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 contracts
  • 2022-11-09: Largest IV drop — 39.2% change
  • 2022-11-08: Highest IV Rank — 9.3%
  • 2022-11-01: Largest Expected Move — 19.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.45$26.30$31.60$27.65$30.97
ATM IV55.6%37.8%77.1%68.0%48.9%
Expected Move14.8%10.8%19.5%19.5%14.0%
HV 20d43.8%35.4%48.3%35.7%48.1%
HV 60d626.6%626.4%627.0%626.8%626.5%
IV Rank4.3%0.0%9.3%6.8%3.1%
IV Percentile6.3%0.0%19.0%11.1%3.6%
Term Structure-6.4%-28.3%8.5%-28.3%-1.5%
Skew 25d13.8%-1.3%30.8%5.5%7.0%
Skew 10d14.0%-11.1%26.0%10.9%17.5%
Call IV 25d47.5%33.4%59.4%59.4%51.2%
Put IV 25d61.4%32.1%69.5%64.9%58.2%
Bid-Ask Spread %123.73112.29138.54132.36129.42
Gamma HHI1.001.001.001.001.00
Net GEX5447684768
Net DEX-1.6K-1.9K-801-1.2K-1.8K
Net VEX-6-6-5-6-5
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.810110
Total OI11111

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$27.65$0.0068.0%19.5%35.7%6.8%0.0%5.5%-28.3%47-1.2K-60.00132.36N/AN/A1010
2022-11-02$27.71$0.0057.6%16.5%35.4%3.8%0.0%5.1%-24.9%48-1.1K-60.00126.69N/AN/A1010
2022-11-03$26.30$0.0069.1%13.9%39.4%7.1%0.0%20.3%8.5%53-801-50.00122.23N/AN/A1010
2022-11-04$26.79$0.0069.6%14.5%37.6%7.2%0.0%18.3%0.3%51-1.1K-60.00121.85N/AN/A1010
2022-11-07$28.29$0.0063.7%12.1%42.5%5.5%0.0%22.8%2.4%51-1.2K-60.00120.35N/AN/A1010
2022-11-08$28.36$0.0077.1%14.8%41.6%9.3%0.0%13.7%1.5%55-1.3K-60.00123.70N/AN/A1010
2022-11-09$28.35$0.0046.9%13.4%39.1%0.8%0.0%20.7%2.3%51-1.3K-60.00127.11N/AN/A1010
2022-11-10$27.95$0.0054.9%15.7%38.1%3.0%0.0%22.2%-11.0%50-1.7K-60.00120.23N/AN/A1010
2022-11-11$30.23$0.0037.8%10.8%45.1%0.0%0.0%21.8%7.2%53-1.9K-60.00115.66N/AN/A1010
2022-11-14$31.22$0.0044.4%12.7%45.5%1.8%0.0%21.7%1.0%51-1.9K-60.00122.88N/AN/A1010
2022-11-15$31.60$0.0043.0%12.3%45.3%1.5%0.0%6.7%-1.4%54-1.9K-60.00115.64N/AN/A1010
2022-11-16$30.42$0.0052.1%14.9%47.6%4.0%0.0%14.2%-8.2%49-1.8K-60.00122.03N/AN/A1010
2022-11-17$30.44$0.0046.4%13.3%46.8%2.4%0.0%22.1%-1.0%55-1.7K-60.00123.45N/AN/A1010
2022-11-18$30.37$0.0054.2%15.5%46.9%4.5%0.0%7.3%1.3%51-1.8K-60.00123.70N/AN/A1010
2022-11-21$29.93$0.0064.3%18.4%47.7%7.4%0.0%30.8%-14.9%55-1.7K-60.00112.29N/AN/A1010
2022-11-22$30.04$0.0059.4%17.0%46.7%6.0%0.0%13.7%-22.5%60-1.8K-60.00122.02N/AN/A1010
2022-11-23$30.93$0.0061.8%17.7%47.3%6.7%0.0%11.9%-20.4%50-1.9K-60.00123.54N/AN/A1010
2022-11-25$30.91$0.0047.2%13.5%46.5%2.6%0.0%-1.3%-5.9%59-1.9K-60.00122.02N/AN/A0010
2022-11-28$29.97$0.0048.5%13.9%48.3%3.0%0.0%1.2%-7.8%59-1.7K-60.00132.70N/AN/A0010
2022-11-29$30.00$0.0052.9%15.2%48.0%4.2%0.0%4.2%-10.4%62-1.6K-60.00138.54N/AN/A0010
2022-11-30$30.97$0.0048.9%14.0%48.1%3.1%0.0%7.0%-1.5%68-1.8K-50.00129.42N/AN/A0010