TINY Options History — October 2011 In October 2011, TINY traded between $3.31 and $4.13. ATM implied volatility averaged 89.6%, placing in the 40.8% IV rank vs the trailing year. The 30-day expected move averaged 22.8%. IV traded above realized volatility by 19.2% (HV 20d: 70.4%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2011-10-24 : Highest Volume — 90 contracts2011-10-25 : Largest IV spike — 55.0% change2011-10-11 : Highest IV Rank — 69.1%2011-10-06 : Largest Expected Move — 30.7%Monthly Statistics Metric Avg Min Max Open Close Price $3.71 $3.31 $4.13 $3.31 $3.93 Max Pain $2.98 $2.50 $5.00 $5.00 $2.50 ATM IV 89.6% 59.0% 131.6% 101.5% 71.1% Expected Move 22.8% 16.9% 30.7% 29.1% 20.4% HV 20d 70.4% 54.6% 84.8% 54.6% 79.5% HV 60d 63.5% 57.0% 71.3% 57.0% 69.5% IV Rank 40.8% 19.9% 69.1% 48.9% 28.0% IV Percentile 88.6% 71.8% 99.2% 96.4% 82.1% Term Structure -17.6% -33.9% 7.7% -31.4% -21.4% Bid-Ask Spread % 110.41 109.56 112.16 112.16 110.99 Gamma HHI 0.62 0.50 0.73 0.53 0.65 Net GEX -416 -829 -94 -94 -541 Net DEX 139.5K 80.6K 161.6K 157.7K 120.8K Net VEX -283 -622 -54 -92 -445 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 6.857 0 90 1 0 Total OI 1,294.476 1,267 1,359 1,268 1,357
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 2011-10-03 $3.31 $5.00 101.5% 29.1% 54.6% 48.9% 0.0% 0.0% -31.4% -94 157.7K -92 0.00 112.16 N/A N/A 0 1 726 542 2011-10-04 $3.52 $5.00 99.9% 28.6% 60.0% 47.7% 0.0% 0.0% -33.9% -254 154.1K -157 0.00 110.49 N/A N/A 0 0 726 542 2011-10-05 $3.53 $5.00 101.8% 29.2% 59.2% 49.0% 0.0% 0.0% -26.5% -255 153.7K -163 0.00 109.69 N/A N/A 0 0 726 542 2011-10-06 $3.58 $5.00 107.1% 30.7% 58.7% 52.6% 0.0% 0.0% -29.3% -304 155.1K -172 0.00 110.38 N/A N/A 0 0 726 542 2011-10-07 $3.35 $2.50 111.0% 18.8% 62.0% 55.2% 0.0% 0.0% 3.3% -117 161.6K -54 0.00 110.50 N/A N/A 5 0 726 542 2011-10-10 $3.52 $2.50 122.3% 19.2% 65.0% 62.8% 0.0% 0.0% -0.9% -252 152.5K -158 0.00 109.56 N/A N/A 0 0 731 542 2011-10-11 $3.63 $2.50 131.6% 21.4% 65.1% 69.1% 0.0% 0.0% -10.5% -357 155.4K -185 0.00 110.15 N/A N/A 2 0 731 542 2011-10-12 $3.82 $2.50 109.7% 17.0% 66.7% 54.4% 0.0% 0.0% -23.2% -387 80.6K -622 0.00 110.22 N/A N/A 0 0 733 542 2011-10-13 $3.74 $2.50 83.1% 23.8% 67.0% 36.4% 0.0% 0.0% -11.6% -532 154.7K -224 0.00 110.16 N/A N/A 30 0 733 542 2011-10-14 $3.88 $2.50 59.2% 17.0% 68.5% 20.4% 0.0% 0.0% -23.4% -829 134.3K -388 0.00 109.59 N/A N/A 0 0 743 542 2011-10-17 $3.63 $2.50 85.8% 24.6% 72.0% 38.3% 0.0% 0.0% -16.6% -337 155.5K -168 0.00 110.70 N/A N/A 0 0 743 542 2011-10-18 $3.85 $2.50 62.1% 17.8% 74.9% 22.4% 0.0% 0.0% -26.1% -573 99.8K -526 0.00 110.27 N/A N/A 10 0 743 542 2011-10-19 $3.71 $2.50 88.1% 25.3% 74.2% 39.8% 0.0% 0.0% -17.0% -462 156.7K -210 0.00 110.92 N/A N/A 0 0 737 542 2011-10-20 $3.71 $2.50 84.4% 24.2% 73.3% 37.3% 0.0% 0.0% -7.4% -493 157.3K -198 0.00 110.32 N/A N/A 0 0 737 542 2011-10-21 $3.74 $2.50 88.8% 25.5% 73.3% 40.3% 0.0% 0.0% -17.0% -532 155.8K -222 0.00 110.16 N/A N/A 2 0 737 542 2011-10-24 $3.94 $2.50 61.1% 17.5% 75.2% 21.6% 0.0% 0.0% 7.7% -578 108.9K -456 0.00 109.85 N/A N/A 90 0 725 542 2011-10-25 $3.61 $2.50 94.7% 27.1% 81.5% 44.2% 0.0% 0.0% -22.0% -239 156.5K -174 0.00 110.92 N/A N/A 2 0 815 542 2011-10-26 $3.72 $2.50 99.4% 28.5% 79.3% 47.1% 0.0% 0.0% -31.2% -358 148.3K -277 0.00 110.36 N/A N/A 0 0 817 542 2011-10-27 $4.13 $2.50 59.7% 17.1% 84.8% 20.4% 0.0% 0.0% -14.4% -630 101.4K -545 0.00 110.35 N/A N/A 2 0 817 542 2011-10-28 $4.06 $2.50 59.0% 16.9% 83.1% 19.9% 0.0% 0.0% -16.2% -621 109.8K -505 0.00 110.93 N/A N/A 0 0 815 542 2011-10-31 $3.93 $2.50 71.1% 20.4% 79.5% 28.0% 0.0% 0.0% -21.4% -541 120.8K -445 0.00 110.99 N/A N/A 0 0 815 542
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