TINY Options History — March 2014 In March 2014, TINY traded between $3.03 and $3.76. ATM implied volatility averaged 82.0%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 34.8% (HV 20d: 47.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-03-12 : Highest Volume — 2,232 contracts2014-03-13 : Largest IV drop — 56.3% change2014-03-12 : Highest IV Rank — 52.6%2014-03-31 : Largest Expected Move — 25.5%Monthly Statistics Metric Avg Min Max Open Close Price $3.41 $3.03 $3.76 $3.03 $3.47 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 82.0% 55.4% 126.7% 72.9% 88.9% Expected Move 21.6% 15.7% 25.5% 20.9% 25.5% HV 20d 47.2% 38.1% 58.2% 38.2% 49.9% HV 60d 33.6% 26.4% 37.7% 26.5% 37.7% IV Rank 22.2% 3.6% 52.6% 15.2% 27.7% IV Percentile 61.6% 2.8% 95.6% 50.8% 75.8% Term Structure -16.7% -52.6% 13.4% -7.9% -15.5% VWIV 79.3% 70.6% 84.3% 70.6% 84.3% Bid-Ask Spread % 78.31 13.64 118.55 87.54 15.51 Gamma HHI 0.81 0.51 0.95 0.59 0.93 Net GEX 4.4K 279 9.6K 297 7.2K Net DEX -165.6K -318.5K -32.4K -32.4K -162.5K Net VEX -1.1K -2.4K -92 -126 -1.2K 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 228.81 0 2,232 8 110 Total OI 1,979.619 586 3,648 586 3,648
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-03-03 $3.03 $2.50 72.9% 20.9% 38.2% 15.2% 0.0% 0.0% -7.9% 297 -32.4K -126 0.00 87.54 N/A N/A 8 0 466 120 2014-03-04 $3.03 $2.50 74.9% 21.5% 38.1% 16.5% 0.0% 0.0% -9.1% 307 -34.3K -123 0.00 87.54 N/A N/A 0 0 474 120 2014-03-05 $3.06 $2.50 66.7% 19.1% 38.2% 11.0% 0.0% 0.0% 8.6% 279 -34.4K -97 0.00 81.32 N/A N/A 16 0 474 120 2014-03-06 $3.05 $2.50 70.1% 20.1% 38.1% 13.2% 0.0% 0.0% 13.4% 350 -35.3K -117 0.00 85.13 N/A N/A 15 0 490 120 2014-03-07 $3.11 $0.00 73.8% 17.4% 38.7% 15.7% 0.0% 0.0% -15.5% 293 -35.6K -92 0.00 118.55 N/A N/A 7 0 505 120 2014-03-10 $3.27 $0.00 81.4% 15.7% 42.2% 20.9% 0.0% 0.0% -5.3% 834 -59.0K -283 0.00 107.41 N/A N/A 68 0 505 120 2014-03-11 $3.52 $0.00 119.5% 20.7% 48.6% 46.6% 70.6% 0.0% -27.0% 1.0K -91.9K -334 0.00 115.20 N/A N/A 197 0 573 120 2014-03-12 $3.48 $2.50 126.7% 20.4% 49.0% 52.6% 0.0% 0.0% 8.7% 1.5K -101.8K -522 0.00 114.71 N/A N/A 2,232 0 714 120 2014-03-13 $3.76 $2.50 55.4% 15.9% 54.6% 3.6% 81.1% 0.0% -22.7% 6.2K -299.5K -1.9K 0.00 114.01 N/A N/A 197 0 2,040 120 2014-03-14 $3.75 $2.50 83.7% 24.0% 54.5% 24.0% 83.7% 0.0% -52.6% 6.3K -272.4K -1.8K 0.00 114.00 N/A N/A 142 0 2,100 120 2014-03-17 $3.58 $2.50 79.6% 22.8% 58.2% 21.0% 76.7% 0.0% -26.2% 5.5K -273.4K -1.8K 0.00 114.07 N/A N/A 348 0 2,178 120 2014-03-18 $3.54 $2.50 78.6% 22.5% 51.3% 20.3% 0.0% 0.0% -25.8% 6.0K -159.0K -1.2K 0.00 113.08 N/A N/A 22 0 2,387 120 2014-03-19 $3.50 $2.50 82.5% 23.7% 47.8% 23.1% 0.0% 0.0% -35.1% 5.8K -160.1K -1.2K 0.00 85.70 N/A N/A 41 0 2,409 120 2014-03-20 $3.39 $2.50 76.0% 21.8% 49.7% 18.5% 0.0% 0.0% -25.6% 4.2K -110.0K -817 0.00 113.02 N/A N/A 35 0 2,440 120 2014-03-21 $3.41 $2.50 81.1% 23.3% 49.6% 22.1% 0.0% 0.0% -29.7% 5.5K -269.3K -1.8K 0.00 81.67 N/A N/A 368 0 2,475 120 2014-03-24 $3.47 $2.50 76.0% 21.8% 49.7% 18.4% 0.0% 0.0% -7.8% 5.5K -128.0K -964 0.00 21.02 N/A N/A 189 0 2,789 38 2014-03-25 $3.50 $2.50 80.9% 23.2% 48.5% 22.0% 0.0% 0.0% -17.8% 7.4K -318.5K -2.2K 0.00 20.67 N/A N/A 167 0 2,958 38 2014-03-26 $3.55 $2.50 84.4% 24.2% 48.5% 24.4% 84.3% 0.0% -19.4% 8.4K -275.6K -2.1K 0.00 20.40 N/A N/A 421 0 3,057 38 2014-03-27 $3.52 $2.50 82.7% 23.7% 48.5% 23.2% 0.0% 0.0% -18.4% 9.2K -309.9K -2.4K 0.00 13.64 N/A N/A 0 0 3,450 38 2014-03-28 $3.57 $2.50 86.3% 24.8% 48.6% 25.9% 0.0% 0.0% -20.2% 9.6K -314.8K -2.4K 0.00 20.40 N/A N/A 222 0 3,450 38 2014-03-31 $3.47 $2.50 88.9% 25.5% 49.9% 27.7% 0.0% 0.0% -15.5% 7.2K -162.5K -1.2K 0.00 15.51 N/A N/A 110 0 3,610 38
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