TINY Options History — October 2013 In October 2013, TINY traded between $2.98 and $3.14. ATM implied volatility averaged 72.3%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 55.7% (HV 20d: 16.6%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2013-10-25 : Highest Volume — 10 contracts2013-10-10 : Largest IV drop — 39.8% change2013-10-09 : Highest IV Rank — 33.5%2013-10-31 : Largest Expected Move — 26.4%Monthly Statistics Metric Avg Min Max Open Close Price $3.05 $2.98 $3.14 $2.98 $3.13 ATM IV 72.3% 56.2% 93.4% 66.0% 91.9% Expected Move 19.2% 14.5% 26.4% 18.9% 26.4% HV 20d 16.6% 13.9% 18.0% 14.7% 16.9% HV 60d 15.2% 14.6% 15.8% 15.4% 14.8% IV Rank 20.2% 10.0% 33.5% 16.3% 32.6% IV Percentile 41.4% 6.3% 75.8% 28.6% 75.4% Term Structure -16.3% -46.3% 0.1% -15.6% -46.3% Bid-Ask Spread % 79.59 25.00 89.98 25.00 87.46 Gamma HHI 0.98 0.93 1.00 0.93 1.00 Net GEX -377 -436 -270 -398 -280 Net DEX 30 -4.8K 4.1K 4.1K -4.4K Net VEX -63 -87 -49 -87 -53 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 0.478 0 10 0 0 Total OI 1,392.043 1,390 1,401 1,390 1,401
Daily Data (23 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 2013-10-01 $2.98 $0.00 66.0% 18.9% 14.7% 16.3% 0.0% 0.0% -15.6% -398 4.1K -87 0.00 25.00 N/A N/A 0 0 1,240 150 2013-10-02 $3.00 $0.00 66.5% 19.1% 14.9% 16.5% 0.0% 0.0% -7.4% -436 1.6K -69 0.00 26.17 N/A N/A 0 0 1,240 150 2013-10-03 $3.00 $0.00 75.3% 21.6% 14.9% 22.1% 0.0% 0.0% -29.9% -436 1.5K -69 0.00 30.14 N/A N/A 0 0 1,240 150 2013-10-04 $3.07 $0.00 79.2% 14.5% 17.1% 24.6% 0.0% 0.0% 0.1% -386 530 -64 0.00 86.29 N/A N/A 0 0 1,240 150 2013-10-07 $3.08 $0.00 79.7% 16.1% 17.1% 24.9% 0.0% 0.0% -3.0% -380 -527 -55 0.00 88.46 N/A N/A 0 0 1,240 150 2013-10-08 $3.03 $0.00 88.1% 15.8% 18.0% 30.2% 0.0% 0.0% -8.5% -372 2.6K -78 0.00 82.91 N/A N/A 0 0 1,240 150 2013-10-09 $3.02 $0.00 93.4% 16.1% 18.0% 33.5% 0.0% 0.0% -9.3% -419 1.2K -66 0.00 89.85 N/A N/A 0 0 1,240 150 2013-10-10 $3.04 $0.00 56.2% 16.1% 17.8% 10.0% 0.0% 0.0% -15.0% -386 1.2K -68 0.00 86.29 N/A N/A 0 0 1,240 150 2013-10-11 $3.03 $0.00 57.4% 16.5% 17.8% 10.8% 0.0% 0.0% -3.9% -413 1.2K -68 0.00 89.07 N/A N/A 0 0 1,240 150 2013-10-14 $3.02 $0.00 60.4% 17.3% 17.8% 12.7% 0.0% 0.0% -5.7% -380 3.0K -79 0.00 85.38 N/A N/A 0 0 1,240 150 2013-10-15 $3.02 $0.00 61.4% 17.6% 17.1% 13.3% 0.0% 0.0% -12.3% -397 2.2K -72 0.00 86.16 N/A N/A 0 0 1,240 150 2013-10-16 $3.05 $0.00 60.9% 17.4% 17.4% 13.0% 0.0% 0.0% -11.4% -396 57 -58 0.00 89.98 N/A N/A 0 0 1,240 150 2013-10-17 $3.04 $0.00 62.4% 17.9% 17.4% 14.0% 0.0% 0.0% -6.3% -408 860 -60 0.00 89.98 N/A N/A 0 0 1,240 150 2013-10-18 $3.07 $0.00 66.7% 19.1% 17.6% 16.7% 0.0% 0.0% -8.7% -387 400 -60 0.00 87.66 N/A N/A 0 0 1,240 150 2013-10-21 $3.04 $0.00 67.0% 19.2% 17.7% 16.9% 0.0% 0.0% -15.3% -404 260 -57 0.00 89.98 N/A N/A 0 0 1,240 150 2013-10-22 $3.06 $0.00 67.1% 19.2% 16.9% 17.0% 0.0% 0.0% -14.9% -386 -577 -53 0.00 86.29 N/A N/A 1 0 1,240 150 2013-10-23 $3.05 $0.00 69.2% 19.8% 16.9% 18.2% 0.0% 0.0% -16.5% -392 -588 -53 0.00 89.98 N/A N/A 0 0 1,241 150 2013-10-24 $3.08 $0.00 74.3% 21.3% 16.5% 21.5% 0.0% 0.0% -26.3% -362 -573 -55 0.00 88.46 N/A N/A 0 0 1,241 150 2013-10-25 $3.08 $0.00 75.9% 21.8% 13.9% 22.5% 0.0% 0.0% -27.5% -362 -871 -55 0.00 87.66 N/A N/A 10 0 1,241 150 2013-10-28 $3.14 $0.00 77.3% 22.2% 15.0% 23.4% 0.0% 0.0% -27.0% -270 -4.8K -49 0.00 84.44 N/A N/A 0 0 1,251 150 2013-10-29 $3.13 $0.00 80.3% 23.0% 14.8% 25.3% 0.0% 0.0% -29.3% -284 -4.3K -54 0.00 84.44 N/A N/A 0 0 1,251 150 2013-10-30 $3.08 $0.00 86.4% 24.8% 16.1% 29.1% 0.0% 0.0% -35.4% -331 -3.4K -57 0.00 88.60 N/A N/A 0 0 1,251 150 2013-10-31 $3.13 $0.00 91.9% 26.4% 16.9% 32.6% 0.0% 0.0% -46.3% -280 -4.4K -53 0.00 87.46 N/A N/A 0 0 1,251 150
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