TINY Options History — August 2023

In August 2023, TINY traded between $35.89 and $40.05. ATM implied volatility averaged 29.9%, placing in the 4.0% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 7.6% (HV 20d: 22.3%). Max pain ranged from $34.00 to $34.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-01: Highest Volume — 3 contracts
  • 2023-08-09: Largest IV drop — 31.4% change
  • 2023-08-08: Highest IV Rank — 9.2%
  • 2023-08-28: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.74$35.89$40.05$40.05$38.47
Max Pain$34.00$34.00$34.00$34.00$34.00
ATM IV29.9%26.4%38.4%30.8%31.3%
Expected Move8.1%7.3%9.1%8.8%9.0%
HV 20d22.3%19.2%25.8%23.7%24.8%
HV 60d22.4%20.3%23.4%22.7%22.1%
IV Rank4.0%1.7%9.2%4.5%4.9%
IV Percentile17.9%5.6%42.5%17.5%25.0%
Term Structure-2.3%-8.1%11.6%-7.5%-8.1%
Skew 25d1.8%-1.3%11.2%0.7%0.6%
Skew 10d2.6%-16.6%16.4%8.4%1.3%
Call IV 25d29.7%18.7%34.7%32.7%34.7%
Put IV 25d31.5%26.8%36.2%33.3%35.3%
Bid-Ask Spread %135.22128.48142.64128.70142.64
Gamma HHI0.950.841.001.001.00
Net GEX3.7K15415.0K1.3K220
Net DEX-212.6K-381.1K-1.8K-381.1K-2.5K
Net VEX-46-98-18-18-22
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.130330
Total OI61.304399963

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$40.05$34.0030.8%8.8%23.7%4.5%0.0%0.7%-7.5%1.3K-381.1K-180.00128.70N/AN/A30960
2023-08-02$39.13$34.0031.4%9.0%24.0%4.8%0.0%0.3%-7.8%2.8K-371.3K-700.00129.14N/AN/A00990
2023-08-03$38.89$0.0032.5%7.4%22.8%5.5%0.0%1.5%-0.6%3.5K-366.2K-770.00131.63N/AN/A00990
2023-08-04$38.85$0.0032.4%7.3%22.5%5.5%0.0%1.7%-0.7%3.1K-367.6K-670.00128.77N/AN/A00990
2023-08-07$38.97$0.0037.0%7.5%22.1%8.4%0.0%1.4%0.4%2.6K-371.2K-580.00131.29N/AN/A00990
2023-08-08$38.53$0.0038.4%7.5%22.4%9.2%0.0%2.8%0.3%4.1K-360.9K-760.00133.49N/AN/A00990
2023-08-09$38.48$0.0026.4%7.6%22.2%1.7%0.0%2.0%-0.6%4.0K-360.9K-710.00133.57N/AN/A00990
2023-08-10$38.05$0.0026.5%7.6%20.5%1.8%0.0%-0.2%-3.8%4.6K-355.2K-690.00128.48N/AN/A00990
2023-08-11$37.39$0.0026.8%7.7%21.0%2.0%0.0%0.4%-1.7%7.6K-334.3K-980.00134.85N/AN/A00990
2023-08-14$37.77$0.0026.5%7.6%20.5%1.8%0.0%11.2%2.7%3.3K-358.7K-400.00129.21N/AN/A00990
2023-08-15$37.32$0.0028.3%8.1%20.7%2.9%0.0%0.8%-4.3%7.6K-335.4K-660.00136.50N/AN/A00990
2023-08-16$36.27$0.0028.3%8.1%22.5%3.0%0.0%-0.1%-4.4%12.7K-300.5K-780.00134.66N/AN/A00990
2023-08-17$35.89$0.0028.4%8.2%19.2%3.0%0.0%0.8%11.6%15.0K-285.5K-660.00134.92N/AN/A00990
2023-08-18$36.29$0.0028.4%8.1%19.9%3.0%0.0%2.9%-2.2%11.2K-321.7K-250.00132.93N/AN/A00990
2023-08-21$36.91$0.0027.9%8.0%21.2%2.7%0.0%2.3%0.2%169-2.0K-210.00137.26N/AN/A0030
2023-08-22$36.88$0.0029.4%8.4%20.5%3.7%0.0%1.1%-3.9%168-2.1K-200.00141.65N/AN/A0030
2023-08-23$37.59$0.0028.3%8.1%21.9%3.0%0.0%3.0%-1.4%189-2.4K-230.00140.28N/AN/A0030
2023-08-24$36.38$0.0030.2%8.7%24.0%4.2%0.0%-1.3%-3.7%154-1.8K-180.00140.02N/AN/A0030
2023-08-25$36.59$0.0029.0%8.3%22.7%3.4%0.0%2.3%-2.1%160-2.0K-200.00137.38N/AN/A0030
2023-08-28$36.96$0.0031.7%9.1%23.0%5.1%0.0%0.9%-6.5%170-1.9K-200.00142.44N/AN/A0030
2023-08-29$38.05$0.0027.8%8.0%25.8%2.6%0.0%3.6%-0.9%204-2.4K-220.00138.88N/AN/A0030
2023-08-30$38.23$0.0030.5%8.8%24.7%4.4%0.0%2.8%-7.3%211-2.4K-220.00141.35N/AN/A0030
2023-08-31$38.47$0.0031.3%9.0%24.8%4.9%0.0%0.6%-8.1%220-2.5K-220.00142.64N/AN/A0030