TINY Options History — September 2009 In September 2009, TINY traded between $5.61 and $6.74. ATM implied volatility averaged 48.2%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 7.7% (HV 20d: 40.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2009-09-18 : Highest Volume — 172 contracts2009-09-29 : Largest IV spike — 32.3% change2009-09-09 : Highest IV Rank — 23.5%2009-09-30 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $6.20 $5.61 $6.74 $5.61 $6.25 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 48.2% 36.0% 69.0% 52.3% 62.9% Expected Move 13.1% 10.3% 18.0% 15.0% 18.0% HV 20d 40.5% 36.2% 44.4% 36.8% 39.6% HV 60d 48.1% 41.2% 52.3% 52.1% 41.7% IV Rank 10.3% 2.5% 23.5% 12.9% 19.6% IV Percentile 14.7% 0.4% 46.8% 21.0% 34.5% Term Structure 7.7% -20.8% 17.3% 0.7% -20.8% Bid-Ask Spread % 61.36 23.59 94.04 72.79 25.08 Gamma HHI 0.55 0.50 0.65 0.65 0.55 Net GEX 7.0K 5.8K 10.1K 10.1K 6.2K Net DEX -549.2K -705.3K -380.0K -526.4K -396.9K Net VEX -1.4K -1.6K -1.2K -1.3K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.00 6.82 6.82 0.11 Total Volume 29.571 0 172 86 52 Total OI 1,793.238 1,392 2,053 1,990 1,411
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 2009-09-01 $5.61 $5.00 52.3% 15.0% 36.8% 12.9% 0.0% 0.0% 0.7% 10.1K -526.4K -1.3K 6.82 72.79 N/A N/A 11 75 1,683 307 2009-09-02 $5.71 $5.00 54.0% 15.5% 38.0% 14.0% 0.0% 0.0% -0.1% 8.8K -547.6K -1.3K 0.00 71.55 N/A N/A 0 0 1,686 367 2009-09-03 $5.80 $5.00 55.8% 16.0% 38.7% 15.1% 0.0% 0.0% -0.2% 8.0K -565.9K -1.3K 0.00 72.29 N/A N/A 0 0 1,686 367 2009-09-04 $5.89 $0.00 57.5% 14.7% 38.7% 16.2% 0.0% 0.0% 14.4% 7.5K -592.9K -1.3K 0.00 50.60 N/A N/A 7 0 1,686 367 2009-09-08 $5.80 $0.00 63.0% 12.1% 38.8% 19.7% 0.0% 0.0% 10.4% 7.8K -565.9K -1.2K 0.00 68.85 N/A N/A 13 0 1,686 367 2009-09-09 $5.83 $0.00 69.0% 12.0% 37.9% 23.5% 0.0% 0.0% 14.0% 7.7K -576.0K -1.3K 0.00 66.70 N/A N/A 0 0 1,683 367 2009-09-10 $6.09 $0.00 47.3% 13.6% 41.6% 9.7% 0.0% 0.0% 6.9% 7.1K -642.0K -1.3K 0.00 67.66 N/A N/A 0 0 1,683 367 2009-09-11 $6.04 $0.00 47.0% 13.5% 40.5% 9.5% 0.0% 0.0% 11.9% 7.3K -634.5K -1.3K 0.00 93.91 N/A N/A 40 0 1,683 367 2009-09-14 $6.10 $0.00 49.8% 14.3% 36.2% 11.3% 0.0% 0.0% 7.8% 6.3K -622.2K -1.2K 0.00 66.90 N/A N/A 19 0 1,647 367 2009-09-15 $6.49 $0.00 36.0% 10.3% 40.5% 2.5% 0.0% 0.0% 15.1% 6.2K -705.3K -1.4K 0.12 93.04 N/A N/A 83 10 1,628 367 2009-09-16 $6.47 $0.00 38.2% 10.9% 40.6% 3.9% 0.0% 0.0% 12.2% 6.1K -698.4K -1.4K 0.00 94.04 N/A N/A 0 0 1,644 357 2009-09-17 $6.36 $0.00 38.9% 11.1% 41.0% 4.4% 0.0% 0.0% 11.8% 6.4K -683.7K -1.4K 0.00 93.95 N/A N/A 4 0 1,644 357 2009-09-18 $6.41 $0.00 40.4% 11.6% 40.9% 5.4% 0.0% 0.0% 14.0% 5.8K -695.8K -1.5K 0.00 91.70 N/A N/A 172 0 1,645 357 2009-09-21 $6.59 $0.00 39.5% 11.3% 40.7% 4.8% 0.0% 0.0% 14.0% 7.1K -457.8K -1.6K 0.00 67.84 N/A N/A 0 0 1,243 193 2009-09-22 $6.74 $0.00 36.5% 10.5% 41.2% 2.9% 0.0% 0.0% 17.3% 7.1K -492.6K -1.6K 0.00 67.23 N/A N/A 40 0 1,243 193 2009-09-23 $6.56 $0.00 36.2% 10.4% 42.6% 2.7% 0.0% 0.0% 15.8% 6.5K -466.6K -1.6K 0.00 24.77 N/A N/A 14 0 1,213 193 2009-09-24 $6.34 $0.00 41.4% 11.9% 44.4% 6.0% 0.0% 0.0% 12.0% 6.0K -421.3K -1.5K 0.19 23.68 N/A N/A 26 5 1,199 193 2009-09-25 $6.48 $0.00 40.8% 11.7% 44.3% 5.6% 0.0% 0.0% 11.1% 6.9K -434.5K -1.5K 0.00 25.65 N/A N/A 0 0 1,203 198 2009-09-28 $6.43 $0.00 45.2% 13.0% 43.7% 8.4% 0.0% 0.0% 9.2% 6.2K -426.2K -1.5K 0.00 26.80 N/A N/A 9 0 1,203 198 2009-09-29 $6.20 $0.00 59.9% 17.2% 44.0% 17.7% 0.0% 0.0% -15.2% 7.0K -380.0K -1.4K 0.11 23.59 N/A N/A 37 4 1,212 198 2009-09-30 $6.25 $0.00 62.9% 18.0% 39.6% 19.6% 0.0% 0.0% -20.8% 6.2K -396.9K -1.5K 0.00 25.08 N/A N/A 0 52 1,213 198
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