TRX Options History — December 2021

In December 2021, TRX traded between $0.36 and $0.40. ATM implied volatility averaged 248.0%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 55.9%. IV traded above realized volatility by 203.8% (HV 20d: 44.1%). 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 1 of 22 days. Put/call ratio averaged 0.85.

Notable Days

  • 2021-12-31: Highest Volume — 337 contracts
  • 2021-12-15: Largest IV drop — 63.1% change
  • 2021-12-14: Highest IV Rank — 99.4%
  • 2021-12-29: Largest Expected Move — 72.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.39$0.36$0.40$0.40$0.40
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV248.0%143.4%464.0%227.2%232.2%
Expected Move55.9%40.2%72.3%65.1%66.6%
HV 20d44.1%30.0%65.0%31.2%65.0%
HV 60d44.6%41.7%49.7%47.7%49.7%
IV Rank51.6%28.4%99.4%47.0%48.1%
IV Percentile80.0%34.9%99.6%88.9%86.1%
Term Structure-63.1%-115.9%0.3%-99.6%-68.4%
VWIV227.5%125.5%305.1%228.1%266.0%
Bid-Ask Spread %37.148.4173.8453.4848.23
Net GEX00000
Net DEX-9.4K-11.9K-120-120-11.9K
Net VEX80909
P/C Ratio0.850.074.420.070.27
Total Volume192.36454337331337
Total OI15,111.77314,73915,60114,73915,601

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$0.40$1.00227.2%65.1%31.2%47.0%228.1%0.0%-99.6%0-12000.0753.48N/AN/A3092214,399340
2021-12-02$0.39$1.00228.9%65.6%31.8%47.4%215.5%0.0%-109.6%0-15600.1359.83N/AN/A2222914,399341
2021-12-03$0.39$1.00238.2%68.3%30.0%49.4%227.1%0.0%-115.9%0-15600.6772.53N/AN/A432914,400348
2021-12-06$0.38$1.00264.0%40.2%30.3%55.1%0.0%0.0%-56.5%0-10.1K90.3773.84N/AN/A823014,402348
2021-12-07$0.40$1.00287.0%60.9%37.1%60.2%289.6%0.0%-55.1%0-10.7K90.3323.63N/AN/A882914,469350
2021-12-08$0.40$1.00302.6%53.0%37.1%63.7%233.3%0.0%-56.2%0-10.7K90.6835.90N/AN/A412814,481350
2021-12-09$0.38$1.00312.0%41.3%40.0%65.8%0.0%0.0%-59.8%0-10.1K90.1746.65N/AN/A1602814,487350
2021-12-10$0.40$1.00340.6%46.9%44.1%72.1%185.8%0.0%-59.6%0-10.7K90.8633.85N/AN/A292514,619350
2021-12-13$0.38$1.00404.8%55.6%45.4%86.3%243.4%0.0%-66.0%0-10.2K90.3111.74N/AN/A942914,619351
2021-12-14$0.38$1.00464.0%49.0%45.4%99.4%213.9%0.0%-67.7%0-10.3K90.338.41N/AN/A1003314,621355
2021-12-15$0.37$1.00171.2%49.1%45.6%34.6%181.1%0.0%-71.7%0-10.0K90.3144.10N/AN/A1003114,642357
2021-12-16$0.37$1.00143.4%41.1%45.6%28.4%125.5%0.0%0.0%0-10.0K90.1234.41N/AN/A2513114,642355
2021-12-17$0.38$1.00160.8%46.1%45.3%32.3%0.0%0.0%0.3%0-10.3K90.2348.11N/AN/A1313014,810355
2021-12-20$0.40$1.00187.6%53.8%49.1%38.2%213.0%0.0%-43.8%0-10.8K90.7432.29N/AN/A856314,842347
2021-12-21$0.40$1.00164.1%47.0%48.4%33.0%167.0%0.0%-44.4%0-11.9K91.5827.70N/AN/A12820214,883375
2021-12-22$0.40$1.00166.6%47.8%48.4%33.6%169.1%0.0%-46.1%0-11.9K92.2121.77N/AN/A6213714,943465
2021-12-23$0.39$1.00196.8%56.4%49.2%40.3%224.0%0.0%-49.1%0-11.6K94.4210.11N/AN/A3113714,978463
2021-12-27$0.40$1.00242.8%69.6%49.4%50.4%302.6%0.0%-57.3%0-11.9K91.1142.85N/AN/A12313714,993463
2021-12-28$0.39$1.00247.6%71.0%50.2%51.5%305.1%0.0%-60.9%0-11.6K91.6922.56N/AN/A8113715,045463
2021-12-29$0.38$1.00252.0%72.3%50.0%52.5%304.2%0.0%-65.7%0-11.3K91.0931.20N/AN/A12613715,054463
2021-12-30$0.36$1.00220.5%63.2%52.6%45.5%228.2%0.0%-71.7%0-10.7K90.9333.85N/AN/A14813715,078463
2021-12-31$0.40$1.00232.2%66.6%65.0%48.1%266.0%0.0%-68.4%0-11.9K90.2748.23N/AN/A2657215,138463