TINY Options History — August 2013 In August 2013, TINY traded between $3.03 and $3.20. ATM implied volatility averaged 80.1%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 63.0% (HV 20d: 17.1%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 6 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2013-08-01 : Highest Volume — 18 contracts2013-08-15 : Largest IV drop — 56.9% change2013-08-14 : Highest IV Rank — 58.1%2013-08-01 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $3.10 $3.03 $3.20 $3.10 $3.05 Max Pain $2.73 $2.50 $5.00 $5.00 $2.50 ATM IV 80.1% 52.3% 132.4% 81.1% 66.8% Expected Move 17.2% 14.6% 23.2% 23.2% 19.1% HV 20d 17.1% 15.5% 18.9% 16.8% 15.5% HV 60d 30.4% 24.7% 32.3% 31.9% 24.7% IV Rank 25.2% 7.6% 58.1% 25.8% 16.7% IV Percentile 44.6% 6.3% 94.8% 57.1% 29.0% Term Structure -12.3% -28.4% -3.1% -28.4% -15.2% Bid-Ask Spread % 51.62 18.17 85.52 25.26 21.79 Gamma HHI 0.61 0.50 0.95 0.95 0.61 Net GEX 81 -121 2.4K 2.4K -83 Net DEX -1.2K -83.9K 4.2K -83.9K 3.3K Net VEX -78 -781 -30 -781 -41 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 1.955 0 18 18 0 Total OI 1,635.091 1,633 1,638 1,637 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 2013-08-01 $3.10 $5.00 81.1% 23.2% 16.8% 25.8% 0.0% 0.0% -28.4% 2.4K -83.9K -781 0.00 25.26 N/A N/A 18 0 1,500 137 2013-08-02 $3.14 $5.00 80.3% 23.0% 17.6% 25.3% 0.0% 0.0% -26.0% 51 2.3K -58 0.00 26.67 N/A N/A 0 0 1,500 133 2013-08-05 $3.13 $2.50 90.8% 15.4% 16.7% 31.9% 0.0% 0.0% -8.7% 17 2.3K -51 0.00 84.42 N/A N/A 0 0 1,500 133 2013-08-06 $3.20 $2.50 95.9% 14.6% 18.2% 35.1% 0.0% 0.0% -8.7% -65 1.3K -31 0.00 82.62 N/A N/A 0 0 1,500 133 2013-08-07 $3.16 $2.50 105.0% 16.5% 18.9% 40.9% 0.0% 0.0% -15.5% 2 2.0K -43 0.00 85.52 N/A N/A 0 0 1,500 133 2013-08-08 $3.17 $2.50 109.6% 16.5% 18.0% 43.8% 0.0% 0.0% -11.2% 2 2.2K -47 0.00 85.52 N/A N/A 0 0 1,500 133 2013-08-09 $3.17 $2.50 116.2% 16.7% 16.0% 47.9% 0.0% 0.0% -11.7% -1 2.2K -46 0.00 85.52 N/A N/A 0 0 1,500 133 2013-08-12 $3.15 $2.50 123.1% 16.4% 16.2% 52.2% 0.0% 0.0% -14.7% -57 1.7K -38 0.00 83.58 N/A N/A 0 0 1,500 133 2013-08-13 $3.09 $2.50 120.5% 16.2% 17.7% 50.6% 0.0% 0.0% -11.0% -12 2.6K -50 0.00 83.51 N/A N/A 0 0 1,500 133 2013-08-14 $3.12 $2.50 132.4% 16.0% 17.4% 58.1% 0.0% 0.0% -9.3% -73 2.3K -34 0.00 85.26 N/A N/A 10 0 1,500 133 2013-08-15 $3.11 $2.50 57.1% 16.4% 17.4% 10.6% 0.0% 0.0% -10.6% -21 2.3K -45 0.00 84.44 N/A N/A 0 0 1,500 133 2013-08-16 $3.08 $2.50 59.4% 17.0% 17.6% 12.1% 0.0% 0.0% -13.3% -33 2.6K -45 0.00 83.51 N/A N/A 0 10 1,500 133 2013-08-19 $3.09 $2.50 52.3% 15.0% 17.6% 7.6% 0.0% 0.0% -5.8% -84 3.6K -39 0.00 23.16 N/A N/A 0 0 1,500 138 2013-08-20 $3.09 $2.50 53.1% 15.2% 17.4% 8.1% 0.0% 0.0% -6.2% -62 3.8K -44 0.00 21.93 N/A N/A 0 5 1,500 138 2013-08-21 $3.07 $2.50 55.1% 15.8% 17.6% 9.4% 0.0% 0.0% -7.8% -95 3.6K -37 0.00 23.16 N/A N/A 0 0 1,500 137 2013-08-22 $3.11 $2.50 58.7% 16.8% 17.9% 11.6% 0.0% 0.0% -16.2% -70 3.6K -37 0.00 26.49 N/A N/A 0 0 1,500 137 2013-08-23 $3.09 $2.50 55.8% 16.0% 17.3% 9.8% 0.0% 0.0% -7.6% -94 3.4K -37 0.00 28.23 N/A N/A 0 0 1,500 137 2013-08-26 $3.05 $2.50 61.4% 17.6% 16.6% 13.4% 0.0% 0.0% -11.8% 415 1.8K -110 0.00 28.23 N/A N/A 0 0 1,500 137 2013-08-27 $3.03 $2.50 58.5% 16.8% 15.9% 11.5% 0.0% 0.0% -3.1% -121 3.8K -33 0.00 18.17 N/A N/A 0 0 1,500 137 2013-08-28 $3.03 $2.50 65.0% 18.7% 15.9% 15.7% 0.0% 0.0% -14.5% -87 4.2K -39 0.00 26.87 N/A N/A 0 0 1,500 137 2013-08-29 $3.06 $2.50 64.6% 18.5% 16.3% 15.4% 0.0% 0.0% -13.6% -115 3.5K -30 0.00 21.79 N/A N/A 0 0 1,500 137 2013-08-30 $3.05 $2.50 66.8% 19.1% 15.5% 16.7% 0.0% 0.0% -15.2% -83 3.3K -41 0.00 21.79 N/A N/A 0 0 1,500 137
« Jul 2013 | All History | Sep 2013 » Home TINY History August 2013