TINY Options History — February 2015 In February 2015, TINY traded between $3.07 and $3.65. ATM implied volatility averaged 69.6%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 53.9% (HV 20d: 15.7%). 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 8 of 19 days. Put/call ratio averaged 2.78.
Notable Days 2015-02-25 : Highest Volume — 1,188 contracts2015-02-11 : Largest IV drop — 57.0% change2015-02-10 : Highest IV Rank — 40.5%2015-02-03 : Largest Expected Move — 26.0%Monthly Statistics Metric Avg Min Max Open Close Price $3.21 $3.07 $3.65 $3.07 $3.65 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 69.6% 42.3% 98.4% 72.3% 80.5% Expected Move 17.5% 11.6% 26.0% 20.7% 23.1% HV 20d 15.7% 11.9% 27.7% 19.6% 27.7% HV 60d 22.1% 20.5% 25.5% 22.6% 25.5% IV Rank 19.7% 0.0% 40.5% 21.7% 27.7% IV Percentile 49.5% 0.0% 90.9% 57.1% 74.2% Term Structure -8.3% -61.1% 25.7% -26.1% -27.8% VWIV 56.4% 38.7% 81.1% 81.1% 80.5% Bid-Ask Spread % 23.30 11.70 61.61 21.85 14.15 Gamma HHI 0.81 0.60 0.98 0.75 0.95 Net GEX 3.4K 1.1K 15.4K 1.3K 15.4K Net DEX -221.9K -655.4K -125.2K -168.2K -655.4K Net VEX -1.2K -4.5K -599 -599 -4.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.78 0.00 5.26 0.00 2.09 Total Volume 692.895 0 1,188 46 883 Total OI 12,145 11,518 12,832 11,518 12,832
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 2015-02-02 $3.07 $0.00 72.3% 20.7% 19.6% 21.7% 0.0% 0.0% -26.1% 1.3K -168.2K -599 0.00 21.85 N/A N/A 46 0 10,951 567 2015-02-03 $3.09 $0.00 90.6% 26.0% 19.2% 34.9% 0.0% 0.0% -61.1% 1.3K -170.2K -605 2.61 11.70 N/A N/A 193 504 10,987 567 2015-02-04 $3.10 $0.00 81.1% 23.2% 18.8% 28.0% 81.1% 0.0% -40.5% 1.6K -175.5K -700 2.89 20.81 N/A N/A 175 505 11,092 567 2015-02-05 $3.14 $2.50 80.3% 13.4% 19.1% 27.4% 41.6% 0.0% 25.7% 2.1K -183.3K -780 2.49 61.61 N/A N/A 203 505 11,175 568 2015-02-06 $3.14 $2.50 83.2% 13.6% 19.0% 29.5% 42.1% 0.0% 2.6% 1.5K -185.2K -658 4.55 61.61 N/A N/A 111 505 11,249 568 2015-02-09 $3.14 $2.50 85.4% 11.6% 16.0% 31.1% 38.7% 0.0% 1.1% 1.5K -189.7K -666 3.34 14.54 N/A N/A 151 505 11,267 568 2015-02-10 $3.14 $2.50 98.4% 14.2% 14.5% 40.5% 44.2% 0.0% 14.9% 1.7K -189.8K -646 5.26 61.61 N/A N/A 96 505 11,327 568 2015-02-11 $3.13 $2.50 42.3% 12.1% 13.3% 0.0% 41.0% 0.0% 15.3% 1.7K -195.8K -639 3.85 15.47 N/A N/A 131 505 11,337 568 2015-02-12 $3.18 $2.50 54.2% 15.5% 11.9% 8.6% 53.0% 0.0% 7.3% 1.6K -191.9K -664 4.44 16.39 N/A N/A 134 595 11,377 568 2015-02-13 $3.22 $2.50 57.2% 16.4% 12.2% 10.8% 56.3% 0.0% -1.0% 2.4K -201.2K -816 5.09 20.44 N/A N/A 158 805 11,423 658 2015-02-17 $3.18 $2.50 53.3% 15.3% 13.4% 8.0% 53.5% 0.0% -18.6% 1.9K -140.1K -843 4.02 17.19 N/A N/A 153 615 11,499 868 2015-02-18 $3.20 $2.50 46.9% 13.5% 13.2% 3.4% 46.3% 0.0% 15.7% 1.1K -125.2K -809 4.02 13.41 N/A N/A 153 615 11,524 888 2015-02-19 $3.20 $2.50 59.1% 16.9% 13.0% 12.1% 0.0% 0.0% 3.0% 1.4K -126.6K -810 0.00 16.33 N/A N/A 0 0 11,524 888 2015-02-20 $3.19 $2.50 66.0% 18.9% 12.4% 17.2% 0.0% 0.0% -8.1% 1.9K -125.4K -892 0.06 18.30 N/A N/A 50 3 11,524 888 2015-02-23 $3.22 $2.50 62.2% 17.8% 12.6% 14.4% 65.3% 0.0% -20.6% 1.3K -127.3K -802 2.13 15.69 N/A N/A 280 597 11,522 890 2015-02-24 $3.29 $2.50 69.5% 19.9% 14.0% 19.7% 65.0% 0.0% -12.8% 1.3K -138.2K -762 1.03 12.34 N/A N/A 581 597 11,555 890 2015-02-25 $3.31 $2.50 63.5% 18.2% 13.4% 15.4% 62.4% 0.0% -12.2% 11.1K -427.7K -3.4K 1.01 14.61 N/A N/A 591 597 11,858 890 2015-02-26 $3.40 $2.50 76.1% 21.8% 14.9% 24.4% 74.8% 0.0% -15.3% 12.0K -500.3K -3.7K 1.15 14.75 N/A N/A 521 597 11,873 890 2015-02-27 $3.65 $2.50 80.5% 23.1% 27.7% 27.7% 80.5% 0.0% -27.8% 15.4K -655.4K -4.5K 2.09 14.15 N/A N/A 286 597 11,942 890
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