TINY Options History — June 2010

In June 2010, TINY traded between $4.09 and $4.45. ATM implied volatility averaged 49.9%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 1.1% (HV 20d: 51.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 3.58.

Notable Days

2010-06-07: Highest Volume — 266 contracts
2010-06-10: Largest IV drop — 34.6% change
2010-06-09: Highest IV Rank — 60.6%
2010-06-30: Largest Expected Move — 18.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.28	$4.09	$4.45	$4.10	$4.09
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	49.9%	32.1%	74.9%	44.5%	64.0%
Expected Move	13.7%	9.2%	18.3%	12.7%	18.3%
HV 20d	51.0%	43.6%	58.3%	54.1%	43.6%
HV 60d	45.8%	43.5%	46.5%	43.5%	46.2%
IV Rank	27.5%	3.9%	60.6%	20.2%	46.1%
IV Percentile	47.6%	1.2%	95.6%	30.2%	87.3%
Term Structure	8.8%	-29.6%	30.8%	7.3%	-29.6%
Bid-Ask Spread %	84.20	30.91	165.45	95.74	73.05
Gamma HHI	0.48	0.41	0.65	0.46	0.55
Net GEX	1.2K	-512	2.1K	-220	2.1K
Net DEX	32.0K	-53.9K	157.9K	119.1K	-14.6K
Net VEX	-1.4K	-1.7K	-1.2K	-1.6K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.58	0.00	37.00	2.33	0.00
Total Volume	36.955	0	266	0	3
Total OI	2,080.773	1,702	2,377	2,357	1,807

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
2010-06-01	$4.10	$5.00	44.5%	12.7%	54.1%	20.2%	0.0%	0.0%	7.3%	-220	119.1K	-1.6K	0.00	95.74	N/A	N/A	0	0	1,357	1,000
2010-06-02	$4.33	$5.00	32.1%	9.2%	58.3%	3.9%	0.0%	0.0%	3.1%	-255	125.0K	-1.7K	2.33	98.98	N/A	N/A	3	7	1,357	1,000
2010-06-03	$4.38	$5.00	42.5%	12.2%	57.7%	17.6%	0.0%	0.0%	2.9%	321	106.4K	-1.6K	0.00	94.37	N/A	N/A	0	0	1,360	1,007
2010-06-04	$4.20	$0.00	49.2%	12.8%	56.8%	26.5%	0.0%	0.0%	16.3%	-83	109.2K	-1.6K	0.00	118.58	N/A	N/A	0	10	1,360	1,007
2010-06-07	$4.10	$0.00	59.8%	14.3%	57.3%	40.6%	0.0%	0.0%	13.3%	-512	157.9K	-1.5K	37.00	132.92	N/A	N/A	7	259	1,360	1,017
2010-06-08	$4.12	$0.00	63.6%	15.9%	51.2%	45.6%	0.0%	0.0%	12.7%	464	87.2K	-1.2K	0.00	165.45	N/A	N/A	0	100	1,367	770
2010-06-09	$4.19	$0.00	74.9%	14.3%	51.9%	60.6%	0.0%	0.0%	17.6%	725	74.0K	-1.2K	0.00	116.78	N/A	N/A	120	0	1,367	703
2010-06-10	$4.25	$0.00	49.0%	14.0%	48.8%	26.2%	0.0%	0.0%	11.6%	1.1K	62.4K	-1.3K	0.00	115.09	N/A	N/A	10	0	1,487	703
2010-06-11	$4.42	$0.00	44.5%	12.8%	51.3%	20.3%	0.0%	0.0%	17.5%	1.6K	18.4K	-1.4K	0.00	115.62	N/A	N/A	4	0	1,487	703
2010-06-14	$4.21	$0.00	45.9%	13.2%	53.5%	22.2%	0.0%	0.0%	11.4%	1.2K	40.1K	-1.3K	0.00	96.81	N/A	N/A	155	0	1,491	703
2010-06-15	$4.45	$0.00	48.4%	13.9%	57.1%	25.4%	0.0%	0.0%	20.8%	1.9K	22.0K	-1.4K	0.00	72.02	N/A	N/A	0	0	1,633	703
2010-06-16	$4.43	$0.00	45.6%	13.1%	53.1%	21.7%	0.0%	0.0%	20.7%	1.9K	16.5K	-1.4K	0.00	75.87	N/A	N/A	12	0	1,633	703
2010-06-17	$4.38	$0.00	42.9%	12.3%	52.3%	18.1%	0.0%	0.0%	24.4%	1.8K	20.4K	-1.4K	0.00	34.07	N/A	N/A	0	0	1,633	703
2010-06-18	$4.42	$0.00	44.2%	12.7%	48.8%	19.9%	0.0%	0.0%	30.8%	1.9K	11.6K	-1.4K	0.00	32.15	N/A	N/A	0	2	1,633	703
2010-06-21	$4.33	$0.00	41.8%	12.0%	49.1%	16.7%	0.0%	0.0%	15.1%	1.8K	-26.4K	-1.3K	0.00	33.47	N/A	N/A	7	0	1,207	495
2010-06-22	$4.26	$0.00	50.8%	14.6%	47.5%	28.6%	0.0%	0.0%	1.3%	1.9K	-32.8K	-1.3K	0.00	73.25	N/A	N/A	0	0	1,208	495
2010-06-23	$4.27	$0.00	52.0%	14.9%	46.4%	30.3%	0.0%	0.0%	0.8%	1.8K	-39.4K	-1.3K	0.00	99.42	N/A	N/A	0	0	1,208	495
2010-06-24	$4.25	$0.00	48.8%	14.0%	45.1%	26.0%	0.0%	0.0%	14.1%	1.8K	-23.7K	-1.2K	0.00	34.51	N/A	N/A	0	0	1,208	495
2010-06-25	$4.37	$0.00	46.3%	13.3%	45.7%	22.7%	0.0%	0.0%	14.1%	1.9K	-29.8K	-1.3K	0.00	71.55	N/A	N/A	0	0	1,208	495
2010-06-28	$4.38	$0.00	46.8%	13.4%	45.2%	23.3%	0.0%	0.0%	-6.6%	1.9K	-45.5K	-1.3K	0.00	30.91	N/A	N/A	100	0	1,208	495
2010-06-29	$4.17	$0.00	61.0%	17.5%	47.6%	42.1%	0.0%	0.0%	-26.4%	2.1K	-53.9K	-1.4K	0.00	71.84	N/A	N/A	14	0	1,308	495
2010-06-30	$4.09	$0.00	64.0%	18.3%	43.6%	46.1%	0.0%	0.0%	-29.6%	2.1K	-14.6K	-1.2K	0.00	73.05	N/A	N/A	3	0	1,312	495