TINY Options History — September 2012 In September 2012, TINY traded between $3.63 and $4.05. ATM implied volatility averaged 71.9%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 18.1%. IV traded above realized volatility by 37.1% (HV 20d: 34.7%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.10.
Notable Days 2012-09-24 : Highest Volume — 74 contracts2012-09-07 : Largest IV spike — 80.7% change2012-09-10 : Highest IV Rank — 54.3%2012-09-05 : Largest Expected Move — 30.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.86 $3.63 $4.05 $3.63 $3.79 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 71.9% 48.7% 120.4% 96.4% 60.0% Expected Move 18.1% 14.0% 30.2% 27.6% 17.2% HV 20d 34.7% 30.4% 38.6% 30.4% 37.4% HV 60d 41.4% 37.1% 48.1% 48.1% 37.3% IV Rank 24.1% 9.6% 54.3% 39.4% 16.7% IV Percentile 48.2% 15.5% 92.1% 81.3% 39.3% Term Structure -21.9% -40.0% -0.9% -25.9% -16.6% Bid-Ask Spread % 71.27 16.85 196.47 16.89 20.07 Gamma HHI 0.94 0.88 0.97 0.88 0.92 Net GEX 1.4K 458 1.9K 458 1.3K Net DEX -4.2K -39.8K 19.1K 19.1K -13.4K Net VEX -213 -378 -74 -74 -206 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.10 0.00 0.67 0.00 0.00 Total Volume 8.947 0 74 0 0 Total OI 813.105 541 924 878 592
Daily Data (19 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 2012-09-04 $3.63 $5.00 96.4% 27.6% 30.4% 39.4% 0.0% 0.0% -25.9% 458 19.1K -74 0.00 16.89 N/A N/A 0 0 792 86 2012-09-05 $3.71 $5.00 105.3% 30.2% 31.4% 44.9% 0.0% 0.0% -40.0% 775 15.8K -114 0.00 16.85 N/A N/A 0 0 792 86 2012-09-06 $3.83 $5.00 61.4% 17.6% 32.4% 17.6% 0.0% 0.0% -0.9% 1.3K 7.0K -186 0.00 16.99 N/A N/A 24 0 792 86 2012-09-07 $3.72 $0.00 110.9% 20.0% 34.0% 48.4% 0.0% 0.0% -17.5% 833 13.6K -126 0.00 112.02 N/A N/A 0 0 802 86 2012-09-10 $3.68 $0.00 120.4% 21.5% 32.7% 54.3% 0.0% 0.0% -27.3% 596 17.4K -98 0.00 112.02 N/A N/A 0 0 802 86 2012-09-11 $3.80 $0.00 92.1% 14.9% 34.2% 36.7% 0.0% 0.0% -24.8% 1.2K 8.6K -167 0.00 112.02 N/A N/A 0 0 802 86 2012-09-12 $3.83 $0.00 92.2% 15.4% 34.1% 36.8% 0.0% 0.0% -25.0% 1.3K 6.7K -186 0.00 112.02 N/A N/A 0 0 802 86 2012-09-13 $3.96 $0.00 48.8% 14.0% 35.8% 9.7% 0.0% 0.0% -23.7% 1.7K -716 -252 0.00 112.31 N/A N/A 5 0 802 86 2012-09-14 $3.92 $0.00 51.4% 14.7% 33.8% 11.3% 0.0% 0.0% -24.8% 1.6K 359 -238 0.00 112.17 N/A N/A 17 0 807 86 2012-09-17 $3.99 $0.00 92.8% 26.6% 34.2% 37.1% 0.0% 0.0% -25.6% 1.6K -39.8K -378 0.00 196.47 N/A N/A 0 0 824 86 2012-09-18 $4.05 $0.00 48.7% 14.0% 33.9% 9.6% 0.0% 0.0% -25.3% 1.9K -10.9K -274 0.00 83.64 N/A N/A 0 6 824 86 2012-09-19 $3.99 $0.00 50.9% 14.6% 34.4% 11.0% 0.0% 0.0% -27.0% 1.8K -8.2K -266 0.00 83.33 N/A N/A 14 0 824 86 2012-09-20 $3.90 $0.00 55.6% 15.9% 35.4% 14.0% 0.0% 0.0% -29.3% 1.6K -8.4K -258 0.00 82.90 N/A N/A 0 0 838 86 2012-09-21 $4.01 $0.00 53.3% 15.3% 36.1% 12.5% 0.0% 0.0% -28.2% 1.8K -10.7K -264 0.67 83.33 N/A N/A 15 10 838 86 2012-09-24 $3.99 $0.00 52.0% 14.9% 35.6% 11.7% 0.0% 0.0% -11.3% 1.9K -23.4K -266 0.00 20.67 N/A N/A 74 0 492 49 2012-09-25 $3.87 $0.00 56.0% 16.0% 37.0% 14.2% 0.0% 0.0% -13.1% 1.7K -25.1K -271 0.00 20.20 N/A N/A 5 0 538 49 2012-09-26 $3.76 $0.00 60.5% 17.3% 38.6% 17.0% 0.0% 0.0% -15.1% 1.2K -11.3K -191 0.00 20.01 N/A N/A 0 0 543 49 2012-09-27 $3.85 $0.00 57.3% 16.4% 38.5% 15.0% 0.0% 0.0% -15.0% 1.6K -17.4K -224 0.00 20.20 N/A N/A 0 0 543 49 2012-09-28 $3.79 $0.00 60.0% 17.2% 37.4% 16.7% 0.0% 0.0% -16.6% 1.3K -13.4K -206 0.00 20.07 N/A N/A 0 0 543 49
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