TINY Options History — March 2008 In March 2008, TINY traded between $5.80 and $7.26. ATM implied volatility averaged 50.1%, placing in the 57.4% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 2.7% (HV 20d: 47.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 1.63.
Notable Days 2008-03-03 : Highest Volume — 216 contracts2008-03-13 : Largest IV drop — 39.7% change2008-03-12 : Highest IV Rank — 100.0%2008-03-17 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $6.44 $5.80 $7.26 $6.59 $7.13 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 50.1% 40.0% 68.6% 52.1% 46.6% Expected Move 13.4% 11.4% 16.4% 15.0% 13.3% HV 20d 47.4% 35.9% 57.8% 36.9% 55.8% HV 60d 49.2% 46.6% 51.4% 46.6% 50.6% IV Rank 57.4% 32.2% 100.0% 64.6% 47.8% IV Percentile 69.1% 20.2% 100.0% 90.5% 59.1% Term Structure 5.7% -10.9% 18.8% -10.9% 1.8% VWIV 64.2% 47.8% 92.5% 92.5% 52.4% Bid-Ask Spread % 58.40 11.75 90.00 35.00 33.11 Gamma HHI 0.41 0.32 0.60 0.47 0.37 Net GEX 2.9K 1.1K 5.1K 5.1K 4.7K Net DEX 72.5K -218.7K 261.0K 69.4K -179.1K Net VEX -1.7K -2.2K -1.1K -1.7K -2.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.63 0.00 20.60 20.60 0.04 Total Volume 58.75 0 216 216 0 Total OI 3,413.55 1,779 4,203 3,882 1,885
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 2008-03-03 $6.59 $7.50 52.1% 15.0% 36.9% 64.6% 92.5% 0.0% -10.9% 5.1K 69.4K -1.7K 20.60 35.00 N/A N/A 10 206 3,192 690 2008-03-04 $6.46 $7.50 42.1% 12.1% 36.5% 39.4% 0.0% 0.0% 8.5% 3.3K 182.7K -1.7K 0.00 14.23 N/A N/A 0 0 3,202 793 2008-03-05 $6.40 $7.50 44.0% 12.6% 35.9% 44.3% 0.0% 0.0% 6.9% 1.8K 210.1K -1.6K 0.33 11.75 N/A N/A 30 10 3,202 793 2008-03-06 $6.42 $7.50 46.3% 13.3% 36.0% 50.0% 47.8% 0.0% 7.6% 3.0K 203.8K -1.7K 1.25 13.64 N/A N/A 4 5 3,232 803 2008-03-07 $6.23 $7.50 59.8% 12.1% 37.1% 83.7% 0.0% 0.0% 11.1% 1.4K 232.9K -1.5K 0.00 88.34 N/A N/A 44 0 3,232 803 2008-03-10 $5.80 $7.50 56.2% 14.1% 44.0% 74.7% 0.0% 0.0% -6.0% 1.1K 261.0K -1.1K 0.07 88.93 N/A N/A 28 2 3,272 803 2008-03-11 $5.90 $7.50 57.5% 11.4% 44.0% 77.9% 0.0% 0.0% 18.8% 1.2K 224.2K -1.2K 0.25 88.38 N/A N/A 51 13 3,298 743 2008-03-12 $6.15 $7.50 68.6% 12.2% 47.0% 100.0% 0.0% 0.0% 17.4% 2.1K 152.5K -1.6K 0.11 88.27 N/A N/A 18 2 3,348 743 2008-03-13 $6.13 $7.50 41.4% 11.9% 46.0% 35.6% 0.0% 0.0% 15.5% 2.2K 157.7K -1.5K 4.00 88.89 N/A N/A 2 8 3,358 744 2008-03-14 $6.05 $7.50 42.0% 12.0% 45.5% 37.0% 0.0% 0.0% 13.2% 2.1K 164.2K -1.5K 0.00 89.72 N/A N/A 0 0 3,360 752 2008-03-17 $5.86 $7.50 57.2% 16.4% 46.2% 73.0% 0.0% 0.0% -7.8% 1.7K 204.5K -1.2K 0.00 90.00 N/A N/A 1 0 3,360 752 2008-03-18 $6.22 $7.50 46.8% 13.4% 51.8% 48.4% 0.0% 0.0% 14.1% 1.7K 170.7K -1.5K 0.04 89.66 N/A N/A 113 5 3,359 742 2008-03-19 $6.20 $7.50 48.3% 13.8% 51.2% 51.8% 0.0% 0.0% 14.0% 2.0K 139.3K -1.5K 0.00 89.66 N/A N/A 25 0 3,436 742 2008-03-20 $6.25 $7.50 52.6% 15.1% 50.0% 62.2% 0.0% 0.0% 7.9% 2.2K 113.2K -1.6K 0.33 88.88 N/A N/A 76 25 3,461 742 2008-03-24 $6.76 $7.50 44.8% 12.8% 57.6% 43.5% 0.0% 0.0% 0.9% 3.1K -90.3K -1.9K 0.00 43.31 N/A N/A 167 0 1,250 529 2008-03-25 $7.00 $7.50 55.0% 15.8% 56.7% 67.9% 0.0% 0.0% -0.1% 4.2K -183.1K -2.2K 0.35 24.71 N/A N/A 115 40 1,367 529 2008-03-26 $6.98 $7.50 48.6% 13.9% 55.0% 52.6% 0.0% 0.0% 2.7% 4.3K -177.6K -2.1K 0.00 31.68 N/A N/A 45 0 1,399 501 2008-03-27 $7.26 $7.50 52.3% 15.0% 56.6% 61.4% 52.4% 0.0% -3.5% 5.0K -218.7K -2.2K 0.28 31.60 N/A N/A 81 23 1,444 501 2008-03-28 $7.04 $7.50 40.0% 11.5% 57.8% 32.2% 0.0% 0.0% 1.2% 4.6K -186.8K -2.1K 0.04 38.23 N/A N/A 25 1 1,408 501 2008-03-31 $7.13 $7.50 46.6% 13.3% 55.8% 47.8% 0.0% 0.0% 1.8% 4.7K -179.1K -2.1K 0.00 33.11 N/A N/A 0 0 1,383 502
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