TRX Options History — June 2021

In June 2021, TRX traded between $0.50 and $0.58. ATM implied volatility averaged 149.2%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 42.0%. IV traded above realized volatility by 111.5% (HV 20d: 37.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.10.

Notable Days

  • 2021-06-04: Highest Volume — 1,081 contracts
  • 2021-06-22: Largest IV spike — 110.6% change
  • 2021-06-04: Highest IV Rank — 48.4%
  • 2021-06-11: Largest Expected Move — 52.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.52$0.50$0.58$0.51$0.51
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV149.2%86.0%193.2%177.8%183.3%
Expected Move42.0%24.7%52.6%51.0%52.6%
HV 20d37.7%32.4%41.5%39.8%40.2%
HV 60d41.1%39.9%42.7%42.5%39.9%
IV Rank32.7%10.2%48.4%42.9%44.8%
IV Percentile64.6%9.9%87.7%84.9%85.3%
Term Structure-10.0%-77.7%39.5%-66.1%-77.7%
VWIV155.9%27.4%257.6%189.9%189.9%
Bid-Ask Spread %21.728.5136.5628.4136.56
Net GEX00000
Net DEX-118.8K-142.0K-5.4K-5.4K-130.9K
Net VEX15017017
P/C Ratio0.100.000.610.000.00
Total Volume366.5671,081274404
Total OI28,256.68225,97429,49725,97429,497

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$0.51$1.00177.8%51.0%39.8%42.9%0.0%0.0%-66.1%0-5.4K00.0028.41N/AN/A274022,7413,233
2021-06-02$0.51$1.00183.3%52.6%35.1%44.8%189.9%0.0%-70.1%0-5.4K00.1224.89N/AN/A1441722,8223,233
2021-06-03$0.50$1.00100.8%33.8%35.7%15.5%125.3%0.0%36.7%0-125.0K170.0125.40N/AN/A186222,8773,244
2021-06-04$0.50$1.00193.2%34.1%32.4%48.4%0.0%0.0%36.0%0-125.0K170.0024.68N/AN/A1,081022,8623,244
2021-06-07$0.50$1.00130.0%37.3%32.4%25.9%144.3%0.0%33.4%0-125.0K170.0022.20N/AN/A771223,7633,244
2021-06-08$0.51$1.00154.4%44.3%33.1%34.6%0.0%0.0%34.9%0-127.5K170.0022.41N/AN/A188024,3773,246
2021-06-09$0.52$1.00164.0%47.0%34.1%38.0%0.0%0.0%36.2%0-130.0K170.0034.23N/AN/A629224,4773,246
2021-06-10$0.54$1.00176.7%50.7%34.1%42.5%243.3%0.0%39.5%0-135.0K170.0333.07N/AN/A4581525,0223,246
2021-06-11$0.55$1.00183.3%52.6%33.6%44.8%257.6%0.0%33.7%0-137.2K170.6129.47N/AN/A29818125,2483,236
2021-06-14$0.58$1.00137.0%39.3%37.8%28.3%167.6%0.0%30.3%0-142.0K170.0321.86N/AN/A4991625,4753,290
2021-06-15$0.55$1.00123.5%35.4%38.4%23.5%0.0%0.0%29.5%0-134.5K170.009.45N/AN/A473025,4693,288
2021-06-16$0.53$1.00113.2%32.4%40.7%19.9%0.0%0.0%22.9%0-129.6K170.0526.69N/AN/A4081925,7743,288
2021-06-17$0.52$1.00111.5%32.0%39.0%19.3%94.7%0.0%0.0%0-127.2K170.5514.60N/AN/A35519626,0513,271
2021-06-18$0.51$1.00108.1%31.0%39.6%18.1%0.0%0.0%-13.1%0-130.0K170.0526.84N/AN/A112626,0883,273
2021-06-21$0.50$1.0086.0%24.7%40.1%10.2%27.4%0.0%-51.3%0-127.2K170.0717.18N/AN/A1721225,6873,255
2021-06-22$0.50$1.00181.1%51.9%39.6%44.0%0.0%0.0%-53.4%0-127.2K170.028.51N/AN/A88225,7363,254
2021-06-23$0.51$1.00146.6%42.0%40.3%31.8%0.0%0.0%-54.3%0-129.7K170.1622.31N/AN/A1222025,7753,256
2021-06-24$0.52$1.00158.3%45.4%40.9%35.9%0.0%0.0%-55.8%0-131.8K170.0011.28N/AN/A122025,7853,247
2021-06-25$0.51$1.00124.9%35.8%41.5%24.0%95.5%0.0%-59.8%0-129.2K170.1210.22N/AN/A60725,7763,247
2021-06-28$0.51$1.00172.8%49.6%40.9%41.1%179.0%0.0%-69.5%0-128.9K170.1112.67N/AN/A4415025,8103,242
2021-06-29$0.51$1.00172.8%49.6%40.2%41.1%0.0%0.0%27.7%0-130.9K170.3614.82N/AN/A1706126,1713,281
2021-06-30$0.51$1.00183.3%52.6%40.2%44.8%189.9%0.0%-77.7%0-130.9K170.0036.56N/AN/A403126,2143,283