TINY Options History — October 2024

In October 2024, TINY traded between $46.17 and $51.11. ATM implied volatility averaged 33.3%, placing in the 35.9% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 3.5% (HV 20d: 29.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.

Notable Days

  • 2024-10-02: Largest IV drop — 42.8% change
  • 2024-10-01: Highest IV Rank — 75.6%
  • 2024-10-01: Largest Expected Move — 15.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.44$46.17$51.11$48.13$46.17
ATM IV33.3%29.1%52.2%52.2%37.2%
Expected Move9.6%8.3%15.0%15.0%10.7%
HV 20d29.7%25.9%34.7%30.5%27.8%
HV 60d38.9%31.2%42.0%41.7%31.7%
IV Rank35.9%27.2%75.6%75.6%44.1%
IV Percentile75.1%57.1%97.6%97.6%89.3%
Term Structure-2.3%-6.7%4.2%-2.0%-6.7%
Skew 25d1.8%-0.6%3.1%-0.4%1.5%
Skew 10d3.0%-2.1%4.9%1.7%2.6%
Call IV 25d29.5%25.4%35.9%33.6%35.9%
Put IV 25d31.2%26.1%37.4%33.2%37.4%
Bid-Ask Spread %131.61120.02152.49152.49128.92
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$48.13$0.0052.2%15.0%30.5%75.6%0.0%-0.4%-2.0%0000.00152.49N/AN/A0000
2024-10-02$49.27$0.0029.9%8.6%31.0%28.9%0.0%-0.3%4.2%0000.00135.59N/AN/A0000
2024-10-03$48.87$0.0032.9%9.7%31.3%35.2%0.0%1.0%-3.7%0000.00122.12N/AN/A0000
2024-10-04$49.51$0.0029.5%9.6%29.0%28.0%0.0%2.7%-4.4%0000.00120.02N/AN/A0000
2024-10-07$49.14$0.0035.6%9.9%29.3%40.9%0.0%2.2%-3.0%0000.00128.33N/AN/A0000
2024-10-08$49.68$0.0035.2%9.5%29.4%40.0%0.0%2.9%-3.0%0000.00127.44N/AN/A0000
2024-10-09$50.06$0.0032.7%9.4%27.6%34.8%0.0%1.9%-3.2%0000.00125.56N/AN/A0000
2024-10-10$49.70$0.0032.8%9.4%27.6%34.9%0.0%2.4%-3.6%0000.00126.55N/AN/A0000
2024-10-11$50.47$0.0031.6%9.1%27.3%32.5%0.0%2.4%-2.0%0000.00128.32N/AN/A0000
2024-10-14$51.11$0.0031.8%9.1%26.8%32.9%0.0%2.1%-2.7%0000.00131.64N/AN/A0000
2024-10-15$48.37$0.0029.1%8.3%34.2%27.2%0.0%-0.6%2.1%0000.00127.87N/AN/A0000
2024-10-16$47.70$0.0031.2%8.9%34.7%31.6%0.0%2.5%-2.9%0000.00130.96N/AN/A0000
2024-10-17$48.20$0.0031.9%9.1%32.6%33.0%0.0%2.3%-3.1%0000.00133.32N/AN/A0000
2024-10-18$47.92$0.0030.8%8.8%32.6%30.8%0.0%2.2%-1.0%0000.00134.18N/AN/A0000
2024-10-21$47.73$0.0031.6%9.0%32.6%32.3%0.0%2.3%-1.1%0000.00134.10N/AN/A0000
2024-10-22$47.48$0.0029.6%8.5%32.1%28.2%0.0%0.9%0.1%0000.00135.16N/AN/A0000
2024-10-23$46.70$0.0032.3%9.2%32.6%33.8%0.0%1.7%-2.1%0000.00131.09N/AN/A0000
2024-10-24$47.06$0.0033.6%9.6%27.6%36.7%0.0%2.9%-3.6%0000.00133.38N/AN/A0000
2024-10-25$47.42$0.0031.4%9.0%27.4%32.0%0.0%1.3%-1.5%0000.00135.30N/AN/A0000
2024-10-28$47.52$0.0033.0%9.5%27.0%35.3%0.0%3.1%-3.6%0000.00137.14N/AN/A0000
2024-10-29$48.23$0.0034.8%10.0%27.0%39.2%0.0%1.0%-3.7%0000.00132.55N/AN/A0000
2024-10-30$47.59$0.0034.3%9.8%25.9%38.0%0.0%2.4%-3.0%0000.00135.06N/AN/A0000
2024-10-31$46.17$0.0037.2%10.7%27.8%44.1%0.0%1.5%-6.7%0000.00128.92N/AN/A0000