TINY Options History — October 2023

In October 2023, TINY traded between $32.34 and $36.10. ATM implied volatility averaged 32.0%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 12.0% (HV 20d: 19.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days.

Notable Days

  • 2023-10-27: Largest IV spike — 37.8% change
  • 2023-10-10: Highest IV Rank — 24.5%
  • 2023-10-27: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.34$32.34$36.10$34.94$32.46
ATM IV32.0%25.7%40.0%31.9%34.4%
Expected Move8.6%7.4%10.9%9.1%9.9%
HV 20d19.9%17.6%23.1%17.6%21.4%
HV 60d21.4%20.6%22.0%21.8%21.5%
IV Rank12.4%3.0%24.5%12.3%16.1%
IV Percentile32.8%5.2%62.7%32.9%45.6%
Term Structure-4.1%-11.8%1.2%-6.9%-4.9%
Skew 25d1.0%-26.5%12.1%0.8%2.5%
Skew 10d7.6%0.4%58.3%2.0%10.2%
Call IV 25d33.6%23.9%65.2%35.1%38.9%
Put IV 25d34.6%28.8%51.0%35.9%41.5%
Bid-Ask Spread %137.33131.74142.40139.58138.66
Gamma HHI1.001.001.001.001.00
Net GEX763112110131
Net DEX-576-991-190-843-190
Net VEX-7-10-3-9-3
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI33333

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$34.94$0.0031.9%9.1%17.6%12.3%0.0%0.8%-6.9%101-843-90.00139.58N/AN/A0030
2023-10-03$34.41$0.0035.9%10.3%18.0%18.4%0.0%1.6%0.9%84-683-80.00142.40N/AN/A0030
2023-10-04$34.83$0.0034.7%9.9%19.0%16.5%0.0%4.0%-8.8%88-667-80.00139.15N/AN/A0030
2023-10-05$34.83$0.0035.8%7.6%18.1%18.2%0.0%-14.2%-0.2%92-734-90.00138.15N/AN/A0030
2023-10-06$35.39$0.0033.0%7.7%19.1%14.0%0.0%2.1%-0.4%111-979-100.00131.74N/AN/A0030
2023-10-09$35.14$0.0037.5%7.5%19.1%20.7%0.0%2.7%1.2%101-848-100.00135.12N/AN/A0030
2023-10-10$35.88$0.0040.0%7.7%20.8%24.5%0.0%3.2%-1.7%119-991-100.00139.20N/AN/A0030
2023-10-11$36.01$0.0026.5%7.6%20.8%4.2%0.0%1.8%-1.5%121-983-100.00137.58N/AN/A0030
2023-10-12$36.10$0.0025.7%7.4%20.3%3.0%0.0%1.2%-0.8%71-334-50.00135.07N/AN/A0030
2023-10-13$35.50$0.0028.5%8.2%19.2%7.3%0.0%0.3%-8.5%109-895-100.00135.93N/AN/A0030
2023-10-16$35.37$0.0028.1%8.1%19.2%6.7%0.0%2.7%-3.0%101-791-90.00137.22N/AN/A0030
2023-10-17$35.19$0.0027.5%7.9%18.9%5.7%0.0%0.8%-3.5%93-688-70.00135.39N/AN/A0030
2023-10-18$34.78$0.0027.2%7.8%19.0%5.3%0.0%1.6%-1.0%84-635-70.00135.91N/AN/A0030
2023-10-19$33.97$0.0029.1%8.3%19.7%8.1%0.0%-1.0%-2.6%62-430-50.00136.54N/AN/A0030
2023-10-20$33.65$0.0030.4%8.7%19.9%10.0%0.0%-26.5%-6.5%59-420-50.00138.46N/AN/A0030
2023-10-23$33.44$0.0031.5%9.0%19.8%11.8%0.0%6.6%-5.7%50-337-50.00136.96N/AN/A0030
2023-10-24$33.88$0.0030.6%8.8%19.7%10.3%0.0%4.9%-2.8%44-258-40.00137.56N/AN/A0030
2023-10-25$32.68$0.0031.5%9.0%23.1%11.7%0.0%1.3%-10.5%36-223-30.00134.67N/AN/A0030
2023-10-26$32.35$0.0027.6%7.9%21.8%5.8%0.0%12.1%-2.8%42-286-30.00138.35N/AN/A0030
2023-10-27$32.38$0.0038.0%10.9%21.7%21.5%0.0%1.9%-11.8%36-232-30.00139.65N/AN/A0030
2023-10-30$32.34$0.0037.6%10.8%21.7%20.8%0.0%11.1%-8.9%34-218-30.00138.04N/AN/A0030
2023-10-31$32.46$0.0034.4%9.9%21.4%16.1%0.0%2.5%-4.9%31-190-30.00138.66N/AN/A0030