TINY Options History — April 2023

In April 2023, TINY traded between $31.63 and $34.63. ATM implied volatility averaged 35.4%, placing in the 3.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 12.6% (HV 20d: 22.9%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days.

Notable Days

  • 2023-04-13: Largest IV spike — 87.6% change
  • 2023-04-13: Highest IV Rank — 16.6%
  • 2023-04-13: Largest Expected Move — 16.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.09$31.63$34.63$34.63$32.57
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV35.4%28.5%58.1%34.8%32.2%
Expected Move9.7%8.2%16.7%10.0%9.2%
HV 20d22.9%19.2%26.6%25.8%19.6%
HV 60d25.6%23.1%26.8%26.8%23.1%
IV Rank3.6%0.0%16.6%2.4%2.2%
IV Percentile8.4%0.0%42.5%4.4%4.0%
Term Structure-3.5%-23.1%4.8%-4.5%-5.8%
Skew 25d4.7%0.1%15.3%10.6%11.7%
Skew 10d3.4%1.7%10.1%1.7%2.9%
Call IV 25d33.1%22.2%62.9%28.5%25.0%
Put IV 25d37.8%31.6%66.9%39.1%36.8%
Bid-Ask Spread %132.81122.09150.91133.61134.71
Gamma HHI0.970.960.980.960.97
Net GEX7.3K6.2K7.9K6.2K7.8K
Net DEX-155.3K-197.2K-114.2K-197.2K-134.2K
Net VEX-728-791-634-791-680
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI9797979797

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$34.63$0.0034.8%10.0%25.8%2.4%0.0%10.6%-4.5%6.2K-197.2K-7910.00133.61N/AN/A00970
2023-04-04$33.87$0.0035.1%10.1%26.6%2.6%0.0%0.1%-2.5%7.1K-185.7K-7850.00135.31N/AN/A00970
2023-04-05$33.50$0.0039.0%11.2%26.2%5.0%0.0%2.2%-8.1%7.2K-169.8K-7800.00138.09N/AN/A00970
2023-04-06$33.38$35.0037.1%9.2%25.6%3.8%0.0%1.4%-2.3%7.3K-163.1K-7670.00124.32N/AN/A00970
2023-04-10$33.88$35.0046.8%9.3%24.5%9.7%0.0%4.2%4.8%7.2K-180.2K-7670.00132.01N/AN/A00970
2023-04-11$33.75$35.0042.4%8.7%24.6%7.1%0.0%15.3%-3.6%7.5K-175.3K-7640.00122.09N/AN/A00970
2023-04-12$33.27$35.0031.0%8.9%24.8%0.1%0.0%1.7%-0.6%7.3K-169.9K-7540.00126.33N/AN/A00970
2023-04-13$33.66$35.0058.1%16.7%24.8%16.6%0.0%4.0%-23.1%6.7K-156.0K-7370.00150.91N/AN/A00970
2023-04-14$33.45$35.0028.5%8.2%21.0%0.0%0.0%2.3%1.9%7.9K-169.5K-7560.00123.62N/AN/A00970
2023-04-17$33.10$35.0030.4%8.7%21.0%1.2%0.0%4.7%-0.6%7.4K-152.8K-7310.00132.76N/AN/A00970
2023-04-18$33.14$35.0030.2%8.7%20.6%1.0%0.0%3.6%-0.8%7.5K-152.7K-7290.00131.99N/AN/A00970
2023-04-19$32.77$35.0030.2%8.7%20.9%1.0%0.0%6.2%0.1%7.4K-147.6K-7140.00133.88N/AN/A00970
2023-04-20$32.97$35.0031.0%8.9%21.1%1.5%0.0%5.8%2.0%7.5K-157.1K-7300.00131.10N/AN/A00970
2023-04-21$32.86$35.0031.3%9.0%21.0%1.7%0.0%0.3%-2.8%7.5K-146.9K-7060.00134.26N/AN/A00970
2023-04-24$32.61$35.0031.7%9.1%20.8%1.9%0.0%4.3%-3.2%7.5K-137.4K-6920.00134.32N/AN/A00970
2023-04-25$31.63$35.0036.1%10.3%23.3%4.5%0.0%2.5%-8.6%7.1K-121.9K-6560.00138.15N/AN/A00970
2023-04-26$31.63$35.0034.5%9.9%22.6%3.6%0.0%0.9%-5.4%6.8K-114.2K-6340.00134.46N/AN/A00970
2023-04-27$32.09$35.0032.6%9.4%19.2%2.5%0.0%7.0%-2.7%7.3K-119.6K-6540.00131.42N/AN/A00970
2023-04-28$32.57$35.0032.2%9.2%19.6%2.2%0.0%11.7%-5.8%7.8K-134.2K-6800.00134.71N/AN/A00970