TINY Options History — July 2013 In July 2013, TINY traded between $3.07 and $3.18. ATM implied volatility averaged 70.8%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 42.1% (HV 20d: 28.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2013-07-09 : Highest Volume — 152 contracts2013-07-11 : Largest IV drop — 36.1% change2013-07-09 : Highest IV Rank — 35.7%2013-07-03 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.12 $3.07 $3.18 $3.16 $3.12 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 70.8% 58.4% 96.8% 76.2% 70.1% Expected Move 18.6% 16.0% 22.6% 21.9% 20.1% HV 20d 28.6% 17.8% 36.4% 36.0% 17.8% HV 60d 36.5% 32.5% 38.3% 38.3% 32.5% IV Rank 19.3% 11.4% 35.7% 22.7% 18.8% IV Percentile 35.0% 11.5% 79.4% 49.6% 32.5% Term Structure -12.2% -30.2% -1.7% -19.6% -17.8% Bid-Ask Spread % 61.12 20.79 200.00 25.37 21.93 Gamma HHI 0.62 0.50 0.94 0.57 0.56 Net GEX 344 -59 2.4K 512 -52 Net DEX -6.8K -83.9K 5.1K -2.2K 3.6K Net VEX -128 -820 -18 -76 -43 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 29.545 0 152 45 0 Total OI 1,394.5 1,008 1,637 1,008 1,637
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2013-07-01 $3.16 $5.00 76.2% 21.9% 36.0% 22.7% 0.0% 0.0% -19.6% 512 -2.2K -76 0.00 25.37 N/A N/A 45 0 956 52 2013-07-02 $3.13 $0.00 74.2% 21.3% 35.9% 21.4% 0.0% 0.0% -18.3% 672 -5.5K -91 0.00 25.41 N/A N/A 0 0 991 52 2013-07-03 $3.18 $0.00 78.9% 22.6% 36.4% 24.4% 0.0% 0.0% -20.7% 212 -1.7K -20 0.00 25.37 N/A N/A 0 0 991 52 2013-07-05 $3.18 $5.00 88.3% 17.3% 35.9% 30.3% 0.0% 0.0% -19.3% 489 -3.9K -61 0.00 200.00 N/A N/A 0 0 991 52 2013-07-08 $3.13 $5.00 90.8% 16.7% 34.3% 31.9% 0.0% 0.0% -3.4% 205 -1.1K -18 0.00 84.42 N/A N/A 0 10 991 52 2013-07-09 $3.11 $5.00 96.8% 17.1% 33.4% 35.7% 0.0% 0.0% -4.6% 1.5K -52.1K -480 0.00 86.50 N/A N/A 152 0 991 62 2013-07-10 $3.12 $5.00 91.4% 16.0% 32.6% 32.3% 0.0% 0.0% -1.7% 213 1.8K -19 0.00 84.44 N/A N/A 0 75 1,143 62 2013-07-11 $3.17 $5.00 58.4% 16.7% 32.7% 11.4% 0.0% 0.0% -2.5% 8 4.3K -51 0.00 84.42 N/A N/A 0 0 1,143 137 2013-07-12 $3.10 $5.00 58.4% 16.7% 33.3% 11.4% 0.0% 0.0% -3.4% 1.7K -57.8K -621 0.00 88.60 N/A N/A 138 0 1,143 137 2013-07-15 $3.10 $5.00 61.0% 17.5% 33.3% 13.1% 0.0% 0.0% -4.7% -22 5.0K -52 0.00 88.60 N/A N/A 101 0 1,270 137 2013-07-16 $3.09 $5.00 62.5% 17.9% 28.2% 14.0% 0.0% 0.0% -11.9% -30 4.9K -48 0.00 88.60 N/A N/A 0 0 1,371 137 2013-07-17 $3.13 $5.00 61.2% 17.5% 28.8% 13.2% 0.0% 0.0% -3.9% -35 4.6K -46 0.00 88.60 N/A N/A 101 0 1,371 137 2013-07-18 $3.12 $5.00 62.8% 18.0% 27.5% 14.2% 0.0% 0.0% -5.1% 2.4K -83.9K -820 0.00 84.44 N/A N/A 0 0 1,472 137 2013-07-19 $3.10 $5.00 65.0% 18.6% 27.1% 15.6% 0.0% 0.0% -6.9% -26 5.1K -51 0.00 88.60 N/A N/A 0 0 1,472 137 2013-07-22 $3.09 $5.00 58.9% 16.9% 27.0% 11.8% 0.0% 0.0% -12.0% -24 4.5K -50 0.00 28.23 N/A N/A 0 0 1,472 137 2013-07-23 $3.07 $5.00 61.4% 17.6% 22.1% 13.3% 0.0% 0.0% -14.2% -59 4.8K -47 0.00 28.23 N/A N/A 28 0 1,472 137 2013-07-24 $3.07 $5.00 62.6% 18.0% 22.1% 14.1% 0.0% 0.0% -15.0% -18 4.7K -52 0.00 28.23 N/A N/A 0 0 1,500 137 2013-07-25 $3.10 $5.00 67.6% 19.4% 22.4% 17.3% 0.0% 0.0% -25.0% -56 3.8K -40 0.00 25.26 N/A N/A 0 0 1,500 137 2013-07-26 $3.14 $5.00 66.3% 19.0% 22.9% 16.4% 0.0% 0.0% -16.1% -38 3.6K -42 0.00 20.79 N/A N/A 0 0 1,500 137 2013-07-29 $3.08 $5.00 69.7% 20.0% 22.4% 18.6% 0.0% 0.0% -12.6% -22 4.5K -51 0.00 21.93 N/A N/A 0 0 1,500 137 2013-07-30 $3.12 $5.00 75.0% 21.5% 18.1% 21.9% 0.0% 0.0% -30.2% -51 3.6K -43 0.00 26.67 N/A N/A 0 0 1,500 137 2013-07-31 $3.12 $5.00 70.1% 20.1% 17.8% 18.8% 0.0% 0.0% -17.8% -52 3.6K -43 0.00 21.93 N/A N/A 0 0 1,500 137
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