TSSI Options History — March 2026

In March 2026, TSSI traded between $9.07 and $13.27. ATM implied volatility averaged 126.5%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 38.5%. IV traded above realized volatility by 25.2% (HV 20d: 101.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.22.

Notable Days

  • 2026-03-11: Highest Volume — 18,627 contracts
  • 2026-03-23: Largest IV spike — 27.7% change
  • 2026-03-09: Highest IV Rank — 64.9%
  • 2026-03-13: Largest Expected Move — 79.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.36$9.07$13.27$9.97$12.96
Max Pain$9.41$7.50$10.00$9.00$10.00
ATM IV126.5%96.5%182.9%155.0%119.5%
Expected Move38.5%27.0%79.4%52.9%34.2%
HV 20d101.4%90.9%112.0%112.0%106.3%
HV 60d95.1%90.1%101.3%90.5%101.3%
IV Rank30.5%12.2%64.9%47.9%26.2%
IV Percentile54.1%6.3%98.0%94.4%55.6%
Term Structure-4.3%-53.9%35.8%-14.4%6.2%
VWIV120.7%92.5%175.1%175.1%105.7%
Skew 25d7.6%-28.3%55.4%3.6%24.4%
Skew 10d15.9%-22.5%111.0%-19.9%10.4%
Call IV 25d119.3%74.8%182.5%154.1%97.7%
Put IV 25d127.0%84.0%211.6%157.7%122.1%
Bid-Ask Spread %57.8829.91100.0667.7060.87
Gamma HHI0.250.150.410.280.18
Net GEX310.8K125.0K616.3K220.5K209.1K
Net DEX-16.3M-28.1M-11.2M-14.2M-13.2M
Net VEX-52.9K-62.9K-43.4K-57.3K-50.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.041.360.180.13
Total Volume3,042.18241518,6271,8512,028
Total OI46,859.18222,88262,28551,96424,173

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$9.97$9.00155.0%52.9%112.0%47.9%175.1%3.6%-14.4%220.5K-14.2M-57.3K0.1867.70N/AN/A1,57227946,3805,584
2026-03-03$9.79$9.00143.6%54.3%112.0%41.0%173.1%45.6%10.4%227.0K-13.7M-56.4K0.11100.06N/AN/A3744147,5955,776
2026-03-04$10.05$9.00150.1%48.8%109.4%44.9%169.0%55.4%-9.2%253.9K-14.5M-56.6K0.1975.18N/AN/A1,01618947,6515,813
2026-03-05$9.41$7.50178.8%41.0%108.5%62.4%137.5%-18.4%-53.9%225.3K-13.3M-53.1K0.1374.29N/AN/A1,12314248,3435,796
2026-03-06$9.07$7.50155.1%40.9%100.3%48.0%141.1%-8.3%-20.8%194.6K-11.5M-51.3K1.3668.80N/AN/A52871749,0885,853
2026-03-09$10.07$7.50182.9%39.3%90.9%64.9%142.4%36.1%-19.1%228.8K-13.0M-51.5K0.1179.35N/AN/A3,05234847,9975,468
2026-03-10$11.15$7.50149.9%42.4%97.3%44.7%146.6%-27.1%1.4%308.6K-20.5M-61.0K0.2346.99N/AN/A5,1241,18350,4705,729
2026-03-11$11.70$10.00119.9%29.4%92.3%26.5%100.5%13.8%-16.2%513.0K-25.2M-62.2K0.1168.12N/AN/A16,7231,90454,0316,186
2026-03-12$12.54$10.00126.9%48.7%94.0%30.7%107.4%8.1%-39.2%594.5K-28.1M-62.9K0.1143.57N/AN/A3,03933354,5067,070
2026-03-13$11.89$10.00121.8%79.4%93.8%27.6%100.5%2.9%-47.5%616.3K-23.0M-58.8K0.2254.90N/AN/A1,64035955,1317,154
2026-03-16$12.03$10.00103.9%29.7%93.8%16.7%105.3%12.0%22.5%515.1K-21.2M-55.6K0.1532.81N/AN/A1,19018450,8226,232
2026-03-17$11.71$10.0099.7%28.5%94.0%14.2%98.3%1.6%-3.8%513.7K-18.9M-52.1K0.1829.91N/AN/A64711450,8756,310
2026-03-18$10.88$10.00100.0%27.0%99.6%14.4%102.9%11.3%33.1%373.4K-13.4M-46.0K0.1865.01N/AN/A78714350,8886,338
2026-03-19$10.93$10.00107.7%27.7%99.2%19.0%102.3%-1.7%-8.0%374.4K-13.0M-44.4K0.2344.73N/AN/A1,56735950,7756,402
2026-03-20$10.66$10.0096.5%28.6%99.4%12.2%92.5%-0.3%35.8%125.0K-13.2M-43.4K0.2846.19N/AN/A2,56571251,7356,604
2026-03-23$12.47$10.00123.2%32.7%109.4%28.5%106.9%12.3%0.8%166.2K-12.8M-47.8K0.0553.08N/AN/A3,43217719,4933,389
2026-03-24$12.96$10.00105.8%29.4%103.6%17.9%111.3%11.1%4.7%245.2K-15.6M-48.6K0.0456.12N/AN/A3,89614921,3943,516
2026-03-25$13.27$10.00103.0%31.1%103.6%16.2%105.1%-4.1%2.8%291.3K-19.0M-54.1K0.0745.20N/AN/A5,75338924,0773,638
2026-03-26$12.84$10.00110.1%34.1%105.3%20.5%105.3%21.6%-4.4%316.8K-17.3M-53.6K0.1648.85N/AN/A82013225,3393,928
2026-03-27$11.74$10.00114.7%33.5%102.9%23.3%102.7%-28.3%6.8%165.1K-13.6M-48.7K0.3643.51N/AN/A82829825,6983,947
2026-03-30$11.80$10.00115.7%33.3%102.5%23.9%123.3%-3.2%16.6%159.8K-11.2M-47.7K0.2968.12N/AN/A83423820,6243,084
2026-03-31$12.96$10.00119.5%34.2%106.3%26.2%105.7%24.4%6.2%209.1K-13.2M-50.0K0.1360.87N/AN/A1,79023820,9903,183