TINY Options History — November 2014

In November 2014, TINY traded between $2.79 and $2.93. ATM implied volatility averaged 59.2%, placing in the 11.9% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded above realized volatility by 32.3% (HV 20d: 27.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.23.

Notable Days

2014-11-18: Highest Volume — 580 contracts
2014-11-10: Largest IV spike — 43.2% change
2014-11-10: Highest IV Rank — 46.0%
2014-11-10: Largest Expected Move — 17.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.86	$2.79	$2.93	$2.90	$2.91
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	59.2%	42.4%	107.3%	50.5%	58.3%
Expected Move	16.4%	15.7%	17.8%	16.7%	15.9%
HV 20d	27.0%	14.3%	40.0%	39.6%	20.6%
HV 60d	27.2%	26.7%	27.7%	27.4%	27.3%
IV Rank	11.9%	0.0%	46.0%	5.7%	11.3%
IV Percentile	21.3%	0.0%	91.7%	4.4%	19.4%
Term Structure	-2.4%	-42.2%	14.5%	-13.8%	-12.1%
VWIV	55.8%	41.2%	61.5%	59.1%	41.2%
Bid-Ask Spread %	49.97	38.65	104.72	40.61	51.70
Gamma HHI	0.51	0.50	0.55	0.50	0.50
Net GEX	3.4K	3.0K	4.6K	3.0K	3.5K
Net DEX	-131.8K	-149.9K	-116.3K	-131.3K	-146.3K
Net VEX	-549	-759	-470	-491	-565
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.23	0.00	0.95	0.95	0.00
Total Volume	220.684	0	580	80	10
Total OI	12,719.842	11,728	13,532	11,728	13,532

Daily Data (19 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
2014-11-03	$2.90	$2.50	50.5%	16.7%	39.6%	5.7%	59.1%	0.0%	-13.8%	3.0K	-131.3K	-491	0.95	40.61	N/A	N/A	41	39	11,660	68
2014-11-04	$2.91	$2.50	58.1%	16.7%	39.6%	11.1%	56.8%	0.0%	-11.1%	3.2K	-131.1K	-489	0.60	40.05	N/A	N/A	65	39	11,663	68
2014-11-05	$2.85	$2.50	63.9%	16.5%	40.0%	15.2%	57.6%	0.0%	-6.8%	3.1K	-121.5K	-491	0.30	44.19	N/A	N/A	130	39	11,688	68
2014-11-06	$2.83	$2.50	78.7%	16.2%	40.0%	25.7%	54.7%	0.0%	-42.2%	3.1K	-116.3K	-492	0.10	79.24	N/A	N/A	400	39	11,778	68
2014-11-07	$2.83	$2.50	74.9%	16.8%	37.8%	23.0%	55.0%	0.0%	-7.7%	4.6K	-143.5K	-740	0.10	55.58	N/A	N/A	400	39	12,135	68
2014-11-10	$2.80	$2.50	107.3%	17.8%	37.3%	46.0%	61.5%	0.0%	-10.4%	4.4K	-132.0K	-759	0.11	104.72	N/A	N/A	340	39	12,495	67
2014-11-11	$2.82	$2.50	73.5%	16.1%	36.8%	22.0%	56.1%	0.0%	10.8%	3.3K	-121.1K	-486	0.31	46.25	N/A	N/A	124	39	12,466	34
2014-11-12	$2.82	$2.50	60.2%	16.2%	32.8%	12.6%	56.4%	0.0%	10.2%	3.3K	-123.0K	-535	0.36	45.74	N/A	N/A	124	45	12,845	67
2014-11-13	$2.86	$2.50	46.9%	15.8%	20.1%	3.1%	55.0%	0.0%	13.0%	3.3K	-128.8K	-530	0.36	39.64	N/A	N/A	124	45	12,845	73
2014-11-14	$2.85	$2.50	43.8%	16.7%	19.2%	0.9%	0.0%	0.0%	14.5%	3.5K	-132.1K	-619	0.00	41.36	N/A	N/A	14	0	12,845	73
2014-11-17	$2.87	$2.50	53.6%	16.4%	18.8%	7.9%	57.0%	0.0%	5.0%	3.6K	-136.1K	-575	0.34	42.49	N/A	N/A	132	45	12,859	73
2014-11-18	$2.82	$2.50	52.0%	15.7%	19.4%	6.8%	54.9%	0.0%	4.4%	3.1K	-125.1K	-492	0.08	42.96	N/A	N/A	535	45	12,859	73
2014-11-19	$2.83	$2.50	52.4%	16.6%	19.3%	7.1%	0.0%	0.0%	8.0%	3.6K	-129.8K	-559	0.00	45.74	N/A	N/A	0	0	13,095	73
2014-11-20	$2.83	$2.50	53.3%	16.7%	14.3%	7.7%	58.0%	0.0%	7.4%	3.5K	-128.4K	-560	0.09	45.74	N/A	N/A	528	45	13,005	73
2014-11-21	$2.79	$2.50	51.1%	16.4%	15.0%	6.1%	57.4%	0.0%	9.9%	3.2K	-121.0K	-479	0.20	44.35	N/A	N/A	225	45	13,012	73
2014-11-24	$2.90	$2.50	48.9%	16.3%	20.4%	4.6%	0.0%	0.0%	-6.2%	3.2K	-138.6K	-470	0.00	38.65	N/A	N/A	77	0	13,099	73
2014-11-25	$2.93	$2.50	42.4%	16.1%	20.7%	0.0%	56.9%	0.0%	-8.7%	3.3K	-149.9K	-532	0.18	48.71	N/A	N/A	247	45	13,176	73
2014-11-26	$2.91	$2.50	55.8%	15.8%	20.9%	9.5%	41.2%	0.0%	-10.5%	3.6K	-147.7K	-575	0.00	51.70	N/A	N/A	89	0	13,382	73
2014-11-28	$2.91	$2.50	58.3%	15.9%	20.6%	11.3%	0.0%	0.0%	-12.1%	3.5K	-146.3K	-565	0.00	51.70	N/A	N/A	10	0	13,459	73