TINY Options History — January 2010 In January 2010, TINY traded between $4.04 and $4.68. ATM implied volatility averaged 55.2%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 14.8% (HV 20d: 40.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.72.
Notable Days 2010-01-21 : Highest Volume — 125 contracts2010-01-14 : Largest IV drop — 49.8% change2010-01-22 : Highest IV Rank — 30.2%2010-01-22 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.43 $4.04 $4.68 $4.58 $4.04 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 55.2% 33.3% 79.4% 48.2% 54.2% Expected Move 13.3% 9.1% 19.0% 9.3% 15.6% HV 20d 40.4% 35.5% 43.8% 38.9% 38.0% HV 60d 42.4% 41.2% 43.9% 41.4% 42.1% IV Rank 17.5% 1.2% 30.2% 10.3% 19.5% IV Percentile 39.8% 0.4% 78.6% 22.2% 42.5% Term Structure -1.3% -36.5% 24.2% 24.2% 9.9% VWIV 51.7% 39.6% 68.6% 50.2% 39.6% Bid-Ask Spread % 48.66 28.56 75.56 74.96 29.40 Gamma HHI 0.54 0.40 0.66 0.63 0.42 Net GEX 816 544 1.5K 1.1K 973 Net DEX 19.6K -6.6K 54.3K -6.6K 32.0K Net VEX -607 -748 -493 -628 -684 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.00 7.00 0.00 0.00 Total Volume 32.105 0 125 0 0 Total OI 1,272.368 1,112 1,538 1,155 1,538
Daily Data (19 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 2010-01-04 $4.58 $5.00 48.2% 9.3% 38.9% 10.3% 0.0% 0.0% 24.2% 1.1K -6.6K -628 0.00 74.96 N/A N/A 0 0 879 276 2010-01-05 $4.48 $5.00 51.6% 9.1% 37.6% 12.5% 0.0% 0.0% 14.1% 742 12.4K -566 0.00 71.20 N/A N/A 0 1 879 276 2010-01-06 $4.35 $5.00 72.7% 11.2% 39.2% 25.9% 0.0% 0.0% 14.6% 544 29.2K -493 0.00 75.56 N/A N/A 73 0 879 276 2010-01-07 $4.57 $5.00 50.4% 11.7% 42.9% 11.7% 0.0% 0.0% 0.4% 633 14.8K -548 0.00 59.75 N/A N/A 20 0 836 276 2010-01-08 $4.58 $5.00 53.8% 11.2% 42.8% 13.8% 0.0% 0.0% 5.0% 778 4.5K -577 0.00 56.57 N/A N/A 10 0 836 276 2010-01-11 $4.63 $5.00 57.6% 10.9% 41.4% 16.3% 0.0% 0.0% 6.0% 789 3.7K -569 0.00 56.69 N/A N/A 0 0 836 276 2010-01-12 $4.68 $5.00 66.7% 14.3% 40.5% 22.1% 50.2% 0.0% -2.4% 734 -3.6K -578 0.91 36.85 N/A N/A 22 20 836 276 2010-01-13 $4.58 $5.00 79.4% 12.6% 41.6% 30.2% 0.0% 0.0% -0.7% 709 10.8K -574 0.00 43.99 N/A N/A 0 0 836 296 2010-01-14 $4.59 $5.00 39.9% 11.4% 40.9% 7.0% 45.2% 0.0% 5.4% 669 13.9K -547 0.00 52.10 N/A N/A 75 0 836 296 2010-01-15 $4.62 $5.00 33.3% 9.6% 40.7% 1.2% 0.0% 0.0% 17.2% 1.5K 755 -625 0.00 33.07 N/A N/A 20 0 911 296 2010-01-19 $4.65 $5.00 41.3% 11.8% 37.9% 8.2% 45.5% 0.0% -0.1% 1.2K -1.3K -580 7.00 54.80 N/A N/A 10 70 931 296 2010-01-20 $4.58 $5.00 43.6% 12.5% 38.6% 10.2% 0.0% 0.0% 2.0% 837 17.4K -664 0.00 55.65 N/A N/A 0 0 931 366 2010-01-21 $4.32 $5.00 51.6% 14.8% 42.9% 17.2% 0.0% 0.0% -11.5% 583 44.8K -568 0.09 47.93 N/A N/A 115 10 931 366 2010-01-22 $4.17 $5.00 66.4% 19.0% 43.8% 30.2% 0.0% 0.0% -25.6% 758 24.0K -651 1.40 55.40 N/A N/A 30 42 1,046 376 2010-01-25 $4.16 $5.00 61.1% 17.5% 43.5% 25.6% 61.1% 0.0% -28.9% 676 45.4K -657 0.00 30.57 N/A N/A 6 0 1,076 418 2010-01-26 $4.17 $5.00 62.7% 18.0% 42.8% 27.0% 0.0% 0.0% -30.4% 720 49.4K -655 0.00 28.56 N/A N/A 40 0 1,082 418 2010-01-27 $4.19 $5.00 65.8% 18.9% 37.5% 29.7% 68.6% 0.0% -36.5% 634 54.3K -629 0.00 32.48 N/A N/A 16 0 1,082 418 2010-01-28 $4.22 $5.00 48.1% 13.8% 35.5% 14.2% 39.6% 0.0% 12.6% 973 25.8K -748 0.00 28.95 N/A N/A 30 0 1,098 418 2010-01-29 $4.04 $5.00 54.2% 15.6% 38.0% 19.5% 0.0% 0.0% 9.9% 973 32.0K -684 0.00 29.40 N/A N/A 0 0 1,120 418
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