TRX Options History — July 2023

In July 2023, TRX traded between $0.40 and $0.47. ATM implied volatility averaged 187.6%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 48.9%. IV traded above realized volatility by 143.8% (HV 20d: 43.8%). Max pain ranged from $1.00 to $1.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2023-07-19: Highest Volume — 115 contracts
  • 2023-07-12: Largest IV drop — 46.4% change
  • 2023-07-11: Highest IV Rank — 37.6%
  • 2023-07-31: Largest Expected Move — 61.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$0.43$0.40$0.47$0.45$0.40
Max Pain$1.00$1.00$1.00$1.00$1.00
ATM IV187.6%132.6%247.4%191.2%215.2%
Expected Move48.9%36.1%61.7%54.8%61.7%
HV 20d43.8%38.1%47.4%41.5%38.1%
HV 60d47.4%45.2%50.7%50.6%45.2%
IV Rank21.4%6.5%37.6%22.4%28.9%
IV Percentile44.3%4.8%75.0%48.0%65.1%
Term Structure-58.8%-82.3%-43.3%-71.1%-80.3%
VWIV206.9%197.1%216.8%197.1%216.8%
Bid-Ask Spread %78.179.52138.19106.73103.49
Net GEX00000
Net DEX-24-8200-80
Net VEX00440
P/C Ratio0.320.005.000.000.50
Total Volume23.05011543
Total OI7,9385,1259,3039,0415,201

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$0.45$1.00191.2%54.8%41.5%22.4%0.0%0.0%-71.1%0040.00106.73N/AN/A409,02417
2023-07-05$0.44$1.00200.2%57.4%42.1%24.8%0.0%0.0%-82.3%0040.00104.47N/AN/A209,02817
2023-07-06$0.44$1.00206.7%36.1%39.6%26.6%0.0%0.0%-46.1%0000.00102.25N/AN/A009,03017
2023-07-07$0.43$1.00209.5%41.9%40.2%27.3%0.0%0.0%-48.3%0000.0050.11N/AN/A3409,03017
2023-07-10$0.43$1.00236.1%38.8%40.2%34.5%0.0%0.0%-52.1%0000.0038.75N/AN/A709,06417
2023-07-11$0.43$1.00247.4%44.0%39.6%37.6%0.0%0.0%-53.4%0005.00102.27N/AN/A159,07013
2023-07-12$0.45$1.00132.6%38.0%43.1%6.5%0.0%0.0%-52.4%0000.00135.76N/AN/A1509,07018
2023-07-13$0.47$1.00161.3%46.2%44.9%14.2%0.0%0.0%-51.5%0000.00138.19N/AN/A11409,08518
2023-07-14$0.46$1.00133.3%38.2%45.7%6.7%0.0%0.0%-54.1%0000.00111.63N/AN/A1109,10818
2023-07-17$0.45$1.00169.3%48.5%46.5%16.4%0.0%0.0%-60.4%0000.0019.88N/AN/A609,11518
2023-07-18$0.45$1.00171.9%49.3%45.8%17.1%0.0%0.0%-62.2%0000.0012.15N/AN/A4909,12118
2023-07-19$0.45$1.00174.8%50.1%45.8%17.9%0.0%0.0%-64.2%0000.0012.15N/AN/A11509,17018
2023-07-20$0.45$1.00151.7%43.5%45.1%11.7%0.0%0.0%-43.3%0000.009.52N/AN/A009,28518
2023-07-21$0.43$1.00178.4%51.1%44.9%18.9%197.1%0.0%-47.0%0000.29110.10N/AN/A729,28518
2023-07-24$0.41$1.00185.3%53.1%47.4%20.8%0.0%0.0%-55.8%0-8200.00122.65N/AN/A2005,10520
2023-07-25$0.41$1.00189.1%54.2%46.5%21.8%0.0%0.0%-58.2%0-8200.0060.24N/AN/A5105,11520
2023-07-26$0.41$1.00193.1%55.4%46.5%22.9%0.0%0.0%-60.9%0-8200.00107.82N/AN/A105,16620
2023-07-27$0.41$1.00197.3%56.6%45.7%24.0%0.0%0.0%-63.8%0-8200.0040.20N/AN/A1205,16720
2023-07-28$0.40$1.00207.0%59.3%46.6%26.6%0.0%0.0%-68.5%0-8000.0075.08N/AN/A205,17920
2023-07-31$0.40$1.00215.2%61.7%38.1%28.9%216.8%0.0%-80.3%0-8000.50103.49N/AN/A215,18120