TINY Options History — June 2014

In June 2014, TINY traded between $3.13 and $3.33. ATM implied volatility averaged 68.7%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 49.3% (HV 20d: 19.4%). 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 0 of 21 days. Put/call ratio averaged 0.07.

Notable Days

2014-06-30: Highest Volume — 80 contracts
2014-06-12: Largest IV drop — 39.4% change
2014-06-10: Highest IV Rank — 37.1%
2014-06-05: Largest Expected Move — 22.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.27	$3.13	$3.33	$3.31	$3.18
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	68.7%	50.8%	99.6%	69.9%	61.3%
Expected Move	17.7%	14.2%	22.3%	20.0%	17.6%
HV 20d	19.4%	15.8%	23.9%	22.1%	23.9%
HV 60d	33.8%	28.2%	41.9%	41.9%	28.2%
IV Rank	13.8%	0.3%	37.1%	14.7%	8.2%
IV Percentile	34.8%	0.4%	86.5%	40.5%	19.4%
Term Structure	-18.0%	-32.6%	-7.3%	-25.0%	-12.0%
Bid-Ask Spread %	17.23	13.70	23.31	18.21	16.16
Gamma HHI	0.81	0.57	0.95	0.79	0.57
Net GEX	3.8K	922	6.6K	2.7K	922
Net DEX	-138.8K	-288.0K	-38.6K	-89.6K	-38.7K
Net VEX	-912	-2.1K	-120	-406	-120
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.60	0.00	0.60
Total Volume	13.143	0	80	4	80
Total OI	8,857.762	8,631	8,952	8,943	8,727

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
2014-06-02	$3.31	$2.50	69.9%	20.0%	22.1%	14.7%	0.0%	0.0%	-25.0%	2.7K	-89.6K	-406	0.00	18.21	N/A	N/A	4	0	8,870	73
2014-06-03	$3.27	$2.50	68.5%	19.6%	22.2%	13.7%	0.0%	0.0%	-15.7%	2.9K	-90.3K	-434	0.00	19.05	N/A	N/A	0	0	8,874	73
2014-06-04	$3.24	$2.50	73.6%	21.1%	22.1%	17.5%	0.0%	0.0%	-28.9%	2.2K	-81.4K	-331	0.00	19.05	N/A	N/A	0	0	8,874	73
2014-06-05	$3.22	$2.50	77.7%	22.3%	21.9%	20.6%	0.0%	0.0%	-32.6%	2.3K	-81.0K	-346	0.00	19.05	N/A	N/A	0	0	8,874	73
2014-06-06	$3.25	$0.00	77.3%	15.6%	17.6%	20.3%	0.0%	0.0%	-14.6%	1.7K	-76.9K	-245	0.00	23.31	N/A	N/A	3	0	8,874	73
2014-06-09	$3.29	$0.00	90.4%	14.2%	18.5%	30.1%	0.0%	0.0%	-13.4%	2.3K	-84.8K	-375	0.00	17.94	N/A	N/A	0	1	8,874	73
2014-06-10	$3.32	$0.00	99.6%	16.5%	19.0%	37.1%	0.0%	0.0%	-15.9%	6.6K	-288.0K	-2.1K	0.00	18.25	N/A	N/A	14	0	8,874	73
2014-06-11	$3.32	$0.00	94.9%	16.7%	17.8%	33.5%	0.0%	0.0%	-16.4%	2.8K	-90.6K	-401	0.00	17.49	N/A	N/A	30	0	8,879	73
2014-06-12	$3.27	$0.00	57.5%	16.5%	18.4%	5.3%	0.0%	0.0%	-16.3%	1.0K	-64.1K	-141	0.00	18.76	N/A	N/A	0	0	8,849	73
2014-06-13	$3.31	$0.00	50.8%	14.6%	19.0%	0.3%	0.0%	0.0%	-13.9%	6.5K	-249.8K	-1.9K	0.00	18.76	N/A	N/A	10	0	8,849	73
2014-06-16	$3.30	$0.00	53.8%	15.4%	19.0%	2.5%	0.0%	0.0%	-16.4%	6.4K	-249.0K	-1.8K	0.00	14.61	N/A	N/A	0	0	8,849	73
2014-06-17	$3.33	$0.00	57.3%	16.4%	19.3%	5.2%	0.0%	0.0%	-14.1%	6.6K	-251.7K	-2.0K	0.00	15.43	N/A	N/A	5	0	8,849	73
2014-06-18	$3.30	$0.00	60.7%	17.4%	19.1%	7.7%	0.0%	0.0%	-22.5%	6.5K	-248.9K	-1.8K	0.00	18.25	N/A	N/A	0	0	8,849	73
2014-06-19	$3.32	$0.00	65.6%	18.8%	18.0%	11.4%	0.0%	0.0%	-27.5%	2.8K	-82.6K	-427	0.12	18.25	N/A	N/A	25	3	8,849	73
2014-06-20	$3.28	$0.00	64.2%	18.4%	18.2%	10.4%	0.0%	0.0%	-21.0%	3.3K	-88.8K	-511	0.00	15.43	N/A	N/A	0	5	8,846	73
2014-06-23	$3.28	$0.00	61.7%	17.7%	18.0%	8.5%	0.0%	0.0%	-7.6%	6.3K	-223.2K	-1.8K	0.00	15.05	N/A	N/A	5	0	8,579	52
2014-06-24	$3.27	$0.00	69.9%	20.0%	17.3%	14.7%	0.0%	0.0%	-21.2%	6.3K	-223.4K	-1.8K	0.00	14.50	N/A	N/A	0	1	8,584	52
2014-06-25	$3.24	$0.00	55.5%	15.9%	15.8%	3.8%	0.0%	0.0%	-7.3%	1.5K	-44.9K	-200	0.00	13.70	N/A	N/A	40	0	8,584	53
2014-06-26	$3.29	$0.00	65.3%	18.7%	16.7%	11.2%	0.0%	0.0%	-21.9%	6.5K	-228.2K	-1.8K	0.00	15.36	N/A	N/A	0	0	8,624	53
2014-06-27	$3.13	$0.00	67.1%	19.2%	23.0%	12.6%	0.0%	0.0%	-13.8%	1.1K	-38.6K	-172	0.00	15.22	N/A	N/A	50	0	8,624	53
2014-06-30	$3.18	$0.00	61.3%	17.6%	23.9%	8.2%	0.0%	0.0%	-12.0%	922	-38.7K	-120	0.60	16.16	N/A	N/A	50	30	8,674	53