TRX Options History — February 2021 In February 2021, TRX traded between $0.69 and $0.94. ATM implied volatility averaged 218.4%, placing in the 57.3% IV rank vs the trailing year. The 30-day expected move averaged 65.9%. IV traded above realized volatility by 101.5% (HV 20d: 116.9%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.12.
Notable Days 2021-02-10 : Highest Volume — 28,750 contracts2021-02-10 : Largest IV spike — 95.3% change2021-02-01 : Highest IV Rank — 100.0%2021-02-01 : Largest Expected Move — 97.0%Monthly Statistics Metric Avg Min Max Open Close Price $0.79 $0.69 $0.94 $0.87 $0.70 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 218.4% 94.0% 338.2% 338.2% 196.9% Expected Move 65.9% 45.6% 97.0% 97.0% 56.5% HV 20d 116.9% 75.5% 139.5% 75.5% 137.7% HV 60d 82.8% 67.7% 93.4% 67.7% 93.4% IV Rank 57.3% 13.0% 100.0% 100.0% 49.7% IV Percentile 89.5% 20.2% 100.0% 100.0% 92.9% Term Structure 3.1% -46.7% 53.6% -12.8% -2.5% VWIV 241.7% 176.6% 337.6% 337.0% 220.5% Bid-Ask Spread % 45.36 20.23 90.32 40.43 35.60 Gamma HHI 0.81 0.60 1.00 0.80 1.00 Net GEX 3.1K 0 9.2K 6.7K 0 Net DEX 112.9K -210.4K 445.2K 227.4K -204.2K Net VEX 533 13 1.3K 613 21 P/C Ratio 0.12 0.02 0.37 0.07 0.10 Total Volume 7,412.842 916 28,750 14,361 1,379 Total OI 44,236.421 23,467 67,199 23,467 52,428
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 2021-02-01 $0.87 $1.00 338.2% 97.0% 75.5% 100.0% 337.0% 0.0% -12.8% 6.7K 227.4K 613 0.07 40.43 N/A N/A 13,411 950 21,287 2,180 2021-02-02 $0.76 $1.00 230.5% 66.1% 91.3% 61.6% 230.4% 0.0% 5.3% 0 -70.9K 14 0.15 90.32 N/A N/A 2,666 396 26,031 2,427 2021-02-03 $0.76 $1.00 222.0% 63.6% 90.4% 58.6% 224.9% 0.0% 7.8% 0 -68.4K 13 0.16 67.59 N/A N/A 1,051 171 25,664 2,329 2021-02-04 $0.73 $1.00 175.8% 69.8% 91.7% 42.2% 241.7% 0.0% 37.3% 1.2K 32.9K 222 0.02 88.44 N/A N/A 1,210 21 25,638 2,187 2021-02-05 $0.74 $1.00 125.6% 51.9% 91.7% 24.3% 213.5% 0.0% 12.5% 971 67.0K 260 0.05 65.61 N/A N/A 1,112 60 25,871 2,182 2021-02-08 $0.77 $1.00 94.0% 45.6% 88.5% 13.0% 176.6% 0.0% 53.6% 1.2K 52.6K 249 0.12 68.66 N/A N/A 816 100 25,975 2,192 2021-02-09 $0.69 $1.00 139.1% 49.0% 97.9% 29.1% 210.7% 0.0% 6.4% 1.0K 55.4K 237 0.03 36.77 N/A N/A 7,664 243 26,227 2,242 2021-02-10 $0.86 $1.00 271.7% 77.9% 123.8% 76.3% 337.6% 0.0% -46.7% 2.2K 130.5K 441 0.05 48.80 N/A N/A 27,473 1,277 32,169 2,249 2021-02-11 $0.94 $1.00 254.0% 72.8% 126.4% 70.0% 282.9% 0.0% -2.9% 4.1K 413.6K 1.0K 0.05 32.03 N/A N/A 25,511 1,242 46,406 3,166 2021-02-12 $0.89 $1.00 239.4% 68.6% 129.0% 64.8% 249.7% 0.0% 31.1% 5.3K 445.2K 1.3K 0.05 36.28 N/A N/A 11,236 588 54,122 4,263 2021-02-16 $0.89 $1.00 254.6% 73.0% 128.6% 70.2% 258.1% 0.0% -6.8% 6.5K 382.2K 1.1K 0.06 60.51 N/A N/A 9,894 549 56,647 4,707 2021-02-17 $0.84 $1.00 236.9% 67.9% 130.9% 63.9% 237.9% 0.0% 10.0% 6.2K 432.2K 1.3K 0.10 25.64 N/A N/A 6,405 651 60,396 5,096 2021-02-18 $0.79 $1.00 250.8% 71.9% 133.6% 68.9% 251.9% 0.0% -32.4% 9.2K 216.4K 970 0.33 29.85 N/A N/A 2,560 847 60,698 5,467 2021-02-19 $0.80 $1.00 241.2% 69.1% 132.9% 65.4% 240.4% 0.0% 14.6% 6.2K 313.4K 1.2K 0.37 30.67 N/A N/A 2,200 817 61,198 6,001 2021-02-22 $0.80 $1.00 227.6% 65.3% 132.8% 60.6% 227.5% 0.0% -30.1% 7.2K 311.0K 1.2K 0.12 20.23 N/A N/A 5,886 692 39,707 4,552 2021-02-23 $0.71 $1.00 220.3% 63.2% 138.9% 58.0% 220.3% 0.0% 10.4% 0 -179.3K 18 0.35 29.83 N/A N/A 4,254 1,478 42,412 5,073 2021-02-24 $0.74 $1.00 200.5% 57.5% 139.5% 51.0% 200.3% 0.0% -3.6% 0 -210.4K 19 0.14 24.47 N/A N/A 3,676 525 43,653 5,858 2021-02-25 $0.70 $1.00 230.4% 66.1% 139.3% 61.6% 230.4% 0.0% 8.3% 0 -201.8K 21 0.03 30.16 N/A N/A 1,787 46 45,771 6,021 2021-02-26 $0.70 $1.00 196.9% 56.5% 137.7% 49.7% 220.5% 0.0% -2.5% 0 -204.2K 21 0.10 35.60 N/A N/A 1,258 121 46,366 6,062
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