TINY Options History — January 2007

Name: TINY Options Analytics - January 2007
Creator: Options Analysis Suite

In January 2007, TINY traded between $11.06 and $11.84. ATM implied volatility averaged 41.5%. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 13.3% (HV 20d: 28.1%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.33.

Notable Days

2007-01-08: Highest Volume — 445 contracts
2007-01-29: Largest IV drop — 31.4% change
2007-01-18: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.36	$11.06	$11.84	$11.84	$11.06
Max Pain	$11.63	$10.00	$12.50	$12.50	$10.00
ATM IV	41.5%	31.3%	47.5%	40.8%	40.8%
Expected Move	12.0%	9.0%	13.6%	11.7%	11.7%
HV 20d	28.1%	26.5%	29.7%	29.7%	26.5%
Term Structure	5.0%	-1.0%	21.9%	2.0%	2.8%
VWIV	43.1%	31.3%	50.4%	41.1%	46.1%
Skew 25d	6.8%	1.4%	12.7%	8.8%	1.4%
Skew 10d	7.3%	-2.8%	13.0%	7.7%	5.3%
Call IV 25d	44.3%	39.2%	50.7%	43.4%	47.4%
Put IV 25d	51.1%	48.7%	53.5%	52.1%	48.7%
Bid-Ask Spread %	42.51	20.07	70.19	20.07	59.51
Gamma HHI	0.39	0.33	0.42	0.33	0.41
Net GEX	42.4K	37.8K	48.7K	39.9K	42.0K
Net DEX	-834.8K	-1.2M	-498.1K	-995.2K	-636.6K
Net VEX	-8.6K	-9.6K	-7.4K	-9.2K	-7.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	2.87	0.44	0.42
Total Volume	144.5	15	445	288	114
Total OI	6,242.55	5,790	6,581	5,790	6,252

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2007-01-03	$11.84	$12.50	40.8%	11.7%	0.0%	0.0%	41.1%	8.8%	2.0%	39.9K	-995.2K	-9.2K	0.44	20.07	N/A	N/A	200	88	4,351	1,439
2007-01-04	$11.57	$12.50	36.5%	10.5%	0.0%	0.0%	44.1%	7.7%	-1.0%	39.4K	-901.4K	-9.3K	0.21	22.51	N/A	N/A	52	11	4,466	1,496
2007-01-05	$11.27	$12.50	39.4%	12.8%	0.0%	0.0%	46.5%	6.1%	3.2%	37.8K	-712.1K	-9.1K	0.27	29.78	N/A	N/A	160	43	4,504	1,502
2007-01-08	$11.34	$12.50	42.9%	12.4%	0.0%	0.0%	50.4%	10.5%	2.2%	38.8K	-616.9K	-8.8K	0.17	29.41	N/A	N/A	381	64	4,608	1,534
2007-01-09	$11.27	$12.50	42.8%	12.9%	0.0%	0.0%	0.0%	9.0%	2.0%	39.8K	-670.5K	-8.7K	0.11	33.21	N/A	N/A	54	6	4,756	1,566
2007-01-10	$11.37	$12.50	42.9%	12.5%	0.0%	0.0%	0.0%	11.1%	3.5%	41.4K	-766.1K	-8.9K	0.04	30.65	N/A	N/A	90	4	4,793	1,566
2007-01-11	$11.62	$12.50	44.6%	12.8%	0.0%	0.0%	44.6%	2.9%	4.4%	45.2K	-1.2M	-9.4K	0.28	36.22	N/A	N/A	127	35	4,811	1,564
2007-01-12	$11.70	$12.50	42.9%	12.3%	0.0%	0.0%	0.0%	6.8%	5.6%	47.0K	-1.2M	-9.6K	0.83	33.70	N/A	N/A	65	54	4,898	1,568
2007-01-16	$11.53	$12.50	46.3%	13.3%	0.0%	0.0%	0.0%	3.7%	3.4%	44.4K	-1.1M	-9.3K	0.00	39.88	N/A	N/A	100	0	4,930	1,583
2007-01-17	$11.27	$12.50	43.9%	12.6%	0.0%	0.0%	43.9%	8.0%	3.1%	41.6K	-709.8K	-8.7K	0.11	41.74	N/A	N/A	28	3	4,998	1,583
2007-01-18	$11.06	$12.50	47.5%	13.6%	0.0%	0.0%	42.1%	2.5%	1.1%	39.4K	-498.1K	-7.8K	0.43	48.32	N/A	N/A	129	56	4,990	1,527
2007-01-19	$11.33	$12.50	40.7%	11.7%	0.0%	0.0%	0.0%	10.1%	4.4%	42.0K	-754.6K	-8.3K	0.00	43.35	N/A	N/A	183	0	4,991	1,502
2007-01-22	$11.20	$12.50	44.9%	12.9%	0.0%	0.0%	42.5%	7.3%	6.7%	42.8K	-779.0K	-8.2K	0.03	55.38	N/A	N/A	117	4	4,568	1,437
2007-01-23	$11.39	$10.00	41.5%	11.9%	0.0%	0.0%	42.1%	11.7%	5.5%	46.5K	-1.0M	-8.6K	0.09	44.84	N/A	N/A	139	12	4,631	1,441
2007-01-24	$11.61	$10.00	42.1%	12.1%	0.0%	0.0%	0.0%	12.7%	2.8%	48.7K	-1.2M	-8.9K	2.87	58.74	N/A	N/A	94	270	4,673	1,451
2007-01-25	$11.31	$10.00	40.7%	11.7%	29.7%	0.0%	31.3%	8.8%	4.5%	46.4K	-920.9K	-8.6K	0.00	70.19	N/A	N/A	54	0	4,704	1,503
2007-01-26	$11.15	$10.00	45.6%	13.1%	29.0%	0.0%	46.1%	2.1%	2.0%	43.4K	-744.4K	-8.1K	0.13	33.43	N/A	N/A	77	10	4,698	1,503
2007-01-29	$11.15	$10.00	31.3%	9.0%	28.1%	0.0%	0.0%	3.5%	19.1%	41.5K	-694.5K	-7.7K	0.24	60.33	N/A	N/A	41	10	4,707	1,513
2007-01-30	$11.10	$10.00	31.4%	9.0%	27.3%	0.0%	0.0%	1.9%	21.9%	40.8K	-713.0K	-7.9K	0.00	58.90	N/A	N/A	15	0	4,733	1,511
2007-01-31	$11.06	$10.00	40.8%	11.7%	26.5%	0.0%	0.0%	1.4%	2.8%	42.0K	-636.6K	-7.4K	0.42	59.51	N/A	N/A	80	34	4,741	1,511