TINY Options History — May 2023

In May 2023, TINY traded between $32.38 and $37.86. ATM implied volatility averaged 31.4%, placing in the 2.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 9.9% (HV 20d: 21.5%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-05-19: Highest Volume — 1 contracts
  • 2023-05-10: Largest IV drop — 34.1% change
  • 2023-05-09: Highest IV Rank — 8.4%
  • 2023-05-03: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.45$32.38$37.86$32.86$37.44
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV31.4%26.6%42.5%35.1%33.6%
Expected Move8.5%7.6%10.6%10.1%9.6%
HV 20d21.5%18.1%26.7%19.7%26.7%
HV 60d23.1%21.8%24.9%23.0%24.8%
IV Rank2.4%0.0%8.4%4.0%4.1%
IV Percentile6.9%0.0%31.0%9.5%11.1%
Term Structure-2.0%-9.5%4.7%-7.9%-8.8%
Skew 25d5.4%1.3%20.2%20.2%15.8%
Skew 10d2.5%-7.4%7.0%3.1%5.1%
Call IV 25d28.4%20.4%34.3%20.4%24.3%
Put IV 25d33.7%26.8%41.7%40.7%40.2%
Bid-Ask Spread %133.94127.86137.36137.36134.61
Gamma HHI0.970.941.000.971.00
Net GEX8.5K6.8K10.0K7.9K6.8K
Net DEX-189.5K-288.1K-131.2K-142.8K-269.6K
Net VEX-625-677-473-673-532
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0450100
Total OI96.68296979796

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-05-01$32.86$35.0035.1%10.1%19.7%4.0%0.0%20.2%-7.9%7.9K-142.8K-6730.00137.36N/AN/A00970
2023-05-02$32.48$35.0035.8%10.3%19.8%4.4%0.0%10.7%-8.1%7.6K-137.3K-6730.00134.43N/AN/A00970
2023-05-03$32.48$35.0036.9%10.6%18.5%5.1%0.0%11.0%-9.5%8.0K-137.8K-6740.00134.37N/AN/A00970
2023-05-04$32.38$0.0037.3%8.2%18.2%5.3%0.0%3.6%3.9%7.5K-131.2K-6610.00128.20N/AN/A00970
2023-05-05$33.34$0.0034.6%7.8%21.2%3.6%0.0%2.6%3.7%8.4K-153.4K-6770.00127.86N/AN/A00970
2023-05-08$33.25$0.0040.8%7.9%20.5%7.3%0.0%3.6%3.1%8.3K-151.3K-6670.00132.57N/AN/A00970
2023-05-09$33.00$0.0042.5%8.4%20.6%8.4%0.0%2.8%-1.0%8.6K-144.8K-6510.00136.82N/AN/A00970
2023-05-10$33.47$0.0028.0%8.0%20.7%0.0%0.0%3.3%1.8%8.9K-154.5K-6610.00134.32N/AN/A00970
2023-05-11$33.33$0.0027.6%7.9%20.3%0.0%0.0%3.0%2.8%8.8K-151.8K-6580.00134.51N/AN/A00970
2023-05-12$33.14$0.0028.4%8.2%20.3%0.5%0.0%1.3%0.9%8.9K-150.0K-6560.00134.34N/AN/A00970
2023-05-15$33.75$0.0027.5%7.9%20.9%0.0%0.0%2.2%0.0%9.0K-164.9K-6550.00133.57N/AN/A00970
2023-05-16$33.94$0.0028.5%8.2%21.0%0.6%0.0%2.5%-2.6%9.2K-175.8K-6530.00136.41N/AN/A00970
2023-05-17$34.67$0.0026.6%7.6%21.6%0.0%0.0%3.8%1.4%10.0K-191.4K-6500.00131.25N/AN/A00970
2023-05-18$35.36$0.0027.1%7.8%22.4%0.2%0.0%2.4%4.7%8.8K-215.1K-6390.00135.40N/AN/A00970
2023-05-19$35.31$0.0027.2%7.8%22.3%0.4%0.0%1.4%-1.6%9.5K-225.0K-6230.00134.23N/AN/A10970
2023-05-22$35.63$0.0027.4%7.8%22.0%0.4%0.0%9.6%-4.7%8.4K-221.6K-6080.00136.85N/AN/A00960
2023-05-23$35.48$0.0030.0%8.6%18.1%2.0%0.0%1.7%-7.0%9.3K-232.3K-5870.00135.62N/AN/A00960
2023-05-24$34.77$0.0027.0%7.7%20.2%0.2%0.0%8.3%-3.5%9.1K-210.9K-6120.00135.16N/AN/A00960
2023-05-25$36.32$0.0029.5%8.5%24.3%1.7%0.0%3.7%-4.3%7.6K-239.1K-5780.00134.95N/AN/A00960
2023-05-26$37.73$0.0027.6%7.9%26.7%0.5%0.0%2.2%0.3%7.5K-281.3K-4910.00131.76N/AN/A00960
2023-05-30$37.86$0.0032.1%9.2%26.7%3.3%0.0%2.1%-6.6%8.0K-288.1K-4730.00132.04N/AN/A00960
2023-05-31$37.44$0.0033.6%9.6%26.7%4.1%0.0%15.8%-8.8%6.8K-269.6K-5320.00134.61N/AN/A00960