TINY Options History — July 2010

In July 2010, TINY traded between $3.91 and $4.28. ATM implied volatility averaged 85.3%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 17.9%. IV traded above realized volatility by 43.4% (HV 20d: 41.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.33.

Notable Days

2010-07-14: Highest Volume — 75 contracts
2010-07-23: Largest IV spike — 119.8% change
2010-07-12: Highest IV Rank — 100.0%
2010-07-28: Largest Expected Move — 25.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.10	$3.91	$4.28	$4.10	$4.07
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	85.3%	38.2%	170.1%	74.8%	75.8%
Expected Move	17.9%	10.9%	25.4%	21.4%	21.7%
HV 20d	41.9%	35.9%	46.6%	43.3%	43.3%
HV 60d	47.1%	46.0%	48.9%	46.1%	47.8%
IV Rank	52.7%	6.4%	100.0%	60.4%	33.1%
IV Percentile	85.0%	10.3%	100.0%	95.2%	93.3%
Term Structure	-7.7%	-33.6%	9.4%	-31.1%	-8.6%
Bid-Ask Spread %	94.02	58.09	179.82	74.38	114.92
Gamma HHI	0.58	0.48	0.70	0.48	0.61
Net GEX	2.4K	1.9K	3.2K	2.1K	2.6K
Net DEX	-34.2K	-87.6K	-4.2K	-57.8K	-44.2K
Net VEX	-1.2K	-1.4K	-1.1K	-1.4K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	2.00	0.83	2.00
Total Volume	12.048	0	75	22	30
Total OI	1,905.381	1,810	1,988	1,810	1,983

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
2010-07-01	$4.10	$0.00	74.8%	21.4%	43.3%	60.4%	0.0%	0.0%	-31.1%	2.1K	-57.8K	-1.4K	0.83	74.38	N/A	N/A	12	10	1,315	495
2010-07-02	$4.05	$0.00	79.9%	22.9%	41.0%	67.2%	0.0%	0.0%	-33.6%	2.0K	-31.2K	-1.3K	0.00	98.79	N/A	N/A	0	0	1,317	501
2010-07-06	$4.00	$5.00	90.0%	15.6%	40.4%	80.6%	0.0%	0.0%	-20.0%	1.9K	-18.3K	-1.2K	0.00	72.50	N/A	N/A	24	0	1,317	501
2010-07-07	$4.12	$5.00	100.4%	16.2%	41.8%	94.3%	0.0%	0.0%	-19.2%	2.1K	-18.6K	-1.2K	0.00	100.42	N/A	N/A	2	0	1,341	501
2010-07-08	$4.09	$5.00	98.6%	15.6%	41.4%	92.0%	0.0%	0.0%	-19.9%	2.1K	-24.9K	-1.2K	0.00	74.56	N/A	N/A	4	0	1,343	501
2010-07-09	$4.21	$5.00	104.3%	14.2%	42.4%	99.5%	0.0%	0.0%	9.4%	2.2K	-37.3K	-1.3K	0.00	74.10	N/A	N/A	10	0	1,343	501
2010-07-12	$4.03	$5.00	137.0%	16.2%	42.3%	100.0%	0.0%	0.0%	-17.3%	2.0K	-10.2K	-1.2K	0.00	71.84	N/A	N/A	0	0	1,353	501
2010-07-13	$4.18	$5.00	145.9%	13.3%	41.4%	100.0%	0.0%	0.0%	-0.9%	2.2K	-23.7K	-1.2K	0.00	72.88	N/A	N/A	0	0	1,353	501
2010-07-14	$4.21	$5.00	170.1%	13.6%	35.9%	100.0%	0.0%	0.0%	-4.9%	2.3K	-24.4K	-1.2K	0.00	76.24	N/A	N/A	75	0	1,353	501
2010-07-15	$4.18	$5.00	45.2%	13.0%	36.0%	11.4%	0.0%	0.0%	6.2%	2.6K	-35.8K	-1.3K	0.00	70.74	N/A	N/A	0	0	1,418	501
2010-07-16	$3.96	$5.00	65.4%	18.8%	40.2%	25.7%	0.0%	0.0%	-2.6%	2.2K	-4.2K	-1.1K	0.00	81.60	N/A	N/A	0	0	1,418	501
2010-07-19	$3.91	$5.00	67.6%	19.4%	40.0%	27.3%	0.0%	0.0%	-3.9%	2.2K	-7.7K	-1.1K	0.00	58.09	N/A	N/A	0	0	1,418	501
2010-07-20	$4.00	$5.00	83.2%	23.8%	40.8%	38.3%	0.0%	0.0%	4.5%	2.1K	-36.3K	-1.2K	0.00	63.19	N/A	N/A	5	0	1,418	501
2010-07-21	$3.92	$5.00	50.7%	14.5%	41.0%	15.2%	0.0%	0.0%	4.0%	2.0K	-18.5K	-1.2K	0.00	173.09	N/A	N/A	60	0	1,418	501
2010-07-22	$4.11	$5.00	38.2%	10.9%	44.9%	6.4%	0.0%	0.0%	3.0%	3.2K	-48.1K	-1.3K	0.00	179.82	N/A	N/A	2	0	1,478	501
2010-07-23	$4.25	$5.00	83.9%	24.1%	46.6%	38.8%	0.0%	0.0%	-3.4%	3.1K	-87.6K	-1.4K	0.00	123.83	N/A	N/A	7	0	1,480	501
2010-07-26	$4.28	$5.00	64.0%	18.4%	45.5%	24.7%	0.0%	0.0%	-4.4%	3.1K	-42.2K	-1.3K	1.50	88.92	N/A	N/A	2	3	1,487	501
2010-07-27	$4.24	$5.00	73.4%	21.0%	45.6%	31.3%	0.0%	0.0%	-5.2%	3.0K	-74.3K	-1.3K	0.00	102.35	N/A	N/A	0	0	1,485	498
2010-07-28	$4.18	$5.00	88.7%	25.4%	42.3%	42.3%	0.0%	0.0%	-6.2%	3.0K	-46.6K	-1.3K	0.00	136.78	N/A	N/A	0	0	1,485	498
2010-07-29	$4.05	$5.00	53.7%	15.4%	43.3%	17.4%	0.0%	0.0%	-8.1%	2.7K	-25.5K	-1.2K	0.00	65.32	N/A	N/A	7	0	1,485	498
2010-07-30	$4.07	$5.00	75.8%	21.7%	43.3%	33.1%	0.0%	0.0%	-8.6%	2.6K	-44.2K	-1.2K	2.00	114.92	N/A	N/A	10	20	1,485	498