TINY Options History — January 2015

Name: TINY Options Analytics - January 2015
Creator: Options Analysis Suite

In January 2015, TINY traded between $2.96 and $3.13. ATM implied volatility averaged 71.9%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 46.5% (HV 20d: 25.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.35.

Notable Days

2015-01-15: Highest Volume — 866 contracts
2015-01-14: Largest IV drop — 61.5% change
2015-01-13: Highest IV Rank — 67.5%
2015-01-30: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.03	$2.96	$3.13	$2.96	$3.05
ATM IV	71.9%	52.9%	137.5%	73.9%	68.1%
Expected Move	16.1%	13.8%	19.5%	13.8%	19.5%
HV 20d	25.4%	19.6%	27.3%	24.6%	19.6%
HV 60d	25.1%	22.4%	29.9%	29.9%	22.6%
IV Rank	21.1%	7.5%	67.5%	22.3%	18.6%
IV Percentile	45.0%	9.1%	97.2%	58.7%	49.6%
Term Structure	-8.2%	-25.1%	20.8%	-25.1%	-23.4%
Bid-Ask Spread %	42.39	16.27	67.21	63.83	22.65
Gamma HHI	0.58	0.51	0.72	0.51	0.60
Net GEX	2.7K	1.1K	4.1K	3.3K	1.1K
Net DEX	-165.7K	-202.4K	-140.7K	-140.7K	-167.4K
Net VEX	-690	-1.2K	-541	-564	-541
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.35	0.00	4.34	2.33	4.34
Total Volume	345.55	0	866	153	620
Total OI	10,863.95	10,084	11,518	10,084	11,518

Daily Data (20 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
2015-01-02	$2.96	$0.00	73.9%	13.8%	24.6%	22.3%	0.0%	0.0%	-25.1%	3.3K	-140.7K	-564	2.33	63.83	N/A	N/A	46	107	9,961	123
2015-01-05	$3.00	$0.00	62.5%	13.8%	24.8%	14.3%	0.0%	0.0%	18.2%	3.6K	-149.3K	-656	0.00	64.40	N/A	N/A	50	0	9,961	123
2015-01-06	$2.97	$0.00	68.9%	14.3%	24.9%	18.8%	0.0%	0.0%	20.8%	3.9K	-146.9K	-649	0.00	64.40	N/A	N/A	36	0	10,004	123
2015-01-07	$2.99	$0.00	78.4%	14.2%	25.0%	25.6%	0.0%	0.0%	9.4%	3.6K	-150.5K	-637	0.00	67.21	N/A	N/A	30	0	10,032	123
2015-01-08	$2.98	$0.00	84.5%	14.6%	25.0%	29.9%	0.0%	0.0%	12.1%	4.0K	-153.8K	-656	1.78	64.40	N/A	N/A	60	107	10,057	123
2015-01-09	$3.07	$0.00	88.6%	14.7%	26.9%	32.9%	0.0%	0.0%	-4.0%	3.9K	-172.7K	-651	0.75	63.27	N/A	N/A	142	107	10,057	123
2015-01-12	$3.13	$0.00	128.2%	15.7%	26.6%	61.0%	0.0%	0.0%	-7.6%	4.1K	-198.0K	-706	0.26	16.27	N/A	N/A	418	107	10,186	123
2015-01-13	$3.08	$0.00	137.5%	15.3%	27.2%	67.5%	0.0%	0.0%	-19.9%	3.7K	-202.4K	-627	0.26	20.69	N/A	N/A	418	107	10,442	123
2015-01-14	$3.02	$0.00	52.9%	15.2%	27.2%	7.5%	0.0%	0.0%	-5.1%	4.1K	-196.8K	-666	1.44	63.28	N/A	N/A	349	504	10,442	123
2015-01-15	$3.01	$0.00	58.3%	16.7%	27.2%	11.3%	0.0%	0.0%	0.9%	3.9K	-164.7K	-1.2K	1.39	63.18	N/A	N/A	362	504	10,678	567
2015-01-16	$3.03	$0.00	58.2%	16.7%	27.3%	11.4%	0.0%	0.0%	-14.2%	3.1K	-169.3K	-955	0.00	65.72	N/A	N/A	30	0	10,688	567
2015-01-20	$3.06	$0.00	60.3%	17.3%	26.6%	13.0%	0.0%	0.0%	-15.1%	2.5K	-169.6K	-824	0.00	66.26	N/A	N/A	50	0	10,708	567
2015-01-21	$3.05	$0.00	57.2%	16.4%	26.1%	10.7%	0.0%	0.0%	-16.1%	2.5K	-172.6K	-833	0.00	21.68	N/A	N/A	0	0	10,758	567
2015-01-22	$3.02	$0.00	59.7%	17.1%	25.2%	12.5%	0.0%	0.0%	-17.9%	1.3K	-160.7K	-615	2.17	21.68	N/A	N/A	232	504	10,758	567
2015-01-23	$3.03	$0.00	55.2%	15.8%	25.0%	9.3%	0.0%	0.0%	-8.2%	1.1K	-156.8K	-630	3.68	18.59	N/A	N/A	137	504	10,808	567
2015-01-26	$3.02	$0.00	59.1%	16.9%	25.1%	12.1%	0.0%	0.0%	-17.8%	1.6K	-160.3K	-630	0.00	18.59	N/A	N/A	13	0	10,800	567
2015-01-27	$3.00	$0.00	61.5%	17.6%	25.2%	13.8%	0.0%	0.0%	-19.7%	1.5K	-153.7K	-634	0.00	22.17	N/A	N/A	72	0	10,813	567
2015-01-28	$3.05	$0.00	59.6%	17.1%	25.8%	12.4%	0.0%	0.0%	-10.0%	1.2K	-163.8K	-564	2.95	17.79	N/A	N/A	171	504	10,885	567
2015-01-29	$3.07	$0.00	65.4%	18.8%	23.1%	16.7%	0.0%	0.0%	-21.3%	1.1K	-164.3K	-591	4.34	21.85	N/A	N/A	116	504	10,946	567
2015-01-30	$3.05	$0.00	68.1%	19.5%	19.6%	18.6%	0.0%	0.0%	-23.4%	1.1K	-167.4K	-541	4.34	22.65	N/A	N/A	116	504	10,951	567