TINY Options History — September 2014

In September 2014, TINY traded between $2.98 and $3.42. ATM implied volatility averaged 66.7%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 46.7% (HV 20d: 20.1%). 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 0.01.

Notable Days

2014-09-29: Highest Volume — 1,175 contracts
2014-09-11: Largest IV drop — 46.3% change
2014-09-10: Highest IV Rank — 41.0%
2014-09-29: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.20	$2.98	$3.42	$3.33	$2.98
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	66.7%	52.7%	100.6%	69.6%	59.4%
Expected Move	12.7%	9.5%	15.8%	13.3%	13.1%
HV 20d	20.1%	16.7%	22.1%	18.5%	17.0%
HV 60d	18.7%	16.8%	20.1%	18.9%	17.1%
IV Rank	16.8%	6.7%	41.0%	18.8%	11.5%
IV Percentile	31.6%	3.6%	89.3%	42.5%	15.1%
Term Structure	-15.6%	-33.5%	-0.1%	-15.1%	-12.6%
VWIV	51.4%	44.3%	55.1%	53.3%	45.6%
Bid-Ask Spread %	50.31	28.39	76.14	54.72	28.39
Gamma HHI	0.85	0.51	0.98	0.93	0.51
Net GEX	4.8K	1.4K	9.8K	4.6K	1.7K
Net DEX	-179.9K	-441.8K	-41.7K	-115.2K	-86.8K
Net VEX	-1.3K	-3.3K	-197	-871	-256
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.09	0.00	0.04
Total Volume	162.952	0	1,175	770	336
Total OI	12,939.333	9,069	14,964	13,695	10,148

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
2014-09-02	$3.33	$2.50	69.6%	13.3%	18.5%	18.8%	53.3%	0.0%	-15.1%	4.6K	-115.2K	-871	0.00	54.72	N/A	N/A	770	0	13,607	88
2014-09-03	$3.36	$2.50	76.1%	9.8%	18.3%	23.5%	52.5%	0.0%	-19.9%	7.9K	-351.6K	-2.7K	0.00	56.86	N/A	N/A	191	0	14,317	88
2014-09-04	$3.39	$2.50	82.9%	11.3%	18.3%	28.3%	51.8%	0.0%	-33.5%	4.8K	-110.2K	-771	0.00	55.80	N/A	N/A	291	0	14,334	88
2014-09-05	$3.42	$2.50	72.0%	9.9%	18.3%	20.5%	51.1%	0.0%	-0.1%	9.8K	-394.9K	-3.0K	0.00	57.18	N/A	N/A	83	0	14,573	88
2014-09-08	$3.42	$2.50	80.5%	9.5%	18.4%	26.6%	51.5%	0.0%	-21.9%	9.0K	-395.9K	-3.0K	0.00	56.30	N/A	N/A	189	0	14,656	88
2014-09-09	$3.35	$2.50	96.0%	12.5%	20.3%	37.6%	52.4%	0.0%	-13.7%	9.1K	-361.7K	-2.8K	0.09	71.73	N/A	N/A	33	3	14,845	88
2014-09-10	$3.35	$2.50	100.6%	10.0%	20.0%	41.0%	0.0%	0.0%	-23.6%	8.7K	-441.8K	-3.3K	0.00	76.14	N/A	N/A	5	0	14,870	85
2014-09-11	$3.32	$2.50	54.1%	11.8%	20.5%	7.7%	50.2%	0.0%	-12.4%	8.9K	-365.0K	-2.8K	0.00	67.81	N/A	N/A	20	0	14,865	76
2014-09-12	$3.26	$2.50	58.9%	10.1%	20.2%	11.1%	0.0%	0.0%	-17.6%	8.5K	-367.0K	-2.8K	0.00	69.35	N/A	N/A	0	0	14,865	76
2014-09-15	$3.17	$2.50	57.3%	15.1%	21.6%	10.0%	53.1%	0.0%	-17.4%	2.8K	-88.1K	-476	0.00	47.26	N/A	N/A	30	0	14,865	69
2014-09-16	$3.16	$2.50	58.7%	13.0%	21.4%	11.0%	0.0%	0.0%	-18.8%	3.2K	-99.8K	-487	0.00	61.54	N/A	N/A	0	0	14,895	69
2014-09-17	$3.16	$2.50	59.7%	10.8%	21.2%	11.7%	0.0%	0.0%	-19.6%	2.1K	-86.2K	-326	0.00	35.24	N/A	N/A	0	0	14,895	69
2014-09-18	$3.11	$2.50	58.7%	15.2%	21.6%	11.0%	0.0%	0.0%	-19.5%	2.8K	-92.5K	-458	0.00	44.62	N/A	N/A	0	0	14,895	69
2014-09-19	$3.10	$2.50	55.1%	12.4%	21.7%	8.4%	0.0%	0.0%	-10.7%	1.4K	-78.6K	-197	0.00	32.96	N/A	N/A	12	0	14,895	69
2014-09-22	$3.06	$2.50	55.3%	15.3%	22.0%	8.6%	53.4%	0.0%	-3.1%	2.6K	-51.8K	-411	0.00	43.68	N/A	N/A	94	0	9,028	41
2014-09-23	$3.08	$2.50	60.8%	13.0%	21.8%	12.5%	46.9%	0.0%	-13.5%	1.6K	-41.7K	-235	0.00	32.96	N/A	N/A	5	0	9,122	41
2014-09-24	$3.05	$2.50	52.7%	12.8%	22.1%	6.7%	44.3%	0.0%	-5.3%	1.6K	-42.6K	-200	0.00	32.96	N/A	N/A	13	0	9,115	41
2014-09-25	$3.06	$2.50	64.6%	15.5%	21.2%	15.3%	54.6%	0.0%	-16.7%	2.7K	-56.1K	-425	0.00	43.68	N/A	N/A	92	0	9,128	41
2014-09-26	$3.04	$2.50	61.7%	15.6%	20.2%	13.1%	55.1%	0.0%	-14.5%	3.0K	-72.2K	-506	0.00	43.09	N/A	N/A	80	0	9,203	41
2014-09-29	$3.03	$2.50	67.0%	15.8%	16.7%	17.0%	54.4%	0.0%	-18.6%	3.0K	-78.4K	-522	0.00	44.20	N/A	N/A	1,175	0	9,249	41
2014-09-30	$2.98	$2.50	59.4%	13.1%	17.0%	11.5%	45.6%	0.0%	-12.6%	1.7K	-86.8K	-256	0.04	28.39	N/A	N/A	323	13	10,107	41