TSSI Options History — April 2026

In April 2026, TSSI traded between $13.21 and $13.88. ATM implied volatility averaged 114.6%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 7.4% (HV 20d: 107.2%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 2 of 2 trading days. Term structure was in contango for 2 of 2 days. Put/call ratio averaged 0.16.

Notable Days

  • 2026-04-01: Highest Volume — 3,161 contracts
  • 2026-04-02: Largest IV drop — 7.6% change
  • 2026-04-01: Highest IV Rank — 26.0%
  • 2026-04-01: Largest Expected Move — 34.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.55$13.21$13.88$13.88$13.21
Max Pain$10.00$10.00$10.00$10.00$10.00
ATM IV114.6%110.1%119.1%119.1%110.1%
Expected Move32.9%31.6%34.1%34.1%31.6%
HV 20d107.2%106.5%108.0%108.0%106.5%
HV 60d101.0%101.0%101.1%101.1%101.0%
IV Rank23.3%20.5%26.0%26.0%20.5%
IV Percentile46.2%37.7%54.8%54.8%37.7%
Term Structure5.6%2.7%8.5%2.7%8.5%
VWIV119.6%115.9%123.4%115.9%123.4%
Skew 25d7.6%-3.0%18.3%18.3%-3.0%
Skew 10d22.1%17.4%26.8%26.8%17.4%
Call IV 25d86.8%84.7%89.0%89.0%84.7%
Put IV 25d94.5%81.7%107.2%107.2%81.7%
Bid-Ask Spread %44.7636.7552.7652.7636.75
Gamma HHI0.220.200.240.200.24
Net GEX246.3K203.0K289.5K289.5K203.0K
Net DEX-16.0M-17.2M-14.8M-17.2M-14.8M
Net VEX-53.9K-54.5K-53.3K-54.5K-53.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.020.290.020.29
Total Volume2,4581,7553,1613,1611,755
Total OI25,657.525,29626,01925,29626,019

Daily Data (2 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-04-01$13.88$10.00119.1%34.1%108.0%26.0%115.9%18.3%2.7%289.5K-17.2M-54.5K0.0252.76N/AN/A3,0867522,0033,293
2026-04-02$13.21$10.00110.1%31.6%106.5%20.5%123.4%-3.0%8.5%203.0K-14.8M-53.3K0.2936.75N/AN/A1,36239322,7313,288