TINY Options History — September 2022

Name: TINY Options Analytics - September 2022
Creator: Options Analysis Suite

In September 2022, TINY traded between $26.01 and $27.53. ATM implied volatility averaged 56.8%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded below realized volatility by 1027.8% (HV 20d: 1084.6%). Net GEX was positive for 7 of 7 trading days. Term structure was in contango for 3 of 7 days. Put/call ratio averaged 0.00.

Notable Days

2022-09-30: Highest Volume — 1 contracts
2022-09-30: Largest IV spike — 15.8% change
2022-09-30: Highest IV Rank — 7.9%
2022-09-30: Largest Expected Move — 20.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$26.57	$26.01	$27.53	$27.53	$26.08
ATM IV	56.8%	44.2%	71.9%	44.2%	71.9%
Expected Move	16.3%	12.7%	20.6%	12.7%	20.6%
HV 20d	1084.6%	1083.7%	1085.4%	1083.7%	1085.4%
HV 60d	626.8%	626.7%	626.9%	626.8%	626.8%
IV Rank	3.6%	0.0%	7.9%	0.0%	7.9%
IV Percentile	2.2%	0.0%	8.3%	0.0%	8.3%
Term Structure	-4.5%	-21.5%	6.8%	3.3%	-21.5%
Skew 25d	14.9%	3.6%	32.3%	4.2%	18.2%
Skew 10d	10.9%	-1.3%	24.7%	24.7%	5.1%
Call IV 25d	51.0%	41.0%	60.1%	45.1%	60.1%
Put IV 25d	65.9%	47.8%	78.7%	49.3%	78.3%
Bid-Ask Spread %	124.40	119.93	133.50	129.20	120.66
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	38	34	43	43	36
Net DEX	-1.0K	-1.2K	-920	-1.2K	-1.0K
Net VEX	-6	-7	-6	-7	-6
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.143	0	1	0	1
Total OI	1	1	1	1	1

Daily Data (7 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2022-09-21	$27.53	$0.00	44.2%	12.7%	1083.7%	0.0%	0.0%	4.2%	3.3%	43	-1.2K	-7	129.20	N/A	N/A	0	1
2022-09-22	$27.11	$0.00	45.9%	13.2%	1083.9%	0.5%	0.0%	3.6%	3.6%	39	-1.1K	-7	124.44	N/A	N/A	0	1
2022-09-23	$26.42	$0.00	51.8%	14.9%	1084.4%	2.2%	0.0%	5.5%	-2.4%	37	-1.0K	-6	133.50	N/A	N/A	0	1
2022-09-27	$26.22	$0.00	59.8%	17.2%	1085.3%	4.4%	0.0%	32.3%	6.8%	34	-920	-6	119.93	N/A	N/A	0	1
2022-09-28	$26.01	$0.00	61.7%	17.7%	1085.0%	5.0%	0.0%	19.1%	-14.6%	39	-1.0K	-6	120.29	N/A	N/A	0	1
2022-09-29	$26.63	$0.00	62.1%	17.8%	1084.7%	5.1%	0.0%	21.2%	-6.6%	35	-996	-6	122.76	N/A	N/A	0	1
2022-09-30	$26.08	$0.00	71.9%	20.6%	1085.4%	7.9%	0.0%	18.2%	-21.5%	36	-1.0K	-6	120.66	N/A	N/A	1	1