TSSI Options History — February 2025

In February 2025, TSSI traded between $10.77 and $15.79. ATM implied volatility averaged 122.7%. The 30-day expected move averaged 35.7%. IV traded below realized volatility by 6.1% (HV 20d: 128.7%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.32.

Notable Days

  • 2025-02-14: Highest Volume — 4,900 contracts
  • 2025-02-12: Largest IV spike — 13.3% change
  • 2025-02-27: Largest Expected Move — 37.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.72$10.77$15.79$13.99$11.00
Max Pain$12.11$10.00$12.50$12.50$12.50
ATM IV122.7%105.2%130.8%130.2%119.8%
Expected Move35.7%34.2%37.5%37.3%34.4%
HV 20d128.7%100.3%147.3%147.3%100.3%
Term Structure-1.6%-9.7%8.6%-3.4%8.6%
VWIV126.0%120.5%136.7%128.5%120.7%
Skew 25d-7.1%-12.1%3.8%-10.0%3.8%
Skew 10d-2.4%-16.6%55.8%-8.8%7.7%
Call IV 25d130.5%119.7%139.7%136.9%119.7%
Put IV 25d123.3%118.5%130.6%127.0%123.5%
Bid-Ask Spread %31.7617.7943.2234.5743.22
Gamma HHI0.280.230.340.230.33
Net GEX170.5K68.7K300.0K168.9K72.6K
Net DEX-12.3M-19.3M-4.4M-13.0M-4.4M
Net VEX-43.8K-49.0K-36.0K-47.2K-36.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.110.700.700.70
Total Volume2,012.4218014,9001,1331,203
Total OI26,454.78923,83232,36824,63225,417

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$13.99$12.50130.2%37.3%0.0%0.0%128.5%-10.0%-3.4%168.9K-13.0M-47.2K0.7034.57N/AN/A66646719,9164,716
2025-02-04$14.93$12.50123.6%35.4%0.0%0.0%122.8%-6.6%-0.1%188.6K-15.2M-48.4K0.2535.70N/AN/A94523720,0484,875
2025-02-05$15.41$12.50119.8%34.4%0.0%0.0%120.5%-7.3%4.9%201.7K-16.7M-49.0K0.6921.58N/AN/A53436620,3274,891
2025-02-06$14.79$12.50118.3%35.7%0.0%0.0%123.1%-6.1%-4.5%192.3K-14.9M-48.0K0.3536.00N/AN/A62222020,3254,913
2025-02-07$14.96$10.00116.7%36.3%147.3%0.0%126.5%-7.8%-6.1%196.1K-15.4M-47.8K0.3236.27N/AN/A84527320,4454,998
2025-02-10$14.07$10.00119.1%34.9%145.6%0.0%122.4%-11.8%-3.5%191.0K-13.1M-44.9K0.3725.37N/AN/A73527020,6515,011
2025-02-11$13.55$12.50105.2%34.9%142.2%0.0%124.4%-7.1%-4.8%181.1K-11.4M-42.7K0.2134.60N/AN/A80617320,7085,114
2025-02-12$14.75$12.50119.2%34.2%140.9%0.0%123.5%-5.3%-2.8%216.7K-14.9M-44.6K0.1527.75N/AN/A1,74725720,7965,203
2025-02-13$14.31$10.00119.2%34.2%137.8%0.0%121.1%-6.4%-2.4%227.2K-14.0M-44.5K0.1138.53N/AN/A1,36115421,6455,100
2025-02-14$15.79$12.50129.0%37.0%137.8%0.0%129.5%-5.7%-9.7%249.2K-19.3M-47.3K0.1125.69N/AN/A4,41648421,9235,144
2025-02-18$15.43$12.50123.4%35.4%138.3%0.0%125.9%-5.8%-4.9%288.6K-18.4M-45.3K0.2623.78N/AN/A3,00979123,6705,252
2025-02-19$15.21$12.50122.1%35.0%136.6%0.0%126.5%-8.0%-5.0%300.0K-17.7M-46.0K0.2440.86N/AN/A3,35780524,5835,745
2025-02-20$14.00$12.50122.8%35.2%129.9%0.0%123.6%-8.8%-1.8%123.5K-12.9M-43.8K0.2235.21N/AN/A3,04265624,8166,150
2025-02-21$13.16$12.50127.0%36.4%129.6%0.0%130.2%-11.2%0.4%119.4K-11.5M-44.1K0.2540.82N/AN/A1,82346325,7616,607
2025-02-24$12.54$12.50125.1%35.9%129.2%0.0%128.9%-12.1%2.5%106.8K-7.8M-42.0K0.4224.32N/AN/A1,08545518,3165,516
2025-02-25$10.84$12.50130.1%37.3%104.7%0.0%136.7%-7.1%0.8%70.9K-4.4M-36.0K0.2119.72N/AN/A3,04564618,4755,892
2025-02-26$11.27$12.50128.9%37.0%105.7%0.0%126.9%-0.2%1.2%75.6K-5.0M-37.5K0.2117.79N/AN/A1,21925818,4706,161
2025-02-27$10.77$12.50130.8%37.5%104.9%0.0%133.2%-12.1%-0.3%68.7K-4.4M-36.9K0.2741.70N/AN/A63316818,7516,310
2025-02-28$11.00$12.50119.8%34.4%100.3%0.0%120.7%3.8%8.6%72.6K-4.4M-36.7K0.7043.22N/AN/A70749619,0266,391