0 0 0.60 120.32 N/A N/A 25 15 7,421 700 2020-11-06 $0.68 $0.00 126.3% 20.9% 60.8% 46.0% 0.0% 0.0% -16.4% 0 0 0 0.46 85.59 N/A N/A 26 12 7,444 713 2020-11-09 $0.65 $0.00 153.7% 23.4% 62.0% 64.3% 0.0% 0.0% -19.4% 0 0 0 1.07 60.57 N/A N/A 14 15 7,434 701 2020-11-10 $0.63 $0.00 169.1% 27.8% 62.1% 74.6% 0.0% 0.0% -20.9% 0 0 0 0.27 74.85 N/A N/A 51 14 7,446 714 2020-11-11 $0.63 $0.00 98.3% 28.2% 62.2% 27.3% 0.0% 0.0% -21.6% 0 0 0 0.12 75.02 N/A N/A 174 21 7,497 700 2020-11-12 $0.62 $0.00 131.2% 37.6% 61.7% 49.3% 0.0% 0.0% -22.8% 0 0 0 13.67 152.25 N/A N/A 3 41 7,565 721 2020-11-13 $0.63 $0.00 101.0% 29.0% 60.1% 29.1% 0.0% 0.0% -23.0% 0 0 0 5.90 92.33 N/A N/A 10 59 7,567 720 2020-11-16 $0.64 $0.00 106.7% 30.6% 55.3% 32.9% 0.0% 0.0% -24.9% 0 0 0 0.02 59.13 N/A N/A 318 5 7,566 725 2020-11-17 $0.64 $0.00 93.8% 26.9% 54.0% 24.3% 0.0% 0.0% -25.8% 0 0 0 2.35 127.24 N/A N/A 17 40 7,877 720 2020-11-18 $0.65 $0.00 129.1% 37.0% 54.4% 47.9% 0.0% 0.0% -62.1% 0 0 0 0.51 144.19 N/A N/A 86 44 7,889 760 2020-11-19 $0.64 $0.00 112.0% 32.1% 54.6% 36.5% 0.0% 0.0% -27.8% 0 0 0 0.21 108.35 N/A N/A 175 37 7,870 724 2020-11-20 $0.63 $0.00 112.9% 32.4% 52.7% 37.1% 0.0% 0.0% -29.6% 0 0 0 0.12 65.16 N/A N/A 205 25 7,976 716 2020-11-23 $0.61 $0.00 116.7% 33.5% 52.8% 39.6% 0.0% 0.0% -35.1% 0 0 0 0.19 112.07 N/A N/A 81 15 7,909 706 2020-11-24 $0.58 $0.00 136.8% 39.2% 55.0% 53.0% 150.8% 0.0% -39.4% 0 0 0 0.02 92.66 N/A N/A 445 11 7,928 695 2020-11-25 $0.60 $1.00 142.1% 40.7% 56.6% 56.6% 164.5% 0.0% -39.3% 0 -600 0 0.03 103.70 N/A N/A 418 11 8,199 706 2020-11-27 $0.61 $1.00 122.1% 35.0% 56.8% 43.2% 0.0% 0.0% -42.0% 0 -610 0 0.00 127.93 N/A N/A 48 0 8,379 706 2020-11-30 $0.62 $1.00 139.3% 39.9% 56.9% 54.7% 0.0% 0.0% -48.3% 0 -620 0 0.01 94.49 N/A N/A 1,544 15 8,363 705
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