TINY Options History — March 2024 In March 2024, TINY traded between $48.22 and $51.61. ATM implied volatility averaged 28.7%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded below realized volatility by 1.3% (HV 20d: 29.9%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 50.1% change2024-03-11 : Highest IV Rank — 39.2%2024-03-11 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $49.53 $48.22 $51.61 $49.95 $49.64 ATM IV 28.7% 22.6% 47.0% 25.6% 23.1% Expected Move 7.0% 6.5% 7.4% 7.3% 6.6% HV 20d 29.9% 26.9% 34.0% 27.2% 26.9% HV 60d 25.5% 23.6% 26.2% 23.9% 24.9% IV Rank 10.1% 0.0% 39.2% 4.4% 1.3% IV Percentile 30.0% 0.0% 95.6% 12.7% 1.6% Term Structure -0.1% -6.4% 3.0% 0.1% 1.9% Skew 25d 1.4% -0.4% 8.1% 8.1% 7.8% Skew 10d 2.6% 0.3% 13.5% 13.5% 0.6% Call IV 25d 23.3% 18.0% 25.4% 23.4% 18.0% Put IV 25d 24.7% 22.5% 31.5% 31.5% 25.8% Bid-Ask Spread % 132.50 124.05 138.86 128.01 138.86 Gamma HHI 0.76 0.60 1.00 0.60 0.84 Net GEX 147 106 185 106 174 Net DEX -23.2K -24.8K -21.8K -23.2K -23.1K Net VEX -19 -27 -12 -23 -20 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 9 9 9 9 9
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-03-01 $49.95 $0.00 25.6% 7.3% 27.2% 4.4% 0.0% 8.1% 0.1% 106 -23.2K -23 0.00 128.01 N/A N/A 0 0 5 4 2024-03-04 $50.29 $0.00 31.6% 7.2% 27.2% 14.2% 0.0% 1.3% 0.3% 124 -23.7K -19 0.00 128.81 N/A N/A 0 0 5 4 2024-03-05 $49.31 $0.00 35.0% 7.1% 28.8% 19.7% 0.0% 1.3% 0.1% 148 -22.8K -22 0.00 134.69 N/A N/A 0 0 5 4 2024-03-06 $50.53 $0.00 34.5% 7.3% 29.4% 18.9% 0.0% 1.0% -0.3% 117 -24.0K -16 0.00 129.82 N/A N/A 0 0 5 4 2024-03-07 $51.61 $0.00 33.5% 7.3% 29.7% 17.2% 0.0% 0.8% -0.7% 112 -24.8K -13 0.00 124.05 N/A N/A 0 0 5 4 2024-03-08 $50.08 $0.00 35.1% 6.5% 32.7% 19.8% 0.0% -0.0% -1.7% 113 -24.0K -15 0.00 127.78 N/A N/A 0 0 5 4 2024-03-11 $48.86 $0.00 47.0% 7.4% 33.8% 39.2% 0.0% 1.1% -0.6% 177 -22.5K -24 0.00 131.81 N/A N/A 0 0 5 4 2024-03-12 $49.64 $0.00 46.2% 7.2% 34.0% 38.0% 0.0% 0.9% -0.9% 126 -23.3K -18 0.00 124.42 N/A N/A 0 0 5 4 2024-03-13 $48.93 $0.00 23.1% 6.6% 33.9% 0.2% 0.0% 1.0% 1.2% 158 -22.8K -20 0.00 133.02 N/A N/A 0 0 5 4 2024-03-14 $48.22 $0.00 24.2% 6.9% 32.5% 2.0% 0.0% 0.1% -1.2% 185 -22.0K -24 0.00 134.76 N/A N/A 0 0 5 4 2024-03-15 $48.22 $0.00 24.6% 7.1% 32.2% 4.4% 0.0% 0.6% -0.5% 181 -21.8K -27 0.00 138.20 N/A N/A 0 0 5 4 2024-03-18 $48.77 $0.00 25.0% 7.2% 32.3% 5.5% 0.0% 1.5% -0.9% 178 -22.5K -23 0.00 134.01 N/A N/A 0 0 5 4 2024-03-19 $48.46 $0.00 23.2% 6.7% 30.5% 0.7% 0.0% 0.3% 2.3% 178 -22.5K -21 0.00 132.42 N/A N/A 0 0 5 4 2024-03-20 $49.20 $0.00 22.7% 6.5% 30.7% 0.0% 0.0% 0.1% 3.0% 180 -23.3K -17 0.00 130.79 N/A N/A 0 0 5 4 2024-03-21 $50.19 $0.00 22.6% 6.5% 27.4% 0.0% 0.0% 1.1% 1.1% 110 -24.3K -12 0.00 133.99 N/A N/A 0 0 5 4 2024-03-22 $49.81 $0.00 23.7% 6.8% 27.4% 3.1% 0.0% 0.9% 0.3% 121 -23.8K -14 0.00 135.48 N/A N/A 0 0 5 4 2024-03-25 $49.87 $0.00 23.5% 6.7% 27.4% 2.4% 0.0% -0.4% 0.5% 134 -23.8K -14 0.00 135.38 N/A N/A 0 0 5 4 2024-03-26 $49.50 $0.00 25.1% 7.2% 27.6% 6.8% 0.0% 0.4% -6.4% 138 -23.6K -14 0.00 135.79 N/A N/A 0 0 5 4 2024-03-27 $49.55 $0.00 24.0% 6.9% 27.4% 3.8% 0.0% 0.3% 1.1% 170 -22.7K -21 0.00 137.95 N/A N/A 0 0 5 4 2024-03-28 $49.64 $0.00 23.1% 6.6% 26.9% 1.3% 0.0% 7.8% 1.9% 174 -23.1K -20 0.00 138.86 N/A N/A 0 0 5 4
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