TINY Options History — April 2007

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

In April 2007, TINY traded between $13.10 and $14.32. ATM implied volatility averaged 42.5%. The 30-day expected move averaged 12.3%. IV traded above realized volatility by 7.2% (HV 20d: 35.2%). 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 6 of 20 days. Put/call ratio averaged 0.46.

Notable Days

2007-04-16: Highest Volume — 1,325 contracts
2007-04-27: Largest IV spike — 21.9% change
2007-04-16: Largest Expected Move — 14.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.66	$13.10	$14.32	$13.10	$13.38
Max Pain	$12.13	$10.00	$12.50	$10.00	$12.50
ATM IV	42.5%	34.9%	50.5%	39.8%	38.0%
Expected Move	12.3%	10.0%	14.5%	11.4%	10.9%
HV 20d	35.2%	28.5%	41.1%	41.1%	38.6%
HV 60d	40.7%	39.3%	42.4%	39.7%	42.4%
Term Structure	-1.7%	-8.0%	4.8%	0.5%	-0.1%
VWIV	41.8%	27.5%	50.5%	39.8%	37.9%
Bid-Ask Spread %	36.26	19.85	53.86	26.49	49.98
Gamma HHI	0.50	0.41	0.58	0.52	0.44
Net GEX	53.4K	40.9K	70.3K	44.4K	46.7K
Net DEX	-2.2M	-3.2M	-1.6M	-1.7M	-1.7M
Net VEX	-9.5K	-10.5K	-8.5K	-8.6K	-8.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.00	1.70	0.73	0.62
Total Volume	234.7	26	1,325	78	154
Total OI	5,121.5	4,381	5,800	4,381	5,472

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
2007-04-02	$13.10	$10.00	39.8%	11.4%	41.1%	0.0%	39.8%	0.0%	0.5%	44.4K	-1.7M	-8.6K	0.73	26.49	N/A	N/A	45	33	3,126	1,255
2007-04-03	$13.35	$10.00	40.2%	11.5%	36.2%	0.0%	0.0%	0.0%	-0.2%	42.5K	-1.9M	-8.5K	0.76	40.98	N/A	N/A	125	95	3,141	1,288
2007-04-04	$13.63	$10.00	42.6%	12.2%	36.6%	0.0%	0.0%	0.0%	-3.4%	40.9K	-2.1M	-8.7K	0.17	39.63	N/A	N/A	262	45	3,150	1,378
2007-04-05	$13.47	$12.50	40.3%	11.6%	37.0%	0.0%	27.5%	0.0%	0.6%	44.2K	-1.9M	-9.1K	0.73	38.14	N/A	N/A	89	65	3,202	1,376
2007-04-09	$13.34	$12.50	42.3%	11.9%	37.4%	0.0%	41.9%	0.0%	1.2%	44.3K	-1.8M	-9.0K	1.70	26.57	N/A	N/A	33	56	3,231	1,441
2007-04-10	$13.20	$12.50	38.7%	11.6%	37.7%	0.0%	40.4%	0.0%	-0.5%	45.6K	-1.6M	-9.1K	0.21	41.71	N/A	N/A	56	12	3,233	1,476
2007-04-11	$13.28	$12.50	34.9%	11.3%	30.3%	0.0%	39.0%	0.0%	2.5%	50.2K	-1.7M	-8.9K	0.00	36.21	N/A	N/A	26	0	3,269	1,485
2007-04-12	$13.25	$12.50	39.1%	11.2%	28.5%	0.0%	0.0%	0.0%	1.0%	47.8K	-1.7M	-8.9K	0.00	40.24	N/A	N/A	70	0	3,269	1,485
2007-04-13	$13.52	$12.50	42.2%	12.1%	28.6%	0.0%	0.0%	0.0%	-1.0%	42.5K	-1.9M	-8.9K	0.00	47.79	N/A	N/A	210	1	3,245	1,485
2007-04-16	$14.32	$12.50	50.5%	14.5%	33.4%	0.0%	50.5%	0.0%	-7.6%	43.9K	-2.7M	-9.2K	0.05	33.20	N/A	N/A	1,263	62	3,378	1,485
2007-04-17	$14.08	$12.50	46.5%	13.3%	33.8%	0.0%	46.4%	0.0%	-2.1%	66.0K	-3.1M	-10.4K	0.31	24.66	N/A	N/A	146	45	4,217	1,492
2007-04-18	$14.22	$12.50	47.5%	13.6%	33.7%	0.0%	47.6%	0.0%	-5.7%	65.2K	-3.2M	-10.5K	0.25	20.01	N/A	N/A	112	28	4,193	1,518
2007-04-19	$13.67	$12.50	45.7%	13.1%	34.2%	0.0%	46.7%	0.0%	-1.6%	60.0K	-2.7M	-10.2K	0.23	19.85	N/A	N/A	200	45	4,206	1,518
2007-04-20	$14.10	$12.50	47.1%	13.5%	35.1%	0.0%	48.0%	0.0%	-3.7%	61.1K	-3.1M	-10.3K	0.19	26.79	N/A	N/A	101	19	4,247	1,553
2007-04-23	$13.87	$12.50	44.8%	12.8%	34.4%	0.0%	44.6%	0.0%	-3.6%	61.4K	-2.3M	-10.1K	0.05	34.25	N/A	N/A	391	20	3,883	1,481
2007-04-24	$13.60	$12.50	46.9%	13.5%	35.0%	0.0%	43.4%	0.0%	-3.6%	64.1K	-2.0M	-9.9K	1.51	36.27	N/A	N/A	43	65	4,027	1,501
2007-04-25	$14.13	$12.50	44.6%	12.8%	37.0%	0.0%	45.7%	0.0%	-8.0%	70.3K	-2.6M	-10.4K	1.64	35.45	N/A	N/A	50	82	4,046	1,544
2007-04-26	$13.84	$12.50	35.0%	10.0%	38.0%	0.0%	34.7%	0.0%	4.8%	67.1K	-2.2M	-10.0K	0.04	53.86	N/A	N/A	553	20	4,057	1,586
2007-04-27	$13.75	$12.50	42.6%	12.2%	37.7%	0.0%	35.5%	0.0%	-3.9%	59.8K	-2.1M	-9.8K	0.00	53.20	N/A	N/A	72	0	3,890	1,601
2007-04-30	$13.38	$12.50	38.0%	10.9%	38.6%	0.0%	37.9%	0.0%	-0.1%	46.7K	-1.7M	-8.9K	0.62	49.98	N/A	N/A	95	59	3,871	1,601