TINY Options History — April 2013

In April 2013, TINY traded between $3.07 and $3.50. ATM implied volatility averaged 77.7%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 20.3%. IV traded above realized volatility by 46.9% (HV 20d: 30.8%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2013-04-29: Highest Volume — 36 contracts
2013-04-11: Largest IV drop — 42.6% change
2013-04-10: Highest IV Rank — 45.3%
2013-04-01: Largest Expected Move — 26.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.23	$3.07	$3.50	$3.50	$3.30
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	77.7%	61.0%	111.6%	92.8%	79.6%
Expected Move	20.3%	16.9%	26.6%	26.6%	22.8%
HV 20d	30.8%	26.6%	36.9%	26.6%	33.6%
HV 60d	31.0%	29.8%	32.1%	29.9%	31.6%
IV Rank	24.2%	13.6%	45.3%	35.8%	25.2%
IV Percentile	53.0%	25.4%	92.5%	81.3%	57.9%
Term Structure	-15.0%	-35.1%	1.2%	-33.8%	-22.5%
Bid-Ask Spread %	51.02	17.11	88.60	17.11	23.38
Gamma HHI	0.77	0.52	0.99	0.99	0.67
Net GEX	97	6	319	215	108
Net DEX	16.7K	14.1K	19.6K	19.0K	16.0K
Net VEX	-21	-81	-1	-34	-18
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	2.545	0	36	0	0
Total OI	677.455	674	710	674	710

Daily Data (22 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	Call OI	Put OI
2013-04-01	$3.50	$5.00	92.8%	26.6%	26.6%	35.8%	0.0%	0.0%	-33.8%	215	19.0K	-34	17.11	N/A	N/A	0	613	61
2013-04-02	$3.37	$5.00	87.0%	24.9%	29.2%	29.9%	0.0%	0.0%	-23.4%	319	14.2K	-81	17.90	N/A	N/A	0	613	61
2013-04-03	$3.29	$5.00	89.8%	25.7%	30.0%	31.6%	0.0%	0.0%	-35.1%	23	19.6K	-3	18.25	N/A	N/A	0	613	61
2013-04-04	$3.23	$5.00	84.0%	24.1%	29.7%	28.0%	0.0%	0.0%	-23.4%	15	19.3K	-2	19.29	N/A	N/A	0	613	61
2013-04-05	$3.15	$0.00	86.6%	16.9%	29.4%	29.6%	0.0%	0.0%	-9.5%	176	16.0K	-45	86.36	N/A	N/A	0	613	61
2013-04-08	$3.24	$0.00	95.9%	17.5%	31.1%	35.5%	0.0%	0.0%	-9.5%	6	19.4K	-1	85.71	N/A	N/A	0	613	61
2013-04-09	$3.21	$0.00	103.4%	18.2%	30.2%	40.2%	0.0%	0.0%	-5.5%	18	19.1K	-3	84.69	N/A	N/A	0	613	61
2013-04-10	$3.26	$0.00	111.6%	17.7%	30.1%	45.3%	0.0%	0.0%	-3.4%	34	19.3K	-5	85.71	N/A	N/A	0	613	61
2013-04-11	$3.23	$0.00	64.1%	18.4%	29.3%	15.5%	0.0%	0.0%	-5.4%	194	16.3K	-45	85.71	N/A	N/A	0	613	61
2013-04-12	$3.21	$0.00	61.6%	17.7%	28.9%	14.0%	0.0%	0.0%	-6.8%	242	14.6K	-64	27.04	N/A	N/A	0	613	61
2013-04-15	$3.10	$0.00	61.0%	17.5%	29.7%	13.6%	0.0%	0.0%	1.2%	102	17.2K	-23	88.60	N/A	N/A	10	613	61
2013-04-16	$3.14	$0.00	64.5%	18.5%	30.3%	15.7%	0.0%	0.0%	-6.3%	35	16.1K	-5	87.46	N/A	N/A	0	623	61
2013-04-17	$3.12	$0.00	66.6%	19.1%	30.0%	17.1%	0.0%	0.0%	-8.1%	38	16.0K	-6	86.50	N/A	N/A	0	623	61
2013-04-18	$3.07	$0.00	65.5%	18.8%	30.0%	16.4%	0.0%	0.0%	-8.0%	144	14.3K	-34	87.66	N/A	N/A	10	623	61
2013-04-19	$3.13	$5.00	68.3%	19.6%	31.3%	18.1%	0.0%	0.0%	-15.0%	33	16.0K	-5	87.31	N/A	N/A	0	623	61
2013-04-22	$3.18	$5.00	63.8%	18.3%	30.9%	15.3%	0.0%	0.0%	-14.0%	36	16.2K	-5	25.37	N/A	N/A	0	613	61
2013-04-23	$3.19	$5.00	64.3%	18.4%	29.6%	15.7%	0.0%	0.0%	-14.1%	33	16.3K	-5	25.37	N/A	N/A	0	613	61
2013-04-24	$3.22	$5.00	69.3%	19.9%	30.0%	18.8%	0.0%	0.0%	-17.2%	40	16.3K	-7	24.28	N/A	N/A	0	613	61
2013-04-25	$3.38	$5.00	76.1%	21.8%	35.6%	23.0%	0.0%	0.0%	-26.9%	53	16.9K	-8	21.98	N/A	N/A	0	613	61
2013-04-26	$3.28	$5.00	73.7%	21.1%	36.9%	21.6%	0.0%	0.0%	-19.2%	213	14.1K	-48	18.38	N/A	N/A	0	613	61
2013-04-29	$3.27	$5.00	80.2%	23.0%	35.8%	25.6%	0.0%	0.0%	-24.1%	61	16.4K	-10	18.38	N/A	N/A	36	613	61
2013-04-30	$3.30	$5.00	79.6%	22.8%	33.6%	25.2%	0.0%	0.0%	-22.5%	108	16.0K	-18	23.38	N/A	N/A	0	649	61