TRX Options History — November 2022

In November 2022, TRX traded between $0.34 and $0.38. ATM implied volatility averaged 230.7%, placing in the 29.3% IV rank vs the trailing year. The 30-day expected move averaged 58.0%. IV traded above realized volatility by 187.1% (HV 20d: 43.6%). 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 0 of 21 days. Put/call ratio averaged 0.06.

Notable Days

  • 2022-11-10: Highest Volume — 521 contracts
  • 2022-11-28: Largest IV spike — 70.7% change
  • 2022-11-28: Highest IV Rank — 66.9%
  • 2022-11-28: Largest Expected Move — 106.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.36$0.34$0.38$0.38$0.34
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV230.7%162.1%370.2%230.2%261.7%
Expected Move58.0%42.7%106.1%66.0%75.0%
HV 20d43.6%39.4%50.1%41.5%41.5%
HV 60d57.6%52.9%61.3%59.3%52.9%
IV Rank29.3%10.8%66.9%29.2%37.6%
IV Percentile50.8%9.5%95.2%58.3%72.6%
Term Structure-70.0%-115.4%-39.1%-88.8%-115.4%
Bid-Ask Spread %87.8612.33142.53107.0988.39
Net GEX00000
Net DEX00000
Net VEX00000
P/C Ratio0.060.000.130.050.00
Total Volume62.190521455
Total OI5,642.6195,1496,0155,1496,015

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$0.38$1.00230.2%66.0%41.5%29.2%0.0%0.0%-88.8%0000.05107.09N/AN/A4325,1472
2022-11-02$0.36$1.00250.4%71.8%44.5%34.6%0.0%0.0%-99.5%0000.12105.99N/AN/A1725,1642
2022-11-03$0.35$1.00265.7%45.0%44.8%38.7%0.0%0.0%-40.6%0000.13140.52N/AN/A1625,1672
2022-11-04$0.37$1.00257.9%42.7%50.1%36.6%0.0%0.0%-39.1%0000.10115.61N/AN/A2025,1672
2022-11-07$0.37$1.00295.6%45.0%47.6%46.8%0.0%0.0%-43.2%0000.0280.51N/AN/A8725,1732
2022-11-08$0.37$1.00330.7%45.1%46.9%56.2%0.0%0.0%-44.1%0000.0268.69N/AN/A8725,2202
2022-11-09$0.36$1.00163.7%46.9%43.3%11.2%0.0%0.0%-46.6%0000.02113.05N/AN/A8725,2202
2022-11-10$0.37$1.00162.1%46.5%44.3%10.8%0.0%0.0%-46.9%0000.00133.93N/AN/A51925,2202
2022-11-11$0.37$1.00164.6%47.2%44.3%11.5%0.0%0.0%-48.4%0000.13101.70N/AN/A1525,7262
2022-11-14$0.37$1.00185.9%53.3%43.6%17.2%0.0%0.0%-53.3%0000.1132.37N/AN/A1825,7272
2022-11-15$0.38$1.00169.3%48.6%44.8%12.8%0.0%0.0%-53.5%0000.1178.86N/AN/A1925,7792
2022-11-16$0.37$1.00270.6%0.0%44.9%40.0%0.0%0.0%-114.6%0000.01142.53N/AN/A17925,7842
2022-11-17$0.36$1.00185.0%53.0%45.8%17.0%0.0%0.0%-60.7%0000.06109.89N/AN/A3125,9492
2022-11-18$0.36$1.00197.4%56.6%44.6%20.3%0.0%0.0%-62.4%0000.0531.71N/AN/A4025,9682
2022-11-21$0.36$1.00207.8%59.6%40.7%23.1%0.0%0.0%-71.1%0000.0712.33N/AN/A2825,9892
2022-11-22$0.36$1.00201.3%57.7%39.4%21.4%0.0%0.0%-73.2%0000.0765.19N/AN/A2826,0082
2022-11-23$0.37$1.00203.6%58.4%39.5%22.0%0.0%0.0%-75.6%0000.07111.06N/AN/A2826,0082
2022-11-25$0.36$1.00216.9%62.2%40.4%25.6%0.0%0.0%-84.1%0000.0033.92N/AN/A006,0082
2022-11-28$0.35$1.00370.2%106.1%40.6%66.9%0.0%0.0%-100.7%0000.0086.82N/AN/A006,0082
2022-11-29$0.34$1.00253.9%72.8%41.5%35.5%0.0%0.0%-109.0%0000.0084.78N/AN/A506,0082
2022-11-30$0.34$1.00261.7%75.0%41.5%37.6%0.0%0.0%-115.4%0000.0088.39N/AN/A506,0132