TINY Options History — January 2024 In January 2024, TINY traded between $39.35 and $43.77. ATM implied volatility averaged 29.8%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 6.4% (HV 20d: 23.5%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 7 of 21 days.
Notable Days 2024-01-23 : Largest IV spike — 55.9% change2024-01-23 : Highest IV Rank — 30.9%2024-01-23 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $41.40 $39.35 $43.77 $40.51 $42.62 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 29.8% 24.8% 41.9% 29.8% 30.0% Expected Move 8.1% 7.1% 12.0% 8.6% 8.6% HV 20d 23.5% 20.2% 25.4% 22.6% 22.2% HV 60d 22.2% 21.3% 22.9% 22.5% 21.5% IV Rank 11.3% 3.1% 30.9% 11.2% 11.5% IV Percentile 34.5% 4.8% 91.3% 36.1% 42.1% Term Structure -2.8% -31.7% 2.6% -2.4% -7.3% Skew 25d 1.9% -1.4% 7.7% -1.1% 7.7% Skew 10d 2.1% 0.3% 4.8% 0.9% 0.4% Call IV 25d 31.4% 24.0% 82.1% 34.5% 24.0% Put IV 25d 33.3% 24.7% 85.6% 33.4% 31.7% Bid-Ask Spread % 137.57 132.30 141.52 136.76 137.43 Gamma HHI 0.53 0.50 0.62 0.50 0.55 Net GEX 93 -146 461 -23 278 Net DEX 1.2K -2.9K 4.2K 2.3K -205 Net VEX -37 -45 -30 -45 -30 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7 7 7 7 7
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $40.51 $0.00 29.8% 8.6% 22.6% 11.2% 0.0% -1.1% -2.4% -23 2.3K -45 0.00 136.76 N/A N/A 0 0 3 4 2024-01-03 $39.80 $0.00 33.0% 9.5% 23.3% 16.4% 0.0% 0.8% -6.1% -82 3.7K -43 0.00 141.52 N/A N/A 0 0 3 4 2024-01-04 $39.47 $45.00 34.5% 7.5% 23.1% 18.8% 0.0% 3.6% 0.8% -130 4.1K -42 0.00 137.71 N/A N/A 0 0 3 4 2024-01-05 $39.35 $45.00 33.8% 7.6% 23.2% 17.6% 0.0% 1.1% -0.4% -146 4.2K -42 0.00 137.43 N/A N/A 0 0 3 4 2024-01-08 $40.16 $45.00 36.4% 7.5% 23.9% 22.0% 0.0% 1.5% 1.1% -75 3.4K -42 0.00 137.75 N/A N/A 0 0 3 4 2024-01-09 $40.27 $45.00 35.7% 7.3% 23.9% 20.8% 0.0% -1.4% 1.3% -48 3.5K -42 0.00 139.36 N/A N/A 0 0 3 4 2024-01-10 $40.18 $45.00 26.0% 7.4% 23.3% 5.0% 0.0% 1.9% -0.8% -81 3.2K -41 0.00 139.33 N/A N/A 0 0 3 4 2024-01-11 $40.20 $45.00 24.8% 7.1% 23.2% 3.1% 0.0% 1.1% 2.0% -87 3.4K -40 0.00 132.30 N/A N/A 0 0 3 4 2024-01-12 $40.42 $45.00 26.6% 7.6% 21.9% 5.9% 0.0% 1.6% -0.6% -52 2.9K -41 0.00 139.21 N/A N/A 0 0 3 4 2024-01-16 $40.27 $45.00 27.0% 7.7% 20.2% 6.6% 0.0% 0.9% -0.5% -89 3.3K -39 0.00 136.43 N/A N/A 0 0 3 4 2024-01-17 $39.94 $45.00 27.3% 7.8% 20.3% 7.2% 0.0% 2.0% 0.2% -121 4.0K -39 0.00 138.74 N/A N/A 0 0 3 4 2024-01-18 $41.27 $45.00 26.1% 7.5% 23.7% 5.2% 0.0% 3.2% 1.5% 47 1.9K -38 0.00 135.29 N/A N/A 0 0 3 4 2024-01-19 $42.45 $45.00 25.3% 7.3% 25.4% 3.9% 0.0% 3.5% 2.6% 230 -145 -37 0.00 134.00 N/A N/A 0 0 3 4 2024-01-22 $43.22 $45.00 26.9% 7.7% 24.5% 6.4% 0.0% 2.6% -0.5% 337 -1.9K -33 0.00 136.63 N/A N/A 0 0 3 4 2024-01-23 $42.99 $45.00 41.9% 12.0% 23.9% 30.9% 0.0% 1.6% -31.7% 271 -1.7K -35 0.00 139.17 N/A N/A 0 0 3 4 2024-01-24 $43.63 $45.00 27.3% 7.8% 24.3% 7.1% 0.0% 0.9% -2.3% 391 -2.8K -31 0.00 140.16 N/A N/A 0 0 3 4 2024-01-25 $43.77 $45.00 26.6% 7.6% 24.1% 6.0% 0.0% 2.9% -4.1% 461 -2.9K -31 0.00 134.21 N/A N/A 0 0 3 4 2024-01-26 $42.92 $45.00 27.4% 7.8% 25.3% 7.2% 0.0% 0.7% -3.7% 310 -1.3K -31 0.00 138.04 N/A N/A 0 0 3 4 2024-01-29 $43.09 $45.00 29.5% 8.4% 25.3% 10.7% 0.0% 1.1% -2.6% 339 -1.5K -31 0.00 138.50 N/A N/A 0 0 3 4 2024-01-30 $42.95 $45.00 30.7% 8.8% 25.2% 12.7% 0.0% 3.5% -5.7% 231 -1.7K -32 0.00 139.08 N/A N/A 0 0 3 4 2024-01-31 $42.62 $45.00 30.0% 8.6% 22.2% 11.5% 0.0% 7.7% -7.3% 278 -205 -30 0.00 137.43 N/A N/A 0 0 3 4
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