TINY Options History — November 2023

In November 2023, TINY traded between $33.14 and $38.59. ATM implied volatility averaged 29.7%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 5.4% (HV 20d: 24.3%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days.

Notable Days

  • 2023-11-06: Largest IV spike — 32.3% change
  • 2023-11-07: Highest IV Rank — 23.7%
  • 2023-11-01: Largest Expected Move — 10.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.66$33.14$38.59$33.14$38.31
ATM IV29.7%22.9%39.5%37.5%32.7%
Expected Move7.9%6.6%10.7%10.7%9.4%
HV 20d24.3%20.0%29.1%22.4%20.6%
HV 60d22.7%21.9%23.9%21.9%21.9%
IV Rank9.5%0.0%23.7%20.7%14.5%
IV Percentile26.7%0.0%68.3%58.3%47.6%
Term Structure-2.4%-10.5%15.4%-8.8%-9.3%
Skew 25d2.6%-4.3%10.3%4.0%0.6%
Skew 10d1.1%-7.8%3.3%3.3%1.4%
Call IV 25d26.9%17.0%39.2%39.2%36.1%
Put IV 25d29.5%18.1%43.2%43.2%36.7%
Bid-Ask Spread %136.07109.42143.67142.65140.92
Gamma HHI1.001.001.001.001.00
Net GEX1223719537188
Net DEX-755-1.2K-220-220-1.2K
Net VEX-7-10-3-3-10
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI33333

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$33.14$0.0037.5%10.7%22.4%20.7%0.0%4.0%-8.8%37-220-30.00142.65N/AN/A0030
2023-11-02$33.88$0.0035.4%7.4%24.1%17.7%0.0%6.6%2.8%53-346-40.00138.46N/AN/A0030
2023-11-03$34.76$0.0029.7%7.5%25.2%9.0%0.0%2.8%-1.0%63-397-50.00133.81N/AN/A0030
2023-11-06$34.66$0.0039.3%6.9%25.1%23.4%0.0%1.7%-0.8%66-421-40.00136.26N/AN/A0030
2023-11-07$34.98$0.0039.5%7.6%24.1%23.7%0.0%2.6%0.3%62-366-40.00138.92N/AN/A0030
2023-11-08$35.11$0.0026.9%7.7%24.1%4.9%0.0%2.4%-1.5%68-405-40.00140.09N/AN/A0030
2023-11-09$34.78$0.0027.2%7.8%24.2%5.2%0.0%-0.0%-2.5%64-385-50.00142.62N/AN/A0030
2023-11-10$36.11$0.0023.8%6.8%27.3%0.2%0.0%7.5%4.0%87-550-60.00137.97N/AN/A0030
2023-11-13$36.23$0.0028.1%8.0%27.3%6.6%0.0%2.3%-3.6%101-635-60.00142.18N/AN/A0030
2023-11-14$37.37$0.0026.5%7.6%29.1%4.2%0.0%2.5%-1.6%134-858-80.00140.38N/AN/A0030
2023-11-15$37.59$0.0026.0%7.4%28.6%3.4%0.0%1.4%-2.7%154-1.0K-90.00138.47N/AN/A0030
2023-11-16$37.61$0.0026.4%7.6%26.7%4.1%0.0%9.9%15.4%149-968-80.00138.92N/AN/A0030
2023-11-17$37.51$0.0022.9%6.6%26.3%0.0%0.0%-2.5%0.1%122-626-60.00109.42N/AN/A0030
2023-11-20$38.06$0.0024.4%7.0%26.2%2.2%0.0%-0.7%-3.1%171-1.1K-100.00121.02N/AN/A0030
2023-11-21$37.91$0.0024.6%7.0%26.3%2.5%0.0%3.4%-0.6%138-707-60.00122.86N/AN/A0030
2023-11-22$38.13$0.0025.6%7.3%21.2%3.9%0.0%10.3%0.8%170-1.0K-90.00123.84N/AN/A0030
2023-11-24$38.37$0.0030.6%8.8%20.1%11.4%0.0%2.2%-7.4%179-1.1K-90.00143.36N/AN/A0030
2023-11-27$38.48$0.0033.4%9.6%20.0%15.6%0.0%2.3%-10.3%182-1.1K-90.00143.67N/AN/A0030
2023-11-28$38.24$0.0031.5%9.0%20.4%12.8%0.0%0.3%-9.2%184-1.2K-100.00141.50N/AN/A0030
2023-11-29$38.59$0.0031.9%9.2%20.4%13.4%0.0%-4.3%-10.5%195-1.2K-90.00140.20N/AN/A0030
2023-11-30$38.31$0.0032.7%9.4%20.6%14.5%0.0%0.6%-9.3%188-1.2K-100.00140.92N/AN/A0030