TRX Options History — December 2020 In December 2020, TRX traded between $0.57 and $0.66. ATM implied volatility averaged 129.5%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 33.6%. IV traded above realized volatility by 72.0% (HV 20d: 57.4%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.53.
Notable Days 2020-12-07 : Highest Volume — 240 contracts2020-12-09 : Largest IV drop — 37.3% change2020-12-08 : Highest IV Rank — 80.1%2020-12-29 : Largest Expected Move — 46.1%Monthly Statistics Metric Avg Min Max Open Close Price $0.62 $0.57 $0.66 $0.66 $0.65 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 129.5% 97.7% 177.4% 120.6% 131.6% Expected Move 33.6% 26.1% 46.1% 34.6% 37.7% HV 20d 57.4% 44.8% 65.9% 60.9% 64.8% HV 60d 55.5% 53.5% 58.8% 53.5% 58.8% IV Rank 48.1% 26.9% 80.1% 42.2% 49.6% IV Percentile 56.5% 24.6% 92.1% 52.4% 61.1% Term Structure -2.7% -64.0% 45.6% -46.5% -5.5% VWIV 113.3% 98.3% 129.3% 98.3% 110.2% Bid-Ask Spread % 57.57 12.22 105.76 72.88 36.66 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX -31.2K -36.7K -630 -660 -35.3K Net VEX 6 0 7 0 7 P/C Ratio 1.53 0.00 11.00 0.31 0.25 Total Volume 88.409 15 240 161 66 Total OI 9,935.455 9,524 10,279 9,524 10,279
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 2020-12-01 $0.66 $1.00 120.6% 34.6% 60.9% 42.2% 0.0% 0.0% -46.5% 0 -660 0 0.31 72.88 N/A N/A 123 38 8,804 720 2020-12-02 $0.63 $1.00 133.7% 38.3% 63.0% 51.0% 0.0% 0.0% -53.1% 0 -630 0 1.68 105.76 N/A N/A 25 42 8,874 740 2020-12-03 $0.63 $1.00 154.3% 26.1% 60.5% 64.7% 0.0% 0.0% 37.9% 0 -35.5K 7 4.56 63.15 N/A N/A 36 164 8,882 726 2020-12-04 $0.62 $1.00 146.4% 26.2% 45.6% 59.5% 0.0% 0.0% 45.6% 0 -35.0K 7 5.00 101.49 N/A N/A 24 120 8,904 865 2020-12-07 $0.63 $1.00 161.3% 27.4% 46.2% 69.4% 0.0% 0.0% 29.1% 0 -35.5K 7 0.25 82.03 N/A N/A 192 48 8,906 742 2020-12-08 $0.61 $1.00 177.4% 27.1% 44.8% 80.1% 98.3% 0.0% 37.2% 0 -34.4K 7 0.00 19.74 N/A N/A 0 46 8,978 727 2020-12-09 $0.59 $1.00 111.2% 31.9% 45.0% 35.9% 0.0% 0.0% 25.2% 0 -33.3K 7 0.02 95.09 N/A N/A 58 1 8,978 751 2020-12-10 $0.57 $1.00 110.5% 31.7% 46.3% 35.5% 0.0% 0.0% -5.2% 0 -32.1K 7 0.05 78.12 N/A N/A 22 1 9,002 751 2020-12-11 $0.63 $1.00 101.0% 29.0% 59.2% 29.1% 111.6% 0.0% 30.4% 0 -35.5K 7 0.08 49.62 N/A N/A 124 10 9,021 751 2020-12-14 $0.65 $1.00 97.7% 28.0% 60.0% 26.9% 105.2% 0.0% 19.7% 0 -36.7K 7 0.26 84.90 N/A N/A 61 16 9,114 754 2020-12-15 $0.65 $1.00 116.8% 33.5% 59.7% 39.7% 0.0% 0.0% 31.5% 0 -36.5K 7 0.00 12.22 N/A N/A 90 0 9,156 738 2020-12-16 $0.64 $1.00 110.2% 31.6% 60.0% 35.2% 125.0% 0.0% -29.6% 0 -36.0K 6 0.49 87.64 N/A N/A 41 20 9,156 738 2020-12-17 $0.65 $1.00 113.0% 32.4% 60.0% 37.1% 0.0% 0.0% 0.0% 0 -36.5K 6 0.00 33.43 N/A N/A 161 0 9,197 753 2020-12-18 $0.64 $1.00 114.0% 32.7% 60.0% 37.8% 129.3% 0.0% 11.9% 0 -36.0K 6 0.28 41.29 N/A N/A 97 27 9,403 753 2020-12-21 $0.61 $1.00 116.7% 33.5% 62.2% 39.6% 0.0% 0.0% -39.8% 0 -33.0K 6 0.55 51.78 N/A N/A 31 17 9,439 700 2020-12-22 $0.59 $1.00 115.1% 33.0% 62.3% 38.6% 110.2% 0.0% -15.2% 0 -31.9K 6 0.15 47.72 N/A N/A 13 2 9,435 731 2020-12-23 $0.60 $1.00 119.8% 34.3% 59.8% 41.7% 0.0% 0.0% -16.2% 0 -32.6K 6 5.67 51.66 N/A N/A 3 17 9,443 733 2020-12-24 $0.60 $1.00 144.9% 41.5% 58.6% 58.5% 0.0% 0.0% 8.8% 0 -32.6K 6 11.00 29.06 N/A N/A 5 55 9,445 748 2020-12-28 $0.58 $1.00 158.0% 45.3% 59.4% 67.2% 0.0% 0.0% -0.3% 0 -31.5K 6 1.25 20.44 N/A N/A 20 25 9,445 788 2020-12-29 $0.57 $1.00 160.8% 46.1% 59.2% 69.0% 0.0% 0.0% -64.0% 0 -31.0K 6 0.00 42.59 N/A N/A 58 0 9,456 784 2020-12-30 $0.63 $1.00 133.7% 38.3% 65.9% 51.0% 0.0% 0.0% -58.8% 0 -34.2K 7 0.35 59.24 N/A N/A 34 12 9,486 784 2020-12-31 $0.65 $1.00 131.6% 37.7% 64.8% 49.6% 0.0% 0.0% -5.5% 0 -35.3K 7 0.25 36.66 N/A N/A 53 13 9,483 796
« Nov 2020 | All History | Jan 2021 » Home TRX History December 2020