TINY Options History — November 2022 In November 2022, TINY traded between $26.30 and $31.60. ATM implied volatility averaged 55.6%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 11.8% (HV 20d: 43.8%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-11-01 : Highest Volume — 1 contracts2022-11-09 : Largest IV drop — 39.2% change2022-11-08 : Highest IV Rank — 9.3%2022-11-01 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $29.45 $26.30 $31.60 $27.65 $30.97 ATM IV 55.6% 37.8% 77.1% 68.0% 48.9% Expected Move 14.8% 10.8% 19.5% 19.5% 14.0% HV 20d 43.8% 35.4% 48.3% 35.7% 48.1% HV 60d 626.6% 626.4% 627.0% 626.8% 626.5% IV Rank 4.3% 0.0% 9.3% 6.8% 3.1% IV Percentile 6.3% 0.0% 19.0% 11.1% 3.6% Term Structure -6.4% -28.3% 8.5% -28.3% -1.5% Skew 25d 13.8% -1.3% 30.8% 5.5% 7.0% Skew 10d 14.0% -11.1% 26.0% 10.9% 17.5% Call IV 25d 47.5% 33.4% 59.4% 59.4% 51.2% Put IV 25d 61.4% 32.1% 69.5% 64.9% 58.2% Bid-Ask Spread % 123.73 112.29 138.54 132.36 129.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 54 47 68 47 68 Net DEX -1.6K -1.9K -801 -1.2K -1.8K Net VEX -6 -6 -5 -6 -5 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 0.81 0 1 1 0 Total OI 1 1 1 1 1
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-11-01 $27.65 $0.00 68.0% 19.5% 35.7% 6.8% 0.0% 5.5% -28.3% 47 -1.2K -6 0.00 132.36 N/A N/A 1 0 1 0 2022-11-02 $27.71 $0.00 57.6% 16.5% 35.4% 3.8% 0.0% 5.1% -24.9% 48 -1.1K -6 0.00 126.69 N/A N/A 1 0 1 0 2022-11-03 $26.30 $0.00 69.1% 13.9% 39.4% 7.1% 0.0% 20.3% 8.5% 53 -801 -5 0.00 122.23 N/A N/A 1 0 1 0 2022-11-04 $26.79 $0.00 69.6% 14.5% 37.6% 7.2% 0.0% 18.3% 0.3% 51 -1.1K -6 0.00 121.85 N/A N/A 1 0 1 0 2022-11-07 $28.29 $0.00 63.7% 12.1% 42.5% 5.5% 0.0% 22.8% 2.4% 51 -1.2K -6 0.00 120.35 N/A N/A 1 0 1 0 2022-11-08 $28.36 $0.00 77.1% 14.8% 41.6% 9.3% 0.0% 13.7% 1.5% 55 -1.3K -6 0.00 123.70 N/A N/A 1 0 1 0 2022-11-09 $28.35 $0.00 46.9% 13.4% 39.1% 0.8% 0.0% 20.7% 2.3% 51 -1.3K -6 0.00 127.11 N/A N/A 1 0 1 0 2022-11-10 $27.95 $0.00 54.9% 15.7% 38.1% 3.0% 0.0% 22.2% -11.0% 50 -1.7K -6 0.00 120.23 N/A N/A 1 0 1 0 2022-11-11 $30.23 $0.00 37.8% 10.8% 45.1% 0.0% 0.0% 21.8% 7.2% 53 -1.9K -6 0.00 115.66 N/A N/A 1 0 1 0 2022-11-14 $31.22 $0.00 44.4% 12.7% 45.5% 1.8% 0.0% 21.7% 1.0% 51 -1.9K -6 0.00 122.88 N/A N/A 1 0 1 0 2022-11-15 $31.60 $0.00 43.0% 12.3% 45.3% 1.5% 0.0% 6.7% -1.4% 54 -1.9K -6 0.00 115.64 N/A N/A 1 0 1 0 2022-11-16 $30.42 $0.00 52.1% 14.9% 47.6% 4.0% 0.0% 14.2% -8.2% 49 -1.8K -6 0.00 122.03 N/A N/A 1 0 1 0 2022-11-17 $30.44 $0.00 46.4% 13.3% 46.8% 2.4% 0.0% 22.1% -1.0% 55 -1.7K -6 0.00 123.45 N/A N/A 1 0 1 0 2022-11-18 $30.37 $0.00 54.2% 15.5% 46.9% 4.5% 0.0% 7.3% 1.3% 51 -1.8K -6 0.00 123.70 N/A N/A 1 0 1 0 2022-11-21 $29.93 $0.00 64.3% 18.4% 47.7% 7.4% 0.0% 30.8% -14.9% 55 -1.7K -6 0.00 112.29 N/A N/A 1 0 1 0 2022-11-22 $30.04 $0.00 59.4% 17.0% 46.7% 6.0% 0.0% 13.7% -22.5% 60 -1.8K -6 0.00 122.02 N/A N/A 1 0 1 0 2022-11-23 $30.93 $0.00 61.8% 17.7% 47.3% 6.7% 0.0% 11.9% -20.4% 50 -1.9K -6 0.00 123.54 N/A N/A 1 0 1 0 2022-11-25 $30.91 $0.00 47.2% 13.5% 46.5% 2.6% 0.0% -1.3% -5.9% 59 -1.9K -6 0.00 122.02 N/A N/A 0 0 1 0 2022-11-28 $29.97 $0.00 48.5% 13.9% 48.3% 3.0% 0.0% 1.2% -7.8% 59 -1.7K -6 0.00 132.70 N/A N/A 0 0 1 0 2022-11-29 $30.00 $0.00 52.9% 15.2% 48.0% 4.2% 0.0% 4.2% -10.4% 62 -1.6K -6 0.00 138.54 N/A N/A 0 0 1 0 2022-11-30 $30.97 $0.00 48.9% 14.0% 48.1% 3.1% 0.0% 7.0% -1.5% 68 -1.8K -5 0.00 129.42 N/A N/A 0 0 1 0
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