TINY Options History — March 2012 In March 2012, TINY traded between $3.90 and $4.54. ATM implied volatility averaged 63.8%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 31.5% (HV 20d: 32.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.13.
Notable Days 2012-03-07 : Highest Volume — 50 contracts2012-03-15 : Largest IV drop — 67.2% change2012-03-14 : Highest IV Rank — 62.7%2012-03-02 : Largest Expected Move — 19.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.22 $3.90 $4.54 $4.28 $4.15 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 63.8% 33.7% 131.5% 56.1% 50.6% Expected Move 12.4% 9.6% 19.3% 16.1% 14.5% HV 20d 32.3% 28.3% 36.0% 30.7% 31.6% HV 60d 40.4% 37.9% 43.7% 42.1% 38.6% IV Rank 21.1% 2.5% 62.7% 16.3% 12.9% IV Percentile 40.0% 1.6% 95.6% 48.8% 38.1% Term Structure -5.8% -24.7% 7.7% -14.9% -0.4% VWIV 27.4% 27.4% 27.4% 27.4% 27.4% Bid-Ask Spread % 100.24 55.90 113.02 58.83 95.16 Gamma HHI 0.97 0.94 0.98 0.94 0.97 Net GEX 3.5K 2.1K 4.7K 2.1K 3.6K Net DEX -64.3K -126.6K -17.4K -37.8K -73.3K Net VEX -518 -647 -440 -636 -486 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 1.67 1.67 0.00 Total Volume 12.409 0 50 0 2 Total OI 817.455 682 944 944 770
Daily Data (22 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 2012-03-01 $4.28 $5.00 56.1% 16.1% 30.7% 16.3% 0.0% 0.0% -14.9% 2.1K -37.8K -636 0.00 58.83 N/A N/A 0 0 729 215 2012-03-02 $4.07 $5.00 67.3% 19.3% 34.7% 23.2% 0.0% 0.0% -24.7% 2.6K -17.4K -528 1.67 55.90 N/A N/A 15 25 729 215 2012-03-05 $4.03 $0.00 78.5% 12.1% 32.4% 30.1% 0.0% 0.0% 5.2% 2.6K -50.6K -492 0.00 111.24 N/A N/A 0 0 744 120 2012-03-06 $3.90 $0.00 91.8% 13.7% 33.7% 38.3% 0.0% 0.0% 4.7% 2.3K -52.1K -493 0.00 111.63 N/A N/A 0 0 744 120 2012-03-07 $4.01 $0.00 90.6% 13.0% 36.0% 37.5% 0.0% 0.0% 7.7% 2.5K -61.3K -533 0.00 111.93 N/A N/A 50 0 744 120 2012-03-08 $4.10 $0.00 82.2% 12.2% 35.3% 32.4% 0.0% 0.0% 4.8% 2.8K -56.1K -543 0.00 112.31 N/A N/A 0 0 775 120 2012-03-09 $4.14 $0.00 89.8% 12.6% 35.6% 37.1% 0.0% 0.0% 4.0% 3.0K -57.4K -546 0.00 112.28 N/A N/A 0 0 775 120 2012-03-12 $4.15 $0.00 114.2% 12.4% 33.1% 52.1% 0.0% 0.0% -12.0% 3.3K -38.6K -452 0.00 112.64 N/A N/A 12 0 775 120 2012-03-13 $4.20 $0.00 122.9% 12.1% 33.4% 57.4% 0.0% 0.0% -11.9% 3.5K -39.3K -456 0.00 112.94 N/A N/A 7 0 775 120 2012-03-14 $4.20 $0.00 131.5% 12.2% 33.2% 62.7% 0.0% 0.0% -12.3% 3.5K -39.3K -468 0.00 113.02 N/A N/A 21 0 775 120 2012-03-15 $4.20 $0.00 43.2% 12.4% 32.8% 8.4% 0.0% 0.0% -12.7% 3.3K -48.1K -503 0.00 112.94 N/A N/A 17 0 765 120 2012-03-16 $4.16 $0.00 45.6% 13.1% 28.6% 9.9% 0.0% 0.0% -13.5% 3.3K -27.6K -440 0.00 112.64 N/A N/A 30 0 756 120 2012-03-19 $4.22 $0.00 36.6% 10.5% 29.1% 4.3% 0.0% 0.0% 0.0% 3.5K -72.9K -479 0.00 95.62 N/A N/A 4 0 652 30 2012-03-20 $4.27 $0.00 39.1% 11.2% 28.8% 5.9% 0.0% 0.0% 0.0% 3.9K -69.6K -455 0.00 96.28 N/A N/A 0 0 656 30 2012-03-21 $4.31 $0.00 37.9% 10.9% 28.9% 5.1% 0.0% 0.0% 0.0% 4.1K -72.9K -476 0.00 96.90 N/A N/A 0 0 656 30 2012-03-22 $4.30 $0.00 38.3% 11.0% 28.3% 5.4% 0.0% 0.0% -0.4% 4.0K -74.9K -453 0.00 96.90 N/A N/A 50 0 656 30 2012-03-23 $4.47 $0.00 36.8% 10.5% 31.3% 4.4% 27.4% 0.0% 0.0% 4.4K -113.6K -615 0.00 98.02 N/A N/A 14 0 706 30 2012-03-26 $4.54 $5.00 34.6% 9.9% 31.5% 3.1% 0.0% 0.0% 0.0% 4.7K -126.6K -647 0.00 97.76 N/A N/A 0 3 718 30 2012-03-27 $4.46 $5.00 33.7% 9.6% 32.3% 2.5% 0.0% 0.0% 0.0% 4.6K -113.0K -625 0.00 97.73 N/A N/A 2 0 718 33 2012-03-28 $4.31 $5.00 43.0% 12.3% 34.5% 8.3% 0.0% 0.0% 0.0% 4.4K -85.0K -533 0.00 96.90 N/A N/A 21 0 720 33 2012-03-29 $4.29 $5.00 40.1% 11.5% 34.5% 6.5% 0.0% 0.0% 0.0% 4.3K -86.6K -530 0.00 95.82 N/A N/A 0 0 737 33 2012-03-30 $4.15 $5.00 50.6% 14.5% 31.6% 12.9% 0.0% 0.0% 0.0% 3.6K -73.3K -486 0.00 95.16 N/A N/A 2 0 737 33
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