TINY Options History — April 2009 In April 2009, TINY traded between $3.95 and $5.01. ATM implied volatility averaged 69.4%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded below realized volatility by 21.2% (HV 20d: 90.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.11.
Notable Days 2009-04-17 : Highest Volume — 128 contracts2009-04-13 : Largest IV spike — 25.6% change2009-04-13 : Highest IV Rank — 29.2%2009-04-13 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $4.56 $3.95 $5.01 $3.95 $4.84 Max Pain $4.62 $2.50 $5.00 $2.50 $5.00 ATM IV 69.4% 58.3% 79.0% 67.1% 74.6% Expected Move 19.7% 16.7% 22.6% 19.2% 21.4% HV 20d 90.6% 84.1% 115.9% 115.9% 87.6% HV 60d 92.1% 89.0% 95.4% 91.1% 95.3% IV Rank 23.1% 15.9% 29.2% 21.6% 26.4% IV Percentile 52.4% 42.5% 61.9% 52.0% 56.7% Term Structure -1.0% -12.1% 22.6% -10.3% -12.1% VWIV 71.7% 69.0% 74.9% 69.8% 74.9% Bid-Ask Spread % 65.29 22.56 109.85 22.56 63.70 Gamma HHI 0.75 0.69 0.81 0.69 0.78 Net GEX 2.6K 1.4K 3.9K 1.4K 3.9K Net DEX -184.4K -233.3K -107.9K -107.9K -225.6K Net VEX -734 -776 -600 -600 -776 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.11 0.00 1.25 0.19 0.00 Total Volume 23.238 0 128 0 38 Total OI 1,113.238 955 1,228 955 1,228
Daily Data (21 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 2009-04-01 $3.95 $2.50 67.1% 19.2% 115.9% 21.6% 0.0% 0.0% -10.3% 1.4K -107.9K -600 0.00 22.56 N/A N/A 0 0 706 249 2009-04-02 $4.32 $2.50 64.6% 18.5% 106.1% 20.0% 0.0% 0.0% 22.6% 1.7K -131.5K -608 0.19 27.33 N/A N/A 103 20 706 249 2009-04-03 $4.49 $0.00 59.5% 20.4% 94.2% 16.7% 0.0% 0.0% -2.2% 2.1K -169.9K -765 0.00 46.95 N/A N/A 17 0 806 269 2009-04-06 $4.30 $0.00 74.4% 21.4% 95.8% 26.3% 0.0% 0.0% -0.2% 1.9K -164.3K -771 0.00 85.15 N/A N/A 0 0 813 269 2009-04-07 $4.13 $0.00 76.2% 19.2% 94.0% 27.5% 0.0% 0.0% -2.3% 1.9K -153.3K -744 0.00 55.12 N/A N/A 2 0 813 269 2009-04-08 $4.38 $0.00 78.7% 18.5% 91.7% 29.0% 0.0% 0.0% -1.1% 2.0K -161.9K -745 0.00 56.64 N/A N/A 0 0 815 269 2009-04-09 $4.47 $0.00 62.9% 18.0% 85.5% 18.9% 0.0% 0.0% 1.8% 2.1K -172.9K -757 0.00 106.37 N/A N/A 37 0 815 269 2009-04-13 $4.59 $0.00 79.0% 22.6% 84.1% 29.2% 0.0% 0.0% -10.6% 2.3K -182.1K -728 0.00 49.72 N/A N/A 20 0 819 269 2009-04-14 $4.48 $0.00 73.5% 21.1% 85.2% 25.7% 0.0% 0.0% -3.0% 2.3K -185.4K -765 0.00 47.59 N/A N/A 10 0 839 269 2009-04-15 $4.68 $0.00 71.3% 20.4% 85.8% 24.3% 69.8% 0.0% -2.8% 2.4K -193.4K -705 0.00 48.97 N/A N/A 5 0 829 269 2009-04-16 $4.78 $5.00 70.9% 20.3% 84.5% 24.0% 71.1% 0.0% -3.2% 2.5K -201.3K -715 0.00 37.57 N/A N/A 16 0 811 269 2009-04-17 $5.01 $5.00 69.0% 19.8% 85.2% 22.8% 69.0% 0.0% 1.7% 3.1K -233.3K -735 0.04 46.42 N/A N/A 123 5 827 269 2009-04-20 $4.68 $5.00 73.8% 21.1% 89.7% 25.9% 73.6% 0.0% -7.5% 3.1K -206.0K -759 1.25 105.32 N/A N/A 16 20 866 274 2009-04-21 $4.80 $5.00 66.8% 19.2% 86.7% 21.4% 0.0% 0.0% -2.2% 3.3K -209.7K -768 0.00 72.13 N/A N/A 0 0 880 294 2009-04-22 $4.74 $5.00 65.0% 18.6% 85.0% 20.2% 0.0% 0.0% 0.6% 3.2K -204.9K -774 0.00 50.91 N/A N/A 0 0 880 294 2009-04-23 $4.71 $5.00 58.3% 16.7% 85.0% 15.9% 0.0% 0.0% 4.6% 3.1K -196.9K -762 0.00 107.47 N/A N/A 0 0 880 294 2009-04-24 $4.75 $5.00 67.8% 19.4% 84.6% 22.0% 0.0% 0.0% 0.8% 3.2K -207.6K -768 0.00 98.72 N/A N/A 0 0 880 294 2009-04-27 $4.17 $5.00 66.5% 19.1% 93.3% 21.2% 0.0% 0.0% 1.0% 2.4K -160.7K -702 0.00 73.10 N/A N/A 0 0 880 294 2009-04-28 $4.67 $5.00 74.2% 21.3% 92.5% 26.2% 0.0% 0.0% 1.1% 2.9K -190.4K -750 0.00 59.46 N/A N/A 5 0 880 294 2009-04-29 $4.87 $5.00 63.2% 18.1% 89.4% 19.1% 0.0% 0.0% 2.7% 3.5K -213.3K -712 0.00 109.85 N/A N/A 51 0 885 294 2009-04-30 $4.84 $5.00 74.6% 21.4% 87.6% 26.4% 74.9% 0.0% -12.1% 3.9K -225.6K -776 0.00 63.70 N/A N/A 38 0 934 294
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