TINY Options History — June 2023

In June 2023, TINY traded between $37.77 and $40.10. ATM implied volatility averaged 32.2%, placing in the 4.3% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 8.9% (HV 20d: 23.3%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days.

Notable Days

  • 2023-06-14: Largest IV drop — 59.0% change
  • 2023-06-13: Highest IV Rank — 18.5%
  • 2023-06-02: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.96$37.77$40.10$37.82$40.10
ATM IV32.2%23.7%57.8%31.4%27.7%
Expected Move7.4%6.6%9.3%9.0%7.9%
HV 20d23.3%15.8%26.6%26.6%16.0%
HV 60d23.0%21.5%24.6%24.6%21.5%
IV Rank4.3%0.0%18.5%2.8%2.3%
IV Percentile13.9%0.0%58.7%8.3%7.1%
Term Structure-1.3%-7.8%7.2%-5.9%-5.0%
Skew 25d0.0%-20.0%3.2%1.9%1.0%
Skew 10d0.6%-32.9%3.6%2.8%3.3%
Call IV 25d28.2%23.5%45.4%35.2%29.5%
Put IV 25d28.2%19.7%37.5%37.1%30.5%
Bid-Ask Spread %132.02127.56136.09130.90134.65
Gamma HHI1.001.001.001.001.00
Net GEX5.2K2.3K7.4K7.3K2.3K
Net DEX-339.5K-376.3K-285.9K-285.9K-376.3K
Net VEX-247-473-80-473-80
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI9696969696

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$37.82$0.0031.4%9.0%26.6%2.8%0.0%1.9%-5.9%7.3K-285.9K-4730.00130.90N/AN/A00960
2023-06-02$37.84$0.0032.5%9.3%26.4%3.4%0.0%1.4%-7.8%7.3K-299.5K-4220.00134.15N/AN/A00960
2023-06-05$37.77$0.0035.7%6.7%25.4%5.4%0.0%0.9%3.6%7.2K-302.7K-4040.00130.41N/AN/A00960
2023-06-06$38.26$0.0034.6%6.9%25.2%4.7%0.0%-20.0%0.9%7.0K-314.9K-3510.00127.56N/AN/A00960
2023-06-07$38.24$0.0037.0%6.8%24.8%6.2%0.0%1.4%7.2%7.4K-292.9K-4490.00130.34N/AN/A00960
2023-06-08$38.60$0.0044.0%6.9%24.7%10.3%0.0%3.2%-0.2%5.8K-334.7K-2820.00134.81N/AN/A00960
2023-06-09$38.38$0.0041.9%7.0%24.8%9.0%0.0%0.1%3.5%6.4K-318.8K-3550.00132.06N/AN/A00960
2023-06-12$39.41$0.0050.0%6.6%25.2%13.9%0.0%2.6%3.2%5.6K-348.8K-2260.00127.90N/AN/A00960
2023-06-13$39.75$0.0057.8%7.1%25.0%18.5%0.0%0.4%-2.4%3.9K-360.2K-1800.00132.24N/AN/A00960
2023-06-14$39.66$0.0023.7%6.8%25.2%0.0%0.0%1.2%0.2%4.2K-356.1K-2060.00129.30N/AN/A00960
2023-06-15$39.88$0.0024.5%7.0%24.7%0.5%0.0%2.1%1.6%4.2K-357.9K-1940.00131.11N/AN/A00960
2023-06-16$39.76$0.0025.9%7.4%24.5%1.3%0.0%1.9%-1.8%3.8K-361.9K-1570.00135.26N/AN/A00960
2023-06-20$39.63$0.0025.6%7.3%24.6%1.1%0.0%0.4%-1.1%4.3K-356.5K-2020.00130.91N/AN/A00960
2023-06-21$38.86$0.0024.7%7.1%26.1%0.6%0.0%-6.9%-2.6%4.7K-349.0K-1850.00130.24N/AN/A00960
2023-06-22$38.72$0.0026.0%7.5%26.1%1.3%0.0%1.3%-1.2%5.4K-342.6K-2050.00132.95N/AN/A00960
2023-06-23$38.53$0.0025.3%7.3%24.7%1.0%0.0%1.7%-1.4%5.7K-340.0K-2040.00132.70N/AN/A00960
2023-06-26$38.59$0.0027.4%7.9%20.1%2.2%0.0%0.8%-3.9%5.1K-346.2K-1880.00136.09N/AN/A00960
2023-06-27$39.34$0.0025.4%7.3%16.6%1.0%0.0%2.2%-3.4%4.4K-354.6K-1690.00129.23N/AN/A00960
2023-06-28$39.48$0.0028.1%8.1%16.6%2.6%0.0%2.0%-5.4%3.6K-363.2K-1380.00134.94N/AN/A00960
2023-06-29$39.58$0.0027.5%7.9%15.8%2.2%0.0%0.7%-4.8%3.4K-365.8K-1160.00134.59N/AN/A00960
2023-06-30$40.10$0.0027.7%7.9%16.0%2.3%0.0%1.0%-5.0%2.3K-376.3K-800.00134.65N/AN/A00960