TINY Options History — March 2013 In March 2013, TINY traded between $3.54 and $3.74. ATM implied volatility averaged 103.7%, placing in the 43.0% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 70.8% (HV 20d: 33.0%). Max pain ranged from $2.50 to $7.50. 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 2013-03-14 : Highest Volume — 20 contracts2013-03-13 : Largest IV drop — 63.1% change2013-03-11 : Highest IV Rank — 100.0%2013-03-01 : Largest Expected Move — 30.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.65 $3.54 $3.74 $3.68 $3.60 Max Pain $5.88 $2.50 $7.50 $2.50 $5.00 ATM IV 103.7% 62.5% 198.8% 107.7% 87.9% Expected Move 21.6% 17.9% 30.9% 30.9% 25.2% HV 20d 33.0% 27.1% 36.8% 34.1% 27.7% HV 60d 30.7% 30.0% 31.7% 31.3% 30.1% IV Rank 43.0% 17.5% 100.0% 46.3% 32.9% IV Percentile 71.9% 33.3% 100.0% 92.1% 77.8% Term Structure -18.9% -46.6% -9.5% -46.6% -28.9% VWIV 59.9% 59.9% 59.9% 59.9% 59.9% Bid-Ask Spread % 52.80 15.98 92.21 15.98 16.89 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX 813 489 1.6K 982 587 Net DEX 4.8K -16.1K 17.5K -3.6K 13.7K Net VEX -140 -300 -67 -181 -111 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 2.85 0 20 0 0 Total OI 823.85 664 952 952 674
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 2013-03-01 $3.68 $2.50 107.7% 30.9% 34.1% 46.3% 0.0% 0.0% -46.6% 982 -3.6K -181 0.00 15.98 N/A N/A 0 0 888 64 2013-03-04 $3.70 $7.50 117.7% 19.5% 33.2% 52.5% 0.0% 0.0% -11.7% 1.0K -1.7K -155 0.00 91.72 N/A N/A 0 0 888 64 2013-03-05 $3.66 $7.50 128.4% 19.2% 33.3% 59.2% 0.0% 0.0% -11.2% 895 -3.2K -171 0.00 90.81 N/A N/A 0 0 888 64 2013-03-06 $3.58 $7.50 126.7% 19.5% 33.5% 58.2% 0.0% 0.0% -18.1% 516 2.6K -99 0.00 91.79 N/A N/A 0 0 888 64 2013-03-07 $3.64 $7.50 134.7% 18.7% 34.3% 63.2% 0.0% 0.0% -9.5% 612 3.9K -88 0.00 90.13 N/A N/A 17 0 888 64 2013-03-08 $3.69 $7.50 154.3% 20.6% 34.8% 75.4% 0.0% 0.0% -14.4% 961 -504 -138 0.00 92.21 N/A N/A 0 0 888 64 2013-03-11 $3.74 $7.50 198.8% 21.7% 35.1% 100.0% 0.0% 0.0% -21.8% 1.2K -3.5K -163 0.00 91.71 N/A N/A 0 0 888 64 2013-03-12 $3.63 $7.50 195.5% 20.0% 36.4% 98.0% 0.0% 0.0% -12.8% 494 4.2K -85 0.00 91.79 N/A N/A 0 0 888 64 2013-03-13 $3.68 $7.50 72.2% 20.7% 36.6% 23.3% 59.9% 0.0% -19.2% 860 5.4K -150 0.00 90.63 N/A N/A 10 0 868 64 2013-03-14 $3.70 $5.00 76.6% 22.0% 36.7% 26.0% 0.0% 0.0% -22.7% 1.1K 1.8K -182 0.00 92.21 N/A N/A 20 0 868 64 2013-03-15 $3.74 $5.00 75.1% 21.5% 36.8% 25.1% 0.0% 0.0% -30.2% 1.1K 5.0K -163 0.00 64.63 N/A N/A 0 0 887 64 2013-03-18 $3.66 $5.00 62.5% 17.9% 36.5% 17.5% 0.0% 0.0% -12.1% 708 15.2K -98 0.00 16.89 N/A N/A 0 0 603 61 2013-03-19 $3.59 $5.00 75.3% 21.6% 36.0% 25.2% 0.0% 0.0% -20.6% 598 13.4K -114 0.00 16.89 N/A N/A 10 0 603 61 2013-03-20 $3.60 $5.00 70.3% 20.1% 30.8% 22.2% 0.0% 0.0% -9.9% 539 16.1K -90 0.00 17.02 N/A N/A 0 0 613 61 2013-03-21 $3.54 $5.00 70.8% 20.3% 30.3% 22.5% 0.0% 0.0% -10.9% 631 -313 -217 0.00 17.11 N/A N/A 0 0 613 61 2013-03-22 $3.61 $5.00 71.8% 20.6% 30.1% 23.1% 0.0% 0.0% -10.4% 489 17.5K -67 0.00 17.02 N/A N/A 0 0 613 61 2013-03-25 $3.68 $5.00 81.8% 23.4% 27.1% 29.2% 0.0% 0.0% -15.9% 816 13.9K -118 0.00 16.89 N/A N/A 0 0 613 61 2013-03-26 $3.62 $5.00 82.7% 23.7% 27.9% 29.7% 0.0% 0.0% -25.2% 1.6K -16.1K -300 0.00 16.89 N/A N/A 0 0 613 61 2013-03-27 $3.62 $5.00 84.4% 24.2% 27.8% 30.7% 0.0% 0.0% -26.3% 648 12.9K -114 0.00 16.89 N/A N/A 0 0 613 61 2013-03-28 $3.60 $5.00 87.9% 25.2% 27.7% 32.9% 0.0% 0.0% -28.9% 587 13.7K -111 0.00 16.89 N/A N/A 0 0 613 61
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