TINY Options History — November 2013

In November 2013, TINY traded between $3.04 and $3.23. ATM implied volatility averaged 91.5%, placing in the 32.3% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded above realized volatility by 75.7% (HV 20d: 15.9%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2013-11-20: Highest Volume — 28 contracts
2013-11-14: Largest IV drop — 63.0% change
2013-11-13: Highest IV Rank — 83.8%
2013-11-29: Largest Expected Move — 27.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.11	$3.04	$3.23	$3.11	$3.23
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	91.5%	50.4%	173.2%	89.6%	97.2%
Expected Move	18.8%	14.4%	27.9%	25.7%	27.9%
HV 20d	15.9%	14.7%	17.2%	15.2%	15.2%
HV 60d	14.9%	14.4%	15.5%	14.9%	15.5%
IV Rank	32.3%	6.4%	83.8%	31.2%	35.9%
IV Percentile	57.2%	2.8%	98.4%	72.2%	81.7%
Term Structure	-17.8%	-36.9%	-8.3%	-36.9%	-13.4%
VWIV	55.2%	55.2%	55.2%	55.2%	55.2%
Bid-Ask Spread %	100.97	26.63	200.00	88.60	200.00
Gamma HHI	0.96	0.85	1.00	1.00	0.85
Net GEX	-260	-358	-49	-301	-49
Net DEX	-7.0K	-16.0K	-2.5K	-3.9K	-16.0K
Net VEX	-52	-61	-38	-53	-38
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	3.75	0	28	0	0
Total OI	1,423.5	1,401	1,466	1,401	1,466

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-11-01	$3.11	$0.00	89.6%	25.7%	15.2%	31.2%	0.0%	0.0%	-36.9%	-301	-3.9K	-53	88.60	N/A	N/A	0	0	1,251	150
2013-11-04	$3.07	$2.50	96.2%	16.1%	15.9%	35.3%	0.0%	0.0%	-8.5%	-338	-3.3K	-59	117.05	N/A	N/A	10	0	1,251	150
2013-11-05	$3.08	$2.50	99.6%	17.2%	14.7%	37.4%	0.0%	0.0%	-15.9%	-331	-3.3K	-56	121.21	N/A	N/A	0	0	1,261	150
2013-11-06	$3.05	$2.50	99.0%	17.7%	15.1%	37.1%	0.0%	0.0%	-17.9%	-358	-2.5K	-61	121.10	N/A	N/A	0	0	1,261	150
2013-11-07	$3.05	$2.50	104.4%	16.8%	15.0%	40.4%	0.0%	0.0%	-15.1%	-347	-3.1K	-60	120.35	N/A	N/A	0	0	1,261	150
2013-11-08	$3.07	$2.50	117.8%	15.7%	15.1%	48.9%	0.0%	0.0%	-18.0%	-319	-3.6K	-58	91.39	N/A	N/A	0	0	1,261	150
2013-11-11	$3.07	$2.50	148.9%	17.4%	15.0%	68.6%	0.0%	0.0%	-19.7%	-325	-3.6K	-57	119.13	N/A	N/A	0	0	1,261	150
2013-11-12	$3.04	$2.50	157.9%	18.0%	15.5%	74.2%	0.0%	0.0%	-22.1%	-355	-2.6K	-58	95.73	N/A	N/A	0	0	1,261	150
2013-11-13	$3.09	$2.50	173.2%	18.8%	16.1%	83.8%	0.0%	0.0%	-19.8%	-317	-3.8K	-52	121.21	N/A	N/A	0	0	1,261	150
2013-11-14	$3.05	$2.50	64.0%	18.3%	16.8%	15.0%	0.0%	0.0%	-14.7%	-343	-3.0K	-57	120.35	N/A	N/A	0	0	1,261	150
2013-11-15	$3.07	$2.50	68.2%	19.6%	16.6%	17.7%	0.0%	0.0%	-22.5%	-335	-3.3K	-56	121.80	N/A	N/A	0	0	1,261	150
2013-11-18	$3.08	$2.50	62.0%	17.8%	16.2%	13.7%	0.0%	0.0%	-15.7%	-296	-4.2K	-49	88.46	N/A	N/A	0	0	1,261	150
2013-11-19	$3.12	$2.50	50.4%	14.4%	16.7%	6.4%	0.0%	0.0%	-24.1%	-225	-5.4K	-41	30.97	N/A	N/A	6	0	1,261	150
2013-11-20	$3.12	$2.50	61.8%	17.7%	16.6%	13.6%	55.2%	0.0%	-8.3%	-237	-6.7K	-46	88.60	N/A	N/A	28	0	1,267	150
2013-11-21	$3.17	$2.50	64.8%	18.6%	17.2%	15.5%	0.0%	0.0%	-16.3%	-145	-15.8K	-49	87.46	N/A	N/A	0	5	1,295	150
2013-11-22	$3.17	$2.50	61.1%	17.5%	17.2%	13.1%	0.0%	0.0%	-16.9%	-130	-14.6K	-45	26.63	N/A	N/A	0	0	1,295	155
2013-11-25	$3.15	$2.50	70.9%	20.3%	16.0%	19.3%	0.0%	0.0%	-20.2%	-164	-13.3K	-56	87.46	N/A	N/A	13	0	1,295	155
2013-11-26	$3.17	$2.50	71.0%	20.4%	16.1%	19.4%	0.0%	0.0%	-12.5%	-144	-14.3K	-48	84.42	N/A	N/A	13	0	1,298	155
2013-11-27	$3.17	$2.50	72.5%	20.8%	14.8%	20.3%	0.0%	0.0%	-13.4%	-142	-14.3K	-48	87.46	N/A	N/A	0	0	1,311	155
2013-11-29	$3.23	$2.50	97.2%	27.9%	15.2%	35.9%	0.0%	0.0%	0.0%	-49	-16.0K	-38	200.00	N/A	N/A	0	0	1,311	155