TINY Options History — June 2013

In June 2013, TINY traded between $3.04 and $3.69. ATM implied volatility averaged 81.0%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 37.9% (HV 20d: 43.1%). Max pain ranged from $2.50 to $5.00. 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

2013-06-04: Highest Volume — 60 contracts
2013-06-13: Largest IV drop — 45.7% change
2013-06-12: Highest IV Rank — 46.4%
2013-06-05: Largest Expected Move — 28.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.32	$3.04	$3.69	$3.69	$3.04
Max Pain	$4.50	$2.50	$5.00	$2.50	$5.00
ATM IV	81.0%	61.8%	113.9%	94.6%	67.4%
Expected Move	20.8%	17.7%	28.4%	27.1%	19.3%
HV 20d	43.1%	37.4%	48.5%	40.8%	37.5%
HV 60d	37.5%	36.1%	39.1%	36.4%	37.8%
IV Rank	25.7%	13.6%	46.4%	34.3%	17.1%
IV Percentile	51.4%	19.8%	90.5%	78.2%	29.0%
Term Structure	-18.3%	-37.7%	-7.8%	-23.7%	-23.1%
Bid-Ask Spread %	57.94	16.10	112.34	20.07	26.87
Gamma HHI	0.73	0.50	0.98	0.98	0.53
Net GEX	784	209	1.7K	1.4K	508
Net DEX	-7.4K	-48.9K	12.3K	1.7K	-1.9K
Net VEX	-144	-481	-20	-185	-66
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.02	0.00	0.02
Total Volume	14.7	0	60	9	0
Total OI	1,160.6	919	1,289	1,095	1,008

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
2013-06-03	$3.69	$2.50	94.6%	27.1%	40.8%	34.3%	0.0%	0.0%	-23.7%	1.4K	1.7K	-185	0.00	20.07	N/A	N/A	9	0	1,044	51
2013-06-04	$3.64	$2.50	95.3%	27.3%	38.7%	34.7%	0.0%	0.0%	-24.7%	1.7K	-21.1K	-385	0.00	16.10	N/A	N/A	60	0	1,053	51
2013-06-05	$3.56	$2.50	99.2%	28.4%	37.8%	37.2%	0.0%	0.0%	-37.7%	1.5K	-43.2K	-481	0.00	20.40	N/A	N/A	0	0	1,113	51
2013-06-06	$3.60	$2.50	97.8%	28.0%	37.4%	36.3%	0.0%	0.0%	-26.7%	949	7.2K	-117	0.00	16.23	N/A	N/A	31	0	1,113	51
2013-06-07	$3.47	$5.00	100.0%	19.4%	40.0%	37.7%	0.0%	0.0%	-13.9%	759	8.0K	-107	0.00	112.34	N/A	N/A	0	0	1,144	51
2013-06-10	$3.38	$5.00	105.3%	17.8%	41.3%	41.1%	0.0%	0.0%	-10.0%	1.0K	1.6K	-169	0.00	82.25	N/A	N/A	44	0	1,144	51
2013-06-11	$3.30	$5.00	101.8%	18.1%	42.4%	38.8%	0.0%	0.0%	-12.1%	219	12.3K	-23	0.00	85.05	N/A	N/A	50	0	1,188	51
2013-06-12	$3.24	$5.00	113.9%	18.0%	42.5%	46.4%	0.0%	0.0%	-7.8%	317	-2.5K	-38	0.00	83.13	N/A	N/A	0	0	1,238	51
2013-06-13	$3.27	$5.00	61.8%	17.7%	42.6%	13.6%	0.0%	0.0%	-11.2%	308	-2.9K	-35	0.00	83.13	N/A	N/A	0	0	1,238	51
2013-06-14	$3.25	$5.00	63.9%	18.3%	42.6%	14.9%	0.0%	0.0%	-13.2%	945	-11.3K	-162	0.00	84.83	N/A	N/A	0	0	1,238	51
2013-06-17	$3.40	$5.00	71.9%	20.6%	45.3%	20.0%	0.0%	0.0%	-22.3%	209	-3.0K	-20	0.00	84.03	N/A	N/A	0	0	1,238	51
2013-06-18	$3.37	$5.00	70.0%	20.1%	44.9%	18.8%	0.0%	0.0%	-15.5%	294	-3.3K	-32	0.00	81.32	N/A	N/A	0	0	1,238	51
2013-06-19	$3.28	$5.00	71.9%	20.6%	45.9%	19.9%	0.0%	0.0%	-18.8%	922	-10.6K	-136	0.00	85.05	N/A	N/A	0	0	1,238	51
2013-06-20	$3.23	$5.00	71.2%	20.4%	45.9%	19.5%	0.0%	0.0%	-18.9%	820	-8.8K	-133	0.00	85.71	N/A	N/A	0	0	1,238	51
2013-06-21	$3.24	$5.00	71.8%	20.6%	46.0%	19.9%	0.0%	0.0%	-19.1%	629	-6.0K	-80	0.00	85.71	N/A	N/A	0	0	1,238	51
2013-06-24	$3.10	$5.00	63.6%	18.2%	48.5%	14.7%	0.0%	0.0%	0.0%	776	-7.8K	-113	0.00	26.67	N/A	N/A	0	1	869	50
2013-06-25	$3.10	$5.00	64.9%	18.6%	47.5%	15.5%	0.0%	0.0%	-20.3%	531	-3.2K	-67	0.00	26.49	N/A	N/A	26	0	869	51
2013-06-26	$3.10	$5.00	66.2%	19.0%	47.4%	16.4%	0.0%	0.0%	-14.1%	594	-3.9K	-82	0.00	26.67	N/A	N/A	27	0	884	51
2013-06-27	$3.11	$5.00	67.0%	19.2%	47.4%	16.9%	0.0%	0.0%	-14.3%	1.4K	-48.9K	-443	0.02	26.67	N/A	N/A	45	1	911	51
2013-06-28	$3.04	$5.00	67.4%	19.3%	37.5%	17.1%	0.0%	0.0%	-23.1%	508	-1.9K	-66	0.00	26.87	N/A	N/A	0	0	956	52