TINY Options History — March 2011 In March 2011, TINY traded between $4.85 and $5.75. ATM implied volatility averaged 56.5%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 11.2% (HV 20d: 45.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.38.
Notable Days 2011-03-07 : Highest Volume — 237 contracts2011-03-02 : Largest IV spike — 31.6% change2011-03-15 : Highest IV Rank — 27.7%2011-03-15 : Largest Expected Move — 19.5%Monthly Statistics Metric Avg Min Max Open Close Price $5.29 $4.85 $5.75 $5.71 $5.38 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 56.5% 34.9% 68.0% 34.9% 61.0% Expected Move 16.2% 10.0% 19.5% 10.0% 17.5% HV 20d 45.3% 39.9% 54.9% 51.9% 41.4% HV 60d 50.2% 47.7% 51.9% 48.3% 50.6% IV Rank 19.5% 4.3% 27.7% 4.3% 22.7% IV Percentile 58.7% 3.2% 75.8% 3.2% 67.5% Term Structure -2.0% -10.0% 21.9% 21.9% -7.2% VWIV 54.4% 26.3% 66.4% 26.3% 57.3% Bid-Ask Spread % 31.77 11.54 73.83 11.54 36.93 Gamma HHI 0.61 0.51 0.75 0.75 0.55 Net GEX 9.2K 5.9K 24.9K 8.8K 8.4K Net DEX -252.8K -437.2K -117.4K -437.2K -241.8K Net VEX -2.0K -2.4K -1.9K -2.3K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.00 3.33 3.33 0.00 Total Volume 58.913 0 237 39 2 Total OI 2,647.565 2,325 3,103 2,325 2,734
Daily Data (23 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 2011-03-01 $5.71 $5.00 34.9% 10.0% 51.9% 4.3% 26.3% 0.0% 21.9% 8.8K -437.2K -2.3K 3.33 11.54 N/A N/A 9 30 2,011 314 2011-03-02 $5.75 $5.00 45.9% 13.2% 50.6% 12.0% 45.9% 0.0% 8.9% 8.6K -419.6K -2.3K 0.00 15.22 N/A N/A 31 0 2,010 344 2011-03-03 $5.74 $5.00 44.0% 12.6% 50.4% 10.7% 0.0% 0.0% 11.0% 8.7K -404.6K -2.1K 0.00 13.34 N/A N/A 70 0 2,035 344 2011-03-04 $5.72 $5.00 46.4% 15.5% 49.8% 12.4% 0.0% 0.0% -6.7% 8.9K -428.3K -2.2K 0.00 36.85 N/A N/A 5 0 2,099 344 2011-03-07 $5.37 $5.00 60.6% 15.6% 54.9% 22.4% 54.8% 0.0% -2.1% 8.6K -294.4K -2.0K 0.56 30.84 N/A N/A 152 85 2,099 344 2011-03-08 $5.44 $5.00 60.1% 16.0% 52.7% 22.1% 0.0% 0.0% -3.3% 8.9K -320.9K -2.1K 0.00 31.41 N/A N/A 3 0 2,226 429 2011-03-09 $5.34 $5.00 54.4% 16.8% 52.5% 18.1% 0.0% 0.0% -10.0% 8.5K -288.5K -2.1K 0.00 34.91 N/A N/A 45 0 2,227 429 2011-03-10 $5.12 $5.00 59.8% 17.2% 42.4% 21.9% 59.8% 0.0% -6.3% 8.0K -240.5K -2.1K 0.17 73.83 N/A N/A 59 10 2,238 429 2011-03-11 $5.05 $5.00 59.5% 17.1% 42.4% 21.7% 0.0% 0.0% -4.3% 7.7K -199.2K -2.1K 1.15 26.64 N/A N/A 13 15 2,277 439 2011-03-14 $5.10 $5.00 61.6% 17.7% 42.9% 23.2% 61.6% 0.0% -3.4% 8.1K -207.0K -1.9K 0.00 21.93 N/A N/A 75 0 2,289 439 2011-03-15 $4.97 $5.00 68.0% 19.5% 43.3% 27.7% 0.0% 0.0% -7.4% 8.5K -191.8K -1.9K 0.55 25.19 N/A N/A 76 42 2,359 439 2011-03-16 $4.85 $5.00 67.1% 19.2% 42.6% 27.1% 0.0% 0.0% -8.0% 10.3K -151.2K -2.0K 0.53 23.29 N/A N/A 94 50 2,430 481 2011-03-17 $4.86 $5.00 63.7% 18.3% 42.2% 24.7% 63.7% 0.0% -8.4% 12.9K -117.4K -1.9K 1.27 25.57 N/A N/A 37 47 2,510 531 2011-03-18 $4.97 $5.00 55.4% 15.9% 43.2% 18.8% 55.4% 0.0% -0.1% 24.9K -162.7K -2.0K 0.33 28.33 N/A N/A 30 10 2,525 578 2011-03-21 $5.15 $5.00 65.9% 18.9% 46.0% 26.2% 66.4% 0.0% -9.4% 5.9K -158.6K -1.9K 0.00 20.60 N/A N/A 7 0 2,085 450 2011-03-22 $5.20 $5.00 56.1% 16.1% 44.8% 19.3% 56.6% 0.0% -2.9% 6.1K -162.0K -1.9K 0.00 31.88 N/A N/A 55 0 2,086 450 2011-03-23 $5.43 $5.00 54.8% 15.7% 44.9% 18.3% 50.8% 0.0% 1.5% 8.0K -253.7K -2.4K 0.00 39.70 N/A N/A 60 0 2,119 450 2011-03-24 $5.32 $5.00 55.5% 15.9% 42.3% 18.9% 0.0% 0.0% -1.7% 8.2K -237.7K -2.0K 0.00 40.03 N/A N/A 1 0 2,178 450 2011-03-25 $5.34 $5.00 53.9% 15.5% 40.2% 17.7% 0.0% 0.0% 1.4% 8.3K -234.0K -2.2K 0.00 42.55 N/A N/A 0 0 2,179 450 2011-03-28 $5.26 $5.00 56.0% 16.1% 40.4% 19.2% 0.0% 0.0% -2.4% 8.0K -224.3K -2.0K 0.00 39.04 N/A N/A 100 0 2,179 450 2011-03-29 $5.30 $5.00 57.1% 16.4% 40.0% 20.0% 57.3% 0.0% -3.2% 8.0K -212.3K -2.1K 0.00 39.04 N/A N/A 142 0 2,229 450 2011-03-30 $5.24 $5.00 57.0% 16.4% 39.9% 19.9% 0.0% 0.0% -3.6% 8.5K -226.5K -2.0K 0.00 41.98 N/A N/A 0 0 2,286 450 2011-03-31 $5.38 $5.00 61.0% 17.5% 41.4% 22.7% 0.0% 0.0% -7.2% 8.4K -241.8K -2.0K 0.00 36.93 N/A N/A 2 0 2,284 450
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