TINY Options History — December 2013

In December 2013, TINY traded between $2.98 and $3.23. ATM implied volatility averaged 72.7%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 52.1% (HV 20d: 20.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2013-12-16: Highest Volume — 21 contracts
2013-12-30: Largest IV spike — 47.0% change
2013-12-11: Highest IV Rank — 35.2%
2013-12-05: Largest Expected Move — 25.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.05	$2.98	$3.23	$3.23	$2.98
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	72.7%	51.4%	96.0%	83.1%	78.3%
Expected Move	19.2%	15.6%	25.7%	23.8%	22.4%
HV 20d	20.6%	14.9%	23.1%	14.9%	21.7%
HV 60d	17.7%	15.5%	18.5%	15.5%	17.7%
IV Rank	20.5%	7.0%	35.2%	27.0%	24.0%
IV Percentile	42.0%	3.6%	79.4%	64.3%	57.1%
Term Structure	-18.5%	-34.6%	-7.7%	-18.6%	-17.5%
Bid-Ask Spread %	91.93	83.60	182.30	83.88	91.67
Gamma HHI	0.85	0.73	0.97	0.97	0.81
Net GEX	-119	-197	-63	-122	-88
Net DEX	-11.4K	-15.4K	-5.8K	-15.4K	-7.6K
Net VEX	-47	-59	-35	-40	-48
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	1.286	0	21	0	0
Total OI	1,093.238	178	1,466	1,466	178

Daily Data (21 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
2013-12-02	$3.23	$2.50	83.1%	23.8%	14.9%	27.0%	0.0%	0.0%	-18.6%	-122	-15.4K	-40	83.88	N/A	N/A	0	0	1,311	155
2013-12-03	$3.11	$2.50	81.8%	23.5%	20.0%	26.2%	0.0%	0.0%	-20.1%	-160	-13.2K	-59	85.26	N/A	N/A	0	0	1,311	155
2013-12-04	$3.07	$2.50	80.7%	23.1%	20.5%	25.5%	0.0%	0.0%	-19.8%	-184	-13.0K	-51	86.29	N/A	N/A	0	0	1,311	155
2013-12-05	$3.07	$2.50	89.7%	25.7%	20.2%	31.2%	0.0%	0.0%	-34.6%	-191	-12.9K	-53	83.60	N/A	N/A	0	0	1,311	155
2013-12-06	$3.08	$0.00	85.1%	15.6%	20.2%	28.3%	0.0%	0.0%	-18.9%	-169	-13.7K	-47	85.13	N/A	N/A	0	0	1,311	155
2013-12-09	$3.09	$0.00	86.7%	16.0%	20.1%	29.3%	0.0%	0.0%	-19.9%	-141	-14.0K	-48	84.33	N/A	N/A	0	0	1,311	155
2013-12-10	$3.07	$0.00	92.5%	16.5%	20.3%	33.0%	0.0%	0.0%	-21.3%	-159	-13.5K	-49	88.46	N/A	N/A	0	0	1,311	155
2013-12-11	$3.08	$0.00	96.0%	16.6%	20.0%	35.2%	0.0%	0.0%	-21.4%	-153	-15.2K	-45	88.46	N/A	N/A	0	0	1,311	151
2013-12-12	$3.02	$0.00	57.1%	16.4%	20.3%	10.6%	0.0%	0.0%	-16.7%	-197	-13.7K	-50	85.38	N/A	N/A	0	0	1,311	151
2013-12-13	$3.00	$0.00	54.5%	15.6%	19.9%	9.0%	0.0%	0.0%	-9.8%	-191	-13.1K	-54	87.54	N/A	N/A	1	0	1,311	151
2013-12-16	$3.02	$0.00	60.4%	17.3%	19.9%	12.7%	0.0%	0.0%	-19.1%	-76	-14.4K	-49	89.85	N/A	N/A	21	0	1,311	151
2013-12-17	$3.00	$0.00	57.8%	16.6%	20.0%	11.1%	0.0%	0.0%	-12.0%	-85	-9.0K	-45	87.54	N/A	N/A	0	0	1,294	151
2013-12-18	$3.07	$0.00	59.7%	17.1%	21.2%	12.3%	0.0%	0.0%	-17.2%	-63	-10.4K	-39	86.29	N/A	N/A	0	5	1,294	151
2013-12-19	$3.01	$0.00	63.9%	18.3%	22.3%	14.9%	0.0%	0.0%	-22.1%	-84	-9.3K	-45	89.07	N/A	N/A	0	0	1,294	151
2013-12-20	$3.02	$0.00	64.5%	18.5%	21.4%	15.3%	0.0%	0.0%	-22.2%	-76	-9.3K	-49	89.98	N/A	N/A	0	0	1,294	151
2013-12-23	$3.06	$0.00	65.8%	18.9%	22.1%	16.1%	0.0%	0.0%	-7.7%	-68	-9.4K	-39	85.49	N/A	N/A	0	0	103	75
2013-12-24	$3.06	$0.00	72.3%	20.7%	22.0%	20.2%	0.0%	0.0%	-18.8%	-63	-9.6K	-35	88.46	N/A	N/A	0	0	103	75
2013-12-26	$3.05	$0.00	70.7%	20.3%	21.8%	19.2%	0.0%	0.0%	-17.5%	-65	-9.1K	-45	89.98	N/A	N/A	0	0	103	75
2013-12-27	$2.98	$0.00	51.4%	0.0%	23.1%	7.0%	0.0%	0.0%	0.0%	-81	-5.8K	-57	182.30	N/A	N/A	0	0	103	75
2013-12-30	$2.99	$0.00	75.6%	21.7%	21.7%	22.3%	0.0%	0.0%	-15.2%	-88	-7.8K	-43	91.67	N/A	N/A	0	0	103	75
2013-12-31	$2.98	$0.00	78.3%	22.4%	21.7%	24.0%	0.0%	0.0%	-17.5%	-88	-7.6K	-48	91.67	N/A	N/A	0	0	103	75