TRX Options History — January 2021 In January 2021, TRX traded between $0.61 and $0.78. ATM implied volatility averaged 132.7%, placing in the 48.4% IV rank vs the trailing year. The 30-day expected move averaged 34.3%. IV traded above realized volatility by 69.8% (HV 20d: 62.9%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.51.
Notable Days 2021-01-29 : Highest Volume — 29,662 contracts2021-01-29 : Largest IV spike — 172.7% change2021-01-29 : Highest IV Rank — 100.0%2021-01-29 : Largest Expected Move — 74.8%Monthly Statistics Metric Avg Min Max Open Close Price $0.66 $0.61 $0.78 $0.68 $0.78 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 132.7% 95.6% 260.8% 159.9% 260.8% Expected Move 34.3% 27.4% 74.8% 30.2% 74.8% HV 20d 62.9% 57.7% 69.3% 66.6% 67.2% HV 60d 58.7% 56.9% 64.2% 59.4% 64.2% IV Rank 48.4% 25.5% 100.0% 68.4% 100.0% IV Percentile 55.1% 21.4% 100.0% 82.5% 100.0% Term Structure 30.5% -55.2% 150.6% 16.1% 150.6% VWIV 141.7% 101.0% 184.5% 101.0% 184.5% Bid-Ask Spread % 83.49 34.20 154.63 122.00 50.19 Gamma HHI 0.99 0.95 1.00 1.00 0.95 Net GEX 27 0 512 0 512 Net DEX -1.2K -9.1K 24.2K -68 24.2K Net VEX 4 0 72 0 72 P/C Ratio 0.51 0.03 2.43 0.23 0.08 Total Volume 2,047.421 24 29,662 156 29,662 Total OI 8,698.684 4,596 11,155 10,320 8,548
Daily Data (19 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 2021-01-04 $0.68 $1.00 159.9% 30.2% 66.6% 68.4% 101.0% 0.0% 16.1% 0 -68 0 0.23 122.00 N/A N/A 127 29 9,536 784 2021-01-05 $0.66 $1.00 157.3% 32.5% 67.3% 66.7% 152.3% 0.0% -5.4% 0 -1.1K 0 0.67 92.30 N/A N/A 83 56 9,639 801 2021-01-06 $0.65 $1.00 169.9% 28.5% 67.5% 75.1% 121.6% 0.0% 44.9% 0 -390 0 1.49 118.08 N/A N/A 35 52 9,662 836 2021-01-07 $0.65 $1.00 180.2% 28.8% 66.3% 82.0% 144.3% 0.0% 44.6% 0 -260 0 2.43 64.81 N/A N/A 7 17 9,693 804 2021-01-08 $0.61 $1.00 105.9% 30.4% 69.3% 32.4% 125.3% 0.0% -8.6% 0 -244 0 0.06 61.95 N/A N/A 31 2 9,702 818 2021-01-11 $0.63 $1.00 111.2% 31.9% 68.7% 36.0% 0.0% 0.0% 46.6% 0 -189 0 0.65 34.20 N/A N/A 246 161 9,738 818 2021-01-12 $0.62 $1.00 112.0% 32.1% 59.1% 36.5% 0.0% 0.0% 44.8% 0 -186 0 0.10 93.34 N/A N/A 81 8 9,954 969 2021-01-13 $0.64 $1.00 99.2% 28.4% 59.1% 27.9% 0.0% 0.0% 47.5% 0 -192 0 0.14 108.48 N/A N/A 121 17 9,978 941 2021-01-14 $0.64 $1.00 117.3% 33.6% 59.1% 40.0% 119.8% 0.0% -55.2% 0 -192 0 0.08 93.21 N/A N/A 379 30 10,033 926 2021-01-15 $0.63 $1.00 117.4% 33.7% 59.1% 40.1% 0.0% 0.0% -23.0% 0 -252 0 1.67 61.72 N/A N/A 291 486 10,204 951 2021-01-19 $0.62 $1.00 106.2% 30.4% 59.0% 32.6% 0.0% 0.0% -27.1% 0 -248 0 0.10 81.92 N/A N/A 411 43 4,160 436 2021-01-20 $0.62 $1.00 100.0% 28.7% 58.8% 28.5% 0.0% 0.0% -0.8% 0 -248 0 0.46 112.11 N/A N/A 373 172 4,462 437 2021-01-21 $0.65 $1.00 120.5% 34.5% 58.6% 42.1% 146.3% 0.0% 66.6% 0 -9.1K 0 0.21 51.67 N/A N/A 693 146 4,683 565 2021-01-22 $0.67 $1.00 133.5% 38.3% 57.7% 50.8% 175.3% 0.0% -1.3% 0 -9.0K 0 0.41 73.20 N/A N/A 276 112 5,395 603 2021-01-25 $0.71 $1.00 108.8% 31.2% 60.4% 34.4% 0.0% 0.0% 68.4% 0 -6.0K 1 0.03 104.32 N/A N/A 1,816 47 5,638 504 2021-01-26 $0.70 $1.00 117.7% 33.7% 60.9% 40.3% 143.8% 0.0% 76.1% 0 -6.0K 1 0.31 37.17 N/A N/A 935 287 6,757 532 2021-01-27 $0.66 $1.00 148.0% 42.4% 63.7% 60.5% 144.1% 0.0% 37.9% 0 -6.9K 1 0.33 70.94 N/A N/A 367 121 7,240 642 2021-01-28 $0.70 $1.00 95.6% 27.4% 65.7% 25.5% 0.0% 0.0% 57.1% 0 -7.3K 1 0.32 154.63 N/A N/A 897 284 7,202 684 2021-01-29 $0.78 $1.00 260.8% 74.8% 67.2% 100.0% 184.5% 0.0% 150.6% 512 24.2K 72 0.08 50.19 N/A N/A 27,396 2,266 7,787 761
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