TINY Options History — January 2023 In January 2023, TINY traded between $28.25 and $32.80. ATM implied volatility averaged 42.4%, placing in the 1.9% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 13.0% (HV 20d: 29.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days.
Notable Days 2023-01-11 : Largest IV drop — 33.8% change2023-01-10 : Highest IV Rank — 5.3%2023-01-03 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $31.06 $28.25 $32.80 $28.25 $31.98 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 42.4% 34.2% 57.0% 52.6% 41.8% Expected Move 11.6% 9.8% 15.1% 15.1% 12.0% HV 20d 29.4% 24.0% 34.1% 31.0% 25.4% HV 60d 37.1% 36.4% 38.6% 38.6% 36.5% IV Rank 1.9% 0.0% 5.3% 4.1% 2.1% IV Percentile 4.8% 0.0% 16.7% 11.9% 7.1% Term Structure -4.1% -10.6% 4.6% -10.6% -3.4% Skew 25d 1.1% -2.5% 4.9% 2.2% 2.4% Skew 10d 1.8% -13.2% 9.2% 5.5% 3.8% Call IV 25d 42.1% 35.2% 57.0% 57.0% 44.1% Put IV 25d 43.3% 37.3% 59.2% 59.2% 46.4% Bid-Ask Spread % 131.23 122.06 139.08 138.94 130.81 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 94 71 134 71 101 Net DEX -2.0K -2.8K -1.1K -1.1K -2.5K Net VEX -3 -4 -2 -4 -2 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 (20 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 2023-01-03 $28.25 $0.00 52.6% 15.1% 31.0% 4.1% 0.0% 2.2% -10.6% 71 -1.1K -4 0.00 138.94 N/A N/A 0 0 1 0 2023-01-04 $28.60 $0.00 51.9% 14.9% 31.4% 3.9% 0.0% 2.6% -6.1% 76 -1.1K -4 0.00 139.08 N/A N/A 0 0 1 0 2023-01-05 $28.66 $30.00 46.1% 11.8% 31.0% 2.3% 0.0% 2.5% -2.4% 78 -1.1K -4 0.00 124.34 N/A N/A 0 0 1 0 2023-01-06 $29.70 $30.00 44.4% 11.7% 33.7% 1.8% 0.0% 2.4% 0.3% 88 -1.4K -4 0.00 122.06 N/A N/A 0 0 1 0 2023-01-09 $30.33 $30.00 56.7% 12.4% 34.1% 5.3% 0.0% -1.8% -2.6% 90 -1.6K -4 0.00 131.83 N/A N/A 0 0 1 0 2023-01-10 $30.60 $30.00 57.0% 11.2% 34.1% 5.3% 0.0% -1.4% -3.1% 91 -1.7K -4 0.00 131.46 N/A N/A 0 0 1 0 2023-01-11 $30.74 $30.00 37.8% 10.8% 34.1% 0.0% 0.0% -0.3% -2.3% 96 -1.8K -4 0.00 124.88 N/A N/A 0 0 1 0 2023-01-12 $31.23 $30.00 36.7% 10.5% 32.6% 0.0% 0.0% 0.1% -0.5% 100 -1.9K -4 0.00 128.83 N/A N/A 0 0 1 0 2023-01-13 $31.48 $30.00 34.2% 9.8% 32.3% 0.0% 0.0% 3.6% 4.6% 79 -2.1K -4 0.00 127.70 N/A N/A 0 0 1 0 2023-01-17 $31.57 $30.00 38.1% 10.9% 27.7% 1.1% 0.0% 1.2% -6.3% 111 -2.1K -3 0.00 134.76 N/A N/A 0 0 1 0 2023-01-18 $31.42 $30.00 41.5% 11.9% 27.2% 2.0% 0.0% -1.4% -10.5% 105 -2.0K -3 0.00 137.84 N/A N/A 0 0 1 0 2023-01-19 $30.74 $30.00 40.3% 11.6% 27.6% 1.7% 0.0% -2.2% -7.0% 107 -1.8K -3 0.00 133.71 N/A N/A 0 0 1 0 2023-01-20 $31.49 $30.00 39.4% 11.3% 28.5% 1.4% 0.0% -2.5% -10.0% 134 -2.1K -3 0.00 133.16 N/A N/A 0 0 1 0 2023-01-23 $32.55 $30.00 39.8% 11.4% 30.1% 1.5% 0.0% 1.6% -6.4% 84 -2.6K -2 0.00 136.81 N/A N/A 0 0 1 0 2023-01-24 $32.28 $30.00 38.0% 10.9% 26.2% 1.0% 0.0% 1.9% -5.7% 92 -2.5K -2 0.00 132.92 N/A N/A 0 0 1 0 2023-01-25 $32.55 $30.00 37.7% 10.8% 26.0% 1.0% 0.0% 4.9% 0.4% 86 -2.6K -2 0.00 126.77 N/A N/A 0 0 1 0 2023-01-26 $32.80 $30.00 36.5% 10.5% 25.1% 0.6% 0.0% 2.9% 0.2% 82 -2.8K -2 0.00 129.42 N/A N/A 0 0 1 0 2023-01-27 $32.52 $30.00 37.4% 10.7% 24.0% 0.9% 0.0% 3.0% -2.5% 89 -2.7K -2 0.00 130.25 N/A N/A 0 0 1 0 2023-01-30 $31.64 $30.00 40.5% 11.6% 25.7% 1.7% 0.0% 0.7% -8.7% 115 -2.2K -2 0.00 129.08 N/A N/A 0 0 1 0 2023-01-31 $31.98 $30.00 41.8% 12.0% 25.4% 2.1% 0.0% 2.4% -3.4% 101 -2.5K -2 0.00 130.81 N/A N/A 0 0 1 0
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