TINY Options History — October 2012 In October 2012, TINY traded between $3.38 and $3.92. ATM implied volatility averaged 79.5%, placing in the 28.8% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 48.8% (HV 20d: 30.7%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2012-10-08 : Highest Volume — 47 contracts2012-10-09 : Largest IV spike — 52.6% change2012-10-09 : Highest IV Rank — 57.4%2012-10-16 : Largest Expected Move — 24.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.66 $3.38 $3.92 $3.79 $3.43 ATM IV 79.5% 55.7% 125.3% 69.6% 83.0% Expected Move 20.8% 13.8% 24.2% 20.0% 23.8% HV 20d 30.7% 24.5% 35.8% 35.3% 24.8% HV 60d 34.6% 30.3% 37.3% 37.3% 30.3% IV Rank 28.8% 14.0% 57.4% 22.7% 31.0% IV Percentile 61.3% 31.3% 93.7% 48.0% 70.6% Term Structure -20.3% -25.2% -13.0% -20.0% -21.6% Bid-Ask Spread % 55.37 14.83 92.40 20.01 14.83 Gamma HHI 0.77 0.50 0.94 0.93 0.52 Net GEX 877 114 1.9K 1.5K 114 Net DEX -5.8K -24.8K 4.4K -16.9K 4.3K Net VEX -116 -274 -13 -220 -13 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 3.667 0 47 0 0 Total OI 611.286 592 631 592 631
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2012-10-01 $3.79 $0.00 69.6% 20.0% 35.3% 22.7% 0.0% 0.0% -20.0% 1.5K -16.9K -220 0.00 20.01 N/A N/A 0 0 543 49 2012-10-02 $3.78 $0.00 71.0% 20.3% 35.2% 23.5% 0.0% 0.0% -21.6% 1.5K -18.6K -232 0.00 20.01 N/A N/A 0 0 543 49 2012-10-03 $3.76 $0.00 76.0% 21.8% 34.5% 26.7% 0.0% 0.0% -23.4% 1.3K -13.5K -200 0.00 19.61 N/A N/A 0 0 543 49 2012-10-04 $3.92 $0.00 72.5% 20.8% 35.8% 24.5% 0.0% 0.0% -22.5% 1.9K -22.3K -255 0.00 19.88 N/A N/A 0 0 543 49 2012-10-05 $3.86 $0.00 71.6% 13.8% 34.6% 23.9% 0.0% 0.0% -13.0% 1.8K -24.8K -274 0.00 92.40 N/A N/A 0 0 543 49 2012-10-08 $3.80 $0.00 82.1% 14.7% 34.9% 30.4% 0.0% 0.0% -14.7% 1.6K -18.4K -225 0.00 92.28 N/A N/A 47 0 543 49 2012-10-09 $3.75 $0.00 125.3% 21.8% 33.3% 57.4% 0.0% 0.0% -19.6% 1.3K -12.4K -181 0.00 92.27 N/A N/A 0 0 552 49 2012-10-10 $3.79 $0.00 95.9% 15.0% 33.4% 39.1% 0.0% 0.0% -25.1% 1.2K -7.1K -143 0.00 92.28 N/A N/A 0 0 552 49 2012-10-11 $3.77 $0.00 55.7% 16.0% 30.9% 14.0% 0.0% 0.0% -16.3% 1.3K -8.7K -144 0.00 92.27 N/A N/A 0 0 552 49 2012-10-12 $3.70 $0.00 77.7% 22.3% 31.3% 27.7% 0.0% 0.0% -14.4% 873 -2.4K -97 0.00 92.21 N/A N/A 0 0 552 49 2012-10-15 $3.71 $0.00 80.4% 23.1% 30.5% 29.4% 0.0% 0.0% -22.6% 776 -814 -75 0.00 92.21 N/A N/A 0 0 552 49 2012-10-16 $3.74 $0.00 84.6% 24.2% 30.0% 32.0% 0.0% 0.0% -24.9% 1.1K -4.6K -108 0.00 92.27 N/A N/A 30 0 552 49 2012-10-17 $3.72 $0.00 82.2% 23.6% 29.7% 30.5% 0.0% 0.0% -23.6% 865 -2.5K -100 0.00 92.21 N/A N/A 0 0 582 49 2012-10-18 $3.65 $0.00 83.6% 24.0% 29.4% 31.4% 0.0% 0.0% -25.2% 500 1.5K -53 0.00 92.26 N/A N/A 0 0 582 49 2012-10-19 $3.55 $0.00 81.8% 23.5% 28.2% 30.3% 0.0% 0.0% -25.1% 260 3.5K -31 0.00 65.48 N/A N/A 0 0 582 49 2012-10-22 $3.47 $0.00 76.0% 21.8% 28.8% 26.7% 0.0% 0.0% -18.4% 162 4.2K -19 0.00 17.34 N/A N/A 0 0 582 49 2012-10-23 $3.41 $0.00 76.4% 21.9% 27.8% 26.9% 0.0% 0.0% -19.6% 134 4.3K -17 0.00 17.55 N/A N/A 0 0 582 49 2012-10-24 $3.38 $0.00 74.5% 21.4% 26.5% 25.7% 0.0% 0.0% -18.4% 130 4.4K -16 0.00 15.79 N/A N/A 0 0 582 49 2012-10-25 $3.40 $0.00 74.4% 21.3% 24.6% 25.7% 0.0% 0.0% -17.6% 132 4.3K -16 0.00 14.83 N/A N/A 0 0 582 49 2012-10-26 $3.41 $0.00 75.0% 21.5% 24.5% 26.1% 0.0% 0.0% -17.5% 133 4.3K -16 0.00 14.83 N/A N/A 0 0 582 49 2012-10-31 $3.43 $0.00 83.0% 23.8% 24.8% 31.0% 0.0% 0.0% -21.6% 114 4.3K -13 0.00 14.83 N/A N/A 0 0 582 49
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