TRX Options History — February 2022

In February 2022, TRX traded between $0.35 and $0.39. ATM implied volatility averaged 236.5%, placing in the 49.0% IV rank vs the trailing year. The 30-day expected move averaged 61.9%. IV traded above realized volatility by 188.1% (HV 20d: 48.4%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-02-23: Highest Volume — 417 contracts
  • 2022-02-09: Largest IV drop — 28.7% change
  • 2022-02-08: Highest IV Rank — 66.9%
  • 2022-02-23: Largest Expected Move — 72.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.36$0.35$0.39$0.36$0.39
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV236.5%188.6%316.9%201.3%219.3%
Expected Move61.9%43.5%72.2%57.7%62.9%
HV 20d48.4%34.1%59.0%57.3%43.8%
HV 60d52.6%51.6%54.6%52.8%54.6%
IV Rank49.0%38.4%66.9%41.3%45.2%
IV Percentile80.8%58.3%95.6%71.0%76.6%
Term Structure-55.9%-96.6%-32.8%-92.4%-80.7%
VWIV232.2%162.6%301.8%162.6%301.8%
Bid-Ask Spread %72.9548.67106.74106.37106.74
Net GEX00000
Net DEX-31-2220-216-39
Net VEX00000
P/C Ratio0.740.161.431.030.55
Total Volume175.211107417124164
Total OI8,301.2118,0998,7848,0998,784

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$0.36$1.00201.3%57.7%57.3%41.3%162.6%0.0%-92.4%0-21601.03106.37N/AN/A61637,879220
2022-02-02$0.37$1.00243.7%69.9%58.5%50.6%0.0%0.0%-96.6%0-22201.0369.99N/AN/A61637,879220
2022-02-03$0.36$0.00256.8%43.5%59.0%53.5%0.0%0.0%-32.8%0001.4388.80N/AN/A44637,879220
2022-02-04$0.36$0.00266.8%44.2%58.6%55.8%0.0%0.0%-33.9%0000.5870.04N/AN/A108637,889220
2022-02-07$0.36$0.00297.4%63.1%58.2%62.5%0.0%0.0%-36.6%0000.5856.66N/AN/A108637,899220
2022-02-08$0.36$0.00316.9%63.9%54.6%66.9%0.0%0.0%-38.3%0000.5871.10N/AN/A109637,899220
2022-02-09$0.36$0.00226.0%64.8%50.8%46.7%0.0%0.0%-39.4%0000.2872.82N/AN/A228637,909220
2022-02-10$0.36$0.00229.1%65.7%50.6%47.4%0.0%0.0%-40.6%0000.5971.73N/AN/A106638,014220
2022-02-11$0.36$0.00232.4%66.6%50.6%48.1%0.0%0.0%-42.2%0001.2476.65N/AN/A51638,035220
2022-02-14$0.35$0.00243.0%69.7%50.8%50.5%0.0%0.0%-47.7%0001.0755.83N/AN/A59638,036220
2022-02-15$0.35$0.00246.9%70.8%49.5%51.3%0.0%0.0%-49.9%0001.0760.04N/AN/A59638,041220
2022-02-16$0.35$0.00250.9%71.9%45.1%52.2%0.0%0.0%-51.6%0001.0057.36N/AN/A63638,041220
2022-02-17$0.35$0.00188.6%54.1%43.3%38.4%0.0%0.0%-52.9%0000.2471.99N/AN/A258638,046220
2022-02-18$0.36$0.00189.5%54.3%42.6%38.6%0.0%0.0%-54.3%0000.5386.98N/AN/A120638,243220
2022-02-22$0.36$0.00204.8%58.7%39.0%42.0%0.0%0.0%-64.4%0000.8375.75N/AN/A70588,152214
2022-02-23$0.37$1.00252.0%72.2%39.1%52.5%301.8%0.0%-65.1%0-3700.1656.55N/AN/A359588,160215
2022-02-24$0.37$1.00208.0%59.6%34.3%42.7%0.0%0.0%-68.7%0-3700.4881.93N/AN/A120588,457215
2022-02-25$0.36$1.00220.0%63.1%34.1%45.4%0.0%0.0%-74.6%0-3600.8748.67N/AN/A67588,542215
2022-02-28$0.39$1.00219.3%62.9%43.8%45.2%0.0%0.0%-80.7%0-3900.55106.74N/AN/A106588,569215