TRX Options History — October 2021

In October 2021, TRX traded between $0.45 and $0.51. ATM implied volatility averaged 254.1%, placing in the 58.6% IV rank vs the trailing year. The 30-day expected move averaged 59.0%. IV traded above realized volatility by 200.2% (HV 20d: 53.9%). 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 0 of 21 days. Put/call ratio averaged 0.15.

Notable Days

  • 2021-10-22: Highest Volume — 637 contracts
  • 2021-10-12: Largest IV spike — 138.7% change
  • 2021-10-04: Highest IV Rank — 100.0%
  • 2021-10-26: Largest Expected Move — 71.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.47$0.45$0.51$0.48$0.47
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV254.1%169.9%466.6%223.8%237.1%
Expected Move59.0%48.7%71.5%64.2%68.0%
HV 20d53.9%45.1%61.7%61.7%50.4%
HV 60d51.1%49.6%52.0%50.1%51.3%
IV Rank58.6%34.3%100.0%64.6%49.2%
IV Percentile90.4%64.7%100.0%95.2%94.0%
Term Structure-46.5%-94.1%-29.4%-94.1%-58.4%
VWIV305.6%245.5%448.7%245.5%275.6%
Bid-Ask Spread %70.3914.57108.7954.4841.41
Net GEX00000
Net DEX-1.2K-25.0K0-25.0K-235
Net VEX1011110
P/C Ratio0.150.000.640.380.18
Total Volume214.4761163711133
Total OI16,850.66710,60121,96321,32512,571

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$0.48$1.00223.8%64.2%61.7%64.6%245.5%0.0%-94.1%0-25.0K110.3854.48N/AN/A8320,472853
2021-10-04$0.47$1.00375.9%65.3%60.6%100.0%0.0%0.0%-39.9%0000.04101.17N/AN/A83320,473853
2021-10-05$0.47$1.00353.2%52.2%57.4%93.7%0.0%0.0%-40.8%0000.0069.85N/AN/A223020,480856
2021-10-06$0.45$1.00330.4%52.8%59.7%87.4%0.0%0.0%-43.7%0000.0082.71N/AN/A57020,534853
2021-10-07$0.47$1.00339.1%53.4%61.4%89.8%0.0%0.0%-42.8%0000.1580.17N/AN/A13220,679850
2021-10-08$0.47$1.00313.5%54.1%59.4%82.7%0.0%0.0%-43.8%0000.0786.32N/AN/A134920,730850
2021-10-11$0.45$1.00195.5%56.1%47.2%50.0%0.0%0.0%-49.4%0000.0070.75N/AN/A38020,743850
2021-10-12$0.45$1.00466.6%56.8%45.1%100.0%0.0%0.0%-50.7%0000.0769.85N/AN/A73520,820842
2021-10-13$0.48$1.00179.2%51.4%50.4%36.4%0.0%0.0%-48.7%0000.0087.15N/AN/A471020,838842
2021-10-14$0.51$1.00203.9%58.4%54.8%41.8%0.0%0.0%-29.4%0000.0572.60N/AN/A39220,882837
2021-10-15$0.49$1.00184.4%52.9%54.9%37.5%0.0%0.0%-31.8%0000.0073.37N/AN/A135021,126837
2021-10-18$0.49$1.00216.3%62.0%54.4%44.6%0.0%0.0%-35.2%0000.00108.79N/AN/A490010,268333
2021-10-19$0.48$1.00219.6%63.0%54.9%45.3%0.0%0.0%-37.3%0000.00101.65N/AN/A206010,312333
2021-10-20$0.48$1.00223.3%64.0%50.1%46.1%0.0%0.0%-38.5%0000.5570.74N/AN/A1216610,892333
2021-10-21$0.48$1.00227.1%65.1%49.8%47.0%0.0%0.0%-40.3%0-4800.1764.32N/AN/A3876610,922334
2021-10-22$0.46$1.00205.2%58.8%51.7%42.1%0.0%0.0%-43.3%0-4600.1261.99N/AN/A5706711,223334
2021-10-25$0.47$1.00191.3%54.8%52.2%39.0%274.8%0.0%-48.9%0-4700.4137.24N/AN/A1676911,712335
2021-10-26$0.47$1.00249.4%71.5%52.2%51.9%283.5%0.0%-50.7%0-18800.2466.04N/AN/A2806811,787338
2021-10-27$0.46$1.00169.9%48.7%52.3%34.3%448.7%0.0%-54.7%0-23000.6463.06N/AN/A1076912,019339
2021-10-28$0.47$1.00231.9%66.5%52.3%48.0%275.6%0.0%-55.0%0-23500.0614.57N/AN/A3202012,040339
2021-10-29$0.47$1.00237.1%68.0%50.4%49.2%0.0%0.0%-58.4%0-23500.1841.41N/AN/A1132012,232339