TINY Options History — May 2024 In May 2024, TINY traded between $45.98 and $50.89. ATM implied volatility averaged 27.3%, placing in the 16.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 7.1% (HV 20d: 20.1%). Max pain ranged from $38.00 to $38.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 55.1% change2024-05-14 : Highest IV Rank — 67.0%2024-05-02 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $49.13 $45.98 $50.89 $45.98 $49.38 Max Pain $38.00 $38.00 $38.00 $38.00 $38.00 ATM IV 27.3% 20.0% 47.6% 25.7% 21.4% Expected Move 6.4% 5.7% 8.7% 7.4% 6.1% HV 20d 20.1% 15.3% 25.8% 23.9% 16.5% HV 60d 24.1% 21.2% 26.4% 26.0% 21.2% IV Rank 16.5% 0.0% 67.0% 11.2% 3.4% IV Percentile 34.7% 0.0% 97.6% 23.4% 3.6% Term Structure -0.9% -8.3% 6.9% -1.5% -2.4% Skew 25d 1.3% -0.6% 3.8% 1.7% 2.0% Skew 10d 1.6% 0.1% 4.7% 0.4% 2.1% Call IV 25d 22.8% 18.7% 32.0% 28.9% 24.1% Put IV 25d 24.2% 21.7% 32.6% 30.6% 26.1% Bid-Ask Spread % 135.35 128.18 140.88 128.18 137.52 Gamma HHI 0.99 0.91 1.00 0.95 1.00 Net GEX 143 37 334 334 94 Net DEX -23.6K -25.2K -19.0K -19.0K -24.1K Net VEX -10 -31 -2 -31 -4 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 7.364 5 9 9 5
Daily Data (22 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 2024-05-01 $45.98 $38.00 25.7% 7.4% 23.9% 11.2% 0.0% 1.7% -1.5% 334 -19.0K -31 0.00 128.18 N/A N/A 0 0 5 4 2024-05-02 $46.25 $38.00 30.4% 8.7% 23.5% 23.2% 0.0% 0.6% -8.3% 324 -19.4K -28 0.00 134.49 N/A N/A 0 0 5 4 2024-05-03 $47.34 $38.00 29.7% 8.5% 25.1% 21.5% 0.0% 2.0% -6.3% 240 -22.0K -16 0.00 132.01 N/A N/A 0 0 5 4 2024-05-06 $48.05 $0.00 31.5% 6.4% 25.8% 26.1% 0.0% 0.9% -0.2% 190 -22.9K -12 0.00 136.90 N/A N/A 0 0 5 4 2024-05-07 $48.22 $0.00 32.2% 6.1% 25.8% 27.7% 0.0% 1.3% -0.8% 199 -22.8K -14 0.00 136.24 N/A N/A 0 0 5 4 2024-05-08 $48.03 $0.00 32.8% 6.3% 25.6% 29.3% 0.0% 1.3% 0.2% 194 -22.8K -12 0.00 134.47 N/A N/A 0 0 5 4 2024-05-09 $48.28 $0.00 32.8% 6.1% 25.2% 29.4% 0.0% 3.8% 1.1% 194 -22.9K -14 0.00 136.41 N/A N/A 0 0 5 4 2024-05-10 $48.42 $0.00 36.4% 6.1% 23.4% 38.5% 0.0% 0.6% -1.5% 171 -23.2K -11 0.00 135.50 N/A N/A 0 0 5 4 2024-05-13 $48.60 $0.00 42.7% 6.0% 22.8% 54.5% 0.0% 1.0% 0.7% 170 -23.3K -11 0.00 136.54 N/A N/A 0 0 5 4 2024-05-14 $49.25 $0.00 47.6% 5.9% 23.1% 67.0% 0.0% 1.9% 2.9% 127 -23.9K -8 0.00 136.63 N/A N/A 0 0 5 4 2024-05-15 $50.19 $0.00 21.4% 6.1% 21.4% 0.2% 0.0% 0.2% 0.6% 83 -24.7K -5 0.00 131.11 N/A N/A 0 0 5 4 2024-05-16 $50.09 $0.00 20.5% 5.9% 20.4% 0.0% 0.0% -0.4% 6.9% 145 -24.1K -10 0.00 134.86 N/A N/A 0 0 5 4 2024-05-17 $49.73 $0.00 20.8% 6.0% 15.3% 0.9% 0.0% 0.8% 1.9% 99 -24.4K -5 0.00 134.91 N/A N/A 0 0 5 4 2024-05-20 $50.55 $0.00 21.0% 6.0% 15.8% 1.3% 0.0% 1.1% 2.2% 98 -24.7K -5 0.00 136.84 N/A N/A 0 0 5 0 2024-05-21 $50.37 $0.00 21.3% 6.1% 15.3% 2.0% 0.0% 1.5% 1.0% 96 -24.6K -6 0.00 139.51 N/A N/A 0 0 5 0 2024-05-22 $50.20 $0.00 21.3% 6.1% 15.6% 2.0% 0.0% 1.4% -2.5% 72 -24.8K -4 0.00 137.38 N/A N/A 0 0 5 0 2024-05-23 $50.02 $0.00 20.7% 5.9% 15.8% 0.5% 0.0% -0.6% -4.2% 51 -24.8K -3 0.00 128.25 N/A N/A 0 0 5 0 2024-05-24 $50.78 $0.00 20.0% 5.7% 15.7% 0.0% 0.0% 1.7% -0.6% 37 -25.2K -2 0.00 132.53 N/A N/A 0 0 5 0 2024-05-28 $50.89 $0.00 21.8% 6.2% 15.8% 4.5% 0.0% 1.1% -0.8% 51 -25.2K -3 0.00 137.41 N/A N/A 0 0 5 0 2024-05-29 $50.33 $0.00 24.0% 6.9% 15.6% 10.0% 0.0% 1.6% -3.9% 52 -24.9K -3 0.00 140.88 N/A N/A 0 0 5 0 2024-05-30 $49.88 $0.00 23.7% 6.8% 15.8% 9.3% 0.0% 3.7% -4.7% 114 -24.3K -6 0.00 139.04 N/A N/A 0 0 5 0 2024-05-31 $49.38 $0.00 21.4% 6.1% 16.5% 3.4% 0.0% 2.0% -2.4% 94 -24.1K -4 0.00 137.52 N/A N/A 0 0 5 0
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