TINY Options History — August 2010

In August 2010, TINY traded between $3.70 and $4.39. ATM implied volatility averaged 80.3%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 36.0% (HV 20d: 44.2%). 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 9 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2010-08-04: Highest Volume — 200 contracts
  • 2010-08-25: Largest IV spike — 80.6% change
  • 2010-08-26: Highest IV Rank — 62.3%
  • 2010-08-26: Largest Expected Move — 33.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.99$3.70$4.39$4.27$3.78
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV80.3%49.7%117.0%49.7%77.3%
Expected Move22.7%14.2%33.5%14.2%22.2%
HV 20d44.2%40.2%48.3%46.3%43.7%
HV 60d44.7%42.0%47.8%47.8%43.1%
IV Rank36.2%14.5%62.3%14.5%34.1%
IV Percentile86.3%50.8%98.8%50.8%90.1%
Term Structure-1.6%-71.6%62.4%-13.4%6.1%
Bid-Ask Spread %125.6980.76183.87119.80100.44
Gamma HHI0.590.490.740.610.56
Net GEX2.3K1.3K3.3K2.9K1.5K
Net DEX-20.8K-84.1K59.3K-70.9K44.8K
Net VEX-1.1K-1.4K-753-1.3K-840
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume21.545020020
Total OI2,093.51,9732,1411,9732,141

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2010-08-02$4.27$5.0049.7%14.2%46.3%14.5%0.0%0.0%-13.4%2.9K-70.9K-1.3K0.00119.80N/AN/A201,475498
2010-08-03$4.25$5.0054.0%15.5%46.0%17.6%0.0%0.0%3.2%3.0K-47.0K-1.2K0.0080.76N/AN/A001,477498
2010-08-04$4.24$5.0071.6%20.5%45.0%30.1%0.0%0.0%-11.3%3.1K-46.0K-1.2K0.00103.92N/AN/A02001,477498
2010-08-05$4.18$5.0058.3%16.7%45.2%20.6%0.0%0.0%52.4%3.1K-84.1K-1.3K0.00181.38N/AN/A01781,477592
2010-08-06$4.20$5.0074.6%18.8%44.1%32.2%0.0%0.0%-16.6%2.6K-46.9K-1.4K0.00107.48N/AN/A001,477592
2010-08-09$4.39$5.0056.0%22.7%43.6%19.0%0.0%0.0%-16.2%3.3K-73.9K-1.4K0.00183.87N/AN/A001,477592
2010-08-10$4.25$5.0066.4%23.6%43.7%26.4%0.0%0.0%-10.9%2.8K-73.3K-1.4K0.00151.61N/AN/A001,477592
2010-08-11$4.01$5.00106.0%14.9%48.3%54.5%0.0%0.0%-6.7%2.5K-1.8K-1.2K0.0082.82N/AN/A5001,477592
2010-08-12$4.00$5.0085.6%24.5%48.3%40.0%0.0%0.0%-6.1%2.5K-50.8K-1.3K0.00149.35N/AN/A001,527592
2010-08-13$3.88$5.00104.4%29.9%45.6%53.4%0.0%0.0%-23.4%2.6K-67.8K-1.3K0.00136.61N/AN/A1301,527592
2010-08-16$3.95$5.00112.0%32.1%45.8%58.8%0.0%0.0%-71.6%2.7K-61.2K-1.2K0.00124.76N/AN/A501,524592
2010-08-17$3.96$5.0067.2%19.3%45.1%26.9%0.0%0.0%-9.5%2.7K-12.2K-1.2K0.00129.27N/AN/A201,529592
2010-08-18$4.00$5.0068.8%19.7%44.6%28.1%0.0%0.0%-5.0%2.6K-14.6K-1.2K0.00137.44N/AN/A801,530592
2010-08-19$3.88$5.0092.2%26.4%42.4%44.7%0.0%0.0%1.6%2.7K-36.4K-1.2K0.00134.09N/AN/A001,538592
2010-08-20$3.87$5.00100.9%28.9%40.2%50.9%0.0%0.0%-10.9%2.4K-39.1K-1.2K0.00142.63N/AN/A001,538592
2010-08-23$3.73$5.0074.9%21.5%41.5%32.4%0.0%0.0%62.4%1.4K31.2K-9230.00134.05N/AN/A051,534592
2010-08-24$3.78$5.0053.3%15.3%42.1%17.1%0.0%0.0%18.1%1.5K28.4K-9060.00113.04N/AN/A001,534597
2010-08-25$3.77$5.0096.3%27.6%42.0%47.7%0.0%0.0%23.7%1.3K36.3K-8860.00134.69N/AN/A001,534597
2010-08-26$3.70$5.00117.0%33.5%41.1%62.3%0.0%0.0%-44.4%1.3K9.2K-9750.00106.04N/AN/A011,534597
2010-08-27$3.88$5.0077.9%22.3%45.0%34.5%0.0%0.0%3.1%1.6K59.3K-8500.0095.36N/AN/A1001,534597
2010-08-30$3.72$5.00101.3%29.0%42.9%51.2%0.0%0.0%40.0%1.3K58.6K-7530.00115.82N/AN/A001,544597
2010-08-31$3.78$5.0077.3%22.2%43.7%34.1%0.0%0.0%6.1%1.5K44.8K-8400.00100.44N/AN/A001,544597