TINY Options History — December 2012 In December 2012, TINY traded between $3.14 and $3.50. ATM implied volatility averaged 77.9%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 46.6% (HV 20d: 31.4%). Max pain ranged from $5.00 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 2012-12-05 : Highest Volume — 50 contracts2012-12-13 : Largest IV drop — 44.1% change2012-12-12 : Highest IV Rank — 48.2%2012-12-06 : Largest Expected Move — 24.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.29 $3.14 $3.50 $3.25 $3.30 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 77.9% 61.8% 110.5% 75.3% 84.1% Expected Move 20.3% 16.5% 24.6% 21.6% 24.1% HV 20d 31.4% 28.4% 35.9% 35.9% 29.4% HV 60d 31.6% 30.9% 32.9% 32.9% 31.2% IV Rank 27.9% 17.8% 48.2% 26.2% 31.7% IV Percentile 63.4% 42.5% 90.5% 58.7% 78.2% Term Structure -15.0% -25.5% -3.8% -16.6% -22.8% Bid-Ask Spread % 55.37 19.16 86.51 19.29 22.61 Gamma HHI 0.66 0.50 0.99 0.85 0.50 Net GEX 225 88 634 97 113 Net DEX 319 -10.3K 7.7K 6.8K -7.7K Net VEX -45 -167 -10 -21 -11 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 12.55 0 50 0 0 Total OI 780.35 521 980 730 522
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 2012-12-03 $3.25 $5.00 75.3% 21.6% 35.9% 26.2% 0.0% 0.0% -16.6% 97 6.8K -21 0.00 19.29 N/A N/A 0 0 671 59 2012-12-04 $3.22 $5.00 80.0% 22.9% 35.7% 29.2% 0.0% 0.0% -21.0% 88 7.5K -12 0.00 19.29 N/A N/A 0 0 671 59 2012-12-05 $3.19 $5.00 71.2% 20.4% 35.8% 23.7% 0.0% 0.0% -19.7% 105 7.7K -14 0.00 20.01 N/A N/A 50 0 671 59 2012-12-06 $3.21 $5.00 85.7% 24.6% 32.2% 32.7% 0.0% 0.0% -25.5% 106 7.6K -11 0.00 19.16 N/A N/A 0 0 721 59 2012-12-07 $3.18 $0.00 84.0% 16.6% 31.4% 31.6% 0.0% 0.0% -3.8% 151 7.2K -21 0.00 86.51 N/A N/A 50 0 721 59 2012-12-10 $3.14 $0.00 89.8% 16.5% 29.9% 35.3% 0.0% 0.0% -3.9% 212 6.4K -35 0.00 84.42 N/A N/A 50 0 771 59 2012-12-11 $3.28 $0.00 94.9% 17.1% 33.8% 38.4% 0.0% 0.0% -7.9% 410 -5.6K -128 0.00 82.25 N/A N/A 0 0 821 59 2012-12-12 $3.27 $0.00 110.5% 17.5% 33.0% 48.2% 0.0% 0.0% -9.0% 412 -3.8K -117 0.00 83.13 N/A N/A 0 0 821 59 2012-12-13 $3.19 $0.00 61.8% 17.7% 32.1% 17.8% 0.0% 0.0% -10.9% 240 6.1K -38 0.00 82.73 N/A N/A 50 0 821 59 2012-12-14 $3.21 $0.00 66.0% 18.9% 32.1% 20.4% 0.0% 0.0% -13.9% 261 5.8K -38 0.00 85.56 N/A N/A 0 0 871 59 2012-12-17 $3.20 $0.00 64.9% 18.6% 32.1% 19.7% 0.0% 0.0% -12.6% 115 7.6K -11 0.00 86.51 N/A N/A 50 0 871 59 2012-12-18 $3.33 $0.00 67.6% 19.4% 28.7% 21.4% 0.0% 0.0% -12.2% 125 7.3K -12 0.00 82.65 N/A N/A 0 0 921 59 2012-12-19 $3.35 $0.00 72.4% 20.8% 28.4% 24.4% 0.0% 0.0% -21.5% 159 7.0K -19 0.00 83.41 N/A N/A 0 0 921 59 2012-12-20 $3.45 $0.00 77.1% 22.1% 29.4% 27.4% 0.0% 0.0% -23.7% 588 -10.3K -164 0.00 82.48 N/A N/A 0 0 921 59 2012-12-21 $3.50 $0.00 74.6% 21.4% 29.7% 25.8% 0.0% 0.0% -14.2% 634 -8.4K -167 0.00 80.68 N/A N/A 0 0 921 59 2012-12-24 $3.43 $0.00 73.4% 21.0% 30.2% 25.0% 0.0% 0.0% 0.0% 170 -8.7K -20 0.00 21.45 N/A N/A 0 0 508 13 2012-12-26 $3.39 $0.00 73.7% 21.1% 29.7% 25.2% 0.0% 0.0% -14.2% 293 -10.2K -40 0.00 21.98 N/A N/A 0 0 508 13 2012-12-27 $3.37 $0.00 76.9% 22.1% 28.9% 27.3% 0.0% 0.0% -16.8% 119 -8.1K -12 0.00 21.98 N/A N/A 0 1 508 13 2012-12-28 $3.34 $0.00 74.9% 21.5% 29.0% 26.0% 0.0% 0.0% -15.5% 100 -7.7K -10 0.00 21.21 N/A N/A 0 0 508 14 2012-12-31 $3.30 $0.00 84.1% 24.1% 29.4% 31.7% 0.0% 0.0% -22.8% 113 -7.7K -11 0.00 22.61 N/A N/A 0 0 508 14
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