TINY Options History — November 2012

In November 2012, TINY traded between $3.06 and $3.49. ATM implied volatility averaged 93.1%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 60.8% (HV 20d: 32.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2012-11-26: Highest Volume — 90 contracts
2012-11-15: Largest IV drop — 67.2% change
2012-11-14: Highest IV Rank — 90.7%
2012-11-02: Largest Expected Move — 27.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.26	$3.06	$3.49	$3.49	$3.24
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	93.1%	54.1%	178.8%	94.8%	54.1%
Expected Move	18.9%	15.5%	27.6%	27.2%	15.5%
HV 20d	32.3%	23.2%	38.7%	26.0%	38.0%
HV 60d	32.7%	30.5%	34.4%	30.5%	33.2%
IV Rank	37.3%	13.0%	90.7%	38.4%	13.0%
IV Percentile	66.0%	28.6%	99.2%	82.5%	28.6%
Term Structure	-10.2%	-35.2%	19.2%	-31.0%	19.2%
Bid-Ask Spread %	41.22	15.20	89.80	16.48	15.20
Gamma HHI	0.74	0.50	0.94	0.52	0.87
Net GEX	117	76	203	163	96
Net DEX	6.1K	4.1K	8.6K	4.1K	7.6K
Net VEX	-17	-34	-9	-18	-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	5.429	0	90	0	0
Total OI	654.381	631	733	631	730

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
2012-11-01	$3.49	$0.00	94.8%	27.2%	26.0%	38.4%	0.0%	0.0%	-31.0%	163	4.1K	-18	16.48	N/A	N/A	0	0	582	49
2012-11-02	$3.36	$0.00	96.2%	27.6%	28.7%	39.3%	0.0%	0.0%	-35.2%	110	4.4K	-13	17.90	N/A	N/A	0	0	582	49
2012-11-05	$3.39	$5.00	104.1%	17.4%	23.4%	44.2%	0.0%	0.0%	-9.7%	119	4.4K	-14	64.74	N/A	N/A	0	0	582	49
2012-11-06	$3.38	$5.00	110.0%	17.8%	23.2%	47.9%	0.0%	0.0%	-10.8%	118	4.4K	-14	61.67	N/A	N/A	0	0	582	49
2012-11-07	$3.23	$5.00	106.2%	16.7%	26.9%	45.5%	0.0%	0.0%	5.9%	203	4.5K	-33	65.29	N/A	N/A	0	0	582	49
2012-11-08	$3.16	$5.00	110.7%	16.6%	27.3%	48.3%	0.0%	0.0%	7.1%	200	4.7K	-34	63.81	N/A	N/A	0	0	582	49
2012-11-09	$3.25	$5.00	116.0%	16.8%	29.5%	51.6%	0.0%	0.0%	-9.2%	105	4.6K	-13	89.80	N/A	N/A	0	0	582	49
2012-11-12	$3.22	$5.00	156.7%	17.8%	29.5%	77.0%	0.0%	0.0%	-17.0%	103	4.6K	-12	63.91	N/A	N/A	0	0	582	49
2012-11-13	$3.16	$5.00	166.0%	17.7%	29.5%	82.8%	0.0%	0.0%	-17.6%	108	4.7K	-13	64.92	N/A	N/A	0	0	582	49
2012-11-14	$3.06	$5.00	178.8%	16.8%	30.4%	90.7%	0.0%	0.0%	-12.2%	123	4.9K	-15	65.52	N/A	N/A	0	0	582	49
2012-11-15	$3.08	$5.00	58.6%	16.8%	30.3%	15.8%	0.0%	0.0%	6.5%	173	5.1K	-29	65.61	N/A	N/A	4	0	582	49
2012-11-16	$3.08	$5.00	59.4%	17.0%	30.5%	16.3%	0.0%	0.0%	-12.1%	123	4.8K	-15	66.06	N/A	N/A	0	20	586	49
2012-11-19	$3.26	$5.00	61.5%	17.6%	38.2%	17.6%	0.0%	0.0%	-9.1%	83	8.5K	-14	17.94	N/A	N/A	0	0	586	62
2012-11-20	$3.30	$5.00	64.8%	18.6%	37.8%	19.7%	0.0%	0.0%	-10.6%	92	8.5K	-18	17.20	N/A	N/A	0	0	586	62
2012-11-21	$3.37	$5.00	66.3%	19.0%	38.0%	20.6%	0.0%	0.0%	-10.5%	89	8.4K	-18	17.06	N/A	N/A	0	0	586	62
2012-11-23	$3.37	$5.00	68.5%	19.6%	37.6%	22.0%	0.0%	0.0%	-11.7%	76	8.6K	-9	17.06	N/A	N/A	0	0	586	62
2012-11-26	$3.32	$5.00	70.5%	20.2%	37.8%	23.2%	0.0%	0.0%	-13.4%	87	8.5K	-15	18.25	N/A	N/A	90	0	586	62
2012-11-27	$3.26	$5.00	70.6%	20.2%	38.2%	23.3%	0.0%	0.0%	-14.4%	93	8.3K	-19	18.76	N/A	N/A	0	0	671	62
2012-11-28	$3.20	$5.00	70.7%	20.3%	38.6%	23.4%	0.0%	0.0%	-15.3%	90	7.6K	-23	19.16	N/A	N/A	0	0	671	62
2012-11-29	$3.23	$5.00	70.0%	20.1%	38.7%	22.9%	0.0%	0.0%	-14.1%	96	7.5K	-14	19.29	N/A	N/A	0	0	671	59
2012-11-30	$3.24	$5.00	54.1%	15.5%	38.0%	13.0%	0.0%	0.0%	19.2%	96	7.6K	-13	15.20	N/A	N/A	0	0	671	59