TRX Options History — April 2021

In April 2021, TRX traded between $0.53 and $0.61. ATM implied volatility averaged 144.9%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 39.4%. IV traded above realized volatility by 100.7% (HV 20d: 44.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2021-04-19: Highest Volume — 1,373 contracts
  • 2021-04-06: Largest IV spike — 107.6% change
  • 2021-04-06: Highest IV Rank — 49.1%
  • 2021-04-01: Largest Expected Move — 55.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.57$0.53$0.61$0.61$0.56
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV144.9%94.1%195.3%194.2%142.9%
Expected Move39.4%30.3%55.7%55.7%41.0%
HV 20d44.2%39.1%48.1%48.1%41.6%
HV 60d87.4%76.9%89.9%89.9%76.9%
IV Rank31.2%13.1%49.1%48.7%30.5%
IV Percentile66.2%21.4%88.9%88.5%73.4%
Term Structure-2.4%-65.5%60.3%-65.5%-47.5%
VWIV149.8%101.2%199.0%116.3%148.2%
Bid-Ask Spread %47.716.76111.9939.1815.93
Gamma HHI1.001.001.001.001.00
Net GEX00000
Net DEX-8.3K-75.6K-120-75.6K-6.3K
Net VEX3121212
P/C Ratio0.210.000.910.730.02
Total Volume535.8571021,373468176
Total OI33,999.57123,14843,55541,28325,428

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$0.61$1.00194.2%55.7%48.1%48.7%0.0%0.0%-65.5%0-75.6K210.7339.18N/AN/A27119737,1144,169
2021-04-05$0.60$1.0094.1%37.6%48.0%13.1%116.3%0.0%25.8%0-12010.7774.98N/AN/A28021637,2374,166
2021-04-06$0.60$1.00195.3%37.7%48.0%49.1%183.5%0.0%55.0%0-18010.1477.00N/AN/A5828037,4854,202
2021-04-07$0.57$1.00132.1%37.9%47.3%26.6%171.3%0.0%52.1%0-2.5K20.06102.44N/AN/A3001737,8734,250
2021-04-08$0.58$1.00176.6%33.9%48.0%42.4%144.5%0.0%60.3%0-2.7K20.8540.67N/AN/A1028737,8674,294
2021-04-09$0.58$1.00188.7%34.3%46.2%46.8%0.0%0.0%59.8%0-4.8K20.1068.18N/AN/A1941937,8904,336
2021-04-12$0.57$1.00106.2%30.4%45.6%17.4%113.6%0.0%57.1%0-4.7K20.01111.99N/AN/A1,055637,9534,337
2021-04-13$0.56$1.00106.6%30.6%44.8%17.5%111.3%0.0%51.7%0-3.8K20.0857.85N/AN/A1,27210038,5504,323
2021-04-14$0.56$1.00143.8%41.2%44.4%30.8%0.0%0.0%54.1%0-6.1K20.01102.29N/AN/A783738,6444,354
2021-04-15$0.54$1.00105.7%30.3%40.7%17.2%101.2%0.0%2.0%0-5.9K20.9148.13N/AN/A25623239,1774,351
2021-04-16$0.53$1.00146.1%41.9%39.1%31.6%178.0%0.0%-29.1%0-6.0K20.3442.00N/AN/A76926039,2314,324
2021-04-19$0.54$1.00153.4%44.0%39.5%34.2%190.0%0.0%-31.5%0-5.3K20.0248.95N/AN/A1,3522119,8353,313
2021-04-20$0.54$1.00190.4%54.6%39.1%47.4%199.0%0.0%-32.6%0-5.8K20.036.76N/AN/A265820,7013,312
2021-04-21$0.58$1.00122.4%35.1%47.8%23.1%0.0%0.0%-30.9%0-6.3K20.0916.84N/AN/A8627920,9003,318
2021-04-22$0.57$1.00123.1%35.3%42.6%23.4%145.0%0.0%-32.8%0-6.2K20.0716.00N/AN/A2621921,5363,293
2021-04-23$0.56$1.00123.8%35.5%42.6%23.6%0.0%0.0%-34.9%0-6.3K20.0939.56N/AN/A1381221,7573,284
2021-04-26$0.58$1.00134.1%38.4%44.2%27.3%0.0%0.0%-37.7%0-6.6K20.0212.37N/AN/A394821,8773,288
2021-04-27$0.57$1.00135.3%38.8%44.2%27.8%144.8%0.0%-40.3%0-6.4K20.0225.26N/AN/A153321,9983,294
2021-04-28$0.57$1.00138.2%39.6%43.9%28.8%0.0%0.0%-42.2%0-6.4K20.0044.70N/AN/A102022,0603,295
2021-04-29$0.57$1.00189.4%54.3%41.9%47.0%0.0%0.0%-44.2%0-6.4K20.0310.94N/AN/A305922,0803,295
2021-04-30$0.56$1.00142.9%41.0%41.6%30.5%148.2%0.0%-47.5%0-6.3K20.0215.93N/AN/A173322,1253,303