TINY Options History — December 2024

In December 2024, TINY traded between $44.05 and $48.90. ATM implied volatility averaged 34.9%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded below realized volatility by 17.8% (HV 20d: 52.7%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 13 of 21 days.

Notable Days

  • 2024-12-10: Largest IV drop — 32.9% change
  • 2024-12-09: Highest IV Rank — 47.1%
  • 2024-12-02: Largest Expected Move — 10.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.04$44.05$48.90$47.85$44.62
ATM IV34.9%30.3%52.2%36.6%32.0%
Expected Move9.3%7.6%10.5%10.5%9.2%
HV 20d52.7%37.8%61.7%59.9%37.8%
HV 60d43.3%41.2%44.9%41.2%43.2%
IV Rank24.6%18.6%47.1%26.8%20.8%
IV Percentile76.3%58.7%96.4%86.1%65.9%
Term Structure0.4%-17.2%7.8%4.4%2.5%
Skew 25d1.6%-4.1%10.1%3.7%1.4%
Skew 10d1.9%-6.1%8.2%1.2%2.6%
Call IV 25d30.1%22.3%38.9%35.5%34.5%
Put IV 25d31.6%26.4%39.2%39.2%35.9%
Bid-Ask Spread %129.92121.61141.58134.57132.49
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$47.85$0.0036.6%10.5%59.9%26.8%0.0%3.7%4.4%0000.00134.57N/AN/A0000
2024-12-03$45.95$0.0036.2%10.4%61.7%26.2%0.0%-4.1%-17.2%0000.00141.58N/AN/A0000
2024-12-04$46.45$0.0034.8%10.0%61.5%24.5%0.0%-2.8%-4.0%0000.00137.53N/AN/A0000
2024-12-05$47.85$0.0036.5%8.2%61.1%26.6%0.0%3.6%2.7%0000.00124.97N/AN/A0000
2024-12-06$47.85$0.0040.8%7.6%61.1%32.2%0.0%-0.4%2.5%0000.00128.57N/AN/A0000
2024-12-09$48.90$0.0052.2%7.9%61.6%47.1%0.0%4.7%5.6%0000.00126.87N/AN/A0000
2024-12-10$46.45$0.0035.0%9.2%57.3%24.7%0.0%1.9%-2.3%0000.00122.76N/AN/A0000
2024-12-11$47.95$0.0032.8%9.4%50.7%21.7%0.0%8.5%7.8%0000.00127.72N/AN/A0000
2024-12-12$45.69$0.0030.4%8.7%49.9%18.7%0.0%0.7%0.3%0000.00130.44N/AN/A0000
2024-12-13$45.70$0.0030.3%8.7%49.9%18.6%0.0%0.3%-0.0%0000.00126.55N/AN/A0000
2024-12-16$46.20$0.0030.8%8.8%50.0%19.2%0.0%0.9%1.1%0000.00127.21N/AN/A0000
2024-12-17$46.04$0.0030.9%8.9%49.9%19.3%0.0%0.6%-0.5%0000.00131.14N/AN/A0000
2024-12-18$44.64$0.0036.3%10.4%51.1%26.3%0.0%-1.9%0.0%0000.00123.91N/AN/A0000
2024-12-19$44.05$0.0035.4%10.2%51.2%25.2%0.0%-1.6%-1.4%0000.00121.61N/AN/A0000
2024-12-20$44.46$0.0036.6%10.5%51.3%26.8%0.0%1.7%-2.9%0000.00125.03N/AN/A0000
2024-12-23$45.05$0.0035.5%10.2%49.5%25.3%0.0%1.4%-0.5%0000.00130.19N/AN/A0000
2024-12-24$45.49$0.0031.1%8.9%48.1%19.5%0.0%1.4%1.9%0000.00134.31N/AN/A0000
2024-12-26$45.75$0.0030.6%8.8%48.2%19.0%0.0%10.1%6.0%0000.00133.01N/AN/A0000
2024-12-27$45.14$0.0034.1%9.8%48.2%23.5%0.0%1.3%0.3%0000.00135.32N/AN/A0000
2024-12-30$44.73$0.0034.2%9.8%46.0%23.6%0.0%2.1%1.6%0000.00132.62N/AN/A0000
2024-12-31$44.62$0.0032.0%9.2%37.8%20.8%0.0%1.4%2.5%0000.00132.49N/AN/A0000