TINY Options History — February 2023

In February 2023, TINY traded between $31.85 and $34.00. ATM implied volatility averaged 39.6%, placing in the 1.5% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 10.0% (HV 20d: 29.6%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-02-17: Highest Volume — 96 contracts
  • 2023-02-08: Largest IV drop — 17.4% change
  • 2023-02-06: Highest IV Rank — 3.8%
  • 2023-02-13: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.06$31.85$34.00$33.58$32.40
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV39.6%36.1%48.2%36.3%38.7%
Expected Move11.0%10.4%11.9%10.4%11.1%
HV 20d29.6%28.7%30.7%29.3%29.1%
HV 60d31.5%29.1%35.9%35.9%29.1%
IV Rank1.5%0.5%3.8%0.6%1.2%
IV Percentile5.9%0.4%14.3%0.4%7.1%
Term Structure-1.4%-6.5%9.3%-4.0%-4.3%
Skew 25d2.3%-0.7%3.8%-0.7%1.4%
Skew 10d3.7%-4.7%13.0%-4.7%3.8%
Call IV 25d36.8%31.0%43.4%40.8%43.4%
Put IV 25d39.1%33.9%44.8%40.1%44.8%
Bid-Ask Spread %126.37120.76132.09129.45131.42
Gamma HHI1.001.001.001.001.00
Net GEX1.9K06.0K05.9K
Net DEX-47.8K-149.2K-2.9K-3.4K-148.9K
Net VEX-265-86000-840
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.05309600
Total OI31196196

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-02-01$33.58$30.0036.3%10.4%29.3%0.6%0.0%-0.7%-4.0%0-3.4K00.00129.45N/AN/A0010
2023-02-02$33.95$0.0040.5%10.4%29.3%1.7%0.0%2.9%-0.2%49-3.2K-10.00123.15N/AN/A0010
2023-02-03$33.67$0.0041.1%10.8%29.9%1.9%0.0%2.6%-1.4%59-3.1K-10.00120.76N/AN/A0010
2023-02-06$33.00$0.0048.2%11.5%29.6%3.8%0.0%3.3%-3.3%78-2.9K-10.00125.13N/AN/A0010
2023-02-07$33.59$0.0047.5%11.2%29.4%3.6%0.0%2.2%-1.9%60-3.1K-10.00121.86N/AN/A0010
2023-02-08$33.22$0.0039.2%11.2%29.9%1.4%0.0%2.0%-2.8%70-3.0K-10.00123.23N/AN/A0010
2023-02-09$33.27$0.0039.4%11.3%29.9%1.4%0.0%1.3%-1.6%67-3.0K-10.00120.93N/AN/A0010
2023-02-10$33.13$0.0041.2%11.8%29.7%1.9%0.0%2.8%-2.4%74-2.9K-10.00126.36N/AN/A0010
2023-02-13$33.65$0.0041.3%11.9%30.0%2.0%0.0%3.6%-2.5%55-3.1K00.00125.20N/AN/A0010
2023-02-14$34.00$0.0038.1%10.9%30.1%1.1%0.0%2.3%-1.2%36-3.3K00.00124.88N/AN/A0010
2023-02-15$33.86$0.0036.6%10.5%30.1%0.6%0.0%2.9%-0.6%37-3.3K00.00125.80N/AN/A0010
2023-02-16$33.36$0.0036.7%10.5%29.4%0.7%0.0%3.1%4.1%54-3.2K00.00127.33N/AN/A0010
2023-02-17$32.95$0.0036.1%10.4%28.9%0.5%0.0%2.1%9.3%49-3.2K00.00128.87N/AN/A96010
2023-02-21$31.95$0.0037.0%10.6%28.8%0.8%0.0%1.5%0.4%6.0K-146.9K-8400.00124.49N/AN/A00960
2023-02-22$31.85$0.0037.6%10.8%28.7%0.9%0.0%2.3%-3.3%5.7K-140.5K-8320.00131.28N/AN/A00960
2023-02-23$32.60$0.0039.7%11.4%29.8%1.5%0.0%3.8%-6.5%5.6K-149.2K-8600.00127.99N/AN/A00960
2023-02-24$31.89$0.0038.5%11.0%30.6%1.2%0.0%2.9%-0.4%5.7K-137.6K-8220.00130.80N/AN/A00960
2023-02-27$32.18$0.0039.6%11.3%30.7%1.5%0.0%1.2%-4.3%5.9K-144.5K-8430.00132.09N/AN/A00960
2023-02-28$32.40$0.0038.7%11.1%29.1%1.2%0.0%1.4%-4.3%5.9K-148.9K-8400.00131.42N/AN/A00960