TRX Options History — August 2021

In August 2021, TRX traded between $0.38 and $0.46. ATM implied volatility averaged 158.5%, placing in the 43.8% IV rank vs the trailing year. The 30-day expected move averaged 45.1%. IV traded above realized volatility by 116.3% (HV 20d: 42.2%). 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 0 of 22 days. Put/call ratio averaged 0.05.

Notable Days

  • 2021-08-09: Highest Volume — 1,602 contracts
  • 2021-08-05: Largest IV spike — 1215.9% change
  • 2021-08-05: Highest IV Rank — 56.4%
  • 2021-08-27: Largest Expected Move — 55.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.42$0.38$0.46$0.46$0.41
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV158.5%15.0%197.4%186.5%137.1%
Expected Move45.1%4.3%55.5%53.5%55.5%
HV 20d42.2%33.6%46.9%46.9%41.5%
HV 60d39.8%37.5%42.3%39.7%42.3%
IV Rank43.8%0.0%56.4%46.0%37.8%
IV Percentile68.8%0.0%90.1%85.3%49.2%
Term Structure-48.0%-73.9%-28.0%-69.8%-66.8%
VWIV198.2%198.2%198.2%198.2%198.2%
Bid-Ask Spread %62.8611.46129.4118.7611.46
Net GEX00000
Net DEX-249-945-152-598-205
Net VEX00000
P/C Ratio0.050.000.440.240.04
Total Volume218.364251,6024225
Total OI18,148.77316,53519,49116,53519,491

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$0.46$1.00186.5%53.5%46.9%46.0%0.0%0.0%-69.8%0-59800.2418.76N/AN/A34815,786749
2021-08-03$0.46$1.00191.9%55.0%46.9%47.9%0.0%0.0%-73.9%0-59800.0029.21N/AN/A139015,825750
2021-08-04$0.45$1.0015.0%4.3%45.6%0.0%0.0%0.0%0.0%0-94500.0041.36N/AN/A212015,832758
2021-08-05$0.44$1.00197.4%36.2%45.7%56.4%0.0%0.0%-28.0%0-17600.0090.68N/AN/A91015,956758
2021-08-06$0.43$1.00130.7%37.5%45.1%35.8%0.0%0.0%-29.5%0-17200.0177.74N/AN/A81116,134758
2021-08-09$0.42$1.00138.8%39.8%45.3%38.3%0.0%0.0%-32.9%0-16800.0058.70N/AN/A1,600216,212758
2021-08-10$0.43$1.00137.4%39.4%46.5%37.9%0.0%0.0%-33.1%0-17200.0094.39N/AN/A612116,270759
2021-08-11$0.43$1.00139.3%39.9%45.5%38.4%0.0%0.0%-34.2%0-17200.0089.01N/AN/A30017,340761
2021-08-12$0.42$1.00154.8%44.4%45.8%43.3%0.0%0.0%-36.1%0-16800.0023.04N/AN/A89017,717762
2021-08-13$0.42$1.00157.0%45.0%40.9%43.9%0.0%0.0%-37.3%0-16800.0266.25N/AN/A55117,707762
2021-08-16$0.41$1.00156.8%45.0%38.8%43.9%0.0%0.0%-42.3%0-16400.00129.41N/AN/A30017,755762
2021-08-17$0.40$1.00163.0%46.7%39.5%45.8%0.0%0.0%-44.9%0-16000.0166.92N/AN/A291217,725762
2021-08-18$0.39$1.00169.7%48.6%35.6%47.8%0.0%0.0%-47.6%0-15600.08124.71N/AN/A106817,740762
2021-08-19$0.38$1.00176.7%50.6%33.6%50.0%0.0%0.0%-50.6%0-15200.2693.47N/AN/A1995218,015764
2021-08-20$0.39$1.00175.6%50.3%35.1%49.7%0.0%0.0%-51.4%0-15600.0074.91N/AN/A73018,110761
2021-08-23$0.42$1.00185.8%53.3%44.0%52.8%198.2%0.0%-54.3%0-16800.0039.97N/AN/A296117,812789
2021-08-24$0.42$1.00176.9%50.7%44.0%50.1%0.0%0.0%-56.7%0-16800.1069.41N/AN/A4164017,864789
2021-08-25$0.42$1.00180.7%51.8%43.0%51.3%0.0%0.0%-59.3%0-21000.0069.24N/AN/A25018,099790
2021-08-26$0.41$1.00189.1%54.2%39.8%53.9%0.0%0.0%-63.6%0-20500.0028.57N/AN/A119018,499830
2021-08-27$0.41$1.00193.5%55.5%39.8%55.2%0.0%0.0%-66.8%0-20500.0070.63N/AN/A100018,511830
2021-08-30$0.40$1.00133.9%0.0%40.0%36.8%0.0%0.0%0.0%0-20000.4415.13N/AN/A452018,629830
2021-08-31$0.41$1.00137.1%0.0%41.5%37.8%0.0%0.0%0.0%0-20500.0411.46N/AN/A24118,661830