TINY Options History — August 2024 In August 2024, TINY traded between $42.55 and $49.89. ATM implied volatility averaged 37.5%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded below realized volatility by 14.5% (HV 20d: 52.0%). Max pain ranged from $40.00 to $44.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-09 : Highest Volume — 1 contracts2024-08-14 : Largest IV drop — 40.6% change2024-08-06 : Highest IV Rank — 100.0%2024-08-02 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.23 $42.55 $49.89 $46.91 $49.02 Max Pain $43.53 $40.00 $44.00 $40.00 $44.00 ATM IV 37.5% 25.9% 63.9% 37.2% 29.5% Expected Move 9.2% 7.4% 11.7% 10.7% 8.5% HV 20d 52.0% 30.2% 57.5% 46.6% 30.2% HV 60d 37.0% 31.3% 38.3% 31.3% 37.0% IV Rank 45.3% 20.4% 100.0% 47.5% 28.0% IV Percentile 73.9% 36.9% 100.0% 90.5% 60.3% Term Structure -0.7% -7.9% 3.1% -7.4% 0.3% VWIV 34.3% 28.8% 39.8% 39.8% 28.8% Skew 25d 1.1% -5.1% 4.3% -5.1% 1.4% Skew 10d 1.8% -8.4% 9.9% 0.1% 1.2% Call IV 25d 29.3% 24.9% 40.6% 37.1% 28.5% Put IV 25d 30.4% 26.4% 39.8% 32.0% 29.9% Bid-Ask Spread % 125.94 114.83 141.75 125.41 128.22 Gamma HHI 0.79 0.50 1.00 1.00 0.65 Net GEX 184 -121 663 107 192 Net DEX -12.1K -23.9K 367 -23.1K -1.7K Net VEX -6 -12 -2 -2 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.091 0 1 0 0 Total OI 3.818 1 6 5 2
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 2024-08-01 $46.91 $40.00 37.2% 10.7% 46.6% 47.5% 0.0% -5.1% -7.4% 107 -23.1K -2 0.00 125.41 N/A N/A 0 0 5 0 2024-08-02 $43.60 $40.00 40.8% 11.7% 51.9% 55.5% 0.0% 0.5% -7.9% 553 -19.0K -9 0.00 125.25 N/A N/A 0 0 5 0 2024-08-05 $42.55 $0.00 55.6% 10.2% 51.4% 88.8% 0.0% -2.3% 3.1% 654 -15.8K -12 0.00 118.51 N/A N/A 0 0 5 0 2024-08-06 $43.72 $0.00 63.9% 11.2% 53.0% 100.0% 0.0% -2.0% 0.6% 530 -17.4K -10 0.00 125.88 N/A N/A 0 0 5 0 2024-08-07 $43.09 $0.00 42.8% 10.2% 52.1% 55.9% 0.0% 4.3% -0.1% 663 -18.2K -8 0.00 114.83 N/A N/A 0 0 5 0 2024-08-08 $45.25 $0.00 50.1% 10.4% 56.5% 71.1% 0.0% 2.8% 1.3% 367 -20.8K -5 0.00 130.06 N/A N/A 0 0 5 0 2024-08-09 $45.43 $0.00 44.3% 9.8% 56.3% 59.1% 39.8% 2.2% -0.2% 224 -22.0K -2 0.00 123.60 N/A N/A 0 1 5 0 2024-08-12 $45.75 $44.00 56.0% 9.8% 56.4% 83.4% 0.0% 2.3% -0.2% 26 -20.9K -7 0.00 126.48 N/A N/A 0 0 5 1 2024-08-13 $46.93 $44.00 55.1% 9.4% 57.5% 81.5% 0.0% 4.0% 0.1% -101 -22.3K -5 0.00 121.83 N/A N/A 0 0 5 1 2024-08-14 $46.82 $44.00 32.7% 9.4% 54.0% 34.7% 0.0% 2.3% -2.2% -111 -22.3K -5 0.00 121.43 N/A N/A 0 0 5 1 2024-08-15 $48.97 $44.00 30.3% 8.7% 56.6% 29.8% 0.0% 1.9% 1.2% -121 -23.9K -3 0.00 125.16 N/A N/A 0 0 5 1 2024-08-16 $48.92 $44.00 28.7% 8.2% 56.0% 26.4% 0.0% 2.1% -0.2% -97 -23.9K -3 0.00 127.66 N/A N/A 0 0 5 1 2024-08-19 $49.49 $44.00 26.9% 7.7% 54.9% 22.6% 28.8% 1.7% 0.6% -91 367 -2 0.00 124.01 N/A N/A 1 0 0 1 2024-08-20 $49.30 $44.00 25.9% 7.4% 54.9% 20.4% 0.0% 1.2% 1.2% 191 -2.1K -7 0.00 126.97 N/A N/A 0 0 1 1 2024-08-21 $49.89 $44.00 27.9% 8.0% 54.0% 24.7% 0.0% 1.9% 0.9% 184 -2.4K -7 0.00 128.31 N/A N/A 0 0 1 1 2024-08-22 $49.74 $44.00 32.9% 9.4% 53.7% 35.1% 0.0% 2.2% 1.4% 214 -2.3K -7 0.00 141.75 N/A N/A 0 0 1 1 2024-08-23 $49.34 $44.00 28.6% 8.2% 53.6% 26.3% 0.0% 1.3% 1.1% 172 -2.0K -7 0.00 126.69 N/A N/A 0 0 1 1 2024-08-26 $48.49 $44.00 29.9% 8.6% 53.9% 28.9% 0.0% -0.6% -6.2% 105 -1.3K -8 0.00 125.79 N/A N/A 0 0 1 1 2024-08-27 $48.83 $44.00 28.3% 8.1% 51.6% 25.5% 0.0% 1.1% 0.3% 116 -1.6K -5 0.00 127.55 N/A N/A 0 0 1 1 2024-08-28 $48.39 $44.00 28.0% 8.0% 47.7% 24.8% 0.0% 0.7% 0.7% 146 -1.3K -7 0.00 126.95 N/A N/A 0 0 1 1 2024-08-29 $48.63 $44.00 29.2% 8.4% 41.2% 27.4% 0.0% 0.3% -3.2% 131 -1.4K -7 0.00 128.24 N/A N/A 0 0 1 1 2024-08-30 $49.02 $44.00 29.5% 8.5% 30.2% 28.0% 0.0% 1.4% 0.3% 192 -1.7K -6 0.00 128.22 N/A N/A 0 0 1 1
« Jul 2024 | All History | Sep 2024 » Home TINY History August 2024