TRX Options History — December 2022

In December 2022, TRX traded between $0.32 and $0.35. ATM implied volatility averaged 247.0%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 56.1%. IV traded above realized volatility by 201.3% (HV 20d: 45.8%). 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 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-12-20: Highest Volume — 503 contracts
  • 2022-12-12: Largest IV spike — 144.0% change
  • 2022-12-13: Highest IV Rank — 95.7%
  • 2022-12-02: Largest Expected Move — 78.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.33$0.32$0.35$0.34$0.33
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV247.0%167.6%477.3%270.3%234.1%
Expected Move56.1%44.2%78.3%77.5%67.1%
HV 20d45.8%32.8%54.7%37.4%54.7%
HV 60d51.8%45.4%55.8%52.9%45.7%
IV Rank33.7%12.3%95.7%39.9%30.2%
IV Percentile52.1%11.9%99.6%75.4%61.1%
Term Structure-74.5%-127.3%-52.6%-122.5%-81.1%
Bid-Ask Spread %73.8550.65131.9792.9889.37
Net GEX00000
Net DEX-30-3500-33
Net VEX40404
P/C Ratio0.000.000.000.000.00
Total Volume40.5240503018
Total OI6,258.4296,0206,8276,0206,827

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$0.34$1.00270.3%77.5%37.4%39.9%0.0%0.0%-122.5%0000.0092.98N/AN/A006,0182
2022-12-02$0.35$1.00273.0%78.3%37.7%40.7%0.0%0.0%-127.3%0000.00131.97N/AN/A506,0182
2022-12-05$0.34$1.00315.6%44.2%32.8%52.2%0.0%0.0%-65.3%0-3440.0093.09N/AN/A006,0212
2022-12-06$0.32$1.00348.0%47.0%38.4%60.9%0.0%0.0%-70.0%0-3240.0082.69N/AN/A206,0212
2022-12-07$0.33$1.00357.7%46.3%40.6%63.5%0.0%0.0%-69.8%0-3340.0067.88N/AN/A4606,0232
2022-12-08$0.32$1.00167.6%48.0%40.9%12.3%0.0%0.0%-73.1%0-3240.0050.65N/AN/A206,0652
2022-12-09$0.32$1.00169.6%48.6%39.1%12.8%0.0%0.0%-74.8%0-3240.0055.69N/AN/A306,0662
2022-12-12$0.32$1.00413.9%50.5%39.1%78.6%0.0%0.0%-80.1%0-3240.0061.03N/AN/A706,0692
2022-12-13$0.32$1.00477.3%51.1%39.1%95.7%0.0%0.0%-82.0%0-3240.0054.49N/AN/A206,0762
2022-12-14$0.34$1.00171.9%49.3%44.5%13.4%0.0%0.0%-80.0%0-3440.0064.08N/AN/A206,0782
2022-12-15$0.32$1.00183.2%52.5%48.1%16.5%0.0%0.0%0.0%0-3240.0057.22N/AN/A006,0802
2022-12-16$0.33$1.00181.2%52.0%49.3%16.0%0.0%0.0%0.0%0-3340.0054.92N/AN/A3206,0802
2022-12-19$0.32$1.00194.4%55.7%50.1%19.5%0.0%0.0%-52.6%0-3240.0098.36N/AN/A1406,1102
2022-12-20$0.33$1.00192.6%55.2%51.8%19.0%0.0%0.0%-53.2%0-3340.0054.68N/AN/A50306,1242
2022-12-21$0.33$1.00195.8%56.1%51.8%19.9%0.0%0.0%-55.2%0-3340.0059.39N/AN/A506,6102
2022-12-22$0.33$1.00199.1%57.1%50.4%20.8%0.0%0.0%-57.3%0-3340.0067.63N/AN/A406,6152
2022-12-23$0.35$1.00192.9%55.3%54.6%19.1%0.0%0.0%-56.7%0-3540.0090.25N/AN/A206,6192
2022-12-27$0.35$1.00208.4%59.8%53.7%23.3%0.0%0.0%-67.1%0-3540.0073.33N/AN/A006,6212
2022-12-28$0.34$1.00218.2%62.6%53.7%25.9%0.0%0.0%-71.9%0-3440.0066.19N/AN/A046,6212
2022-12-29$0.34$1.00223.0%63.9%53.7%27.2%0.0%0.0%-75.2%0-3440.0084.95N/AN/A20006,6216
2022-12-30$0.33$1.00234.1%67.1%54.7%30.2%0.0%0.0%-81.1%0-3340.0089.37N/AN/A1806,8216