TSSI Options History — June 2025

In June 2025, TSSI traded between $14.23 and $30.96. ATM implied volatility averaged 106.0%. The 30-day expected move averaged 30.1%. IV traded below realized volatility by 73.8% (HV 20d: 179.7%). Max pain ranged from $10.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.28.

Notable Days

  • 2025-06-06: Highest Volume — 15,951 contracts
  • 2025-06-09: Largest IV spike — 13.8% change
  • 2025-06-17: Largest Expected Move — 31.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.48$14.23$30.96$14.23$29.06
Max Pain$14.38$10.00$17.50$10.00$17.50
ATM IV106.0%98.6%120.1%105.0%102.9%
Expected Move30.1%28.3%31.7%30.1%29.5%
HV 20d179.7%112.5%243.0%240.3%114.7%
HV 60d166.7%163.1%169.5%163.5%168.1%
Term Structure8.3%-2.4%21.7%-2.4%18.6%
VWIV106.0%100.9%110.3%105.9%104.8%
Skew 25d-4.7%-10.3%1.5%-3.2%-8.5%
Skew 10d-0.9%-11.7%21.3%1.1%-11.7%
Call IV 25d108.6%104.0%113.3%106.0%108.1%
Put IV 25d103.9%97.4%108.6%102.8%99.6%
Bid-Ask Spread %30.8314.4250.5214.4217.11
Gamma HHI0.230.160.340.290.25
Net GEX452.3K208.0K673.6K208.0K638.3K
Net DEX-46.8M-70.2M-16.7M-16.7M-60.6M
Net VEX-93.9K-130.4K-49.3K-49.3K-130.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.280.100.580.100.21
Total Volume7,170.452,92315,9515,7935,172
Total OI42,897.333,72851,16433,72845,345

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$14.23$10.00105.0%30.1%240.3%0.0%105.9%-3.2%-2.4%208.0K-16.7M-49.3K0.1014.42N/AN/A5,27651725,0338,695
2025-06-03$15.04$10.00104.6%30.0%234.9%0.0%105.7%-2.2%-1.3%247.9K-20.6M-59.7K0.2127.15N/AN/A2,41850527,3198,859
2025-06-04$17.30$10.00101.5%29.1%237.6%0.0%102.8%1.5%1.6%298.9K-29.3M-63.7K0.2524.81N/AN/A7,8951,98427,8358,818
2025-06-05$16.95$12.50102.9%29.5%237.5%0.0%103.2%-3.3%8.3%324.9K-28.3M-71.3K0.2930.81N/AN/A5,7201,65130,4059,159
2025-06-06$19.68$12.50105.5%30.5%240.4%0.0%106.6%-3.3%6.5%365.6K-39.4M-78.3K0.2134.13N/AN/A13,2302,72130,8269,366
2025-06-09$20.85$12.50120.1%30.9%239.5%0.0%110.3%-5.7%5.1%455.1K-45.7M-90.7K0.4930.14N/AN/A4,7032,31535,0119,741
2025-06-10$20.49$12.50116.2%30.8%239.7%0.0%106.9%-4.3%4.1%469.6K-44.4M-93.0K0.5039.22N/AN/A3,9261,94536,15410,225
2025-06-11$20.34$12.50106.2%30.4%239.2%0.0%104.8%-1.6%4.5%475.5K-44.0M-92.3K0.4141.66N/AN/A3,5961,48836,81710,459
2025-06-12$20.35$12.50105.1%30.1%239.2%0.0%108.3%-4.5%4.2%485.0K-43.9M-92.5K0.2939.31N/AN/A2,80980837,23310,753
2025-06-13$18.44$15.00102.3%29.3%243.0%0.0%106.1%-10.3%9.4%446.8K-34.0M-85.1K0.3743.02N/AN/A4,3731,62637,43310,486
2025-06-16$21.54$15.00109.8%31.5%144.9%0.0%109.4%-3.9%2.0%575.0K-51.5M-97.4K0.5839.72N/AN/A4,3082,51538,93211,518
2025-06-17$21.70$17.50110.5%31.7%134.9%0.0%110.1%-4.7%2.7%528.1K-49.7M-98.8K0.2044.64N/AN/A2,80257338,36812,795
2025-06-18$23.87$17.50106.3%30.5%116.0%0.0%106.3%-2.1%8.1%673.6K-62.9M-102.4K0.1850.52N/AN/A7,8911,41938,43712,727
2025-06-20$25.89$15.00105.9%30.4%113.8%0.0%107.5%-6.0%15.7%367.8K-70.2M-100.2K0.1831.36N/AN/A9,6861,76835,95412,288
2025-06-23$27.02$15.00107.2%30.7%112.5%0.0%107.8%-7.8%13.3%406.6K-50.5M-103.8K0.2516.37N/AN/A4,6611,14927,2947,280
2025-06-24$28.70$17.50106.5%30.5%112.6%0.0%107.1%-6.4%10.7%441.2K-58.4M-111.3K0.1718.91N/AN/A5,34291628,6567,990
2025-06-25$27.23$17.50102.2%29.3%116.7%0.0%103.4%-5.7%15.6%472.1K-53.0M-112.8K0.1320.87N/AN/A3,99551830,0188,338
2025-06-26$30.96$17.50100.3%28.8%119.2%0.0%102.6%-5.4%17.7%534.8K-67.5M-115.8K0.1319.94N/AN/A13,6371,83330,1098,454
2025-06-27$30.05$17.5098.6%28.3%117.7%0.0%100.9%-7.2%21.7%630.5K-64.8M-128.9K0.3932.46N/AN/A4,1221,59633,5869,230
2025-06-30$29.06$17.50102.9%29.5%114.7%0.0%104.8%-8.5%18.6%638.3K-60.6M-130.4K0.2117.11N/AN/A4,28988335,22810,117