TRX Options History — September 2022

In September 2022, TRX traded between $0.37 and $0.49. ATM implied volatility averaged 236.1%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 55.6%. IV traded above realized volatility by 175.3% (HV 20d: 60.8%). 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 2 of 21 days. Put/call ratio averaged 0.01.

Notable Days

  • 2022-09-08: Highest Volume — 249 contracts
  • 2022-09-19: Largest IV spike — 102.1% change
  • 2022-09-08: Highest IV Rank — 70.9%
  • 2022-09-20: Largest Expected Move — 92.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.44$0.37$0.49$0.47$0.40
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV236.1%126.9%384.8%281.3%200.0%
Expected Move55.6%33.1%92.2%80.6%57.3%
HV 20d60.8%53.0%67.9%61.5%67.9%
HV 60d55.8%52.0%61.1%57.4%61.1%
IV Rank30.8%1.6%70.9%43.1%21.0%
IV Percentile48.3%1.2%96.4%79.0%34.5%
Term Structure-44.8%-94.2%40.7%-90.5%-69.3%
VWIV204.3%175.6%232.9%175.6%232.9%
Bid-Ask Spread %84.2442.60133.25113.8462.28
Net GEX00000
Net DEX-276-34300-280
Net VEX50505
P/C Ratio0.010.000.030.000.02
Total Volume79.8152491351
Total OI9,640.8579,1859,8709,1859,870

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$0.47$1.00281.3%80.6%61.5%43.1%0.0%0.0%-90.5%0000.00113.84N/AN/A1309,1787
2022-09-02$0.48$1.00291.7%83.6%62.0%45.9%0.0%0.0%-94.2%0000.00120.14N/AN/A20209,1917
2022-09-06$0.47$1.00303.4%33.1%62.5%49.0%0.0%0.0%40.7%0-32950.01133.25N/AN/A15219,3047
2022-09-07$0.47$1.00320.4%41.8%62.0%53.6%175.6%0.0%-7.6%0-32950.0184.48N/AN/A6719,3237
2022-09-08$0.47$1.00384.8%77.7%62.0%70.9%0.0%0.0%-28.1%0-32950.00108.42N/AN/A24909,3497
2022-09-09$0.48$1.00364.5%54.4%62.0%65.4%0.0%0.0%-28.4%0-33650.0081.11N/AN/A22509,5657
2022-09-12$0.49$1.00369.3%39.0%60.6%66.7%0.0%0.0%7.0%0-34350.0070.65N/AN/A3709,5657
2022-09-13$0.48$1.00177.7%50.9%61.0%15.2%232.9%0.0%-33.1%0-33650.0142.60N/AN/A6819,5717
2022-09-14$0.47$1.00126.9%36.4%59.8%1.6%0.0%0.0%-59.1%0-32950.00103.56N/AN/A4209,6037
2022-09-15$0.47$1.00128.6%36.9%59.8%1.8%0.0%0.0%0.0%0-32950.0099.82N/AN/A15509,6267
2022-09-16$0.45$1.00136.1%39.0%61.3%3.8%0.0%0.0%0.0%0-31550.0187.29N/AN/A13719,7317
2022-09-19$0.45$1.00275.1%78.9%61.3%41.2%0.0%0.0%0.0%0-31550.0060.31N/AN/A4209,7727
2022-09-20$0.42$1.00321.5%92.2%57.1%53.8%0.0%0.0%0.0%0-29450.0072.80N/AN/A509,8147
2022-09-21$0.43$1.00154.4%44.3%53.0%8.7%0.0%0.0%-43.6%0-30150.0083.90N/AN/A1509,8197
2022-09-22$0.43$1.00157.1%45.0%53.0%9.4%0.0%0.0%-45.2%0-30150.0089.52N/AN/A1809,8327
2022-09-23$0.38$1.00179.6%51.5%66.3%15.5%0.0%0.0%-52.8%0-26650.0062.06N/AN/A2309,8337
2022-09-26$0.37$1.00193.0%55.3%62.4%19.1%0.0%0.0%-60.6%0-25950.0256.47N/AN/A4119,8437
2022-09-27$0.38$1.00193.9%55.6%61.0%19.4%0.0%0.0%-62.4%0-26650.0278.23N/AN/A4119,8437
2022-09-28$0.39$1.00193.3%55.4%60.1%19.2%0.0%0.0%-63.7%0-27350.0387.99N/AN/A3519,8437
2022-09-29$0.37$1.00206.5%59.2%60.7%22.8%0.0%0.0%-69.8%0-25950.0270.38N/AN/A5019,8437
2022-09-30$0.40$1.00200.0%57.3%67.9%21.0%0.0%0.0%-69.3%0-28050.0262.28N/AN/A5019,8637