TINY Options History — July 2024

In July 2024, TINY traded between $47.48 and $55.67. ATM implied volatility averaged 25.4%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 0.4% (HV 20d: 25.0%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 1 of 22 days.

Notable Days

  • 2024-07-18: Largest IV spike — 41.1% change
  • 2024-07-25: Highest IV Rank — 39.1%
  • 2024-07-25: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.31$47.48$55.67$52.16$50.13
Max Pain$40.00$40.00$40.00$40.00$40.00
ATM IV25.4%16.1%33.5%20.8%31.3%
Expected Move7.0%4.6%9.6%6.0%9.0%
HV 20d25.0%16.2%41.1%22.9%41.1%
HV 60d22.7%19.6%28.3%21.3%28.3%
IV Rank19.4%0.0%39.1%6.0%34.1%
IV Percentile37.8%0.0%82.5%5.2%72.2%
Term Structure-2.6%-7.2%1.7%-5.0%1.7%
Skew 25d0.5%-1.9%1.8%0.9%0.6%
Skew 10d0.8%-9.3%5.7%0.6%-0.3%
Call IV 25d24.4%17.0%34.1%23.4%31.8%
Put IV 25d24.9%18.4%33.1%24.3%32.4%
Bid-Ask Spread %127.60121.66140.52139.88126.12
Gamma HHI1.001.001.001.001.00
Net GEX907710
Net DEX-26.1K-27.8K-23.5K-26.1K-25.1K
Net VEX-0-1000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI55555

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$52.16$0.0020.8%6.0%22.9%6.0%0.0%0.9%-5.0%1-26.1K00.00139.88N/AN/A0050
2024-07-02$52.75$0.0022.2%6.4%22.4%9.3%0.0%1.1%-5.4%1-26.4K00.00140.52N/AN/A0050
2024-07-03$53.26$0.0022.6%6.5%22.1%10.4%0.0%0.8%-6.6%0-26.6K00.00138.84N/AN/A0050
2024-07-05$53.63$40.0023.7%4.8%16.5%12.9%0.0%1.3%-1.5%1-26.8K00.00128.16N/AN/A0050
2024-07-08$54.34$40.0026.9%5.0%16.8%20.3%0.0%0.3%-5.8%0-27.2K00.00128.33N/AN/A0050
2024-07-09$54.56$40.0024.8%4.6%16.3%15.4%0.0%1.4%-0.7%0-27.3K00.00126.44N/AN/A0050
2024-07-10$55.36$40.0019.0%5.5%16.4%1.9%0.0%0.8%-0.7%0-27.7K00.00126.23N/AN/A0050
2024-07-11$54.56$40.0018.0%5.2%17.6%0.0%0.0%0.8%-0.6%0-27.3K00.00128.42N/AN/A0050
2024-07-12$55.09$40.0016.1%4.6%16.4%0.0%0.0%0.7%-1.3%0-27.5K00.00126.53N/AN/A0050
2024-07-15$55.19$40.0017.8%5.1%16.4%3.8%0.0%0.7%-2.7%0-27.6K00.00127.05N/AN/A0050
2024-07-16$55.67$40.0017.7%5.1%16.2%3.5%0.0%1.6%-0.6%0-27.8K00.00126.34N/AN/A0050
2024-07-17$52.38$40.0021.3%6.1%27.6%11.7%0.0%-1.9%-7.2%0-26.2K00.00127.38N/AN/A0050
2024-07-18$51.37$40.0030.1%8.6%27.8%31.4%0.0%0.2%-1.6%0-25.7K00.00124.95N/AN/A0050
2024-07-19$50.14$40.0029.3%8.4%28.1%29.7%0.0%0.1%-2.5%15-25.0K00.00122.93N/AN/A0050
2024-07-22$51.77$40.0031.1%8.9%30.4%33.7%0.0%-0.2%-0.9%0-25.9K00.00123.19N/AN/A0050
2024-07-23$51.80$40.0029.8%8.6%30.3%30.9%0.0%0.1%-0.9%5-25.8K00.00125.61N/AN/A0050
2024-07-24$50.21$40.0029.5%8.5%32.1%30.1%0.0%-0.8%-1.4%14-25.1K00.00122.15N/AN/A0050
2024-07-25$49.38$40.0033.5%9.6%32.4%39.1%0.0%1.1%-3.4%40-24.6K-10.00121.66N/AN/A0050
2024-07-26$49.92$40.0032.9%9.4%32.7%37.7%0.0%1.0%-3.1%25-24.9K00.00125.01N/AN/A0050
2024-07-29$49.58$40.0030.8%8.8%32.6%33.0%0.0%1.8%-3.0%10-24.8K00.00125.18N/AN/A0050
2024-07-30$47.48$40.0030.3%8.7%35.7%31.8%0.0%-0.9%-4.8%77-23.5K-10.00126.25N/AN/A0050
2024-07-31$50.13$40.0031.3%9.0%41.1%34.1%0.0%0.6%1.7%0-25.1K00.00126.12N/AN/A0050