TINY Options History — July 2014

In July 2014, TINY traded between $3.12 and $3.24. ATM implied volatility averaged 69.2%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 47.8% (HV 20d: 21.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2014-07-16: Highest Volume — 880 contracts
2014-07-10: Largest IV drop — 36.9% change
2014-07-09: Highest IV Rank — 32.8%
2014-07-11: Largest Expected Move — 22.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.19	$3.12	$3.24	$3.22	$3.12
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	69.2%	54.9%	94.0%	66.3%	79.5%
Expected Move	16.0%	13.1%	22.5%	19.0%	13.3%
HV 20d	21.5%	11.4%	24.3%	24.1%	12.2%
HV 60d	23.2%	19.7%	27.1%	27.1%	19.9%
IV Rank	14.2%	3.4%	32.8%	12.0%	21.9%
IV Percentile	37.2%	3.2%	82.1%	33.7%	60.7%
Term Structure	-19.1%	-35.5%	-10.2%	-15.1%	-26.4%
VWIV	45.7%	44.9%	46.1%	46.0%	44.9%
Bid-Ask Spread %	38.50	15.53	115.45	15.53	48.81
Gamma HHI	0.83	0.51	0.97	0.95	0.76
Net GEX	3.3K	201	9.4K	6.3K	1.4K
Net DEX	-118.8K	-332.4K	-33.2K	-227.2K	-38.5K
Net VEX	-848	-2.6K	-37	-1.8K	-202
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.33	0.00	0.00
Total Volume	142.409	0	880	0	500
Total OI	9,718.636	8,807	11,225	8,807	11,225

Daily Data (22 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
2014-07-01	$3.22	$0.00	66.3%	19.0%	24.1%	12.0%	0.0%	0.0%	-15.1%	6.3K	-227.2K	-1.8K	0.00	15.53	N/A	N/A	0	0	8,724	83
2014-07-02	$3.24	$0.00	65.9%	18.9%	24.0%	11.7%	0.0%	0.0%	-13.5%	6.4K	-229.0K	-1.8K	0.00	15.58	N/A	N/A	85	0	8,724	83
2014-07-03	$3.24	$0.00	75.9%	21.8%	23.9%	19.2%	0.0%	0.0%	-30.7%	972	-40.3K	-151	0.00	15.69	N/A	N/A	0	0	8,775	83
2014-07-07	$3.23	$0.00	79.8%	15.2%	23.7%	22.2%	0.0%	0.0%	-13.6%	1.1K	-41.1K	-186	0.00	19.29	N/A	N/A	0	0	8,775	83
2014-07-08	$3.18	$0.00	89.6%	16.2%	23.8%	29.5%	0.0%	0.0%	-15.9%	1.5K	-42.0K	-229	0.00	19.16	N/A	N/A	0	0	8,775	83
2014-07-09	$3.18	$0.00	94.0%	16.4%	23.5%	32.8%	0.0%	0.0%	-16.4%	1.5K	-41.9K	-218	0.00	18.30	N/A	N/A	0	0	8,775	83
2014-07-10	$3.23	$0.00	59.3%	17.0%	24.3%	6.7%	0.0%	0.0%	-25.9%	6.4K	-231.9K	-1.8K	0.00	30.36	N/A	N/A	100	0	8,775	83
2014-07-11	$3.21	$0.00	78.6%	22.5%	23.8%	21.2%	0.0%	0.0%	-35.5%	6.6K	-236.3K	-1.9K	0.00	115.45	N/A	N/A	1	0	8,875	83
2014-07-14	$3.23	$0.00	58.5%	16.8%	23.5%	6.1%	0.0%	0.0%	-10.2%	6.7K	-239.0K	-1.9K	0.00	19.29	N/A	N/A	1	0	8,876	83
2014-07-15	$3.22	$0.00	60.0%	17.2%	23.5%	7.2%	0.0%	0.0%	-17.9%	6.6K	-238.7K	-1.9K	0.00	18.30	N/A	N/A	331	0	8,877	83
2014-07-16	$3.18	$0.00	58.3%	16.7%	23.5%	5.9%	0.0%	0.0%	-20.5%	1.5K	-43.8K	-228	0.00	19.29	N/A	N/A	880	0	9,128	83
2014-07-17	$3.17	$0.00	54.9%	15.8%	23.4%	3.4%	0.0%	0.0%	-11.9%	8.6K	-309.9K	-2.5K	0.33	20.01	N/A	N/A	3	1	9,994	83
2014-07-18	$3.17	$0.00	61.1%	17.5%	23.2%	8.0%	0.0%	0.0%	-12.6%	1.3K	-41.6K	-185	0.00	17.19	N/A	N/A	9	0	9,994	82
2014-07-21	$3.16	$0.00	59.5%	13.5%	22.9%	6.9%	0.0%	0.0%	-11.0%	201	-36.6K	-37	0.00	99.41	N/A	N/A	301	0	10,000	82
2014-07-22	$3.19	$0.00	64.3%	13.1%	23.2%	10.5%	0.0%	0.0%	-14.1%	9.4K	-332.4K	-2.6K	0.00	64.92	N/A	N/A	100	0	10,295	82
2014-07-23	$3.18	$0.00	60.2%	13.5%	23.2%	7.4%	0.0%	0.0%	-18.4%	3.1K	-58.6K	-423	0.00	48.43	N/A	N/A	125	0	10,395	82
2014-07-24	$3.17	$0.00	68.6%	13.5%	23.1%	13.7%	0.0%	0.0%	-32.3%	1.4K	-40.4K	-187	0.00	48.52	N/A	N/A	0	0	10,487	82
2014-07-25	$3.15	$0.00	65.6%	13.4%	22.3%	11.4%	0.0%	0.0%	-15.2%	230	-33.2K	-47	0.00	47.17	N/A	N/A	0	0	10,487	82
2014-07-28	$3.15	$0.00	70.5%	13.1%	13.4%	15.2%	46.0%	0.0%	-18.5%	240	-33.7K	-46	0.00	48.86	N/A	N/A	302	1	10,487	82
2014-07-29	$3.15	$5.00	72.5%	13.2%	12.1%	16.6%	46.1%	0.0%	-19.8%	389	-35.8K	-77	0.03	48.86	N/A	N/A	90	3	10,789	83
2014-07-30	$3.17	$5.00	79.8%	13.7%	11.4%	22.1%	44.9%	0.0%	-25.6%	1.6K	-40.7K	-230	0.00	48.52	N/A	N/A	300	0	10,839	86
2014-07-31	$3.12	$5.00	79.5%	13.3%	12.2%	21.9%	0.0%	0.0%	-26.4%	1.4K	-38.5K	-202	0.00	48.81	N/A	N/A	500	0	11,139	86