TINY Options History — December 2023

Name: TINY Options Analytics - December 2023
Creator: Options Analysis Suite

In December 2023, TINY traded between $37.98 and $42.08. ATM implied volatility averaged 33.2%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 15.1% (HV 20d: 18.1%). Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 8 of 20 days.

Notable Days

2023-12-08: Highest Volume — 4 contracts
2023-12-13: Largest IV drop — 61.8% change
2023-12-12: Highest IV Rank — 55.8%
2023-12-01: Largest Expected Move — 9.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.31	$37.98	$42.08	$38.78	$41.84
ATM IV	33.2%	23.1%	60.5%	32.5%	29.0%
Expected Move	7.5%	6.6%	9.3%	9.3%	8.3%
HV 20d	18.1%	14.3%	20.1%	19.9%	18.8%
HV 60d	21.6%	21.3%	21.9%	21.7%	21.3%
IV Rank	15.5%	0.3%	55.8%	14.2%	9.8%
IV Percentile	39.3%	0.4%	97.6%	46.0%	32.5%
Term Structure	-1.2%	-8.3%	3.3%	-8.3%	-2.9%
Skew 25d	1.6%	-1.2%	4.2%	2.8%	1.4%
Skew 10d	2.7%	0.6%	4.9%	2.2%	3.7%
Call IV 25d	27.0%	24.1%	35.0%	35.0%	30.2%
Put IV 25d	28.6%	26.2%	37.7%	37.7%	31.7%
Bid-Ask Spread %	137.20	132.71	143.30	138.85	140.65
Gamma HHI	0.66	0.50	1.00	1.00	0.52
Net GEX	85	-167	191	191	129
Net DEX	761	-1.2K	4.7K	-1.2K	435
Net VEX	-36	-51	-7	-10	-46
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.2	0	4	0	0
Total OI	5.8	3	7	3	7

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-12-01	$38.78	$0.00	32.5%	9.3%	19.9%	14.2%	0.0%	2.8%	-8.3%	191	-1.2K	-10	138.85	N/A	N/A	0	3	0
2023-12-04	$38.41	$0.00	36.7%	7.0%	19.4%	20.4%	0.0%	2.0%	1.1%	174	-1.1K	-9	136.17	N/A	N/A	0	3	0
2023-12-05	$37.98	$0.00	38.9%	7.0%	20.1%	23.7%	0.0%	1.0%	0.9%	158	-967	-7	138.33	N/A	N/A	0	3	0
2023-12-06	$38.13	$0.00	40.3%	7.1%	20.0%	25.8%	0.0%	0.2%	-0.1%	180	-1.1K	-8	135.61	N/A	N/A	0	3	0
2023-12-07	$38.53	$0.00	41.9%	7.2%	20.1%	28.1%	0.0%	1.5%	-1.4%	171	-1.0K	-8	136.24	N/A	N/A	0	3	0
2023-12-08	$38.63	$0.00	43.6%	7.0%	19.4%	30.7%	0.0%	0.9%	0.3%	183	-1.1K	-9	138.03	N/A	N/A	4	3	0
2023-12-11	$39.29	$0.00	54.8%	7.4%	16.0%	47.4%	0.0%	3.2%	0.0%	-167	4.7K	-46	143.30	N/A	N/A	0	3	4
2023-12-12	$39.63	$0.00	60.5%	7.1%	16.1%	55.8%	0.0%	1.6%	-0.2%	-99	3.8K	-48	137.93	N/A	N/A	0	3	4
2023-12-13	$40.50	$0.00	23.1%	6.6%	14.3%	0.3%	0.0%	2.1%	2.5%	-47	3.1K	-49	132.71	N/A	N/A	0	3	4
2023-12-14	$41.42	$0.00	24.4%	7.0%	15.7%	2.2%	0.0%	1.1%	-0.1%	62	1.1K	-48	133.96	N/A	N/A	0	3	4
2023-12-15	$41.19	$0.00	25.4%	7.3%	16.1%	4.0%	0.0%	0.1%	-4.1%	76	973	-51	134.61	N/A	N/A	0	3	4
2023-12-18	$41.08	$0.00	25.6%	7.3%	16.1%	4.3%	0.0%	2.2%	0.7%	30	1.6K	-49	136.95	N/A	N/A	0	3	4
2023-12-19	$41.54	$0.00	25.2%	7.2%	15.8%	3.7%	0.0%	2.2%	0.1%	81	966	-47	135.11	N/A	N/A	0	3	4
2023-12-20	$40.61	$0.00	25.6%	7.3%	18.3%	4.3%	0.0%	-1.2%	-3.7%	23	1.9K	-48	133.48	N/A	N/A	0	3	4
2023-12-21	$41.37	$0.00	27.7%	7.9%	19.1%	7.8%	0.0%	1.7%	-1.5%	72	1.2K	-48	139.41	N/A	N/A	0	3	4
2023-12-22	$41.34	$0.00	26.5%	7.6%	19.1%	5.9%	0.0%	1.4%	-3.9%	84	1.0K	-47	137.20	N/A	N/A	0	3	4
2023-12-26	$41.84	$0.00	25.6%	7.3%	19.4%	4.4%	0.0%	4.2%	3.3%	111	351	-47	137.41	N/A	N/A	0	3	4
2023-12-27	$42.00	$0.00	27.6%	7.9%	19.0%	7.7%	0.0%	1.9%	-0.5%	129	349	-44	137.47	N/A	N/A	0	3	4
2023-12-28	$42.08	$0.00	28.8%	8.3%	18.9%	9.6%	0.0%	1.0%	-5.5%	159	67	-45	140.48	N/A	N/A	0	3	4
2023-12-29	$41.84	$0.00	29.0%	8.3%	18.8%	9.8%	0.0%	1.4%	-2.9%	129	435	-46	140.65	N/A	N/A	0	3	4