TINY Options History — April 2012 In April 2012, TINY traded between $3.87 and $4.31. ATM implied volatility averaged 55.0%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 22.6% (HV 20d: 32.4%). 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 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2012-04-10 : Highest Volume — 50 contracts2012-04-12 : Largest IV drop — 39.9% change2012-04-11 : Highest IV Rank — 32.7%2012-04-20 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $4.05 $3.87 $4.31 $4.27 $4.03 Max Pain $3.93 $2.50 $5.00 $5.00 $2.50 ATM IV 55.0% 39.4% 82.8% 50.8% 39.4% Expected Move 14.9% 12.5% 20.0% 14.6% 14.2% HV 20d 32.4% 30.0% 34.9% 32.8% 32.1% HV 60d 36.5% 32.3% 39.2% 38.7% 32.5% IV Rank 15.6% 6.0% 32.7% 13.0% 6.0% IV Percentile 39.2% 7.9% 69.4% 38.5% 7.9% Term Structure -10.8% -16.7% -6.7% -9.7% -11.1% Bid-Ask Spread % 167.41 95.16 189.67 96.05 189.67 Gamma HHI 0.97 0.95 0.98 0.98 0.97 Net GEX 3.5K 2.8K 4.5K 4.2K 3.5K Net DEX -70.4K -87.0K -57.8K -81.1K -66.1K Net VEX -467 -545 -400 -519 -428 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 6.25 0 50 6 0 Total OI 818.25 768 857 768 857
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 2012-04-02 $4.27 $5.00 50.8% 14.6% 32.8% 13.0% 0.0% 0.0% 0.0% 4.2K -81.1K -519 0.00 96.05 N/A N/A 6 0 735 33 2012-04-03 $4.31 $5.00 49.7% 14.2% 30.0% 12.4% 0.0% 0.0% 0.0% 4.5K -87.0K -545 0.00 96.90 N/A N/A 20 0 741 33 2012-04-04 $4.17 $5.00 54.3% 15.6% 31.6% 15.2% 0.0% 0.0% 0.0% 3.8K -75.7K -504 0.00 95.65 N/A N/A 0 0 748 33 2012-04-05 $4.13 $5.00 58.6% 16.8% 30.9% 17.9% 0.0% 0.0% -9.7% 3.6K -75.4K -501 0.00 95.16 N/A N/A 0 0 748 33 2012-04-09 $4.06 $0.00 74.3% 12.5% 31.3% 27.5% 0.0% 0.0% -6.7% 3.4K -70.4K -473 0.00 162.29 N/A N/A 6 0 748 33 2012-04-10 $3.99 $0.00 79.5% 14.0% 31.8% 30.7% 0.0% 0.0% -7.4% 3.1K -67.3K -446 0.00 186.59 N/A N/A 50 0 749 33 2012-04-11 $3.98 $0.00 82.8% 14.3% 31.4% 32.7% 0.0% 0.0% -12.0% 3.3K -62.4K -441 0.00 185.78 N/A N/A 1 0 799 33 2012-04-12 $4.00 $0.00 49.8% 14.3% 31.5% 12.4% 0.0% 0.0% -12.2% 3.3K -68.4K -482 0.00 185.96 N/A N/A 1 0 800 33 2012-04-13 $3.92 $0.00 53.2% 15.2% 32.1% 14.5% 0.0% 0.0% -13.3% 3.0K -62.5K -458 0.00 185.78 N/A N/A 0 0 800 33 2012-04-16 $4.00 $0.00 46.5% 13.3% 33.1% 10.4% 0.0% 0.0% -7.7% 3.3K -68.6K -473 0.00 185.96 N/A N/A 0 0 800 33 2012-04-17 $4.08 $0.00 50.7% 14.5% 33.5% 13.0% 0.0% 0.0% -13.7% 3.6K -70.6K -469 0.00 188.82 N/A N/A 2 0 800 33 2012-04-18 $3.99 $0.00 48.3% 13.9% 33.8% 11.5% 0.0% 0.0% -8.6% 3.3K -67.1K -449 0.00 185.60 N/A N/A 0 1 798 33 2012-04-19 $3.93 $0.00 51.2% 14.7% 33.7% 13.3% 0.0% 0.0% -9.6% 3.1K -65.9K -432 0.00 185.96 N/A N/A 0 0 798 32 2012-04-20 $3.95 $0.00 69.9% 20.0% 33.9% 24.8% 0.0% 0.0% -9.9% 3.3K -64.5K -434 0.00 184.20 N/A N/A 3 0 798 32 2012-04-23 $3.87 $0.00 57.2% 16.4% 30.3% 17.0% 0.0% 0.0% -12.4% 2.8K -57.8K -400 0.00 185.96 N/A N/A 7 0 790 32 2012-04-24 $4.00 $0.00 53.4% 15.3% 32.5% 14.7% 0.0% 0.0% -16.7% 3.4K -65.0K -439 0.00 185.96 N/A N/A 2 0 797 32 2012-04-25 $4.13 $0.00 49.5% 14.2% 34.9% 12.2% 0.0% 0.0% -11.1% 4.0K -73.4K -474 0.00 186.60 N/A N/A 16 0 799 32 2012-04-26 $4.14 $2.50 40.3% 0.0% 33.1% 6.6% 0.0% 0.0% 0.0% 4.1K -79.3K -488 0.00 189.67 N/A N/A 10 0 815 32 2012-04-27 $4.13 $2.50 40.5% 0.0% 33.1% 6.7% 0.0% 0.0% 0.0% 4.0K -79.7K -491 0.00 189.67 N/A N/A 0 0 825 32 2012-04-30 $4.03 $2.50 39.4% 0.0% 32.1% 6.0% 0.0% 0.0% 0.0% 3.5K -66.1K -428 0.00 189.67 N/A N/A 0 0 825 32
« Mar 2012 | All History | May 2012 » Home TINY History April 2012