TRX Options History — January 2022

In January 2022, TRX traded between $0.37 and $0.44. ATM implied volatility averaged 219.8%, placing in the 45.4% IV rank vs the trailing year. The 30-day expected move averaged 53.8%. IV traded above realized volatility by 157.1% (HV 20d: 62.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.69.

Notable Days

2022-01-20: Highest Volume — 447 contracts
2022-01-12: Largest IV drop — 52.4% change
2022-01-10: Highest IV Rank — 87.3%
2022-01-04: Largest Expected Move — 81.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$0.40	$0.37	$0.44	$0.41	$0.38
Max Pain	$1.00	$1.00	$1.00	$1.00	$1.00
ATM IV	219.8%	140.9%	409.3%	251.7%	247.0%
Expected Move	53.8%	40.4%	81.8%	72.2%	70.8%
HV 20d	62.8%	55.4%	69.0%	65.5%	55.4%
HV 60d	48.8%	46.3%	52.1%	49.2%	52.1%
IV Rank	45.4%	27.9%	87.3%	52.4%	51.4%
IV Percentile	68.4%	29.0%	99.2%	89.7%	86.5%
Term Structure	-62.2%	-89.0%	-46.2%	-78.8%	-85.0%
VWIV	342.8%	267.0%	499.8%	292.9%	267.0%
Bid-Ask Spread %	86.98	10.67	132.69	21.99	102.03
Net GEX	0	0	0	0	0
Net DEX	-1.8K	-12.1K	0	-12.0K	-228
Net VEX	1	0	9	9	0
P/C Ratio	0.69	0.22	1.74	0.33	1.03
Total Volume	180.8	70	447	292	124
Total OI	13,675.3	7,999	16,671	15,707	8,099

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-01-03	$0.41	$1.00	251.7%	72.2%	65.5%	52.4%	292.9%	0.0%	-78.8%	-12.0K	9	0.33	21.99	N/A	N/A	220	72	15,249	458
2022-01-04	$0.41	$1.00	285.4%	81.8%	64.7%	59.9%	354.3%	0.0%	-83.4%	-12.0K	9	0.81	34.15	N/A	N/A	59	48	15,331	458
2022-01-05	$0.41	$1.00	228.5%	65.5%	62.2%	47.3%	300.0%	0.0%	-89.0%	-12.1K	9	0.35	10.67	N/A	N/A	137	48	15,342	459
2022-01-06	$0.40	$1.00	274.0%	46.4%	62.9%	57.4%	0.0%	0.0%	-47.2%	0	0	0.31	96.25	N/A	N/A	157	48	15,362	459
2022-01-07	$0.39	$1.00	283.2%	46.9%	60.7%	59.4%	0.0%	0.0%	-48.6%	0	0	0.81	102.81	N/A	N/A	59	48	15,459	459
2022-01-10	$0.41	$1.00	409.3%	40.6%	60.5%	87.3%	0.0%	0.0%	-50.4%	0	0	0.98	95.18	N/A	N/A	49	48	15,467	459
2022-01-11	$0.43	$1.00	296.0%	43.6%	59.3%	62.2%	0.0%	0.0%	-49.7%	0	0	0.22	85.35	N/A	N/A	223	48	15,472	459
2022-01-12	$0.42	$1.00	140.9%	40.4%	60.2%	27.9%	0.0%	0.0%	-51.6%	0	0	0.24	73.12	N/A	N/A	199	48	15,625	459
2022-01-13	$0.42	$1.00	144.9%	41.6%	59.1%	28.8%	0.0%	0.0%	-53.8%	0	0	0.91	35.60	N/A	N/A	53	48	15,777	459
2022-01-14	$0.41	$1.00	180.4%	51.7%	60.1%	36.6%	0.0%	0.0%	-57.1%	0	0	0.49	99.73	N/A	N/A	98	48	15,778	459
2022-01-18	$0.42	$1.00	157.1%	45.0%	59.9%	31.5%	0.0%	0.0%	-62.7%	0	0	0.75	101.18	N/A	N/A	40	30	15,827	458
2022-01-19	$0.44	$1.00	151.2%	43.3%	59.5%	30.2%	0.0%	0.0%	-61.4%	0	0	0.27	128.83	N/A	N/A	269	72	15,829	441
2022-01-20	$0.42	$1.00	161.2%	46.2%	62.2%	32.4%	499.8%	0.0%	-46.2%	0	0	0.31	125.83	N/A	N/A	342	105	16,051	485
2022-01-21	$0.40	$1.00	172.0%	49.3%	64.8%	34.8%	0.0%	0.0%	-50.3%	0	0	0.72	132.69	N/A	N/A	111	80	16,187	484
2022-01-24	$0.38	$1.00	191.6%	54.9%	66.8%	39.1%	0.0%	0.0%	-60.0%	0	0	0.56	118.73	N/A	N/A	117	66	7,786	213
2022-01-25	$0.39	$1.00	191.3%	54.8%	66.8%	39.0%	0.0%	0.0%	-61.3%	0	0	0.67	80.42	N/A	N/A	98	66	7,807	213
2022-01-26	$0.37	$1.00	200.7%	57.5%	68.8%	41.1%	0.0%	0.0%	-65.8%	0	0	1.32	99.88	N/A	N/A	50	66	7,833	213
2022-01-27	$0.38	$1.00	202.5%	58.0%	69.0%	41.5%	0.0%	0.0%	-68.2%	0	0	1.74	87.30	N/A	N/A	38	66	7,850	213
2022-01-28	$0.37	$1.00	227.7%	65.3%	66.8%	47.1%	0.0%	0.0%	-73.4%	0	0	0.93	107.89	N/A	N/A	61	57	7,854	213
2022-01-31	$0.38	$1.00	247.0%	70.8%	55.4%	51.4%	267.0%	0.0%	-85.0%	-228	0	1.03	102.03	N/A	N/A	61	63	7,879	220