TINY Options History — November 2010 In November 2010, TINY traded between $4.15 and $4.68. ATM implied volatility averaged 43.1%, placing in the 10.1% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 6.6% (HV 20d: 36.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2010-11-19 : Highest Volume — 78 contracts2010-11-11 : Largest IV drop — 25.6% change2010-11-18 : Highest IV Rank — 15.4%2010-11-18 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $4.43 $4.15 $4.68 $4.15 $4.38 Max Pain $4.50 $2.50 $5.00 $2.50 $5.00 ATM IV 43.1% 34.0% 50.6% 49.5% 44.9% Expected Move 12.2% 9.7% 14.5% 14.2% 12.9% HV 20d 36.5% 26.6% 42.8% 27.2% 42.0% HV 60d 36.7% 34.6% 38.0% 37.4% 34.7% IV Rank 10.1% 3.6% 15.4% 14.6% 11.3% IV Percentile 27.1% 2.0% 55.2% 48.0% 34.1% Term Structure 13.3% -11.1% 29.5% -1.7% 17.2% VWIV 36.5% 26.6% 41.4% 40.4% 41.4% Bid-Ask Spread % 85.72 64.86 103.89 97.77 79.26 Gamma HHI 0.91 0.80 0.97 0.88 0.94 Net GEX 3.2K 2.0K 4.4K 2.0K 3.3K Net DEX -1.3K -50.1K 35.1K 35.1K 20.4K Net VEX -9621480.38B -192429607.51B -352 -458 -352 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 14.45 0 78 0 5 Total OI 1,301.65 1,278 1,327 1,298 1,278
Daily Data (20 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 2010-11-01 $4.15 $2.50 49.5% 14.2% 27.2% 14.6% 0.0% 0.0% -1.7% 2.0K 35.1K -458 0.00 97.77 N/A N/A 0 0 985 313 2010-11-02 $4.31 $2.50 48.6% 13.9% 26.6% 14.0% 0.0% 0.0% 8.0% 2.4K 8.8K -550 0.00 97.24 N/A N/A 15 0 985 313 2010-11-03 $4.30 $2.50 49.7% 14.3% 26.6% 14.8% 0.0% 0.0% 7.5% 2.4K 10.3K -543 0.00 100.39 N/A N/A 0 0 1,000 313 2010-11-04 $4.50 $2.50 45.8% 13.1% 29.1% 12.0% 0.0% 0.0% 29.5% 2.8K -29.5K -630 0.00 101.66 N/A N/A 0 70 1,000 313 2010-11-05 $4.61 $5.00 42.7% 12.4% 30.1% 9.8% 0.0% 0.0% -11.1% 3.2K -32.1K -605 0.00 82.83 N/A N/A 0 0 1,000 291 2010-11-08 $4.66 $5.00 41.2% 12.1% 30.2% 8.7% 0.0% 0.0% -2.5% 3.8K -46.5K -622 0.00 90.05 N/A N/A 30 0 1,000 291 2010-11-09 $4.48 $5.00 46.0% 10.5% 33.6% 12.1% 40.4% 0.0% 16.8% 3.8K -12.4K -579 0.00 101.09 N/A N/A 0 6 1,030 291 2010-11-10 $4.68 $5.00 45.7% 12.5% 36.8% 11.9% 0.0% 0.0% 3.5% 3.8K -50.1K -662 0.00 84.26 N/A N/A 15 0 1,030 297 2010-11-11 $4.56 $5.00 34.0% 9.7% 38.1% 3.6% 26.6% 0.0% 21.3% 4.4K -10.7K -571 0.00 77.57 N/A N/A 10 0 1,025 297 2010-11-12 $4.40 $5.00 37.1% 10.6% 39.5% 5.8% 0.0% 0.0% 10.9% 3.3K 6.6K -526 0.00 101.47 N/A N/A 0 0 1,027 297 2010-11-15 $4.44 $5.00 41.9% 12.0% 39.3% 9.2% 0.0% 0.0% 14.7% 3.4K -10.8K -553 0.00 103.09 N/A N/A 0 0 1,027 297 2010-11-16 $4.28 $5.00 35.8% 10.3% 40.9% 4.9% 0.0% 0.0% 27.3% 2.7K 32.5K -423 0.00 68.90 N/A N/A 32 0 1,027 297 2010-11-17 $4.31 $5.00 43.6% 12.5% 40.7% 10.5% 37.5% 0.0% 12.0% 2.7K 11.1K -484 0.00 69.62 N/A N/A 23 0 1,000 297 2010-11-18 $4.42 $5.00 50.6% 14.5% 41.7% 15.4% 0.0% 0.0% 4.6% 2.5K -30.2K -549 0.00 64.86 N/A N/A 0 0 1,003 297 2010-11-19 $4.40 $5.00 38.5% 11.0% 40.8% 6.8% 41.4% 0.0% 5.9% 3.1K 21.5K -430 0.00 67.16 N/A N/A 0 78 1,003 297 2010-11-23 $4.37 $5.00 37.5% 10.7% 40.8% 6.1% 0.0% 0.0% 27.8% 3.1K 26.9K -192429607.51B 0.00 73.34 N/A N/A 0 0 1,014 264 2010-11-24 $4.49 $5.00 38.0% 10.9% 41.7% 6.5% 0.0% 0.0% 27.7% 4.1K 8.0K -408 0.00 73.83 N/A N/A 0 0 1,014 264 2010-11-26 $4.38 $5.00 46.6% 13.4% 42.8% 12.6% 0.0% 0.0% 22.5% 3.3K 5.8K -398 0.00 103.89 N/A N/A 0 0 1,014 264 2010-11-29 $4.43 $5.00 44.9% 12.9% 41.7% 11.3% 0.0% 0.0% 23.9% 3.6K 10.3K -376 0.00 76.20 N/A N/A 5 0 1,014 264 2010-11-30 $4.38 $5.00 44.9% 12.9% 42.0% 11.3% 0.0% 0.0% 17.2% 3.3K 20.4K -352 0.00 79.26 N/A N/A 5 0 1,014 264
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