TRX Options History — September 2021

In September 2021, TRX traded between $0.41 and $0.52. ATM implied volatility averaged 159.9%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 45.8%. IV traded above realized volatility by 105.3% (HV 20d: 54.7%). 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 10 of 21 days. Put/call ratio averaged 0.19.

Notable Days

  • 2021-09-08: Highest Volume — 792 contracts
  • 2021-09-24: Largest IV spike — 70.3% change
  • 2021-09-16: Highest IV Rank — 61.7%
  • 2021-09-16: Largest Expected Move — 61.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.47$0.41$0.52$0.41$0.50
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV159.9%121.1%214.4%138.7%194.2%
Expected Move45.8%34.7%61.5%40.2%55.7%
HV 20d54.7%40.6%62.6%41.1%59.0%
HV 60d46.4%40.5%50.0%42.1%49.5%
IV Rank44.8%32.8%61.7%38.3%55.4%
IV Percentile62.1%25.8%94.0%50.0%86.1%
Term Structure-14.2%-84.4%47.5%37.9%-84.4%
VWIV207.5%103.2%288.3%103.2%197.8%
Bid-Ask Spread %32.518.4358.0026.7520.90
Net GEX00000
Net DEX-23.6K-31.0K-205-205-26.0K
Net VEX11011011
P/C Ratio0.190.003.510.040.00
Total Volume183.095177925521
Total OI20,420.33319,52921,09519,52921,095

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$0.41$1.00138.7%0.0%41.1%38.3%0.0%0.0%0.0%0-20500.0426.75N/AN/A53218,679850
2021-09-02$0.41$1.00140.3%40.2%40.6%38.8%0.0%0.0%37.9%0-21.2K110.0029.49N/AN/A228018,693850
2021-09-03$0.43$1.00144.6%41.5%43.7%40.1%0.0%0.0%39.2%0-22.3K110.0258.00N/AN/A47118,721851
2021-09-07$0.41$1.00176.5%42.8%46.2%50.0%0.0%0.0%32.5%0-21.2K110.0020.08N/AN/A164018,842851
2021-09-08$0.42$1.00152.7%43.8%46.2%42.6%0.0%0.0%40.0%0-21.8K110.0044.61N/AN/A791118,874852
2021-09-09$0.42$1.00154.8%44.4%46.2%43.2%0.0%0.0%38.7%0-21.8K110.0431.64N/AN/A27118,934852
2021-09-10$0.44$1.00134.6%38.6%48.4%37.0%0.0%0.0%23.8%0-22.8K110.0043.22N/AN/A365019,389851
2021-09-13$0.49$1.00125.7%36.0%61.1%34.2%0.0%0.0%34.2%0-25.4K110.0046.91N/AN/A198019,414852
2021-09-14$0.47$1.00121.1%34.7%62.6%32.8%103.2%0.0%28.1%0-24.3K110.0148.06N/AN/A158219,659852
2021-09-15$0.48$1.00126.9%36.4%61.7%34.6%0.0%0.0%28.8%0-24.9K110.0135.78N/AN/A132119,827852
2021-09-16$0.48$1.00214.4%61.5%60.4%61.7%288.3%0.0%-45.9%0-24.8K110.0424.76N/AN/A25119,842852
2021-09-17$0.50$1.00136.7%39.2%59.7%37.6%0.0%0.0%47.5%0-25.9K110.0049.71N/AN/A61019,863851
2021-09-20$0.49$1.00142.2%40.8%60.7%39.3%136.5%0.0%-52.5%0-25.4K110.1345.38N/AN/A55719,780847
2021-09-21$0.49$1.00172.4%49.4%56.1%48.7%193.8%0.0%-54.7%0-25.4K110.2245.80N/AN/A3858619,801847
2021-09-22$0.52$1.00208.0%59.6%58.9%59.7%271.8%0.0%-53.4%0-27.1K113.5129.05N/AN/A4315119,828854
2021-09-23$0.51$1.00122.0%35.0%59.8%33.1%0.0%0.0%-57.1%0-31.0K110.009.62N/AN/A311019,971940
2021-09-24$0.51$1.00207.8%59.6%58.6%59.6%261.2%0.0%-59.8%0-26.6K110.0226.62N/AN/A57119,990854
2021-09-27$0.50$1.00184.1%52.8%59.5%52.3%197.8%0.0%-71.1%0-26.1K110.0213.24N/AN/A124220,120854
2021-09-28$0.50$1.00182.9%52.4%58.2%51.9%0.0%0.0%-75.1%0-26.1K110.008.43N/AN/A17020,144854
2021-09-29$0.49$1.00177.7%50.9%59.0%50.3%0.0%0.0%-81.3%0-25.5K110.0024.64N/AN/A327020,242853
2021-09-30$0.50$1.00194.2%55.7%59.0%55.4%0.0%0.0%-84.4%0-26.0K110.0020.90N/AN/A21020,242853