TRX Options History — July 2021 In July 2021, TRX traded between $0.43 and $0.51. ATM implied volatility averaged 149.5%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 42.9%. IV traded above realized volatility by 110.8% (HV 20d: 38.7%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.52.
Notable Days 2021-07-08 : Highest Volume — 1,556 contracts2021-07-06 : Largest IV drop — 32.5% change2021-07-02 : Highest IV Rank — 46.8%2021-07-02 : Largest Expected Move — 54.2%Monthly Statistics Metric Avg Min Max Open Close Price $0.47 $0.43 $0.51 $0.51 $0.47 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 149.5% 111.5% 188.9% 182.5% 168.8% Expected Move 42.9% 32.0% 54.2% 52.3% 48.4% HV 20d 38.7% 26.4% 46.6% 39.6% 46.6% HV 60d 39.2% 37.8% 40.6% 38.6% 40.3% IV Rank 32.8% 19.3% 46.8% 44.6% 39.7% IV Percentile 65.8% 32.9% 86.1% 84.5% 77.8% Term Structure -15.7% -87.9% 60.9% -82.5% -58.3% VWIV 187.3% 187.3% 187.3% 187.3% 187.3% Bid-Ask Spread % 33.46 9.52 104.01 28.94 12.15 Net GEX 0 0 0 0 0 Net DEX -12.8K -130.9K -132 -130.9K -611 Net VEX 2 0 17 17 0 P/C Ratio 0.52 0.00 9.74 0.00 0.01 Total Volume 358.19 72 1,556 143 109 Total OI 23,704.381 15,005 31,760 29,739 16,493
Daily Data (21 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 2021-07-01 $0.51 $1.00 182.5% 52.3% 39.6% 44.6% 0.0% 0.0% -82.5% 0 -130.9K 17 0.00 28.94 N/A N/A 143 0 26,456 3,283 2021-07-02 $0.51 $1.00 188.9% 54.2% 39.6% 46.8% 0.0% 0.0% -87.9% 0 -130.9K 17 0.04 44.30 N/A N/A 168 7 26,544 3,283 2021-07-06 $0.51 $1.00 127.6% 36.6% 39.6% 25.0% 0.0% 0.0% 52.7% 0 -153 0 0.17 27.77 N/A N/A 313 53 26,536 3,279 2021-07-07 $0.49 $1.00 111.5% 32.0% 41.4% 19.3% 0.0% 0.0% 60.9% 0 -147 0 0.03 55.24 N/A N/A 101 3 26,679 3,332 2021-07-08 $0.48 $1.00 115.3% 33.1% 41.1% 20.6% 0.0% 0.0% 60.1% 0 -144 0 0.00 104.01 N/A N/A 1,550 6 26,764 3,332 2021-07-09 $0.49 $1.00 130.3% 37.4% 39.2% 26.0% 0.0% 0.0% 55.3% 0 -147 0 0.67 12.57 N/A N/A 178 120 27,503 3,332 2021-07-12 $0.48 $1.00 134.1% 38.4% 38.6% 27.3% 0.0% 0.0% 52.8% 0 -144 0 0.01 9.52 N/A N/A 155 1 27,614 3,243 2021-07-13 $0.48 $1.00 135.9% 39.0% 31.7% 27.9% 0.0% 0.0% 52.3% 0 -144 0 0.04 9.52 N/A N/A 104 4 27,706 3,242 2021-07-14 $0.49 $1.00 138.8% 39.8% 28.9% 29.0% 0.0% 0.0% 57.6% 0 -147 0 0.10 25.17 N/A N/A 669 64 27,776 3,245 2021-07-15 $0.49 $1.00 123.3% 35.3% 26.4% 23.5% 0.0% 0.0% -30.8% 0 -147 0 0.00 26.81 N/A N/A 774 1 28,111 3,258 2021-07-16 $0.46 $1.00 138.7% 39.8% 33.5% 29.0% 0.0% 0.0% -34.1% 0 -138 0 9.74 14.00 N/A N/A 61 594 28,645 3,115 2021-07-19 $0.44 $1.00 166.8% 47.8% 35.9% 39.0% 187.3% 0.0% -39.5% 0 -132 0 0.02 27.45 N/A N/A 809 13 14,280 725 2021-07-20 $0.44 $1.00 148.7% 42.6% 35.7% 32.5% 0.0% 0.0% -40.9% 0 -572 0 0.00 40.14 N/A N/A 759 1 14,858 738 2021-07-21 $0.46 $1.00 144.4% 41.4% 40.0% 31.0% 0.0% 0.0% -40.6% 0 -598 0 0.04 63.67 N/A N/A 120 5 15,423 738 2021-07-22 $0.44 $1.00 175.2% 50.2% 41.3% 42.0% 0.0% 0.0% -44.1% 0 -572 0 0.00 30.58 N/A N/A 105 0 15,493 743 2021-07-23 $0.43 $1.00 147.3% 42.2% 40.4% 32.0% 0.0% 0.0% -46.9% 0 -559 0 0.01 47.45 N/A N/A 92 1 15,582 743 2021-07-26 $0.44 $1.00 159.3% 45.7% 41.8% 36.3% 0.0% 0.0% -51.9% 0 -572 0 0.00 25.32 N/A N/A 86 0 15,582 743 2021-07-27 $0.44 $1.00 169.0% 48.4% 41.8% 39.7% 0.0% 0.0% -54.2% 0 -572 0 0.01 34.16 N/A N/A 161 2 15,668 744 2021-07-28 $0.45 $1.00 168.8% 48.4% 43.1% 39.7% 0.0% 0.0% -55.4% 0 -585 0 0.00 50.77 N/A N/A 118 0 15,719 744 2021-07-29 $0.47 $1.00 164.9% 47.3% 46.6% 38.3% 0.0% 0.0% -55.5% 0 -611 0 0.01 13.18 N/A N/A 71 1 15,752 746 2021-07-30 $0.47 $1.00 168.8% 48.4% 46.6% 39.7% 0.0% 0.0% -58.3% 0 -611 0 0.01 12.15 N/A N/A 108 1 15,744 749
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