TSSI Options History — January 2025

Name: TSSI Options Analytics - January 2025
Creator: Options Analysis Suite

In January 2025, TSSI traded between $11.82 and $16.49. ATM implied volatility averaged 107.7%. The 30-day expected move averaged 30.9%. Max pain ranged from $12.50 to $12.50. Net GEX was positive for 11 of 11 trading days. Term structure was in contango for 7 of 11 days. Put/call ratio averaged 0.18.

Notable Days

2025-01-22: Highest Volume — 6,941 contracts
2025-01-22: Largest IV spike — 18.0% change
2025-01-31: Largest Expected Move — 35.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.64	$11.82	$16.49	$11.82	$14.44
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	107.7%	90.5%	122.0%	91.6%	122.0%
Expected Move	30.9%	25.9%	35.0%	26.3%	35.0%
Term Structure	2.6%	-3.8%	9.0%	7.9%	1.0%
VWIV	109.8%	92.1%	125.6%	92.9%	125.6%
Skew 25d	-9.3%	-14.4%	-3.8%	-10.4%	-7.2%
Skew 10d	-13.2%	-43.0%	32.9%	-4.4%	-10.4%
Call IV 25d	114.4%	94.0%	128.9%	97.9%	128.9%
Put IV 25d	105.1%	86.4%	121.7%	87.5%	121.7%
Bid-Ask Spread %	43.53	27.82	64.50	64.50	27.82
Gamma HHI	0.28	0.23	0.35	0.35	0.23
Net GEX	123.9K	57.9K	167.3K	57.9K	166.2K
Net DEX	-10.1M	-17.0M	-4.1M	-4.1M	-13.7M
Net VEX	-40.3K	-47.8K	-27.3K	-27.3K	-47.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.18	0.05	0.54	0.05	0.20
Total Volume	2,901.909	1,067	6,941	1,067	2,728
Total OI	20,338.818	14,853	23,935	16,998	23,935

Daily Data (11 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
2025-01-16	$11.82	$12.50	91.6%	26.3%	0.0%	0.0%	92.9%	-10.4%	7.9%	57.9K	-4.1M	-27.3K	0.05	64.50	N/A	N/A	1,017	50	12,461	4,537
2025-01-17	$12.12	$12.50	90.5%	25.9%	0.0%	0.0%	92.7%	-7.5%	6.4%	66.9K	-4.9M	-29.8K	0.18	61.21	N/A	N/A	1,377	250	13,118	4,535
2025-01-21	$13.06	$12.50	91.1%	26.1%	0.0%	0.0%	92.1%	-10.6%	6.2%	87.3K	-7.0M	-32.3K	0.08	52.74	N/A	N/A	2,273	172	10,992	3,861
2025-01-22	$15.11	$12.50	107.5%	30.8%	0.0%	0.0%	108.5%	-14.4%	0.9%	117.7K	-12.1M	-37.4K	0.09	46.02	N/A	N/A	6,379	562	12,828	3,905
2025-01-23	$15.92	$12.50	103.1%	29.6%	0.0%	0.0%	105.7%	-12.0%	9.0%	155.5K	-15.4M	-45.1K	0.17	40.90	N/A	N/A	1,245	216	15,625	4,206
2025-01-24	$16.49	$12.50	107.0%	30.7%	0.0%	0.0%	109.6%	-12.4%	4.2%	167.3K	-17.0M	-47.7K	0.19	34.07	N/A	N/A	4,949	947	16,315	4,359
2025-01-27	$12.73	$12.50	118.8%	34.1%	0.0%	0.0%	121.3%	-4.2%	-0.4%	138.3K	-9.5M	-44.8K	0.54	38.63	N/A	N/A	3,775	2,049	18,633	4,322
2025-01-28	$12.93	$12.50	116.8%	33.5%	0.0%	0.0%	119.2%	-11.0%	-3.8%	135.4K	-9.4M	-44.2K	0.38	30.75	N/A	N/A	1,016	384	18,401	4,637
2025-01-29	$12.20	$12.50	119.4%	34.2%	0.0%	0.0%	122.4%	-9.1%	-1.5%	122.8K	-8.0M	-42.3K	0.07	40.82	N/A	N/A	1,181	79	18,804	4,687
2025-01-30	$13.24	$12.50	116.9%	33.5%	0.0%	0.0%	118.2%	-3.8%	-1.6%	147.5K	-10.4M	-44.7K	0.09	41.35	N/A	N/A	1,170	102	18,829	4,737
2025-01-31	$14.44	$12.50	122.0%	35.0%	0.0%	0.0%	125.6%	-7.2%	1.0%	166.2K	-13.7M	-47.8K	0.20	27.82	N/A	N/A	2,279	449	19,134	4,801