TSSI Options History — April 2025

In April 2025, TSSI traded between $6.28 and $7.68. ATM implied volatility averaged 128.1%. The 30-day expected move averaged 37.3%. IV traded above realized volatility by 14.9% (HV 20d: 113.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.59.

Notable Days

  • 2025-04-23: Highest Volume — 2,573 contracts
  • 2025-04-04: Largest IV spike — 13.9% change
  • 2025-04-16: Largest Expected Move — 40.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.11$6.28$7.68$7.38$6.86
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV128.1%103.0%141.5%104.5%126.6%
Expected Move37.3%33.6%40.4%33.6%36.3%
HV 20d113.2%95.0%124.3%96.2%117.2%
HV 60d120.4%109.0%127.7%122.5%109.4%
Term Structure-4.4%-11.7%12.1%12.1%-3.4%
VWIV126.4%114.5%137.8%117.1%123.2%
Skew 25d2.4%-35.7%35.0%-19.4%-35.7%
Skew 10d35.9%-46.9%138.9%-30.1%-46.9%
Call IV 25d124.2%100.0%136.8%109.3%126.2%
Put IV 25d126.6%89.9%143.4%89.9%90.4%
Bid-Ask Spread %53.6032.9883.5843.5546.22
Gamma HHI0.220.190.250.220.24
Net GEX20.9K6.4K36.6K11.5K29.5K
Net DEX-49.0K-1.2M1.2M294.5K-200.6K
Net VEX-18.9K-22.1K-15.8K-20.6K-17.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.023.240.420.06
Total Volume1,020.6671672,5732,1401,277
Total OI22,909.90519,37425,67622,93121,941

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$7.38$7.50104.5%33.6%96.2%0.0%117.1%-19.4%12.1%11.5K294.5K-20.6K0.4243.55N/AN/A1,50563516,0036,928
2025-04-02$7.68$7.50103.0%33.6%98.1%0.0%117.0%-1.1%-2.3%13.0K-82.8K-22.1K0.3732.98N/AN/A60122015,9247,112
2025-04-03$6.77$7.50115.0%35.3%101.0%0.0%119.2%-4.6%-0.6%7.5K760.9K-18.7K0.6056.33N/AN/A61236816,2997,127
2025-04-04$6.28$7.50130.9%38.8%96.7%0.0%127.2%7.8%-7.6%6.4K1.0M-16.2K0.5872.46N/AN/A62036116,1747,158
2025-04-07$6.82$7.50131.8%38.7%98.6%0.0%132.4%5.3%-4.3%8.7K691.6K-18.1K0.1960.41N/AN/A62312016,3447,127
2025-04-08$6.43$7.50141.5%39.8%95.0%0.0%130.2%9.6%-6.3%13.0K1.2M-15.8K1.0746.08N/AN/A42144916,5197,111
2025-04-09$7.60$7.50122.6%35.2%114.6%0.0%114.5%35.0%-3.1%14.2K146.1K-19.9K0.1583.58N/AN/A1,27418616,6297,249
2025-04-10$6.85$7.50137.5%39.4%118.9%0.0%131.3%12.6%-5.3%14.4K373.7K-18.6K0.3374.06N/AN/A1264117,1437,195
2025-04-11$7.07$7.50136.1%39.0%117.9%0.0%134.3%16.4%-4.2%13.1K298.7K-18.8K0.0245.23N/AN/A5531017,1297,191
2025-04-14$7.34$7.50134.9%38.7%119.3%0.0%134.3%13.1%-7.1%17.7K-178.2K-19.9K0.5045.94N/AN/A95147317,6867,197
2025-04-15$7.44$7.50133.6%38.3%118.6%0.0%129.3%8.1%-4.0%20.4K-536.5K-20.7K0.2852.36N/AN/A70720018,3167,217
2025-04-16$7.03$7.50140.9%40.4%118.9%0.0%131.9%8.9%-8.9%24.5K234.2K-18.8K0.0963.07N/AN/A8868418,5117,165
2025-04-17$7.36$7.50132.5%38.0%120.7%0.0%131.0%8.7%-3.3%27.4K-71.3K-20.0K3.2459.39N/AN/A13142418,4437,056
2025-04-21$6.67$7.50136.8%39.2%124.3%0.0%137.8%3.2%-7.9%21.6K-108.5K-16.9K0.9546.88N/AN/A32831313,7655,609
2025-04-22$6.71$7.50123.6%35.4%116.8%0.0%126.5%9.4%1.9%22.2K80.5K-16.4K0.0839.79N/AN/A1,68512913,9355,640
2025-04-23$7.41$7.50131.3%37.7%124.0%0.0%125.3%12.3%-7.0%32.7K-861.3K-18.8K0.4040.62N/AN/A1,83374014,1945,486
2025-04-24$7.51$7.50126.6%36.3%122.5%0.0%123.3%7.6%-8.5%36.6K-1.2M-21.0K2.0860.05N/AN/A25252515,0926,088
2025-04-25$7.48$7.50122.6%35.1%122.0%0.0%115.3%-25.3%-3.1%35.5K-1.2M-20.9K0.6548.33N/AN/A31220415,1266,520
2025-04-28$7.29$7.50129.7%37.2%118.9%0.0%129.9%2.5%-11.7%34.4K-893.9K-19.5K0.0749.01N/AN/A8936015,3786,552
2025-04-29$7.27$7.50127.5%36.5%116.1%0.0%123.8%-23.5%-7.8%34.9K-792.6K-18.9K0.1959.30N/AN/A2544815,2546,575
2025-04-30$6.86$7.50126.6%36.3%117.2%0.0%123.2%-35.7%-3.4%29.5K-200.6K-17.1K0.0646.22N/AN/A1,2096815,3426,599