TINY Options History — June 2024

In June 2024, TINY traded between $49.84 and $54.02. ATM implied volatility averaged 21.5%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 0.6% (HV 20d: 22.1%). Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 5 of 19 days.

Notable Days

  • 2024-06-12: Largest IV drop — 31.0% change
  • 2024-06-11: Highest IV Rank — 18.7%
  • 2024-06-04: Largest Expected Move — 7.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.20$49.84$54.02$50.31$52.31
ATM IV21.5%18.2%27.6%23.8%20.4%
Expected Move5.7%5.2%7.1%6.8%5.9%
HV 20d22.1%15.8%24.1%15.8%23.3%
HV 60d21.2%20.3%21.7%21.1%21.6%
IV Rank6.1%0.0%18.7%9.4%5.1%
IV Percentile9.7%0.0%46.8%10.7%3.6%
Term Structure-1.5%-6.1%1.6%-5.8%-2.7%
Skew 25d0.4%-7.8%9.5%-2.7%0.3%
Skew 10d1.1%-6.8%6.5%-6.8%0.8%
Call IV 25d21.2%17.1%26.9%26.0%22.2%
Put IV 25d21.5%19.1%27.2%23.3%22.5%
Bid-Ask Spread %136.15131.02143.24137.20139.74
Gamma HHI1.001.001.001.001.00
Net GEX9046423
Net DEX-26.0K-26.9K-24.7K-24.9K-26.1K
Net VEX-0-20-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI55555

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$50.31$0.0023.8%6.8%15.8%9.4%0.0%-2.7%-5.8%42-24.9K-20.00137.20N/AN/A0050
2024-06-04$49.84$0.0024.7%7.1%15.8%11.6%0.0%-7.8%-6.1%46-24.7K-20.00138.48N/AN/A0050
2024-06-05$52.03$0.0022.1%6.3%21.5%5.3%0.0%9.5%-0.4%0-26.0K00.00138.97N/AN/A0050
2024-06-06$51.76$0.0024.1%5.2%21.6%10.1%0.0%0.5%1.6%17-25.8K-10.00133.11N/AN/A0050
2024-06-07$51.37$0.0025.8%5.4%21.9%14.4%0.0%1.1%-1.7%15-25.6K-10.00136.59N/AN/A0050
2024-06-10$52.07$0.0026.0%5.6%22.3%14.8%0.0%0.4%-0.1%0-26.0K00.00133.82N/AN/A0050
2024-06-11$52.13$0.0027.6%5.6%22.3%18.7%0.0%0.3%0.2%12-25.9K00.00133.44N/AN/A0050
2024-06-12$53.23$0.0019.0%5.5%22.9%0.0%0.0%-0.4%0.8%13-26.4K-10.00135.01N/AN/A0050
2024-06-13$53.19$0.0018.6%5.3%22.2%0.0%0.0%0.6%0.6%4-26.5K00.00135.82N/AN/A0050
2024-06-14$52.84$0.0018.4%5.3%22.4%0.0%0.0%3.6%-0.6%3-26.3K00.00135.42N/AN/A0050
2024-06-17$53.27$0.0018.7%5.4%22.2%0.7%0.0%1.1%-0.4%0-26.6K00.00132.33N/AN/A0050
2024-06-18$54.02$0.0018.6%5.3%22.0%0.4%0.0%0.5%-0.8%1-26.9K00.00131.02N/AN/A0050
2024-06-20$52.87$0.0019.5%5.6%23.6%2.5%0.0%-2.1%-3.8%1-26.4K00.00134.20N/AN/A0050
2024-06-21$52.30$0.0018.2%5.2%24.0%0.0%0.0%0.1%-2.1%1-26.1K00.00133.85N/AN/A0050
2024-06-24$51.95$0.0020.7%5.9%24.1%5.9%0.0%0.1%-0.9%6-25.9K00.00138.11N/AN/A0050
2024-06-25$52.35$0.0018.4%5.3%23.7%0.4%0.0%0.9%0.1%0-26.2K00.00137.43N/AN/A0050
2024-06-26$51.88$0.0021.8%6.3%24.0%8.5%0.0%0.2%-3.8%4-25.9K00.00143.24N/AN/A0050
2024-06-27$52.17$0.0021.2%6.1%23.6%7.1%0.0%0.5%-2.6%8-25.9K00.00138.99N/AN/A0050
2024-06-28$52.31$0.0020.4%5.9%23.3%5.1%0.0%0.3%-2.7%3-26.1K00.00139.74N/AN/A0050