TRX Options History — November 2021 In November 2021, TRX traded between $0.40 and $0.47. ATM implied volatility averaged 219.9%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 53.6%. IV traded above realized volatility by 183.8% (HV 20d: 36.1%). 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 0.17.
Notable Days 2021-11-08 : Highest Volume — 446 contracts2021-11-15 : Largest IV spike — 123.3% change2021-11-09 : Highest IV Rank — 72.6%2021-11-15 : Largest Expected Move — 89.6%Monthly Statistics Metric Avg Min Max Open Close Price $0.44 $0.40 $0.47 $0.47 $0.41 Max Pain $1.00 $1.00 $1.00 $1.00 $1.00 ATM IV 219.9% 133.7% 342.8% 225.4% 286.5% Expected Move 53.6% 36.2% 89.6% 64.6% 82.1% HV 20d 36.1% 28.8% 50.4% 49.9% 31.0% HV 60d 49.9% 48.3% 51.1% 51.1% 48.5% IV Rank 45.4% 26.3% 72.6% 46.6% 60.1% IV Percentile 75.0% 31.0% 98.8% 91.3% 95.6% Term Structure -55.5% -92.6% -30.4% -68.8% -92.6% VWIV 219.3% 135.0% 485.9% 173.3% 356.8% Bid-Ask Spread % 44.41 9.52 107.35 34.05 37.23 Net GEX 0 0 0 0 0 Net DEX -108 -235 -47 -235 -123 Net VEX 0 0 0 0 0 P/C Ratio 0.17 0.05 0.42 0.15 0.07 Total Volume 208.905 61 446 164 330 Total OI 13,872.524 12,640 14,587 12,640 14,576
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 2021-11-01 $0.47 $1.00 225.4% 64.6% 49.9% 46.6% 0.0% 0.0% -68.8% 0 -235 0 0.15 34.05 N/A N/A 143 21 12,301 339 2021-11-02 $0.46 $1.00 262.7% 75.3% 50.4% 54.9% 0.0% 0.0% -74.3% 0 -230 0 0.09 53.86 N/A N/A 222 21 12,402 339 2021-11-03 $0.46 $1.00 271.3% 77.8% 47.9% 56.8% 0.0% 0.0% -77.4% 0 -230 0 0.10 32.63 N/A N/A 239 24 12,589 339 2021-11-04 $0.47 $1.00 315.2% 36.2% 45.9% 66.5% 173.3% 0.0% -30.4% 0 -47 0 0.13 15.21 N/A N/A 187 25 12,716 343 2021-11-05 $0.47 $1.00 222.4% 36.9% 45.9% 45.9% 178.5% 0.0% -30.9% 0 -94 0 0.16 9.52 N/A N/A 159 25 12,807 344 2021-11-08 $0.46 $1.00 327.4% 37.8% 43.7% 69.2% 137.3% 0.0% -34.5% 0 -92 0 0.06 17.42 N/A N/A 421 25 12,832 344 2021-11-09 $0.46 $1.00 342.8% 37.9% 43.7% 72.6% 135.0% 0.0% -36.1% 0 -92 0 0.19 59.71 N/A N/A 130 25 13,227 344 2021-11-10 $0.45 $1.00 133.7% 38.3% 37.4% 26.3% 135.1% 0.0% -37.4% 0 -90 0 0.26 107.35 N/A N/A 86 22 13,330 344 2021-11-11 $0.46 $1.00 136.2% 39.0% 30.6% 26.8% 180.9% 0.0% -38.3% 0 -92 0 0.06 9.52 N/A N/A 373 22 13,350 343 2021-11-12 $0.47 $1.00 140.0% 40.1% 29.0% 27.7% 191.5% 0.0% -38.5% 0 -94 0 0.34 9.52 N/A N/A 64 22 13,638 343 2021-11-15 $0.46 $1.00 312.5% 89.6% 29.8% 65.9% 485.9% 0.0% -43.0% 0 -92 0 0.05 43.04 N/A N/A 420 22 13,617 343 2021-11-16 $0.45 $1.00 144.2% 41.4% 29.9% 28.6% 236.9% 0.0% -45.4% 0 -90 0 0.07 48.02 N/A N/A 338 22 13,967 343 2021-11-17 $0.45 $1.00 173.6% 49.8% 29.9% 35.1% 199.8% 0.0% -47.3% 0 -90 0 0.13 86.99 N/A N/A 169 22 13,954 343 2021-11-18 $0.43 $1.00 174.0% 49.9% 33.4% 35.2% 190.5% 0.0% -51.5% 0 -86 0 0.12 84.45 N/A N/A 191 22 14,070 343 2021-11-19 $0.42 $1.00 175.2% 50.2% 31.2% 35.5% 232.8% 0.0% -54.8% 0 -84 0 0.28 78.84 N/A N/A 78 22 14,246 341 2021-11-22 $0.41 $1.00 183.8% 52.7% 30.4% 37.4% 238.9% 0.0% -63.0% 0 -82 0 0.15 30.81 N/A N/A 121 18 14,071 338 2021-11-23 $0.41 $1.00 187.5% 53.8% 30.4% 38.2% 243.4% 0.0% -65.7% 0 -82 0 0.13 15.77 N/A N/A 139 18 14,125 338 2021-11-24 $0.41 $1.00 191.5% 54.9% 30.0% 39.1% 197.7% 0.0% -68.7% 0 -82 0 0.42 34.62 N/A N/A 43 18 14,222 338 2021-11-26 $0.40 $1.00 198.4% 56.9% 28.8% 40.6% 0.0% 0.0% -76.7% 0 -80 0 0.37 79.03 N/A N/A 49 18 14,223 338 2021-11-29 $0.40 $1.00 213.9% 61.3% 28.8% 44.0% 213.7% 0.0% -89.3% 0 -80 0 0.34 45.01 N/A N/A 53 18 14,235 338 2021-11-30 $0.41 $1.00 286.5% 82.1% 31.0% 60.1% 356.8% 0.0% -92.6% 0 -123 0 0.07 37.23 N/A N/A 309 21 14,237 339
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