TINY Options History — October 2009

In October 2009, TINY traded between $4.29 and $5.95. ATM implied volatility averaged 55.9%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 3.3% (HV 20d: 52.6%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.39.

Notable Days

2009-10-06: Highest Volume — 565 contracts
2009-10-29: Largest IV drop — 26.5% change
2009-10-14: Highest IV Rank — 22.4%
2009-10-05: Largest Expected Move — 17.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.02	$4.29	$5.95	$5.95	$4.29
Max Pain	$5.13	$5.00	$7.50	$7.50	$5.00
ATM IV	55.9%	40.8%	67.2%	60.1%	51.3%
Expected Move	16.0%	11.7%	17.8%	17.2%	14.7%
HV 20d	52.6%	43.8%	61.5%	43.8%	51.0%
HV 60d	45.7%	41.2%	47.8%	41.3%	45.5%
IV Rank	15.2%	5.6%	22.4%	17.9%	12.3%
IV Percentile	26.0%	4.4%	45.6%	31.0%	17.9%
Term Structure	-0.8%	-23.4%	16.0%	-23.4%	10.0%
VWIV	60.0%	57.9%	62.1%	62.1%	57.9%
Bid-Ask Spread %	39.96	24.59	71.79	24.59	26.87
Gamma HHI	0.56	0.50	0.63	0.50	0.60
Net GEX	4.9K	3.7K	6.5K	6.5K	3.7K
Net DEX	-141.0K	-321.0K	-20.1K	-321.0K	-20.1K
Net VEX	-1.4K	-1.6K	-1.0K	-1.2K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.39	0.00	2.77	1.13	0.00
Total Volume	68.952	0	565	85	108
Total OI	1,969	1,440	2,189	1,440	2,189

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
2009-10-01	$5.95	$0.00	60.1%	17.2%	43.8%	17.9%	0.0%	0.0%	-23.4%	6.5K	-321.0K	-1.2K	1.13	24.59	N/A	N/A	40	45	1,213	227
2009-10-02	$5.81	$0.00	60.7%	17.4%	44.4%	18.3%	0.0%	0.0%	-19.7%	6.1K	-280.3K	-1.1K	0.00	71.79	N/A	N/A	40	0	1,220	269
2009-10-05	$5.55	$7.50	55.0%	17.8%	46.8%	14.6%	62.1%	0.0%	-0.9%	5.6K	-224.8K	-1.1K	0.04	47.21	N/A	N/A	122	5	1,230	269
2009-10-06	$4.97	$5.00	52.8%	16.2%	60.4%	13.2%	0.0%	0.0%	3.9%	4.5K	-123.3K	-1.0K	0.68	33.86	N/A	N/A	336	229	1,228	274
2009-10-07	$5.11	$5.00	64.4%	16.1%	61.5%	20.6%	0.0%	0.0%	1.9%	4.5K	-151.0K	-1.4K	0.66	29.53	N/A	N/A	117	77	1,451	419
2009-10-08	$5.14	$5.00	61.7%	17.1%	58.8%	18.9%	0.0%	0.0%	-2.1%	4.8K	-176.6K	-1.6K	0.00	35.75	N/A	N/A	30	0	1,563	471
2009-10-09	$5.07	$5.00	58.0%	16.6%	58.9%	16.5%	0.0%	0.0%	-2.9%	4.7K	-140.5K	-1.5K	0.00	36.64	N/A	N/A	10	0	1,573	471
2009-10-12	$4.97	$5.00	57.1%	16.9%	58.6%	16.0%	0.0%	0.0%	-3.5%	4.5K	-140.6K	-1.5K	0.00	34.46	N/A	N/A	8	0	1,573	471
2009-10-13	$4.92	$5.00	53.7%	16.6%	52.0%	13.8%	57.9%	0.0%	-1.6%	4.4K	-126.5K	-1.5K	1.20	30.40	N/A	N/A	10	12	1,573	471
2009-10-14	$5.11	$5.00	67.2%	16.4%	55.1%	22.4%	0.0%	0.0%	-2.0%	4.4K	-155.8K	-1.5K	0.00	38.79	N/A	N/A	40	0	1,586	483
2009-10-15	$5.11	$5.00	54.1%	15.5%	55.2%	14.1%	0.0%	0.0%	8.5%	4.8K	-180.4K	-1.5K	0.00	35.47	N/A	N/A	0	0	1,626	483
2009-10-19	$5.08	$5.00	55.7%	16.0%	54.8%	15.1%	0.0%	0.0%	2.8%	5.4K	-156.4K	-1.5K	0.00	38.45	N/A	N/A	63	0	1,606	448
2009-10-20	$4.97	$5.00	55.2%	15.8%	52.9%	14.7%	0.0%	0.0%	0.6%	5.4K	-149.7K	-1.5K	0.00	40.35	N/A	N/A	20	0	1,629	448
2009-10-21	$4.85	$5.00	55.7%	16.0%	51.1%	15.1%	0.0%	0.0%	-0.5%	5.3K	-132.2K	-1.4K	0.42	35.14	N/A	N/A	12	5	1,647	448
2009-10-22	$4.82	$5.00	52.8%	15.1%	51.1%	13.2%	0.0%	0.0%	-0.9%	5.0K	-97.4K	-1.4K	2.77	42.82	N/A	N/A	13	36	1,647	453
2009-10-23	$4.82	$5.00	52.1%	14.9%	50.9%	12.8%	0.0%	0.0%	-4.1%	5.2K	-96.5K	-1.4K	0.00	40.28	N/A	N/A	0	0	1,660	487
2009-10-26	$4.75	$5.00	53.4%	15.3%	49.1%	13.6%	0.0%	0.0%	3.2%	4.3K	-72.4K	-1.3K	0.00	49.82	N/A	N/A	10	0	1,660	487
2009-10-27	$4.81	$5.00	56.2%	16.1%	50.1%	15.4%	0.0%	0.0%	-1.7%	4.8K	-93.8K	-1.3K	0.00	39.16	N/A	N/A	3	0	1,654	478
2009-10-28	$4.69	$5.00	55.5%	15.9%	49.6%	14.9%	0.0%	0.0%	-0.4%	4.4K	-69.1K	-1.3K	0.00	47.55	N/A	N/A	0	0	1,654	478
2009-10-29	$4.59	$5.00	40.8%	11.7%	48.9%	5.6%	0.0%	0.0%	16.0%	4.2K	-52.8K	-1.3K	0.14	60.14	N/A	N/A	50	7	1,654	478
2009-10-30	$4.29	$5.00	51.3%	14.7%	51.0%	12.3%	0.0%	0.0%	10.0%	3.7K	-20.1K	-1.2K	0.00	26.87	N/A	N/A	108	0	1,704	485