TINY Options History — September 2023

In September 2023, TINY traded between $34.13 and $38.59. ATM implied volatility averaged 34.3%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 11.8% (HV 20d: 22.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days.

Notable Days

  • 2023-09-20: Largest IV spike — 65.8% change
  • 2023-09-12: Highest IV Rank — 23.6%
  • 2023-09-20: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.04$34.13$38.59$38.59$35.16
ATM IV34.3%24.6%60.6%32.1%31.2%
Expected Move8.1%6.5%13.3%9.2%9.0%
HV 20d22.5%16.3%25.7%24.8%17.9%
HV 60d22.0%21.7%22.3%22.1%21.9%
IV Rank8.1%0.6%23.6%5.4%11.3%
IV Percentile32.8%1.6%85.7%28.6%29.0%
Term Structure-2.3%-8.7%4.1%-8.7%-6.0%
Skew 25d1.7%-1.1%9.0%-1.1%0.8%
Skew 10d-1.2%-31.8%3.5%1.4%2.0%
Call IV 25d28.3%21.4%36.9%36.9%33.7%
Put IV 25d30.0%26.0%35.8%35.8%34.5%
Bid-Ask Spread %140.46136.38145.24142.88140.16
Gamma HHI1.001.001.001.001.00
Net GEX1347122222298
Net DEX-1.3K-2.8K-518-2.7K-772
Net VEX-14-24-7-24-9
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI33333

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$38.59$0.0032.1%9.2%24.8%5.4%0.0%-1.1%-8.7%222-2.7K-240.00142.88N/AN/A0030
2023-09-05$38.35$0.0035.5%6.5%24.8%7.6%0.0%1.1%0.9%208-2.8K-240.00136.60N/AN/A0030
2023-09-06$38.04$0.0036.2%6.7%24.7%8.0%0.0%1.7%0.7%203-2.3K-220.00136.38N/AN/A0030
2023-09-07$37.27$0.0041.5%7.3%25.7%11.4%0.0%2.5%-2.3%177-2.1K-190.00143.75N/AN/A0030
2023-09-08$36.86$0.0041.6%7.1%25.7%11.4%0.0%0.7%-3.1%161-1.5K-160.00139.56N/AN/A0030
2023-09-11$36.66$0.0052.6%7.1%25.0%18.5%0.0%1.5%-2.6%156-1.6K-170.00140.02N/AN/A0030
2023-09-12$36.53$0.0060.6%7.2%24.7%23.6%0.0%1.3%-3.0%151-1.5K-150.00141.08N/AN/A0030
2023-09-13$36.52$0.0024.9%7.1%24.4%0.8%0.0%0.9%-2.8%151-1.5K-150.00140.89N/AN/A0030
2023-09-14$36.96$0.0024.6%7.0%22.5%0.6%0.0%2.2%3.2%165-1.7K-170.00141.08N/AN/A0030
2023-09-15$36.05$0.0025.3%7.2%24.0%1.1%0.0%0.1%-2.5%132-1.2K-130.00140.56N/AN/A0030
2023-09-18$35.87$0.0026.8%7.7%23.7%2.2%0.0%1.1%-4.0%130-1.2K-130.00143.20N/AN/A0030
2023-09-19$35.48$0.0027.9%8.0%23.0%3.0%0.0%0.5%-3.9%111-922-110.00145.24N/AN/A0030
2023-09-20$35.12$0.0046.3%13.3%23.2%15.9%0.0%9.0%-4.5%102-793-100.00137.15N/AN/A0030
2023-09-21$34.46$0.0029.4%8.4%22.5%4.1%0.0%1.0%-4.0%86-675-90.00140.59N/AN/A0030
2023-09-22$34.55$0.0027.9%8.0%19.9%3.1%0.0%4.4%-3.5%86-688-80.00139.39N/AN/A0030
2023-09-25$34.70$0.0030.2%8.7%19.8%6.7%0.0%1.3%-4.8%90-717-90.00142.98N/AN/A0030
2023-09-26$34.13$0.0030.8%8.8%19.8%7.3%0.0%1.4%4.1%71-518-70.00140.14N/AN/A0030
2023-09-27$34.42$0.0030.9%8.8%16.3%10.8%0.0%1.5%3.8%85-693-80.00139.24N/AN/A0030
2023-09-28$35.08$0.0029.8%8.6%18.1%9.2%0.0%2.3%-3.1%103-879-110.00138.35N/AN/A0030
2023-09-29$35.16$0.0031.2%9.0%17.9%11.3%0.0%0.8%-6.0%98-772-90.00140.16N/AN/A0030