TINY Options History — September 2024 In September 2024, TINY traded between $44.19 and $50.50. ATM implied volatility averaged 31.9%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 2.2% (HV 20d: 34.1%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 11 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 39.4% change2024-09-18 : Highest IV Rank — 61.0%2024-09-18 : Largest Expected Move — 13.0%Monthly Statistics Metric Avg Min Max Open Close Price $46.83 $44.19 $50.50 $46.04 $48.92 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 31.9% 26.1% 45.3% 30.3% 30.1% Expected Move 8.9% 7.5% 13.0% 8.7% 8.6% HV 20d 34.1% 30.8% 37.8% 37.5% 37.8% HV 60d 40.0% 39.0% 41.7% 39.1% 41.7% IV Rank 33.2% 20.9% 61.0% 29.8% 29.4% IV Percentile 68.1% 38.5% 95.6% 65.9% 63.9% Term Structure -0.2% -8.8% 4.9% -7.3% -1.2% Skew 25d 1.6% -3.5% 9.2% -3.5% -0.1% Skew 10d 4.8% -0.5% 11.5% -0.3% 2.2% Call IV 25d 29.6% 25.2% 43.5% 35.7% 31.4% Put IV 25d 31.2% 27.7% 44.6% 32.2% 31.2% Bid-Ask Spread % 132.20 122.55 147.31 128.61 133.76 Gamma HHI 0.57 0.50 0.64 0.50 0.63 Net GEX -46 -235 178 -31 0 Net DEX 394 -627 1.7K 403 0 Net VEX -2 -6 0 -6 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1.4 0 2 2 0
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 2024-09-03 $46.04 $44.00 30.3% 8.7% 37.5% 29.8% 0.0% -3.5% -7.3% -31 403 -6 0.00 128.61 N/A N/A 0 0 1 1 2024-09-04 $45.56 $44.00 33.4% 9.6% 36.8% 36.3% 0.0% 1.1% -2.3% -76 626 -5 0.00 127.80 N/A N/A 0 0 1 1 2024-09-05 $45.47 $0.00 34.4% 9.1% 36.3% 38.2% 0.0% 1.8% -0.0% -101 886 -5 0.00 126.49 N/A N/A 0 0 1 1 2024-09-06 $44.19 $0.00 33.0% 9.1% 33.5% 35.3% 0.0% 1.3% 0.4% -158 1.7K -4 0.00 122.55 N/A N/A 0 0 1 1 2024-09-09 $44.63 $0.00 38.6% 9.4% 33.7% 47.0% 0.0% 1.6% 0.1% -166 1.5K -4 0.00 127.25 N/A N/A 0 0 1 1 2024-09-10 $44.75 $0.00 38.3% 9.3% 33.6% 46.5% 0.0% 3.3% 1.2% -163 1.4K -4 0.00 126.58 N/A N/A 0 0 1 1 2024-09-11 $46.23 $0.00 30.2% 8.7% 34.4% 29.6% 0.0% 9.2% 1.7% -235 414 -3 0.00 127.06 N/A N/A 0 0 1 1 2024-09-12 $45.89 $0.00 32.5% 9.3% 34.5% 34.3% 0.0% 2.0% -0.7% -108 643 -3 0.00 126.39 N/A N/A 0 0 1 1 2024-09-13 $46.80 $0.00 31.3% 9.0% 31.0% 31.7% 0.0% 1.7% 0.2% 5 -44 -3 0.00 132.07 N/A N/A 0 0 1 1 2024-09-16 $46.22 $0.00 32.1% 9.2% 31.2% 33.5% 0.0% 2.3% -0.7% -74 416 -2 0.00 131.49 N/A N/A 0 0 1 1 2024-09-17 $46.17 $0.00 32.5% 9.3% 30.8% 34.2% 0.0% 1.1% -6.3% -103 459 -2 0.00 128.30 N/A N/A 0 0 1 1 2024-09-18 $46.13 $0.00 45.3% 13.0% 30.8% 61.0% 0.0% 1.1% -8.8% -24 358 -2 0.00 147.31 N/A N/A 0 0 1 1 2024-09-19 $47.77 $0.00 29.4% 8.4% 33.3% 27.9% 0.0% 0.8% 1.8% 178 -627 -1 0.00 130.66 N/A N/A 0 0 1 1 2024-09-20 $47.48 $0.00 26.6% 7.6% 33.3% 22.0% 0.0% 0.6% 4.4% 137 -310 0 0.00 131.83 N/A N/A 0 0 1 1 2024-09-23 $47.55 $0.00 26.5% 7.6% 33.3% 21.8% 0.0% 1.6% 4.8% 0 0 0 0.00 134.97 N/A N/A 0 0 0 0 2024-09-24 $48.34 $0.00 26.1% 7.5% 33.3% 20.9% 0.0% 0.8% 4.9% 0 0 0 0.00 134.50 N/A N/A 0 0 0 0 2024-09-25 $48.22 $0.00 28.2% 8.1% 33.2% 25.4% 0.0% 1.3% 1.8% 0 0 0 0.00 141.59 N/A N/A 0 0 0 0 2024-09-26 $50.50 $0.00 32.4% 9.3% 36.9% 34.1% 0.0% 2.9% -0.7% 0 0 0 0.00 145.86 N/A N/A 0 0 0 0 2024-09-27 $49.68 $0.00 27.7% 8.0% 37.5% 24.4% 0.0% 1.5% 3.3% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2024-09-30 $48.92 $0.00 30.1% 8.6% 37.8% 29.4% 0.0% -0.1% -1.2% 0 0 0 0.00 133.76 N/A N/A 0 0 0 0
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