TINY Options History — June 2012

In June 2012, TINY traded between $3.22 and $3.83. ATM implied volatility averaged 69.7%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded below realized volatility by 1.8% (HV 20d: 71.5%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2012-06-08: Highest Volume — 170 contracts
2012-06-29: Largest IV drop — 33.6% change
2012-06-05: Highest IV Rank — 35.1%
2012-06-15: Largest Expected Move — 23.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.57	$3.22	$3.83	$3.27	$3.80
Max Pain	$4.84	$2.50	$5.00	$2.50	$5.00
ATM IV	69.7%	45.2%	88.5%	78.3%	45.2%
Expected Move	19.5%	13.0%	23.2%	22.4%	13.0%
HV 20d	71.5%	52.1%	81.0%	54.1%	74.4%
HV 60d	50.4%	40.1%	56.3%	40.5%	56.3%
IV Rank	23.3%	7.9%	35.1%	28.7%	7.9%
IV Percentile	54.7%	11.1%	74.6%	62.7%	11.1%
Term Structure	-10.0%	-44.1%	15.9%	-44.1%	3.5%
VWIV	53.3%	43.9%	62.7%	43.9%	62.7%
Bid-Ask Spread %	146.35	85.08	200.00	200.00	195.40
Gamma HHI	0.96	0.77	1.00	0.82	1.00
Net GEX	643	199	1.9K	268	1.3K
Net DEX	-8.8K	-24.6K	6.6K	-9.6K	-9.0K
Net VEX	-106	-259	-34	-45	-183
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	12	0	170	0	1
Total OI	848.857	596	1,133	970	661

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2012-06-01	$3.27	$2.50	78.3%	22.4%	54.1%	28.7%	0.0%	0.0%	-44.1%	268	-9.6K	-45	200.00	N/A	N/A	0	0	935	35
2012-06-04	$3.23	$0.00	85.3%	17.4%	54.0%	33.1%	0.0%	0.0%	-12.1%	224	-8.9K	-36	116.08	N/A	N/A	0	0	935	35
2012-06-05	$3.22	$0.00	88.5%	17.7%	52.1%	35.1%	0.0%	0.0%	-27.4%	199	-8.8K	-34	116.08	N/A	N/A	4	0	935	35
2012-06-06	$3.60	$0.00	71.1%	20.4%	67.2%	24.1%	0.0%	0.0%	-20.2%	695	-21.7K	-145	113.92	N/A	N/A	0	0	931	35
2012-06-07	$3.55	$0.00	70.6%	20.2%	67.3%	23.8%	0.0%	0.0%	-20.3%	558	-20.6K	-141	114.07	N/A	N/A	3	0	931	35
2012-06-08	$3.66	$0.00	73.5%	21.1%	68.2%	25.6%	43.9%	0.0%	-21.2%	864	-24.6K	-178	85.08	N/A	N/A	170	0	928	35
2012-06-11	$3.38	$5.00	70.6%	20.2%	73.6%	23.8%	0.0%	0.0%	-22.3%	284	-8.4K	-52	86.46	N/A	N/A	0	0	1,098	35
2012-06-12	$3.52	$5.00	76.6%	22.0%	73.9%	27.6%	0.0%	0.0%	-25.1%	355	-7.9K	-43	85.43	N/A	N/A	3	0	1,098	35
2012-06-13	$3.44	$5.00	73.5%	21.1%	74.1%	25.7%	0.0%	0.0%	-23.6%	320	-7.7K	-53	86.04	N/A	N/A	0	0	1,095	35
2012-06-14	$3.47	$5.00	72.8%	20.9%	73.2%	25.2%	0.0%	0.0%	-17.5%	283	-6.7K	-40	86.04	N/A	N/A	0	0	1,095	35
2012-06-15	$3.65	$5.00	80.9%	23.2%	74.9%	30.3%	62.7%	0.0%	-26.9%	744	-19.6K	-143	85.08	N/A	N/A	0	5	1,095	35
2012-06-18	$3.57	$5.00	59.0%	0.0%	74.8%	16.6%	0.0%	0.0%	4.5%	341	6.6K	-48	197.31	N/A	N/A	5	0	568	28
2012-06-19	$3.83	$5.00	63.6%	18.2%	78.3%	19.4%	0.0%	0.0%	-2.0%	1.9K	-23.5K	-259	143.54	N/A	N/A	21	0	573	28
2012-06-20	$3.76	$5.00	59.9%	17.2%	72.7%	17.1%	0.0%	0.0%	-2.7%	1.1K	-9.4K	-189	194.35	N/A	N/A	0	0	593	28
2012-06-21	$3.62	$5.00	65.2%	0.0%	74.7%	20.5%	0.0%	0.0%	13.4%	495	5.1K	-66	194.49	N/A	N/A	0	0	593	28
2012-06-22	$3.83	$5.00	60.6%	17.4%	76.6%	17.6%	0.0%	0.0%	-3.1%	1.2K	-15.4K	-217	194.21	N/A	N/A	40	0	593	28
2012-06-25	$3.59	$5.00	65.4%	0.0%	81.0%	20.6%	0.0%	0.0%	7.1%	426	5.9K	-58	194.21	N/A	N/A	0	0	633	28
2012-06-26	$3.60	$5.00	65.5%	0.0%	79.1%	20.7%	0.0%	0.0%	5.7%	478	5.5K	-61	194.21	N/A	N/A	0	0	633	28
2012-06-27	$3.73	$5.00	70.7%	0.0%	79.1%	23.9%	0.0%	0.0%	15.9%	837	2.1K	-96	194.03	N/A	N/A	0	0	633	28
2012-06-28	$3.65	$5.00	68.0%	0.0%	78.9%	22.2%	0.0%	0.0%	7.5%	672	-7.4K	-147	197.31	N/A	N/A	0	0	633	28
2012-06-29	$3.80	$5.00	45.2%	13.0%	74.4%	7.9%	0.0%	0.0%	3.5%	1.3K	-9.0K	-183	195.40	N/A	N/A	0	1	633	28