TINY Options History — September 2013

In September 2013, TINY traded between $2.97 and $3.08. ATM implied volatility averaged 66.5%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 54.8% (HV 20d: 11.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 2.57.

Notable Days

2013-09-10: Highest Volume — 24 contracts
2013-09-12: Largest IV drop — 42.4% change
2013-09-11: Highest IV Rank — 37.1%
2013-09-03: Largest Expected Move — 21.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.03	$2.97	$3.08	$3.04	$3.00
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	66.5%	52.4%	99.0%	74.5%	62.9%
Expected Move	17.3%	14.8%	21.4%	21.4%	18.0%
HV 20d	11.7%	9.7%	15.5%	15.5%	14.6%
HV 60d	19.1%	15.1%	23.6%	23.6%	15.7%
IV Rank	16.6%	7.7%	37.1%	21.6%	14.3%
IV Percentile	27.8%	4.4%	81.7%	44.8%	21.4%
Term Structure	-11.4%	-28.3%	-2.8%	-28.3%	-12.8%
VWIV	50.1%	44.8%	55.4%	55.4%	44.8%
Bid-Ask Spread %	60.15	23.31	91.67	28.23	26.17
Gamma HHI	0.86	0.50	0.99	0.65	0.98
Net GEX	-240	-436	33	-90	-436
Net DEX	6.9K	-613	18.5K	3.5K	1.6K
Net VEX	-57	-81	-36	-42	-70
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.57	0.00	14.00	1.40	14.00
Total Volume	5.3	0	24	14	0
Total OI	1,564.6	1,363	1,669	1,637	1,390

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
2013-09-03	$3.04	$2.50	74.5%	21.4%	15.5%	21.6%	0.0%	0.0%	-28.3%	-90	3.5K	-42	0.00	28.23	N/A	N/A	0	14	1,500	137
2013-09-04	$3.05	$2.50	69.7%	20.0%	13.0%	18.6%	0.0%	0.0%	-16.5%	33	4.6K	-67	0.00	23.31	N/A	N/A	0	0	1,500	151
2013-09-05	$3.05	$2.50	71.4%	20.5%	12.4%	19.7%	0.0%	0.0%	-17.3%	-150	4.2K	-42	0.00	30.14	N/A	N/A	0	0	1,500	151
2013-09-06	$3.05	$0.00	73.8%	14.8%	12.3%	21.1%	0.0%	0.0%	-7.5%	-159	4.0K	-41	0.00	86.29	N/A	N/A	0	0	1,500	151
2013-09-09	$3.04	$0.00	83.5%	15.5%	12.3%	27.3%	0.0%	0.0%	-4.4%	-164	4.7K	-41	0.00	86.29	N/A	N/A	0	0	1,500	151
2013-09-10	$3.06	$0.00	85.0%	15.4%	12.5%	28.3%	0.0%	0.0%	-13.5%	-171	3.3K	-36	1.40	85.38	N/A	N/A	10	14	1,500	150
2013-09-11	$3.05	$0.00	99.0%	15.8%	10.7%	37.1%	0.0%	0.0%	-9.6%	-202	8.0K	-51	0.00	86.29	N/A	N/A	14	0	1,490	164
2013-09-12	$3.02	$0.00	57.1%	16.4%	10.4%	10.6%	55.4%	0.0%	-6.9%	-181	5.4K	-61	0.00	86.29	N/A	N/A	1	0	1,504	164
2013-09-13	$3.03	$2.50	57.4%	16.5%	10.5%	10.8%	0.0%	0.0%	-11.7%	-194	4.3K	-53	0.00	89.07	N/A	N/A	5	0	1,505	164
2013-09-16	$3.02	$2.50	60.4%	17.3%	10.1%	12.7%	0.0%	0.0%	-14.1%	-269	17.5K	-52	0.00	86.16	N/A	N/A	0	0	1,460	164
2013-09-17	$2.98	$2.50	58.7%	16.8%	10.9%	11.6%	0.0%	0.0%	-13.3%	-288	17.5K	-54	0.00	87.54	N/A	N/A	0	0	1,460	164
2013-09-18	$2.99	$2.50	59.2%	17.0%	11.0%	11.9%	0.0%	0.0%	-8.3%	-288	18.2K	-57	0.00	91.67	N/A	N/A	0	14	1,460	164
2013-09-19	$2.98	$2.50	60.6%	17.4%	10.9%	12.9%	0.0%	0.0%	-9.7%	-315	18.5K	-61	0.00	87.54	N/A	N/A	5	0	1,460	178
2013-09-20	$2.99	$2.50	61.2%	17.5%	9.7%	13.2%	0.0%	0.0%	-2.8%	-264	18.1K	-71	0.00	86.76	N/A	N/A	0	0	1,465	178
2013-09-23	$3.02	$2.50	52.4%	15.0%	10.4%	7.7%	44.8%	0.0%	-6.1%	-324	-231	-58	14.00	25.00	N/A	N/A	1	14	1,241	122
2013-09-24	$3.07	$0.00	61.4%	17.6%	11.1%	13.3%	0.0%	0.0%	-18.5%	-323	145	-62	0.00	26.87	N/A	N/A	0	0	1,240	136
2013-09-25	$3.08	$0.00	56.0%	16.0%	10.9%	9.9%	0.0%	0.0%	-6.8%	-339	-613	-56	0.00	24.68	N/A	N/A	0	0	1,240	136
2013-09-26	$3.04	$0.00	65.9%	18.9%	11.9%	16.2%	0.0%	0.0%	-14.8%	-323	2.0K	-77	0.00	26.87	N/A	N/A	0	0	1,240	136
2013-09-27	$2.97	$0.00	60.4%	17.3%	14.0%	12.7%	0.0%	0.0%	-5.3%	-354	3.0K	-81	0.00	32.49	N/A	N/A	0	14	1,240	136
2013-09-30	$3.00	$0.00	62.9%	18.0%	14.6%	14.3%	0.0%	0.0%	-12.8%	-436	1.6K	-70	0.00	26.17	N/A	N/A	0	0	1,240	150