TINY Options History — July 2023 In July 2023, TINY traded between $38.45 and $40.51. ATM implied volatility averaged 29.3%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.5% (HV 20d: 20.8%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2023-07-31 : Largest IV spike — 33.2% change2023-07-31 : Highest IV Rank — 9.1%2023-07-31 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $39.50 $38.45 $40.51 $40.10 $40.39 Max Pain $34.00 $34.00 $34.00 $34.00 $34.00 ATM IV 29.3% 24.2% 38.2% 29.1% 38.2% Expected Move 7.8% 6.9% 10.9% 8.3% 10.9% HV 20d 20.8% 16.0% 23.9% 16.0% 23.5% HV 60d 22.3% 21.3% 23.7% 21.3% 22.6% IV Rank 3.4% 0.3% 9.1% 3.1% 9.1% IV Percentile 12.1% 0.4% 40.1% 9.5% 40.1% Term Structure -2.9% -7.0% 1.4% -6.4% -6.5% Skew 25d 1.8% -8.5% 12.0% 0.3% 4.1% Skew 10d 5.6% -1.5% 11.8% 1.7% 11.8% Call IV 25d 26.9% 19.6% 31.6% 31.6% 29.7% Put IV 25d 28.7% 22.2% 33.9% 31.9% 33.9% Bid-Ask Spread % 129.62 124.69 137.58 133.99 137.58 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.9K 1.2K 5.2K 2.2K 1.7K Net DEX -368.3K -385.6K -346.3K -377.0K -382.4K Net VEX -74 -150 -25 -64 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 96 96 96 96 96
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-07-03 $40.10 $0.00 29.1% 8.3% 16.0% 3.1% 0.0% 0.3% -6.4% 2.2K -377.0K -64 0.00 133.99 N/A N/A 0 0 96 0 2023-07-05 $39.26 $0.00 31.4% 9.0% 18.1% 4.5% 0.0% -8.5% -7.0% 3.4K -364.1K -92 0.00 131.40 N/A N/A 0 0 96 0 2023-07-06 $38.45 $34.00 31.4% 6.9% 19.3% 4.5% 0.0% 1.4% -0.4% 5.2K -346.3K -150 0.00 127.87 N/A N/A 0 0 96 0 2023-07-07 $38.86 $34.00 32.0% 6.9% 19.7% 4.8% 0.0% 1.5% -0.5% 4.4K -354.7K -127 0.00 128.78 N/A N/A 0 0 96 0 2023-07-10 $39.33 $34.00 36.7% 7.3% 19.8% 7.6% 0.0% 2.5% -1.4% 3.5K -363.6K -105 0.00 130.59 N/A N/A 0 0 96 0 2023-07-11 $39.10 $34.00 36.3% 7.0% 19.9% 7.3% 0.0% 2.5% 0.4% 3.8K -360.6K -104 0.00 128.59 N/A N/A 0 0 96 0 2023-07-12 $39.41 $34.00 25.2% 7.2% 17.7% 0.9% 0.0% 1.6% -0.6% 3.3K -365.9K -86 0.00 129.40 N/A N/A 0 0 96 0 2023-07-13 $40.32 $34.00 24.2% 6.9% 19.2% 0.3% 0.0% 3.4% 0.4% 1.6K -381.9K -38 0.00 125.97 N/A N/A 0 0 96 0 2023-07-14 $39.91 $34.00 25.1% 7.2% 19.6% 0.9% 0.0% 0.5% -2.1% 2.3K -375.3K -58 0.00 125.82 N/A N/A 0 0 96 0 2023-07-17 $40.51 $34.00 24.4% 7.0% 20.2% 0.4% 0.0% 4.1% 1.4% 1.2K -385.6K -29 0.00 124.69 N/A N/A 0 0 96 0 2023-07-18 $40.33 $34.00 26.1% 7.5% 20.2% 1.5% 0.0% 3.1% -1.2% 1.7K -381.8K -36 0.00 128.66 N/A N/A 0 0 96 0 2023-07-19 $40.20 $34.00 25.8% 7.4% 20.2% 1.3% 0.0% 1.5% -1.3% 1.6K -381.0K -36 0.00 126.24 N/A N/A 0 0 96 0 2023-07-20 $38.74 $34.00 27.7% 7.9% 23.3% 2.5% 0.0% -0.4% -4.0% 4.4K -354.7K -109 0.00 128.82 N/A N/A 0 0 96 0 2023-07-21 $38.75 $34.00 27.9% 8.0% 23.2% 2.6% 0.0% 1.5% -3.5% 4.4K -354.8K -107 0.00 131.31 N/A N/A 0 0 96 0 2023-07-24 $38.75 $34.00 29.2% 8.4% 23.2% 3.5% 0.0% 1.4% -5.0% 4.4K -354.5K -102 0.00 132.95 N/A N/A 0 0 96 0 2023-07-25 $39.20 $34.00 28.7% 8.2% 23.5% 3.1% 0.0% 2.0% -4.9% 3.2K -365.0K -72 0.00 132.50 N/A N/A 0 0 96 0 2023-07-26 $38.97 $34.00 28.8% 8.3% 22.6% 3.2% 0.0% 12.0% -3.4% 3.0K -364.6K -58 0.00 129.46 N/A N/A 0 0 96 0 2023-07-27 $39.36 $34.00 28.2% 8.1% 22.8% 2.8% 0.0% -0.6% -5.1% 2.4K -370.4K -47 0.00 128.52 N/A N/A 0 0 96 0 2023-07-28 $40.14 $34.00 28.6% 8.2% 23.9% 3.1% 0.0% 2.3% -5.7% 1.3K -381.8K -25 0.00 129.32 N/A N/A 0 0 96 0 2023-07-31 $40.39 $34.00 38.2% 10.9% 23.5% 9.1% 0.0% 4.1% -6.5% 1.7K -382.4K -29 0.00 137.58 N/A N/A 0 0 96 0
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