TRX Options History — March 2022

In March 2022, TRX traded between $0.30 and $0.40. ATM implied volatility averaged 245.9%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 66.9%. IV traded above realized volatility by 179.7% (HV 20d: 66.2%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.14.

Notable Days

  • 2022-03-11: Highest Volume — 3,224 contracts
  • 2022-03-08: Largest IV drop — 40.2% change
  • 2022-03-31: Highest IV Rank — 83.2%
  • 2022-03-11: Largest Expected Move — 165.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.34$0.30$0.40$0.37$0.30
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV245.9%174.9%390.8%252.4%390.8%
Expected Move66.9%40.5%165.6%72.4%47.2%
HV 20d66.2%42.6%81.5%47.0%75.9%
HV 60d59.6%54.6%63.9%55.4%60.1%
IV Rank51.1%35.4%83.2%52.6%83.2%
IV Percentile79.2%45.6%98.4%88.5%98.4%
Term Structure-34.5%-144.5%80.3%-90.6%-144.5%
VWIV239.7%186.3%312.6%265.6%312.6%
Bid-Ask Spread %90.925.75191.4956.6570.32
Net GEX00000
Net DEX-626-4.8K0-37-30
Net VEX10400
P/C Ratio0.140.010.710.090.34
Total Volume664.8261063,224697250
Total OI12,720.7398,80914,7648,80914,764

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$0.37$1.00252.4%72.4%47.0%52.6%265.6%0.0%-90.6%0-3700.0956.65N/AN/A639588,594215
2022-03-02$0.37$1.00262.0%75.1%42.7%54.7%282.4%0.0%-64.3%0-3700.7173.11N/AN/A82589,041215
2022-03-03$0.38$1.00246.0%70.5%42.6%51.2%0.0%0.0%20.0%0-3800.1066.10N/AN/A586589,057215
2022-03-04$0.37$1.00260.7%74.7%42.6%54.4%0.0%0.0%-67.8%0-3700.0977.77N/AN/A674589,552215
2022-03-07$0.37$1.00292.4%83.8%42.6%61.4%0.0%0.0%-72.3%0-3700.1082.79N/AN/A565589,642215
2022-03-08$0.40$1.00174.9%82.9%50.5%35.4%0.0%0.0%34.3%0-4000.0472.00N/AN/A1,518589,754215
2022-03-09$0.38$1.00175.8%90.5%54.3%35.6%0.0%0.0%9.3%0-3800.0470.77N/AN/A1,5035810,655215
2022-03-10$0.40$1.00179.8%92.8%57.0%36.5%0.0%0.0%31.5%0-4000.0777.22N/AN/A1941311,447195
2022-03-11$0.40$1.00208.7%165.6%57.0%42.9%0.0%0.0%61.1%0-4000.0188.22N/AN/A3,2002411,481175
2022-03-14$0.35$1.00221.1%58.0%75.4%45.6%206.6%0.0%23.4%0-4.8K40.035.75N/AN/A6312013,724180
2022-03-15$0.33$1.00216.8%47.8%77.6%44.7%186.3%0.0%-9.6%0-4.6K40.0336.17N/AN/A6222013,733186
2022-03-16$0.32$1.00181.1%57.6%78.2%36.8%194.7%0.0%-8.2%0-4.4K40.0363.00N/AN/A6202013,966186
2022-03-17$0.33$0.00224.4%0.0%79.2%46.4%0.0%0.0%0.0%0000.04191.49N/AN/A5342014,235186
2022-03-18$0.33$0.00228.7%0.0%79.2%47.3%0.0%0.0%0.0%0000.03176.85N/AN/A6312214,290186
2022-03-21$0.32$0.00241.2%40.5%78.9%50.1%0.0%0.0%-82.1%0000.22134.63N/AN/A2094713,972181
2022-03-22$0.32$0.00246.3%40.8%78.9%51.2%0.0%0.0%-85.6%0000.2287.44N/AN/A871914,082211
2022-03-23$0.33$0.00253.0%54.5%79.1%52.7%190.1%0.0%-39.3%0000.12126.71N/AN/A3924814,086214
2022-03-24$0.31$1.00255.8%46.8%81.5%53.3%279.3%0.0%80.3%0-3100.08134.76N/AN/A6104814,206214
2022-03-25$0.31$1.00262.4%42.9%81.3%54.8%0.0%0.0%-100.9%0-3100.14112.66N/AN/A3334814,407214
2022-03-28$0.31$1.00284.9%44.0%74.5%59.8%0.0%0.0%-117.7%0-3100.26100.08N/AN/A1874814,440214
2022-03-29$0.31$1.00292.8%69.0%73.0%61.5%312.6%0.0%30.8%0-3100.0892.83N/AN/A1731414,496214
2022-03-30$0.32$1.00303.6%47.3%74.4%63.9%0.0%0.0%-131.6%0-3200.3793.73N/AN/A1716314,476216
2022-03-31$0.30$1.00390.8%47.2%75.9%83.2%0.0%0.0%-144.5%0-3000.3470.32N/AN/A1876314,548216