TINY Options History — May 2013

In May 2013, TINY traded between $3.14 and $3.52. ATM implied volatility averaged 91.8%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 18.9%. IV traded above realized volatility by 55.1% (HV 20d: 36.6%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2013-05-29: Highest Volume — 150 contracts
2013-05-16: Largest IV drop — 68.2% change
2013-05-15: Highest IV Rank — 94.0%
2013-05-03: Largest Expected Move — 25.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.25	$3.14	$3.52	$3.14	$3.52
Max Pain	$2.84	$2.50	$5.00	$5.00	$2.50
ATM IV	91.8%	59.2%	189.3%	68.7%	84.9%
Expected Move	18.9%	16.6%	25.1%	19.7%	24.3%
HV 20d	36.6%	27.7%	40.0%	37.0%	38.4%
HV 60d	33.5%	31.6%	35.2%	33.0%	35.2%
IV Rank	32.5%	12.0%	94.0%	18.4%	28.1%
IV Percentile	56.6%	16.7%	98.8%	33.3%	68.3%
Term Structure	-14.9%	-30.7%	-8.4%	-15.2%	-27.9%
VWIV	60.7%	60.7%	60.7%	60.7%	60.7%
Bid-Ask Spread %	50.41	20.67	85.52	20.79	20.67
Gamma HHI	0.65	0.51	0.96	0.51	0.96
Net GEX	174	49	650	61	630
Net DEX	10.6K	-15.1K	15.8K	15.8K	9.5K
Net VEX	-38	-261	-6	-9	-90
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	19.318	0	150	0	0
Total OI	774.955	690	1,095	710	1,095

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
2013-05-01	$3.14	$5.00	68.7%	19.7%	37.0%	18.4%	0.0%	0.0%	-15.2%	61	15.8K	-9	20.79	N/A	N/A	0	649	61
2013-05-02	$3.15	$5.00	76.9%	22.0%	36.6%	23.5%	0.0%	0.0%	-15.6%	70	12.5K	-13	20.79	N/A	N/A	0	649	51
2013-05-03	$3.22	$5.00	87.6%	25.1%	36.3%	29.9%	0.0%	0.0%	-30.7%	62	12.9K	-9	22.96	N/A	N/A	0	649	51
2013-05-06	$3.37	$2.50	97.6%	16.6%	38.5%	36.2%	0.0%	0.0%	-12.6%	77	13.3K	-12	81.32	N/A	N/A	0	649	51
2013-05-07	$3.27	$2.50	105.4%	17.0%	40.0%	41.1%	0.0%	0.0%	-15.7%	107	12.3K	-20	84.00	N/A	N/A	0	649	51
2013-05-08	$3.23	$2.50	106.2%	16.7%	39.8%	41.6%	0.0%	0.0%	-10.7%	89	12.6K	-14	84.69	N/A	N/A	0	649	51
2013-05-09	$3.20	$2.50	115.4%	17.2%	39.8%	47.4%	0.0%	0.0%	-17.3%	60	12.9K	-9	84.69	N/A	N/A	0	649	51
2013-05-10	$3.18	$2.50	115.0%	16.6%	39.8%	47.1%	0.0%	0.0%	-11.0%	65	12.8K	-9	83.57	N/A	N/A	0	649	51
2013-05-13	$3.17	$2.50	151.9%	17.3%	37.7%	70.4%	0.0%	0.0%	-13.3%	71	12.6K	-11	85.52	N/A	N/A	0	649	51
2013-05-14	$3.23	$2.50	167.8%	17.9%	38.0%	80.5%	0.0%	0.0%	-18.1%	73	12.7K	-12	84.69	N/A	N/A	0	649	51
2013-05-15	$3.22	$2.50	189.3%	18.3%	38.0%	94.0%	0.0%	0.0%	-19.4%	73	12.7K	-11	84.69	N/A	N/A	0	649	51
2013-05-16	$3.22	$2.50	60.2%	17.2%	37.4%	12.6%	0.0%	0.0%	-11.2%	78	12.6K	-13	82.86	N/A	N/A	0	639	51
2013-05-17	$3.26	$2.50	63.3%	18.1%	37.1%	14.5%	60.7%	0.0%	-13.3%	73	12.9K	-11	82.25	N/A	N/A	10	639	51
2013-05-20	$3.33	$2.50	61.9%	17.7%	37.4%	13.7%	0.0%	0.0%	-8.4%	49	13.4K	-6	22.61	N/A	N/A	70	639	51
2013-05-21	$3.31	$2.50	64.2%	18.4%	37.5%	15.1%	0.0%	0.0%	-10.0%	231	10.8K	-46	22.61	N/A	N/A	72	709	51
2013-05-22	$3.26	$2.50	63.4%	18.2%	37.9%	14.6%	0.0%	0.0%	-10.2%	90	12.9K	-11	23.38	N/A	N/A	0	781	51
2013-05-23	$3.26	$2.50	59.2%	17.0%	33.4%	12.0%	0.0%	0.0%	-10.8%	90	12.9K	-11	23.38	N/A	N/A	0	781	51
2013-05-24	$3.23	$2.50	62.4%	17.9%	31.8%	13.9%	0.0%	0.0%	-9.7%	250	10.7K	-43	24.28	N/A	N/A	46	781	51
2013-05-28	$3.31	$2.50	72.6%	20.8%	33.0%	20.4%	0.0%	0.0%	-15.0%	559	-2.3K	-160	22.61	N/A	N/A	77	827	51
2013-05-29	$3.27	$2.50	71.3%	20.5%	33.2%	19.6%	0.0%	0.0%	-14.6%	650	-15.1K	-261	23.38	N/A	N/A	150	894	51
2013-05-30	$3.26	$2.50	73.6%	21.1%	27.7%	21.1%	0.0%	0.0%	-16.3%	328	11.0K	-47	23.38	N/A	N/A	0	1,044	51
2013-05-31	$3.52	$2.50	84.9%	24.3%	38.4%	28.1%	0.0%	0.0%	-27.9%	630	9.5K	-90	20.67	N/A	N/A	0	1,044	51