TINY Options History — August 2014 In August 2014, TINY traded between $3.09 and $3.32. ATM implied volatility averaged 74.3%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 60.4% (HV 20d: 14.0%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-08-20 : Highest Volume — 286 contracts2014-08-14 : Largest IV drop — 72.5% change2014-08-13 : Highest IV Rank — 80.4%2014-08-29 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.15 $3.09 $3.32 $3.14 $3.32 Max Pain $3.81 $2.50 $5.00 $5.00 $2.50 ATM IV 74.3% 43.3% 157.2% 80.3% 64.0% Expected Move 13.3% 10.1% 14.9% 10.3% 14.9% HV 20d 14.0% 9.6% 19.1% 12.6% 19.1% HV 60d 18.4% 17.8% 19.8% 19.8% 19.0% IV Rank 20.9% 0.0% 80.4% 22.5% 14.8% IV Percentile 39.1% 0.0% 97.6% 63.1% 27.8% Term Structure -4.5% -26.0% 20.0% -26.0% -20.6% VWIV 46.6% 29.7% 49.6% 48.7% 49.6% Bid-Ask Spread % 46.06 36.93 56.42 42.55 56.42 Gamma HHI 0.75 0.54 0.98 0.74 0.89 Net GEX 2.0K 801 10.9K 1.8K 3.0K Net DEX -75.8K -370.6K -49.6K -55.9K -85.7K Net VEX -369 -2.6K -130 -248 -478 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 110.857 0 286 50 177 Total OI 12,358.238 11,725 13,541 11,725 13,541
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 2014-08-01 $3.14 $5.00 80.3% 10.3% 12.6% 22.5% 0.0% 0.0% -26.0% 1.8K -55.9K -248 0.00 42.55 N/A N/A 50 0 11,639 86 2014-08-04 $3.11 $5.00 76.6% 13.5% 12.9% 19.7% 0.0% 0.0% -10.4% 1.1K -54.6K -178 0.00 48.81 N/A N/A 195 0 11,689 86 2014-08-05 $3.09 $5.00 82.2% 10.1% 12.0% 23.9% 0.0% 0.0% 7.1% 1.3K -51.6K -196 0.00 43.50 N/A N/A 0 0 11,884 86 2014-08-06 $3.11 $5.00 83.9% 13.6% 12.3% 25.2% 0.0% 0.0% -11.1% 1.3K -56.2K -223 0.00 48.73 N/A N/A 0 0 11,884 86 2014-08-07 $3.11 $5.00 97.8% 13.6% 10.6% 35.7% 0.0% 0.0% -11.5% 1.3K -55.8K -199 0.00 48.81 N/A N/A 0 0 11,884 86 2014-08-08 $3.12 $5.00 92.3% 13.4% 10.6% 31.6% 0.0% 0.0% -11.4% 1.1K -54.6K -179 0.00 46.80 N/A N/A 0 0 11,884 86 2014-08-11 $3.11 $5.00 118.6% 13.7% 10.3% 51.4% 0.0% 0.0% -12.6% 1.9K -59.0K -292 0.00 48.81 N/A N/A 0 0 11,884 86 2014-08-12 $3.09 $5.00 136.2% 10.2% 10.4% 64.6% 0.0% 0.0% -8.3% 1.0K -50.1K -152 0.00 43.50 N/A N/A 0 3 11,884 86 2014-08-13 $3.09 $5.00 157.2% 10.3% 9.6% 80.4% 0.0% 0.0% -20.2% 837 -49.6K -130 0.00 43.50 N/A N/A 0 0 11,884 89 2014-08-14 $3.17 $5.00 43.3% 14.4% 13.5% 0.0% 48.7% 0.0% 7.0% 1.2K -57.3K -212 0.00 36.93 N/A N/A 60 0 11,884 89 2014-08-15 $3.11 $5.00 53.5% 13.6% 15.2% 7.3% 29.7% 0.0% 1.6% 2.1K -59.0K -327 0.00 46.85 N/A N/A 215 0 11,944 89 2014-08-18 $3.14 $2.50 48.8% 13.1% 15.6% 3.9% 0.0% 0.0% 4.5% 801 -52.0K -130 0.00 49.30 N/A N/A 0 0 12,092 88 2014-08-19 $3.16 $2.50 47.7% 14.5% 15.4% 3.1% 47.6% 0.0% 6.5% 1.5K -60.9K -249 0.00 44.36 N/A N/A 151 0 12,092 88 2014-08-20 $3.19 $2.50 44.0% 14.1% 15.7% 0.5% 48.2% 0.0% 20.0% 10.9K -370.6K -2.6K 0.00 47.26 N/A N/A 286 0 12,207 88 2014-08-21 $3.19 $2.50 44.7% 14.1% 15.7% 1.0% 48.5% 0.0% 20.0% 1.4K -64.3K -237 0.00 47.26 N/A N/A 212 0 12,383 88 2014-08-22 $3.18 $2.50 47.4% 14.2% 15.5% 3.0% 48.4% 0.0% 9.5% 1.7K -69.0K -280 0.00 47.26 N/A N/A 234 0 12,596 88 2014-08-25 $3.14 $2.50 55.0% 14.5% 16.2% 8.3% 48.3% 0.0% 2.2% 1.9K -70.4K -335 0.00 47.12 N/A N/A 230 0 12,830 88 2014-08-26 $3.13 $2.50 62.9% 14.3% 16.2% 14.0% 49.2% 0.0% -11.2% 2.3K -67.9K -343 0.00 44.62 N/A N/A 270 0 13,050 88 2014-08-27 $3.18 $2.50 60.7% 13.1% 17.1% 12.4% 0.0% 0.0% -20.2% 1.9K -68.8K -311 0.00 38.64 N/A N/A 2 0 13,320 88 2014-08-28 $3.23 $2.50 63.6% 14.8% 16.8% 14.5% 47.4% 0.0% -9.1% 2.5K -78.4K -413 0.00 46.30 N/A N/A 243 0 13,321 88 2014-08-29 $3.32 $2.50 64.0% 14.9% 19.1% 14.8% 49.6% 0.0% -20.6% 3.0K -85.7K -478 0.00 56.42 N/A N/A 177 0 13,453 88
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