TINY Options History — December 2009 In December 2009, TINY traded between $4.10 and $4.72. ATM implied volatility averaged 49.2%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 12.8%. IV traded above realized volatility by 7.2% (HV 20d: 42.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2009-12-23 : Highest Volume — 31 contracts2009-12-10 : Largest IV drop — 36.0% change2009-12-09 : Highest IV Rank — 24.4%2009-12-03 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.33 $4.10 $4.72 $4.10 $4.57 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 49.2% 40.4% 70.3% 49.7% 41.5% Expected Move 12.8% 10.4% 15.8% 14.2% 11.9% HV 20d 42.0% 36.2% 47.4% 45.5% 40.6% HV 60d 47.4% 46.3% 49.4% 47.6% 47.1% IV Rank 10.9% 5.3% 24.4% 11.3% 6.1% IV Percentile 21.8% 4.4% 62.7% 20.2% 7.9% Term Structure 8.3% -20.1% 27.0% -13.1% 3.6% VWIV 59.7% 59.7% 59.7% 59.7% 59.7% Bid-Ask Spread % 35.22 26.79 91.71 26.79 31.32 Gamma HHI 0.73 0.61 0.85 0.78 0.63 Net GEX 1.3K 416 4.0K 565 912 Net DEX 49.2K -9.1K 102.2K 102.2K -2.4K Net VEX -650 -917 -530 -582 -610 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.727 0 31 4 10 Total OI 1,847.091 1,111 2,264 2,260 1,145
Daily Data (22 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 2009-12-01 $4.10 $5.00 49.7% 14.2% 45.5% 11.3% 0.0% 0.0% -13.1% 565 102.2K -582 0.00 26.79 N/A N/A 0 4 1,800 460 2009-12-02 $4.27 $5.00 53.7% 15.4% 46.4% 13.8% 0.0% 0.0% -11.8% 3.5K 47.7K -799 0.00 32.23 N/A N/A 0 0 1,800 464 2009-12-03 $4.15 $5.00 55.1% 15.8% 47.4% 14.7% 59.7% 0.0% -14.6% 621 99.4K -620 0.00 28.05 N/A N/A 0 3 1,800 464 2009-12-04 $4.32 $0.00 58.6% 11.3% 43.5% 16.9% 0.0% 0.0% 27.0% 4.0K 16.3K -917 0.00 29.32 N/A N/A 1 0 1,800 461 2009-12-07 $4.31 $0.00 65.2% 11.7% 43.3% 21.1% 0.0% 0.0% 23.3% 3.9K 24.7K -831 0.00 30.38 N/A N/A 0 0 1,800 461 2009-12-08 $4.30 $0.00 63.2% 10.4% 43.2% 19.8% 0.0% 0.0% 20.3% 3.8K 38.4K -784 0.00 29.38 N/A N/A 0 0 1,800 461 2009-12-09 $4.28 $0.00 70.3% 12.5% 42.6% 24.4% 0.0% 0.0% 23.1% 806 88.6K -663 0.00 30.44 N/A N/A 0 0 1,800 461 2009-12-10 $4.17 $0.00 45.0% 12.9% 43.4% 8.3% 0.0% 0.0% 18.4% 747 89.3K -638 0.00 28.72 N/A N/A 0 0 1,800 461 2009-12-11 $4.29 $0.00 42.7% 12.2% 43.9% 6.8% 0.0% 0.0% 23.0% 820 88.0K -660 0.00 33.46 N/A N/A 0 0 1,800 461 2009-12-14 $4.29 $0.00 44.5% 12.8% 41.1% 8.0% 0.0% 0.0% 18.4% 714 92.1K -643 0.00 91.71 N/A N/A 0 0 1,800 461 2009-12-15 $4.22 $0.00 43.9% 12.6% 40.9% 7.6% 0.0% 0.0% 13.8% 653 89.7K -623 0.00 33.84 N/A N/A 0 0 1,800 461 2009-12-16 $4.29 $0.00 46.0% 13.2% 41.1% 8.9% 0.0% 0.0% 23.3% 857 84.0K -640 0.00 36.15 N/A N/A 0 0 1,800 461 2009-12-17 $4.14 $0.00 46.4% 13.3% 41.2% 9.2% 0.0% 0.0% 11.9% 658 85.6K -589 0.00 29.26 N/A N/A 10 0 1,800 431 2009-12-18 $4.15 $0.00 44.3% 12.7% 36.2% 7.8% 0.0% 0.0% 8.8% 535 80.1K -552 0.00 27.11 N/A N/A 5 0 1,800 413 2009-12-21 $4.30 $0.00 47.4% 13.6% 38.6% 9.8% 0.0% 0.0% 12.7% 416 29.5K -530 0.00 32.08 N/A N/A 0 0 845 266 2009-12-22 $4.40 $0.00 41.5% 11.9% 39.5% 6.0% 0.0% 0.0% 8.1% 585 12.1K -605 0.00 29.04 N/A N/A 6 0 845 266 2009-12-23 $4.45 $0.00 40.4% 11.6% 39.0% 5.3% 0.0% 0.0% 4.3% 517 14.9K -578 0.00 30.68 N/A N/A 31 0 847 266 2009-12-24 $4.34 $0.00 51.2% 14.7% 40.1% 12.2% 0.0% 0.0% -20.1% 767 16.6K -567 0.00 34.99 N/A N/A 0 0 877 266 2009-12-28 $4.58 $0.00 41.5% 11.9% 43.3% 6.0% 0.0% 0.0% 4.5% 938 2.6K -606 0.00 33.80 N/A N/A 1 0 877 266 2009-12-29 $4.72 $0.00 47.2% 13.5% 41.1% 9.7% 0.0% 0.0% -8.2% 1.0K -9.1K -632 0.00 55.93 N/A N/A 11 0 878 266 2009-12-30 $4.67 $0.00 42.0% 12.1% 41.6% 6.4% 0.0% 0.0% 6.2% 1.0K -7.1K -629 0.00 40.20 N/A N/A 0 0 879 266 2009-12-31 $4.57 $0.00 41.5% 11.9% 40.6% 6.1% 0.0% 0.0% 3.6% 912 -2.4K -610 0.00 31.32 N/A N/A 0 10 879 266
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