TINY Options History — February 2012 In February 2012, TINY traded between $4.11 and $4.60. ATM implied volatility averaged 51.1%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 6.6% (HV 20d: 44.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2012-02-29 : Highest Volume — 45 contracts2012-02-24 : Largest IV spike — 109.4% change2012-02-24 : Highest IV Rank — 46.8%2012-02-24 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.33 $4.11 $4.60 $4.41 $4.30 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 51.1% 33.2% 105.6% 50.5% 55.0% Expected Move 13.3% 9.4% 30.3% 14.5% 15.8% HV 20d 44.5% 30.7% 51.3% 46.1% 30.7% HV 60d 45.9% 42.3% 49.8% 49.8% 42.3% IV Rank 13.3% 2.2% 46.8% 12.9% 15.6% IV Percentile 30.1% 1.2% 89.3% 34.5% 45.6% Term Structure 4.5% -13.3% 26.3% -13.3% -13.3% VWIV 54.9% 23.6% 93.9% 23.6% 43.1% Bid-Ask Spread % 77.54 51.26 136.96 90.60 81.87 Gamma HHI 0.92 0.89 0.94 0.91 0.94 Net GEX 1.8K 1.5K 2.9K 1.5K 2.1K Net DEX -58.4K -99.4K -37.6K -77.7K -43.6K Net VEX -680 -782 -616 -738 -638 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 6.4 0 45 0 45 Total OI 911.2 868 937 868 934
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 2012-02-01 $4.41 $5.00 50.5% 14.5% 46.1% 12.9% 0.0% 0.0% -13.3% 1.5K -77.7K -738 0.00 90.60 N/A N/A 0 0 703 165 2012-02-02 $4.47 $5.00 50.0% 14.3% 45.8% 12.5% 0.0% 0.0% -13.3% 1.5K -82.3K -740 0.00 92.86 N/A N/A 0 0 703 165 2012-02-03 $4.60 $5.00 47.1% 9.8% 45.0% 10.8% 23.6% 0.0% 26.3% 1.7K -99.4K -782 0.00 84.10 N/A N/A 22 0 703 165 2012-02-06 $4.57 $5.00 56.1% 9.4% 45.4% 16.3% 93.9% 0.0% 21.9% 1.7K -85.6K -747 0.00 83.53 N/A N/A 3 0 715 165 2012-02-07 $4.56 $5.00 58.3% 9.5% 44.2% 17.7% 0.0% 0.0% 22.9% 1.7K -88.4K -747 0.00 83.84 N/A N/A 0 0 718 165 2012-02-08 $4.39 $5.00 70.1% 10.3% 47.6% 24.9% 0.0% 0.0% 13.5% 2.0K -63.0K -670 0.00 80.15 N/A N/A 0 0 718 165 2012-02-09 $4.35 $5.00 38.2% 10.9% 48.1% 5.3% 87.3% 0.0% 15.0% 1.9K -70.0K -686 0.00 57.84 N/A N/A 4 0 718 165 2012-02-10 $4.19 $5.00 40.8% 11.7% 49.3% 6.9% 0.0% 0.0% 12.0% 1.8K -61.5K -647 0.00 56.49 N/A N/A 0 25 722 165 2012-02-13 $4.20 $5.00 33.2% 9.5% 49.3% 2.2% 26.5% 0.0% 8.2% 1.9K -46.9K -651 0.00 51.26 N/A N/A 0 22 722 190 2012-02-14 $4.16 $5.00 42.5% 12.2% 49.5% 8.0% 43.1% 0.0% 6.6% 1.7K -41.7K -668 0.00 53.72 N/A N/A 0 3 722 212 2012-02-15 $4.11 $5.00 44.9% 12.9% 49.3% 9.4% 0.0% 0.0% 5.5% 1.6K -39.4K -659 0.00 54.67 N/A N/A 0 0 722 215 2012-02-16 $4.30 $5.00 44.2% 12.7% 51.3% 9.0% 0.0% 0.0% 11.2% 1.6K -53.2K -697 0.00 56.48 N/A N/A 0 0 722 215 2012-02-17 $4.28 $5.00 41.7% 11.9% 50.1% 7.4% 0.0% 0.0% 10.1% 1.6K -51.1K -695 0.00 81.12 N/A N/A 0 0 722 215 2012-02-21 $4.21 $5.00 46.2% 13.2% 47.2% 10.2% 0.0% 0.0% 0.0% 1.6K -43.5K -649 0.00 79.55 N/A N/A 0 0 722 214 2012-02-22 $4.23 $5.00 47.7% 13.7% 44.3% 11.2% 0.0% 0.0% -4.3% 1.7K -42.6K -641 0.00 80.49 N/A N/A 0 0 722 214 2012-02-23 $4.30 $5.00 50.4% 14.5% 42.1% 12.8% 0.0% 0.0% -4.2% 1.7K -45.9K -664 0.00 81.84 N/A N/A 0 0 722 214 2012-02-24 $4.27 $5.00 105.6% 30.3% 36.2% 46.8% 0.0% 0.0% -5.2% 2.9K -53.6K -643 0.00 136.96 N/A N/A 0 0 722 214 2012-02-27 $4.32 $5.00 49.0% 14.0% 35.7% 11.9% 0.0% 0.0% -6.9% 1.8K -40.6K -624 0.00 80.63 N/A N/A 3 0 722 214 2012-02-28 $4.34 $5.00 50.9% 14.6% 33.4% 13.1% 0.0% 0.0% -7.6% 2.0K -37.6K -616 0.00 82.69 N/A N/A 0 1 719 214 2012-02-29 $4.30 $5.00 55.0% 15.8% 30.7% 15.6% 0.0% 0.0% -13.3% 2.1K -43.6K -638 0.00 81.87 N/A N/A 45 0 719 215
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