TINY Options History — January 2013

Name: TINY Options Analytics - January 2013
Creator: Options Analysis Suite

In January 2013, TINY traded between $3.42 and $3.79. ATM implied volatility averaged 91.3%, placing in the 36.2% IV rank vs the trailing year. The 30-day expected move averaged 23.7%. IV traded above realized volatility by 60.8% (HV 20d: 30.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.14.

Notable Days

2013-01-22: Highest Volume — 50 contracts
2013-01-10: Largest IV drop — 43.6% change
2013-01-09: Highest IV Rank — 64.7%
2013-01-30: Largest Expected Move — 29.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.63	$3.42	$3.79	$3.42	$3.79
ATM IV	91.3%	73.4%	137.0%	91.7%	75.8%
Expected Move	23.7%	18.9%	29.2%	26.3%	21.7%
HV 20d	30.4%	27.7%	32.9%	31.9%	28.4%
HV 60d	32.0%	31.0%	33.1%	32.2%	32.0%
IV Rank	36.2%	25.0%	64.7%	36.5%	26.6%
IV Percentile	79.2%	58.7%	96.8%	82.9%	59.5%
Term Structure	-23.1%	-44.7%	-7.2%	-26.0%	-44.7%
Bid-Ask Spread %	65.30	20.01	112.50	21.45	20.01
Gamma HHI	0.88	0.57	0.96	0.57	0.96
Net GEX	687	139	1.4K	139	1.4K
Net DEX	-20.0K	-37.4K	-8.4K	-8.4K	-31.7K
Net VEX	-118	-253	-16	-16	-237
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.00	0.00	1.00
Total Volume	9.143	0	50	0	20
Total OI	587.048	522	668	522	668

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
2013-01-02	$3.42	$0.00	91.7%	26.3%	31.9%	36.5%	0.0%	0.0%	-26.0%	139	-8.4K	-16	0.00	21.45	N/A	N/A	0	0	508	14
2013-01-03	$3.47	$0.00	96.8%	27.8%	31.9%	39.7%	0.0%	0.0%	-28.8%	224	-9.4K	-28	0.00	21.02	N/A	N/A	0	0	508	14
2013-01-04	$3.50	$0.00	96.7%	18.9%	31.5%	39.6%	0.0%	0.0%	-7.2%	199	-9.1K	-24	0.00	112.50	N/A	N/A	0	0	508	14
2013-01-07	$3.61	$0.00	111.6%	20.2%	32.9%	48.9%	0.0%	0.0%	-22.7%	296	-10.6K	-32	0.00	112.17	N/A	N/A	40	0	508	14
2013-01-08	$3.67	$0.00	117.3%	20.6%	32.6%	52.4%	0.0%	0.0%	-33.7%	454	-12.4K	-55	0.00	112.08	N/A	N/A	0	0	548	14
2013-01-09	$3.67	$0.00	137.0%	20.9%	31.8%	64.7%	0.0%	0.0%	-16.1%	550	-13.0K	-68	0.00	110.88	N/A	N/A	30	0	548	14
2013-01-10	$3.69	$0.00	77.3%	22.2%	28.9%	27.5%	0.0%	0.0%	-18.1%	632	-13.7K	-70	0.00	112.02	N/A	N/A	0	0	553	14
2013-01-11	$3.64	$0.00	77.0%	22.1%	29.6%	27.3%	0.0%	0.0%	-18.3%	507	-12.5K	-57	0.00	112.08	N/A	N/A	0	0	553	14
2013-01-14	$3.62	$0.00	76.8%	22.0%	27.7%	27.2%	0.0%	0.0%	-18.5%	409	-11.5K	-46	0.00	110.10	N/A	N/A	0	0	553	14
2013-01-15	$3.54	$0.00	73.4%	21.0%	29.5%	25.0%	0.0%	0.0%	-9.8%	231	-9.5K	-25	0.00	110.33	N/A	N/A	1	0	553	14
2013-01-16	$3.50	$0.00	77.6%	22.2%	29.9%	27.7%	0.0%	0.0%	-20.0%	170	-9.0K	-17	0.00	83.33	N/A	N/A	0	0	554	14
2013-01-17	$3.60	$0.00	82.0%	23.5%	28.4%	30.4%	0.0%	0.0%	-21.6%	772	-28.4K	-182	0.00	82.90	N/A	N/A	0	0	554	14
2013-01-18	$3.64	$0.00	80.2%	23.0%	28.5%	29.3%	0.0%	0.0%	-20.2%	796	-28.7K	-181	0.00	110.10	N/A	N/A	0	0	554	14
2013-01-22	$3.75	$0.00	83.1%	23.8%	28.5%	31.1%	0.0%	0.0%	-15.7%	1.1K	-30.2K	-191	0.00	20.01	N/A	N/A	50	0	554	14
2013-01-23	$3.62	$0.00	84.4%	24.2%	31.5%	31.9%	0.0%	0.0%	-18.4%	951	-31.1K	-210	0.00	20.20	N/A	N/A	1	0	604	14
2013-01-24	$3.72	$0.00	89.6%	25.7%	31.6%	35.1%	0.0%	0.0%	-28.7%	1.1K	-35.2K	-235	0.00	20.01	N/A	N/A	50	0	604	14
2013-01-25	$3.68	$0.00	88.9%	25.5%	31.5%	34.7%	0.0%	0.0%	-28.7%	807	-16.4K	-110	0.00	20.07	N/A	N/A	0	0	654	14
2013-01-28	$3.72	$0.00	98.6%	28.3%	31.4%	40.7%	0.0%	0.0%	-34.9%	1.1K	-29.7K	-205	0.00	20.01	N/A	N/A	0	0	654	14
2013-01-29	$3.74	$0.00	99.1%	28.4%	30.9%	41.0%	0.0%	0.0%	-26.1%	1.2K	-31.3K	-230	0.00	20.01	N/A	N/A	0	0	654	14
2013-01-30	$3.74	$0.00	101.9%	29.2%	30.3%	42.8%	0.0%	0.0%	-28.0%	1.3K	-37.4K	-253	0.00	20.01	N/A	N/A	0	0	654	14
2013-01-31	$3.79	$0.00	75.8%	21.7%	28.4%	26.6%	0.0%	0.0%	-44.7%	1.4K	-31.7K	-237	1.00	20.01	N/A	N/A	10	10	654	14