TINY Options History — December 2022 In December 2022, TINY traded between $27.63 and $31.49. ATM implied volatility averaged 52.8%, placing in the 4.2% IV rank vs the trailing year. The 30-day expected move averaged 12.5%. IV traded above realized volatility by 17.6% (HV 20d: 35.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2022-12-14 : Largest IV drop — 55.8% change2022-12-13 : Highest IV Rank — 14.6%2022-12-02 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.68 $27.63 $31.49 $31.30 $28.28 ATM IV 52.8% 37.8% 90.2% 49.6% 47.8% Expected Move 12.5% 10.8% 14.2% 14.2% 13.7% HV 20d 35.2% 29.9% 48.1% 48.1% 31.1% HV 60d 402.6% 38.5% 626.7% 626.4% 39.0% IV Rank 4.2% 0.0% 14.6% 3.3% 2.8% IV Percentile 8.3% 0.4% 32.1% 4.0% 6.3% Term Structure -2.3% -10.4% 6.9% -6.8% -1.2% Skew 25d 3.2% -4.9% 15.2% 4.3% 2.9% Skew 10d 6.3% 2.0% 13.1% 13.1% 5.3% Call IV 25d 43.4% 26.6% 54.4% 52.8% 51.3% Put IV 25d 46.6% 35.6% 58.9% 57.0% 54.3% Bid-Ask Spread % 134.57 125.06 143.46 134.80 138.20 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 66 61 81 61 69 Net DEX -1.5K -2.0K -932 -1.9K -1.0K Net VEX -5 -5 -4 -5 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 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 2022-12-01 $31.30 $0.00 49.6% 14.2% 48.1% 3.3% 0.0% 4.3% -6.8% 61 -1.9K -5 0.00 134.80 N/A N/A 0 0 1 0 2022-12-02 $30.94 $0.00 49.6% 14.2% 43.5% 3.3% 0.0% 4.5% -10.3% 64 -1.8K -5 0.00 135.17 N/A N/A 0 0 1 0 2022-12-05 $30.59 $0.00 55.0% 11.1% 43.9% 4.8% 0.0% 3.0% 3.6% 64 -1.8K -5 0.00 131.54 N/A N/A 0 0 1 0 2022-12-06 $30.03 $0.00 60.0% 11.9% 40.9% 6.2% 0.0% 2.6% -5.1% 66 -1.6K -5 0.00 131.01 N/A N/A 0 0 1 0 2022-12-07 $30.19 $0.00 57.6% 11.9% 40.9% 5.5% 0.0% 2.6% -5.1% 65 -1.7K -5 0.00 125.06 N/A N/A 0 0 1 0 2022-12-08 $30.67 $0.00 63.7% 12.4% 41.1% 7.2% 0.0% -4.9% -1.8% 64 -1.8K -5 0.00 127.41 N/A N/A 0 0 1 0 2022-12-09 $30.39 $0.00 69.5% 11.8% 40.8% 8.8% 0.0% 2.3% -2.8% 64 -1.8K -5 0.00 131.87 N/A N/A 0 0 1 0 2022-12-12 $30.50 $0.00 87.7% 11.6% 30.0% 13.9% 0.0% 3.4% -0.9% 68 -1.7K -5 0.00 133.19 N/A N/A 0 0 1 0 2022-12-13 $31.49 $0.00 90.2% 12.2% 29.9% 14.6% 0.0% 15.2% -10.4% 63 -2.0K -5 0.00 128.93 N/A N/A 0 0 1 0 2022-12-14 $31.06 $0.00 39.9% 11.4% 30.0% 0.6% 0.0% 3.6% 6.9% 63 -1.9K -5 0.00 131.57 N/A N/A 0 0 1 0 2022-12-15 $29.72 $0.00 41.9% 12.0% 31.1% 1.1% 0.0% 3.7% -4.8% 68 -1.5K -5 0.00 137.61 N/A N/A 0 0 1 0 2022-12-16 $29.34 $0.00 46.0% 13.2% 31.3% 2.3% 0.0% 3.2% -5.9% 63 -1.5K -5 0.00 143.46 N/A N/A 0 0 1 0 2022-12-19 $28.82 $0.00 42.3% 12.1% 31.8% 1.2% 0.0% 1.7% 1.7% 65 -1.3K -5 0.00 137.19 N/A N/A 0 0 1 0 2022-12-20 $29.16 $0.00 42.3% 12.1% 31.9% 1.2% 0.0% 2.1% 0.4% 69 -1.3K -5 0.00 138.15 N/A N/A 0 0 1 0 2022-12-21 $29.63 $0.00 41.5% 11.9% 32.4% 1.0% 0.0% 2.3% -3.5% 81 -1.3K -5 0.00 139.43 N/A N/A 0 0 1 0 2022-12-22 $28.55 $0.00 37.8% 10.8% 32.9% 0.0% 0.0% 3.6% 5.2% 66 -1.2K -4 0.00 129.47 N/A N/A 0 0 1 0 2022-12-23 $28.45 $0.00 40.4% 11.6% 32.9% 0.7% 0.0% 3.6% 2.0% 64 -1.2K -4 0.00 132.66 N/A N/A 0 0 1 0 2022-12-27 $28.13 $0.00 48.4% 13.9% 31.4% 2.9% 0.0% 2.1% -4.1% 61 -1.1K -4 0.00 140.64 N/A N/A 0 0 1 0 2022-12-28 $27.63 $0.00 48.5% 13.9% 31.8% 3.0% 0.0% 1.2% -4.5% 68 -932 -4 0.00 140.25 N/A N/A 0 0 1 0 2022-12-29 $28.47 $0.00 48.3% 13.8% 31.6% 2.9% 0.0% 4.3% -1.3% 70 -1.1K -4 0.00 138.41 N/A N/A 0 0 1 0 2022-12-30 $28.28 $0.00 47.8% 13.7% 31.1% 2.8% 0.0% 2.9% -1.2% 69 -1.0K -4 0.00 138.20 N/A N/A 0 0 1 0
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