TRX Options History — May 2021 In May 2021, TRX traded between $0.50 and $0.56. ATM implied volatility averaged 151.7%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 40.9%. IV traded above realized volatility by 109.2% (HV 20d: 42.5%). 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 3 of 20 days. Put/call ratio averaged 0.07.
Notable Days 2021-05-06 : Highest Volume — 1,363 contracts2021-05-12 : Largest IV drop — 40.8% change2021-05-03 : Highest IV Rank — 50.7%2021-05-03 : Largest Expected Move — 57.3%Monthly Statistics Metric Avg Min Max Open Close Price $0.53 $0.50 $0.56 $0.56 $0.50 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 151.7% 113.5% 199.8% 199.8% 157.8% Expected Move 40.9% 32.5% 57.3% 57.3% 45.2% HV 20d 42.5% 38.7% 48.0% 41.4% 38.8% HV 60d 54.8% 42.4% 77.1% 76.5% 42.4% IV Rank 33.6% 20.0% 50.7% 50.7% 35.7% IV Percentile 72.0% 41.3% 90.9% 90.9% 80.2% Term Structure -27.1% -67.1% 82.2% -55.7% -54.5% VWIV 158.6% 136.7% 193.1% 136.7% 155.1% Bid-Ask Spread % 66.96 10.22 131.81 22.65 28.41 Net GEX 0 0 0 0 0 Net DEX -5.4K -6.1K -5.1K -6.1K -5.3K Net VEX 1 0 2 2 0 P/C Ratio 0.07 0.00 0.30 0.00 0.05 Total Volume 326.25 79 1,363 263 231 Total OI 26,271.2 25,528 27,401 25,528 25,863
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 2021-05-03 $0.56 $1.00 199.8% 57.3% 41.4% 50.7% 0.0% 0.0% -55.7% 0 -6.1K 2 0.00 22.65 N/A N/A 262 1 22,229 3,299 2021-05-04 $0.53 $1.00 150.3% 43.1% 45.2% 33.1% 136.7% 0.0% -63.2% 0 -5.8K 2 0.05 87.84 N/A N/A 499 26 22,330 3,299 2021-05-05 $0.53 $1.00 154.9% 44.4% 42.0% 34.7% 140.9% 0.0% -67.1% 0 -5.8K 2 0.01 34.53 N/A N/A 313 3 22,594 3,321 2021-05-06 $0.55 $1.00 166.7% 38.1% 43.8% 38.9% 0.0% 0.0% -21.8% 0 -5.5K 0 0.00 131.81 N/A N/A 1,357 6 22,620 3,323 2021-05-07 $0.55 $1.00 172.5% 38.5% 43.8% 41.0% 0.0% 0.0% -22.5% 0 -5.5K 0 0.01 24.58 N/A N/A 298 2 22,586 3,325 2021-05-10 $0.54 $1.00 199.2% 39.8% 43.9% 50.5% 0.0% 0.0% 76.4% 0 -5.4K 0 0.01 116.44 N/A N/A 388 5 22,685 3,325 2021-05-11 $0.54 $1.00 191.9% 40.4% 43.5% 47.9% 0.0% 0.0% 3.2% 0 -5.4K 0 0.12 69.32 N/A N/A 223 26 23,002 3,313 2021-05-12 $0.52 $1.00 113.7% 32.6% 45.3% 20.0% 0.0% 0.0% -27.9% 0 -5.2K 0 0.30 128.12 N/A N/A 203 61 22,996 3,313 2021-05-13 $0.51 $1.00 142.6% 40.9% 44.1% 30.3% 167.3% 0.0% -29.5% 0 -5.1K 0 0.03 18.04 N/A N/A 406 13 23,178 3,297 2021-05-14 $0.51 $1.00 144.6% 41.5% 43.7% 31.1% 0.0% 0.0% -30.4% 0 -5.2K 0 0.27 104.16 N/A N/A 62 17 23,473 3,298 2021-05-17 $0.54 $1.00 116.8% 33.5% 48.0% 21.2% 0.0% 0.0% -31.5% 0 -5.5K 0 0.00 115.24 N/A N/A 265 1 23,512 3,310 2021-05-18 $0.54 $1.00 155.9% 44.7% 48.0% 35.1% 193.1% 0.0% 82.2% 0 -5.5K 0 0.01 74.14 N/A N/A 337 3 23,717 3,308 2021-05-19 $0.52 $1.00 126.2% 36.2% 41.7% 24.5% 0.0% 0.0% -35.4% 0 -5.3K 0 0.02 86.45 N/A N/A 247 5 24,009 3,308 2021-05-20 $0.52 $1.00 128.4% 36.8% 41.5% 25.3% 0.0% 0.0% -36.9% 0 -5.3K 0 0.00 99.00 N/A N/A 281 1 24,065 3,305 2021-05-21 $0.52 $1.00 113.5% 32.5% 41.2% 20.0% 0.0% 0.0% -38.3% 0 -5.3K 0 0.17 50.99 N/A N/A 161 28 24,097 3,304 2021-05-24 $0.51 $1.00 146.7% 42.0% 38.9% 31.8% 0.0% 0.0% -44.3% 0 -5.2K 0 0.02 24.95 N/A N/A 354 8 22,343 3,205 2021-05-25 $0.51 $1.00 149.7% 42.9% 38.7% 32.9% 155.1% 0.0% -46.3% 0 -5.4K 0 0.01 10.22 N/A N/A 219 2 22,452 3,216 2021-05-26 $0.51 $1.00 147.4% 42.3% 38.7% 32.1% 0.0% 0.0% -48.4% 0 -5.4K 0 0.22 85.74 N/A N/A 73 16 22,561 3,215 2021-05-27 $0.51 $1.00 156.3% 44.8% 38.7% 35.2% 0.0% 0.0% -50.8% 0 -5.4K 0 0.02 26.63 N/A N/A 120 2 22,597 3,231 2021-05-28 $0.50 $1.00 157.8% 45.2% 38.8% 35.7% 0.0% 0.0% -54.5% 0 -5.3K 0 0.05 28.41 N/A N/A 219 12 22,632 3,231
« Apr 2021 | All History | Jun 2021 » Home TRX History May 2021