TINY Options History — March 2023

In March 2023, TINY traded between $31.70 and $34.47. ATM implied volatility averaged 42.2%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 17.3% (HV 20d: 24.9%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-03-21: Highest Volume — 1 contracts
  • 2023-03-15: Largest IV drop — 55.6% change
  • 2023-03-14: Highest IV Rank — 13.8%
  • 2023-03-13: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.01$31.70$34.47$32.31$34.47
ATM IV42.2%30.8%84.3%40.4%33.8%
Expected Move10.0%8.8%11.9%11.6%9.7%
HV 20d24.9%22.7%28.9%28.9%26.3%
HV 60d27.9%26.0%29.5%29.0%26.8%
IV Rank3.0%0.0%13.8%1.7%1.8%
IV Percentile11.2%0.0%46.4%11.1%2.4%
Term Structure-0.8%-7.8%3.3%-6.5%-2.8%
Skew 25d3.5%0.1%13.7%1.4%3.3%
Skew 10d4.0%3.1%6.1%3.5%3.7%
Call IV 25d33.8%22.1%43.2%43.2%35.0%
Put IV 25d37.4%31.7%44.8%44.6%38.3%
Bid-Ask Spread %129.59124.27136.12132.62132.63
Gamma HHI0.990.961.001.000.96
Net GEX6.3K5.4K6.9K6.1K6.9K
Net DEX-161.0K-197.8K-134.6K-142.7K-197.8K
Net VEX-814-848-775-835-798
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0430100
Total OI96.34896979697

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-03-01$32.31$0.0040.4%11.6%28.9%1.7%0.0%1.4%-6.5%6.1K-142.7K-8350.00132.62N/AN/A00960
2023-03-02$32.70$0.0039.9%11.4%23.1%1.6%0.0%3.5%-7.8%6.0K-144.5K-8410.00126.15N/AN/A00960
2023-03-03$33.12$0.0039.0%11.2%23.2%1.3%0.0%3.8%-6.5%6.3K-156.2K-8450.00129.89N/AN/A00960
2023-03-06$32.75$0.0044.4%9.0%23.4%2.8%0.0%2.3%0.1%6.5K-161.4K-8480.00124.89N/AN/A00960
2023-03-07$32.26$0.0045.3%9.1%22.9%3.1%0.0%2.3%1.2%6.5K-143.9K-8290.00127.40N/AN/A00960
2023-03-08$32.88$0.0048.4%9.1%23.0%3.9%0.0%9.0%0.1%6.2K-152.2K-8320.00130.76N/AN/A00960
2023-03-09$32.39$0.0047.9%9.5%23.3%3.8%0.0%0.1%-7.1%6.4K-159.5K-8240.00124.27N/AN/A00960
2023-03-10$31.70$0.0057.6%10.6%24.4%6.4%0.0%2.9%0.3%5.7K-134.6K-7910.00130.13N/AN/A00960
2023-03-13$31.92$0.0081.4%11.9%24.6%13.0%0.0%3.7%-0.5%5.4K-134.8K-7950.00128.06N/AN/A00960
2023-03-14$32.43$0.0084.3%10.2%24.6%13.8%0.0%2.5%-3.8%6.4K-149.2K-8110.00135.85N/AN/A00960
2023-03-15$32.17$0.0037.5%10.7%24.3%0.9%0.0%3.1%-1.9%5.8K-136.8K-7930.00125.85N/AN/A00960
2023-03-16$33.42$0.0032.6%9.3%28.2%0.0%0.0%4.9%3.3%6.2K-159.4K-8220.00126.06N/AN/A00960
2023-03-17$33.09$0.0034.3%9.8%28.0%1.1%0.0%13.7%1.8%6.3K-166.2K-8190.00127.09N/AN/A00960
2023-03-20$33.46$0.0033.7%9.7%27.9%0.7%0.0%3.6%2.2%6.2K-168.8K-8170.00131.19N/AN/A00960
2023-03-21$33.59$0.0031.5%9.0%25.3%0.0%0.0%2.8%0.6%6.5K-175.1K-8170.00127.31N/AN/A10960
2023-03-22$33.55$0.0030.8%8.8%25.2%0.0%0.0%2.2%2.4%6.6K-181.2K-8190.00128.15N/AN/A00970
2023-03-23$33.67$0.0034.0%9.7%24.0%2.0%0.0%2.7%2.7%6.4K-183.0K-8170.00126.70N/AN/A00970
2023-03-24$33.30$0.0035.8%10.3%22.9%3.0%0.0%1.9%1.3%6.5K-169.8K-8060.00136.12N/AN/A00970
2023-03-27$33.27$0.0034.3%9.8%22.7%2.1%0.0%2.8%2.8%6.5K-168.3K-7970.00130.64N/AN/A00970
2023-03-28$32.69$0.0036.8%10.6%23.6%3.7%0.0%2.8%-2.3%6.8K-149.3K-7750.00135.96N/AN/A00970
2023-03-29$33.84$0.0032.8%9.4%26.5%1.2%0.0%4.6%1.2%6.7K-174.8K-7990.00130.24N/AN/A00970
2023-03-30$34.24$0.0033.6%9.6%26.5%1.7%0.0%1.1%1.2%6.8K-193.3K-8000.00132.67N/AN/A00970
2023-03-31$34.47$0.0033.8%9.7%26.3%1.8%0.0%3.3%-2.8%6.9K-197.8K-7980.00132.63N/AN/A00970