TINY Options History — October 2010

In October 2010, TINY traded between $4.15 and $4.49. ATM implied volatility averaged 73.4%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 39.5% (HV 20d: 33.9%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.37.

Notable Days

2010-10-28: Highest Volume — 19 contracts
2010-10-21: Largest IV spike — 94.7% change
2010-10-13: Highest IV Rank — 73.7%
2010-10-06: Largest Expected Move — 36.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.30	$4.15	$4.49	$4.37	$4.17
Max Pain	$2.69	$2.50	$5.00	$5.00	$2.50
ATM IV	73.4%	28.9%	133.0%	42.5%	46.7%
Expected Move	21.0%	8.3%	36.8%	12.2%	13.4%
HV 20d	33.9%	27.5%	37.6%	34.0%	27.5%
HV 60d	39.6%	37.1%	42.5%	42.5%	37.4%
IV Rank	31.4%	0.0%	73.7%	9.4%	12.6%
IV Percentile	63.9%	0.0%	98.8%	21.8%	38.1%
Term Structure	-18.0%	-72.3%	13.9%	13.9%	-0.1%
VWIV	136.1%	136.1%	136.1%	136.1%	136.1%
Bid-Ask Spread %	143.78	96.60	191.11	187.88	100.13
Gamma HHI	0.81	0.51	0.92	0.89	0.88
Net GEX	2.2K	1.5K	3.1K	2.4K	2.0K
Net DEX	23	-59.8K	41.9K	17.8K	28.8K
Net VEX	-635	-747	-451	-662	-499
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.37	0.00	3.33	0.00	0.00
Total Volume	3.381	0	19	0	0
Total OI	1,268.762	1,256	1,298	1,280	1,298

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
2010-10-01	$4.37	$5.00	42.5%	12.2%	34.0%	9.4%	0.0%	0.0%	13.9%	2.4K	17.8K	-662	0.00	187.88	N/A	N/A	0	0	947	333
2010-10-04	$4.31	$0.00	50.5%	34.5%	33.9%	15.1%	0.0%	0.0%	-61.4%	2.3K	16.4K	-656	0.00	191.11	N/A	N/A	0	0	947	333
2010-10-05	$4.49	$0.00	80.6%	16.7%	35.6%	36.5%	0.0%	0.0%	-11.6%	2.2K	-2.2K	-712	0.00	96.60	N/A	N/A	3	0	947	333
2010-10-06	$4.47	$0.00	46.7%	36.8%	35.2%	12.4%	0.0%	0.0%	-72.3%	2.6K	-4.0K	-731	3.33	166.52	N/A	N/A	3	10	944	333
2010-10-07	$4.33	$0.00	57.2%	25.9%	37.3%	19.9%	0.0%	0.0%	-6.4%	3.1K	-22.7K	-719	0.00	156.70	N/A	N/A	0	0	944	323
2010-10-08	$4.35	$0.00	96.2%	14.6%	37.3%	47.5%	0.0%	0.0%	5.5%	2.3K	-6.9K	-697	0.00	114.98	N/A	N/A	0	0	944	323
2010-10-11	$4.38	$0.00	122.5%	13.3%	36.9%	66.3%	0.0%	0.0%	-0.5%	2.4K	13.2K	-648	0.00	113.93	N/A	N/A	0	0	944	323
2010-10-12	$4.34	$0.00	84.9%	33.9%	37.1%	39.5%	0.0%	0.0%	-49.5%	2.2K	-4.9K	-673	0.00	158.13	N/A	N/A	0	0	944	323
2010-10-13	$4.36	$0.00	133.0%	14.9%	36.8%	73.7%	136.1%	0.0%	-10.2%	2.3K	6.2K	-656	0.00	116.01	N/A	N/A	7	0	944	323
2010-10-14	$4.34	$2.50	118.9%	34.1%	36.3%	63.7%	0.0%	0.0%	-65.8%	2.3K	-16.4K	-692	0.00	177.92	N/A	N/A	0	0	947	323
2010-10-15	$4.24	$2.50	107.0%	30.7%	37.2%	55.3%	0.0%	0.0%	-37.7%	2.5K	-2.3K	-651	0.00	161.19	N/A	N/A	5	0	947	323
2010-10-18	$4.30	$2.50	99.4%	28.5%	37.3%	49.8%	0.0%	0.0%	-27.8%	2.1K	-14.7K	-662	0.00	187.26	N/A	N/A	0	0	944	313
2010-10-19	$4.21	$2.50	49.4%	14.2%	37.6%	14.3%	0.0%	0.0%	-13.9%	2.2K	21.9K	-546	0.00	135.11	N/A	N/A	1	0	944	313
2010-10-20	$4.26	$2.50	50.5%	14.5%	36.3%	15.1%	0.0%	0.0%	-22.1%	2.4K	24.7K	-543	0.00	178.53	N/A	N/A	3	0	943	313
2010-10-21	$4.27	$2.50	98.3%	28.2%	32.1%	49.1%	0.0%	0.0%	-11.1%	1.9K	-59.8K	-747	0.00	152.71	N/A	N/A	0	0	946	313
2010-10-22	$4.18	$2.50	94.2%	27.0%	28.9%	46.1%	0.0%	0.0%	-12.4%	1.5K	-45.1K	-712	0.00	159.73	N/A	N/A	0	0	946	313
2010-10-25	$4.23	$2.50	28.9%	8.3%	29.0%	0.0%	0.0%	0.0%	1.6%	1.7K	-45.5K	-675	0.00	163.15	N/A	N/A	0	0	946	313
2010-10-26	$4.27	$2.50	49.1%	14.1%	28.2%	14.3%	0.0%	0.0%	1.5%	2.2K	25.0K	-513	0.00	103.84	N/A	N/A	10	0	946	313
2010-10-27	$4.26	$2.50	43.9%	12.6%	27.8%	10.7%	0.0%	0.0%	1.1%	2.1K	29.3K	-483	0.00	99.26	N/A	N/A	10	0	956	313
2010-10-28	$4.15	$2.50	41.5%	11.9%	28.9%	8.9%	0.0%	0.0%	0.2%	1.9K	41.9K	-451	0.00	98.68	N/A	N/A	19	0	966	313
2010-10-29	$4.17	$2.50	46.7%	13.4%	27.5%	12.6%	0.0%	0.0%	-0.1%	2.0K	28.8K	-499	0.00	100.13	N/A	N/A	0	0	985	313