TINY Options History — February 2010 In February 2010, TINY traded between $4.01 and $4.83. ATM implied volatility averaged 54.2%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 17.3% (HV 20d: 36.9%). 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 5 of 19 days. Put/call ratio averaged 12.91.
Notable Days 2010-02-26 : Highest Volume — 111 contracts2010-02-03 : Largest IV spike — 56.5% change2010-02-03 : Highest IV Rank — 50.8%2010-02-03 : Largest Expected Move — 25.8%Monthly Statistics Metric Avg Min Max Open Close Price $4.37 $4.01 $4.83 $4.07 $4.54 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 54.2% 35.9% 89.9% 55.5% 48.3% Expected Move 14.6% 10.3% 25.8% 15.9% 13.9% HV 20d 36.9% 32.8% 45.9% 37.9% 45.9% HV 60d 39.7% 38.0% 41.5% 41.5% 41.3% IV Rank 21.3% 4.6% 50.8% 20.6% 19.4% IV Percentile 38.8% 0.8% 89.7% 46.0% 27.8% Term Structure -5.3% -24.0% 9.4% 9.4% -24.0% VWIV 53.9% 34.6% 87.5% 52.5% 47.7% Bid-Ask Spread % 41.87 25.73 97.61 26.78 30.46 Gamma HHI 0.51 0.35 0.68 0.53 0.63 Net GEX 992 351 2.5K 519 1.7K Net DEX 11.0K -52.1K 51.4K 36.2K -19.6K Net VEX -731 -846 -648 -673 -757 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 12.91 0.00 110.00 0.00 110.00 Total Volume 30.474 0 111 0 111 Total OI 1,587.895 1,525 1,666 1,538 1,570
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 2010-02-01 $4.07 $5.00 55.5% 15.9% 37.9% 20.6% 0.0% 0.0% 9.4% 519 36.2K -673 0.00 26.78 N/A N/A 0 0 1,120 418 2010-02-02 $4.08 $5.00 57.4% 16.5% 37.9% 22.3% 0.0% 0.0% 4.4% 458 35.0K -661 0.00 29.91 N/A N/A 10 0 1,120 418 2010-02-03 $4.13 $5.00 89.9% 25.8% 37.9% 50.8% 0.0% 0.0% 6.2% 1.1K 21.5K -725 0.00 97.61 N/A N/A 0 0 1,130 418 2010-02-04 $4.01 $5.00 57.6% 16.5% 37.9% 22.5% 0.0% 0.0% -3.4% 437 39.8K -648 0.00 25.73 N/A N/A 0 40 1,130 418 2010-02-05 $4.05 $5.00 60.2% 15.8% 32.8% 24.8% 0.0% 0.0% -14.0% 373 51.4K -658 0.00 27.75 N/A N/A 14 0 1,130 458 2010-02-08 $4.06 $5.00 69.3% 15.2% 32.8% 32.8% 52.5% 0.0% -10.1% 351 46.6K -666 0.00 29.98 N/A N/A 0 10 1,144 458 2010-02-09 $4.13 $5.00 70.7% 16.0% 33.3% 34.0% 0.0% 0.0% -12.5% 447 41.7K -658 0.00 28.47 N/A N/A 0 0 1,144 448 2010-02-10 $4.18 $5.00 76.3% 14.9% 33.4% 39.0% 0.0% 0.0% -11.4% 449 41.2K -687 0.00 28.18 N/A N/A 0 0 1,144 448 2010-02-11 $4.24 $5.00 48.5% 13.9% 33.6% 14.8% 0.0% 0.0% -7.3% 370 40.7K -666 0.00 28.88 N/A N/A 0 1 1,144 448 2010-02-12 $4.30 $5.00 48.9% 14.0% 34.1% 15.2% 87.5% 0.0% -7.7% 398 38.6K -678 0.00 28.88 N/A N/A 77 0 1,144 449 2010-02-16 $4.55 $5.00 46.7% 13.4% 40.1% 17.5% 47.1% 0.0% -3.9% 1.8K -210 -807 0.38 51.66 N/A N/A 80 30 1,211 449 2010-02-17 $4.53 $5.00 46.2% 13.2% 40.0% 16.8% 0.0% 0.0% -5.9% 899 -4.8K -782 0.00 53.19 N/A N/A 2 0 1,224 419 2010-02-18 $4.60 $5.00 45.5% 13.1% 40.1% 16.1% 0.0% 0.0% -4.9% 888 -4.4K -784 0.17 53.23 N/A N/A 18 3 1,226 419 2010-02-19 $4.59 $5.00 54.2% 15.5% 33.6% 26.4% 0.0% 0.0% -14.5% 986 -3.3K -776 2.00 46.25 N/A N/A 10 20 1,244 422 2010-02-22 $4.80 $5.00 38.9% 11.1% 33.5% 8.2% 34.6% 0.0% -0.1% 942 -23.0K -846 16.00 57.76 N/A N/A 5 80 1,158 442 2010-02-23 $4.62 $5.00 43.0% 12.3% 37.1% 13.1% 47.7% 0.0% -6.3% 1.8K -28.9K -781 0.53 47.72 N/A N/A 38 20 1,163 362 2010-02-24 $4.83 $5.00 37.1% 10.6% 39.6% 6.1% 0.0% 0.0% 3.4% 2.5K -47.6K -816 0.00 49.35 N/A N/A 0 10 1,198 362 2010-02-25 $4.81 $5.00 35.9% 10.3% 39.8% 4.6% 0.0% 0.0% 0.8% 2.4K -52.1K -822 0.00 53.72 N/A N/A 0 0 1,198 372 2010-02-26 $4.54 $5.00 48.3% 13.9% 45.9% 19.4% 0.0% 0.0% -24.0% 1.7K -19.6K -757 110.00 30.46 N/A N/A 1 110 1,198 372
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