TINY Options History — October 2014

In October 2014, TINY traded between $2.55 and $2.98. ATM implied volatility averaged 66.3%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 38.9% (HV 20d: 27.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.40.

Notable Days

2014-10-08: Highest Volume — 321 contracts
2014-10-16: Largest IV drop — 55.4% change
2014-10-13: Highest IV Rank — 38.8%
2014-10-29: Largest Expected Move — 16.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.83	$2.55	$2.98	$2.98	$2.92
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	66.3%	42.5%	97.6%	71.8%	52.3%
Expected Move	15.3%	13.1%	16.5%	13.6%	16.0%
HV 20d	27.4%	13.6%	39.9%	16.2%	39.5%
HV 60d	22.4%	16.6%	27.4%	16.8%	27.4%
IV Rank	16.7%	0.0%	38.8%	20.4%	6.9%
IV Percentile	34.0%	0.0%	86.1%	46.4%	5.6%
Term Structure	-3.9%	-34.0%	14.7%	-4.7%	-24.0%
VWIV	51.9%	33.8%	62.9%	62.8%	56.3%
Bid-Ask Spread %	38.34	23.87	75.01	29.43	39.41
Gamma HHI	0.52	0.50	0.60	0.51	0.54
Net GEX	2.8K	2.1K	3.7K	2.5K	2.6K
Net DEX	-115.5K	-132.2K	-79.9K	-129.4K	-128.0K
Net VEX	-493	-657	-372	-416	-392
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	1.03	0.00	1.00
Total Volume	101.348	0	321	0	78
Total OI	11,144.696	10,454	11,727	10,454	11,727

Daily Data (23 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
2014-10-01	$2.98	$2.50	71.8%	13.6%	16.2%	20.4%	0.0%	0.0%	-4.7%	2.5K	-129.4K	-416	0.00	29.43	N/A	N/A	0	0	10,400	54
2014-10-02	$2.94	$2.50	66.6%	13.3%	15.4%	16.7%	0.0%	0.0%	-20.0%	2.3K	-120.7K	-383	0.00	28.95	N/A	N/A	0	0	10,400	54
2014-10-03	$2.91	$2.50	70.6%	13.5%	14.3%	19.5%	0.0%	0.0%	-24.1%	2.4K	-121.9K	-375	0.00	28.86	N/A	N/A	0	0	10,400	54
2014-10-06	$2.91	$2.50	78.9%	15.5%	14.3%	25.4%	62.8%	0.0%	-4.0%	3.0K	-122.2K	-524	0.00	42.89	N/A	N/A	100	0	10,400	54
2014-10-07	$2.91	$2.50	74.3%	15.5%	13.7%	22.2%	62.9%	0.0%	-4.2%	3.0K	-122.4K	-527	0.00	42.28	N/A	N/A	50	0	10,500	54
2014-10-08	$2.87	$2.50	81.5%	13.1%	13.6%	27.3%	48.6%	0.0%	11.5%	2.1K	-112.9K	-372	0.18	31.62	N/A	N/A	273	48	10,550	54
2014-10-09	$2.85	$2.50	78.9%	13.2%	13.6%	25.4%	33.8%	0.0%	13.5%	2.4K	-112.3K	-412	0.00	29.50	N/A	N/A	156	0	10,697	54
2014-10-10	$2.75	$2.50	73.4%	15.6%	16.5%	21.5%	41.2%	0.0%	11.5%	2.9K	-102.2K	-550	0.00	38.15	N/A	N/A	305	0	10,847	54
2014-10-13	$2.70	$2.50	97.6%	16.4%	15.3%	38.8%	37.8%	0.0%	-5.8%	3.5K	-108.8K	-628	0.00	35.80	N/A	N/A	160	0	11,152	54
2014-10-14	$2.66	$2.50	86.1%	15.8%	15.4%	30.6%	55.6%	0.0%	-5.6%	2.6K	-91.0K	-524	0.34	32.52	N/A	N/A	134	45	11,312	54
2014-10-15	$2.55	$2.50	95.2%	14.5%	19.1%	37.1%	51.4%	0.0%	-5.1%	2.1K	-79.9K	-414	0.28	23.87	N/A	N/A	139	39	11,323	64
2014-10-16	$2.75	$2.50	42.5%	15.9%	36.0%	0.0%	55.6%	0.0%	11.3%	3.2K	-104.5K	-570	0.00	38.07	N/A	N/A	8	0	11,333	68
2014-10-17	$2.80	$2.50	49.7%	14.6%	37.0%	5.1%	36.4%	0.0%	5.3%	2.8K	-112.5K	-479	0.00	27.10	N/A	N/A	33	0	11,341	68
2014-10-20	$2.77	$2.50	48.8%	16.3%	36.9%	4.5%	57.2%	0.0%	8.3%	2.9K	-108.4K	-515	0.27	35.06	N/A	N/A	143	39	11,374	68
2014-10-21	$2.81	$2.50	52.2%	16.2%	37.3%	6.9%	56.3%	0.0%	12.7%	3.0K	-111.7K	-525	0.27	35.66	N/A	N/A	142	39	11,391	68
2014-10-22	$2.79	$2.50	49.5%	16.3%	37.3%	5.0%	54.8%	0.0%	4.2%	3.4K	-117.7K	-599	0.89	35.66	N/A	N/A	44	39	11,398	68
2014-10-23	$2.89	$2.50	55.4%	15.7%	39.8%	9.2%	53.5%	0.0%	-6.7%	2.8K	-117.9K	-491	0.83	38.24	N/A	N/A	47	39	11,400	68
2014-10-24	$2.89	$2.50	56.4%	16.1%	39.8%	9.9%	57.2%	0.0%	14.7%	3.0K	-120.1K	-511	1.03	40.05	N/A	N/A	38	39	11,395	68
2014-10-27	$2.86	$2.50	60.9%	16.4%	39.9%	13.1%	0.0%	0.0%	-18.3%	3.7K	-132.2K	-657	0.00	72.49	N/A	N/A	0	0	11,409	68
2014-10-28	$2.87	$2.50	61.6%	16.4%	39.6%	13.6%	0.0%	0.0%	-18.7%	3.2K	-127.4K	-510	0.00	40.61	N/A	N/A	0	0	11,409	68
2014-10-29	$2.87	$2.50	62.9%	16.5%	39.6%	14.5%	57.8%	0.0%	-34.0%	2.9K	-125.6K	-452	1.03	40.61	N/A	N/A	38	39	11,409	68
2014-10-30	$2.90	$2.50	57.5%	15.9%	39.6%	10.7%	54.8%	0.0%	-8.1%	3.1K	-127.1K	-508	1.03	75.01	N/A	N/A	38	39	11,409	68
2014-10-31	$2.92	$2.50	52.3%	16.0%	39.5%	6.9%	56.3%	0.0%	-24.0%	2.6K	-128.0K	-392	1.00	39.41	N/A	N/A	39	39	11,659	68