TINY Options History — February 2007

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

In February 2007, TINY traded between $11.44 and $13.45. ATM implied volatility averaged 37.4%. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 9.1% (HV 20d: 28.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 0.32.

Notable Days

2007-02-22: Highest Volume — 447 contracts
2007-02-26: Largest IV spike — 42.5% change
2007-02-28: Largest Expected Move — 14.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.14	$11.44	$13.45	$11.44	$12.00
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	37.4%	24.6%	50.0%	27.5%	50.0%
Expected Move	11.7%	7.9%	14.3%	7.9%	14.3%
HV 20d	28.3%	21.8%	45.0%	29.0%	44.9%
Term Structure	2.7%	-7.7%	19.1%	19.1%	-7.7%
VWIV	41.3%	22.3%	55.9%	38.3%	50.0%
Skew 25d	5.3%	-5.2%	25.3%	11.6%	-2.5%
Skew 10d	11.6%	-4.7%	36.8%	11.3%	9.0%
Call IV 25d	38.5%	30.4%	46.7%	42.0%	45.8%
Put IV 25d	43.7%	31.9%	68.3%	53.6%	43.3%
Bid-Ask Spread %	18.86	9.78	30.99	14.08	17.51
Gamma HHI	0.50	0.43	0.58	0.43	0.45
Net GEX	58.5K	47.6K	65.1K	47.6K	50.3K
Net DEX	-1.6M	-3.1M	-975.6K	-975.6K	-1.3M
Net VEX	-8.4K	-9.0K	-7.6K	-8.3K	-8.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	1.33	0.79	0.79
Total Volume	185.842	7	447	204	113
Total OI	6,541.895	6,320	6,751	6,320	6,495

Daily Data (19 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
2007-02-01	$11.44	$10.00	27.5%	7.9%	29.0%	0.0%	38.3%	11.6%	19.1%	47.6K	-975.6K	-8.3K	0.79	14.08	N/A	N/A	114	90	4,785	1,535
2007-02-02	$11.48	$10.00	25.5%	13.1%	27.9%	0.0%	45.0%	9.2%	0.1%	47.7K	-1.0M	-8.6K	0.00	19.90	N/A	N/A	16	0	4,800	1,581
2007-02-05	$11.50	$10.00	28.8%	13.6%	26.2%	0.0%	47.6%	8.9%	-0.9%	48.0K	-1.0M	-8.4K	1.33	20.33	N/A	N/A	3	4	4,808	1,581
2007-02-06	$11.71	$10.00	24.6%	12.7%	26.9%	0.0%	44.8%	15.3%	-0.2%	52.9K	-1.2M	-8.5K	0.01	16.01	N/A	N/A	179	1	4,805	1,581
2007-02-07	$12.01	$10.00	34.7%	11.8%	28.0%	0.0%	44.9%	12.1%	2.6%	61.4K	-1.5M	-8.8K	0.37	23.24	N/A	N/A	215	80	4,849	1,582
2007-02-08	$11.97	$10.00	40.7%	11.7%	28.0%	0.0%	40.7%	12.3%	2.6%	60.1K	-1.5M	-9.0K	0.02	25.71	N/A	N/A	110	2	4,879	1,629
2007-02-09	$11.93	$10.00	41.0%	11.7%	27.1%	0.0%	41.0%	11.6%	3.3%	62.5K	-1.5M	-9.0K	0.50	24.79	N/A	N/A	118	59	4,978	1,631
2007-02-12	$11.98	$10.00	39.6%	11.3%	27.0%	0.0%	0.0%	-3.0%	4.2%	63.7K	-1.5M	-8.8K	0.00	9.78	N/A	N/A	21	0	5,014	1,680
2007-02-13	$12.00	$10.00	42.1%	12.1%	26.4%	0.0%	39.3%	-3.8%	1.9%	63.0K	-1.5M	-8.9K	0.63	12.62	N/A	N/A	38	24	5,017	1,680
2007-02-14	$11.92	$10.00	41.4%	11.9%	24.9%	0.0%	41.4%	-3.7%	2.8%	62.1K	-1.5M	-8.8K	0.32	10.73	N/A	N/A	53	17	5,049	1,702
2007-02-15	$12.01	$10.00	41.0%	11.7%	23.6%	0.0%	42.1%	15.8%	3.2%	65.1K	-1.6M	-8.7K	0.19	28.01	N/A	N/A	155	30	5,008	1,694
2007-02-16	$12.04	$10.00	42.3%	12.1%	22.4%	0.0%	33.5%	-3.4%	2.1%	63.9K	-1.5M	-8.8K	0.02	11.09	N/A	N/A	101	2	5,015	1,724
2007-02-20	$12.13	$10.00	40.4%	11.6%	21.8%	0.0%	40.4%	-2.3%	1.2%	59.2K	-1.6M	-8.3K	0.00	11.22	N/A	N/A	147	0	4,881	1,691
2007-02-21	$12.79	$10.00	38.3%	11.0%	27.6%	0.0%	38.5%	7.6%	1.7%	63.4K	-2.4M	-8.1K	0.16	13.43	N/A	N/A	377	59	4,867	1,691
2007-02-22	$13.10	$10.00	36.0%	10.3%	28.0%	0.0%	36.1%	-3.7%	4.3%	64.2K	-2.8M	-7.8K	0.08	21.87	N/A	N/A	414	33	4,920	1,688
2007-02-23	$13.45	$10.00	28.9%	8.3%	26.1%	0.0%	22.3%	-2.0%	16.2%	62.4K	-3.1M	-8.0K	0.14	30.99	N/A	N/A	290	40	4,837	1,679
2007-02-26	$13.14	$10.00	41.1%	11.8%	27.3%	0.0%	41.6%	-5.2%	0.0%	60.5K	-2.6M	-7.6K	0.22	30.07	N/A	N/A	266	58	4,757	1,689
2007-02-27	$11.98	$10.00	46.4%	13.3%	45.0%	0.0%	55.9%	25.3%	-6.1%	53.5K	-1.3M	-7.9K	0.56	16.93	N/A	N/A	194	108	4,747	1,747
2007-02-28	$12.00	$10.00	50.0%	14.3%	44.9%	0.0%	50.0%	-2.5%	-7.7%	50.3K	-1.3M	-8.1K	0.79	17.51	N/A	N/A	63	50	4,728	1,767