TINY Options History — February 2013 In February 2013, TINY traded between $3.50 and $3.92. ATM implied volatility averaged 69.2%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded above realized volatility by 40.7% (HV 20d: 28.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2013-02-07 : Highest Volume — 75 contracts2013-02-20 : Largest IV spike — 61.2% change2013-02-28 : Highest IV Rank — 42.9%2013-02-28 : Largest Expected Move — 29.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.75 $3.50 $3.92 $3.87 $3.56 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 69.2% 40.2% 102.3% 72.2% 102.3% Expected Move 17.4% 10.7% 29.3% 11.1% 29.3% HV 20d 28.5% 25.2% 32.1% 28.8% 32.1% HV 60d 29.9% 27.3% 32.2% 32.2% 30.7% IV Rank 22.4% 4.4% 42.9% 24.3% 42.9% IV Percentile 48.2% 4.4% 90.9% 50.4% 90.9% Term Structure -13.9% -44.4% 14.9% 14.9% -44.4% VWIV 77.6% 77.6% 77.6% 77.6% 77.6% Bid-Ask Spread % 21.54 13.33 64.49 64.49 16.13 Gamma HHI 0.98 0.91 1.00 0.96 0.99 Net GEX 1.3K 234 2.4K 2.0K 460 Net DEX -14.1K -52.8K 7.1K -50.8K 3.2K Net VEX -223 -435 -39 -346 -98 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 16.211 0 75 18 0 Total OI 825.789 668 952 668 952
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 2013-02-01 $3.87 $2.50 72.2% 11.1% 28.8% 24.3% 0.0% 0.0% 14.9% 2.0K -50.8K -346 0.00 64.49 N/A N/A 18 0 654 14 2013-02-04 $3.88 $2.50 75.1% 10.7% 28.8% 26.1% 0.0% 0.0% 10.3% 2.4K -52.8K -363 0.00 60.88 N/A N/A 0 50 672 14 2013-02-05 $3.92 $2.50 81.6% 11.3% 27.2% 30.1% 0.0% 0.0% 10.9% 2.1K -34.5K -391 0.00 18.64 N/A N/A 0 0 672 64 2013-02-06 $3.89 $2.50 89.8% 11.1% 27.1% 35.3% 0.0% 0.0% 10.0% 1.9K -32.2K -365 0.00 17.17 N/A N/A 0 0 672 64 2013-02-07 $3.87 $2.50 41.8% 12.0% 27.2% 5.4% 0.0% 0.0% -8.0% 1.8K -26.4K -341 0.00 18.36 N/A N/A 75 0 672 64 2013-02-08 $3.90 $2.50 40.2% 11.5% 27.3% 4.4% 0.0% 0.0% -11.6% 2.1K -24.1K -346 0.00 17.17 N/A N/A 20 0 733 64 2013-02-11 $3.91 $2.50 42.4% 12.2% 26.6% 5.7% 0.0% 0.0% 5.3% 2.4K -37.7K -435 0.00 17.17 N/A N/A 0 0 753 64 2013-02-12 $3.85 $2.50 44.2% 12.7% 27.3% 6.9% 0.0% 0.0% -13.8% 1.5K -9.0K -235 0.00 17.72 N/A N/A 0 0 753 64 2013-02-13 $3.83 $2.50 44.1% 12.6% 25.8% 6.8% 0.0% 0.0% -14.6% 1.4K -12.4K -262 0.00 16.60 N/A N/A 0 0 753 64 2013-02-14 $3.86 $2.50 46.1% 13.2% 25.2% 8.0% 0.0% 0.0% -14.7% 1.4K -12.3K -251 0.00 19.32 N/A N/A 0 0 753 64 2013-02-15 $3.76 $2.50 46.2% 13.2% 25.9% 7.8% 0.0% 0.0% -16.5% 1.0K -1.6K -158 0.00 14.18 N/A N/A 40 0 753 64 2013-02-19 $3.84 $2.50 51.2% 14.7% 26.6% 11.0% 0.0% 0.0% -7.9% 1.2K -3.5K -180 0.00 15.63 N/A N/A 10 0 793 64 2013-02-20 $3.64 $2.50 82.5% 23.7% 31.3% 30.5% 77.6% 0.0% -20.3% 571 269 -125 0.00 13.33 N/A N/A 25 0 803 64 2013-02-21 $3.56 $2.50 85.3% 24.5% 29.8% 32.3% 0.0% 0.0% -31.2% 470 3.7K -93 0.00 17.02 N/A N/A 30 0 818 64 2013-02-22 $3.64 $2.50 86.2% 24.7% 29.2% 32.8% 0.0% 0.0% -22.8% 652 2.8K -103 0.00 16.89 N/A N/A 0 0 848 64 2013-02-25 $3.50 $2.50 92.8% 26.6% 32.0% 37.0% 0.0% 0.0% -37.8% 245 7.1K -40 0.00 16.31 N/A N/A 20 0 848 64 2013-02-26 $3.50 $2.50 95.3% 27.3% 31.7% 38.6% 0.0% 0.0% -39.8% 234 7.1K -39 0.00 15.91 N/A N/A 0 0 868 64 2013-02-27 $3.52 $2.50 96.1% 27.6% 31.7% 39.0% 0.0% 0.0% -32.1% 359 5.2K -67 0.00 16.31 N/A N/A 20 0 868 64 2013-02-28 $3.56 $2.50 102.3% 29.3% 32.1% 42.9% 0.0% 0.0% -44.4% 460 3.2K -98 0.00 16.13 N/A N/A 0 0 888 64
« Jan 2013 | All History | Mar 2013 » Home TINY History February 2013