TINY Options History — December 2014

In December 2014, TINY traded between $2.90 and $3.05. ATM implied volatility averaged 59.8%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 36.0% (HV 20d: 23.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.68.

Notable Days

2014-12-02: Highest Volume — 547 contracts
2014-12-31: Largest IV spike — 30.8% change
2014-12-10: Highest IV Rank — 20.7%
2014-12-11: Largest Expected Move — 17.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.97	$2.90	$3.05	$2.90	$2.95
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	59.8%	52.4%	71.5%	57.3%	70.0%
Expected Move	15.5%	12.8%	17.6%	16.2%	13.6%
HV 20d	23.8%	20.4%	26.3%	20.4%	25.3%
HV 60d	28.2%	27.2%	29.9%	27.2%	29.9%
IV Rank	12.4%	7.1%	20.7%	10.6%	19.6%
IV Percentile	25.2%	8.3%	52.4%	17.1%	51.6%
Term Structure	-0.1%	-22.5%	16.8%	-15.8%	-22.5%
VWIV	57.6%	41.7%	61.8%	56.1%	59.1%
Bid-Ask Spread %	56.27	45.33	66.64	51.70	63.83
Gamma HHI	0.53	0.50	0.58	0.50	0.51
Net GEX	4.0K	3.0K	4.7K	3.0K	4.1K
Net DEX	-154.7K	-174.4K	-136.3K	-140.7K	-156.9K
Net VEX	-666	-873	-462	-480	-745
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.00	3.57	0.16	0.00
Total Volume	209.091	11	547	321	25
Total OI	12,909.091	9,665	14,826	13,542	10,059

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
2014-12-01	$2.90	$2.50	57.3%	16.2%	20.4%	10.6%	56.1%	0.0%	-15.8%	3.0K	-140.7K	-480	0.16	51.70	N/A	N/A	276	45	13,469	73
2014-12-02	$3.00	$2.50	64.6%	16.2%	23.6%	15.8%	56.7%	0.0%	-13.9%	4.1K	-167.9K	-710	0.09	46.33	N/A	N/A	502	45	13,682	73
2014-12-03	$2.95	$2.50	63.5%	17.0%	24.5%	15.0%	59.5%	0.0%	-6.5%	4.0K	-168.9K	-631	0.55	50.37	N/A	N/A	82	45	13,976	73
2014-12-04	$2.98	$2.50	63.0%	16.9%	23.3%	14.6%	41.7%	0.0%	-4.1%	4.1K	-174.4K	-678	0.00	50.37	N/A	N/A	201	0	13,995	73
2014-12-05	$2.96	$2.50	59.9%	17.1%	23.3%	12.5%	59.8%	0.0%	16.8%	4.1K	-148.2K	-726	0.21	50.37	N/A	N/A	218	45	14,028	73
2014-12-08	$2.95	$2.50	68.0%	17.1%	23.4%	18.2%	59.7%	0.0%	14.2%	3.8K	-142.9K	-621	0.39	48.71	N/A	N/A	116	45	14,131	73
2014-12-09	$2.95	$2.50	70.8%	17.1%	22.9%	20.2%	60.2%	0.0%	14.0%	4.1K	-151.1K	-660	0.32	49.28	N/A	N/A	142	45	14,206	73
2014-12-10	$2.98	$2.50	71.5%	17.0%	23.0%	20.7%	59.4%	0.0%	15.2%	4.3K	-158.8K	-717	0.20	49.36	N/A	N/A	220	45	14,206	73
2014-12-11	$3.05	$2.50	55.6%	17.6%	24.1%	9.4%	61.8%	0.0%	10.1%	4.4K	-163.3K	-743	0.17	45.33	N/A	N/A	258	45	14,206	73
2014-12-12	$3.04	$2.50	56.9%	17.0%	23.9%	10.3%	58.7%	0.0%	4.8%	4.1K	-159.5K	-675	0.33	47.44	N/A	N/A	137	45	14,367	73
2014-12-15	$2.98	$2.50	57.8%	15.0%	25.2%	10.9%	60.7%	0.0%	8.7%	3.9K	-150.9K	-590	0.26	63.00	N/A	N/A	170	45	14,421	73
2014-12-16	$2.97	$2.50	59.2%	15.0%	25.2%	11.9%	57.3%	0.0%	1.7%	4.1K	-156.8K	-745	0.31	65.23	N/A	N/A	143	45	14,525	73
2014-12-17	$2.98	$2.50	59.6%	14.7%	24.1%	12.2%	55.1%	0.0%	-0.0%	4.3K	-160.6K	-714	0.31	65.31	N/A	N/A	146	45	14,602	73
2014-12-18	$2.93	$2.50	53.5%	16.9%	25.1%	7.9%	59.1%	0.0%	12.9%	3.7K	-146.2K	-542	0.35	49.99	N/A	N/A	130	45	14,693	73
2014-12-19	$2.98	$2.50	56.8%	15.0%	25.7%	10.2%	0.0%	0.0%	-4.8%	4.0K	-161.5K	-462	0.00	51.24	N/A	N/A	156	0	14,753	73
2014-12-22	$2.92	$0.00	53.1%	12.8%	26.3%	7.6%	0.0%	0.0%	-10.8%	3.3K	-136.3K	-504	0.33	64.55	N/A	N/A	329	107	9,632	33
2014-12-23	$2.95	$0.00	52.4%	13.6%	22.8%	7.1%	0.0%	0.0%	-2.9%	3.9K	-139.2K	-720	2.89	66.57	N/A	N/A	37	107	9,787	123
2014-12-24	$2.95	$0.00	53.4%	13.7%	22.5%	7.8%	0.0%	0.0%	-3.4%	3.9K	-141.0K	-715	3.57	66.64	N/A	N/A	30	107	9,814	123
2014-12-26	$2.95	$0.00	55.9%	14.0%	22.3%	9.6%	0.0%	0.0%	-4.8%	4.7K	-154.5K	-873	3.57	63.18	N/A	N/A	30	107	9,835	123
2014-12-29	$2.95	$0.00	60.1%	14.3%	22.3%	12.6%	0.0%	0.0%	-7.4%	4.1K	-155.6K	-750	0.88	65.99	N/A	N/A	121	107	9,935	123
2014-12-30	$3.05	$0.00	53.5%	13.5%	25.1%	7.9%	0.0%	0.0%	-2.8%	3.8K	-167.5K	-645	0.00	63.15	N/A	N/A	11	0	9,935	123
2014-12-31	$2.95	$0.00	70.0%	13.6%	25.3%	19.6%	0.0%	0.0%	-22.5%	4.1K	-156.9K	-745	0.00	63.83	N/A	N/A	25	0	9,936	123