TINY Options History — April 2015

In April 2015, TINY traded between $3.05 and $3.14. ATM implied volatility averaged 63.8%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 42.3% (HV 20d: 21.5%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 3.51.

Notable Days

2015-04-20: Highest Volume — 1,109 contracts
2015-04-08: Largest IV drop — 20.7% change
2015-04-29: Highest IV Rank — 26.5%
2015-04-01: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.10	$3.05	$3.14	$3.08	$3.08
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	63.8%	47.8%	77.3%	75.9%	70.8%
Expected Move	17.3%	13.5%	21.8%	21.8%	20.3%
HV 20d	21.5%	15.3%	28.4%	28.4%	16.3%
HV 60d	27.9%	27.4%	28.7%	28.4%	27.7%
IV Rank	16.6%	4.0%	26.5%	24.3%	23.0%
IV Percentile	45.1%	4.8%	72.2%	66.7%	65.5%
Term Structure	-14.2%	-37.3%	-6.2%	-20.5%	-26.7%
VWIV	60.1%	53.0%	71.9%	71.9%	59.0%
Bid-Ask Spread %	21.43	13.76	65.52	15.96	18.50
Gamma HHI	0.73	0.50	0.94	0.76	0.68
Net GEX	672	276	1.4K	323	1.0K
Net DEX	-113.2K	-126.9K	-99.0K	-100.5K	-121.3K
Net VEX	-416	-516	-306	-444	-391
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.51	1.15	5.55	3.06	4.43
Total Volume	757.429	0	1,109	788	727
Total OI	7,807.286	7,447	8,670	7,447	8,670

Daily Data (21 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
2015-04-01	$3.08	$2.50	75.9%	21.8%	28.4%	24.3%	71.9%	0.0%	-20.5%	323	-100.5K	-444	3.06	15.96	N/A	N/A	194	594	6,583	864
2015-04-02	$3.08	$0.00	71.3%	15.6%	28.0%	21.0%	0.0%	0.0%	-7.8%	411	-99.0K	-478	3.06	65.52	N/A	N/A	194	594	6,583	864
2015-04-06	$3.05	$0.00	77.3%	14.3%	27.0%	25.3%	0.0%	0.0%	-7.6%	562	-104.1K	-516	3.06	17.58	N/A	N/A	194	594	6,583	864
2015-04-07	$3.12	$0.00	72.6%	13.5%	28.1%	21.9%	0.0%	0.0%	-7.7%	547	-113.3K	-417	3.18	16.01	N/A	N/A	187	594	6,583	864
2015-04-08	$3.10	$0.00	57.6%	16.5%	27.3%	11.1%	0.0%	0.0%	-9.0%	363	-101.5K	-457	0.00	63.21	N/A	N/A	0	0	6,586	863
2015-04-09	$3.13	$0.00	47.8%	13.7%	27.3%	4.0%	0.0%	0.0%	-7.9%	320	-113.1K	-359	3.18	17.73	N/A	N/A	187	594	6,586	864
2015-04-10	$3.11	$0.00	49.9%	14.3%	27.2%	5.5%	0.0%	0.0%	-9.6%	276	-107.5K	-377	3.71	16.01	N/A	N/A	160	594	6,586	864
2015-04-13	$3.14	$0.00	55.0%	15.8%	27.2%	9.2%	0.0%	0.0%	-9.1%	552	-125.6K	-378	5.55	16.80	N/A	N/A	107	594	6,614	864
2015-04-14	$3.09	$0.00	58.8%	16.9%	27.2%	12.0%	0.0%	0.0%	-18.8%	389	-113.8K	-360	5.30	20.69	N/A	N/A	112	594	6,604	864
2015-04-15	$3.11	$0.00	58.5%	16.8%	16.2%	13.1%	0.0%	0.0%	-11.9%	484	-116.5K	-369	5.30	19.87	N/A	N/A	112	594	6,604	864
2015-04-16	$3.12	$0.00	59.1%	16.9%	15.3%	13.6%	57.1%	0.0%	-18.7%	403	-119.2K	-345	5.55	19.87	N/A	N/A	107	594	6,604	864
2015-04-17	$3.14	$2.50	58.8%	16.9%	15.3%	13.3%	54.6%	0.0%	-11.3%	504	-122.3K	-348	4.27	16.80	N/A	N/A	139	594	6,607	864
2015-04-20	$3.07	$2.50	61.4%	17.6%	17.6%	15.4%	59.2%	0.0%	-14.2%	311	-107.4K	-306	1.15	16.78	N/A	N/A	516	593	6,617	863
2015-04-21	$3.11	$2.50	59.8%	17.2%	18.0%	14.2%	53.0%	0.0%	-11.9%	711	-110.1K	-395	2.82	13.76	N/A	N/A	210	593	7,043	863
2015-04-22	$3.10	$2.50	61.9%	17.7%	18.1%	15.8%	56.1%	0.0%	-13.5%	794	-112.9K	-401	1.69	14.54	N/A	N/A	350	593	7,163	863
2015-04-23	$3.11	$2.50	62.5%	17.9%	18.1%	16.3%	55.3%	0.0%	-6.6%	1.1K	-111.7K	-490	1.69	14.54	N/A	N/A	350	593	7,423	863
2015-04-24	$3.12	$2.50	63.1%	18.1%	18.0%	16.8%	54.4%	0.0%	-6.2%	1.1K	-112.7K	-454	2.04	14.54	N/A	N/A	291	593	7,543	863
2015-04-27	$3.10	$2.50	69.9%	20.0%	17.8%	22.3%	63.4%	0.0%	-18.9%	1.4K	-119.4K	-513	3.10	17.65	N/A	N/A	191	593	7,610	863
2015-04-28	$3.09	$2.50	72.8%	20.9%	17.3%	24.7%	67.5%	0.0%	-37.3%	1.3K	-126.9K	-466	3.57	16.87	N/A	N/A	166	593	7,710	863
2015-04-29	$3.09	$2.50	75.1%	21.5%	16.6%	26.5%	69.6%	0.0%	-23.0%	1.2K	-117.5K	-481	4.43	16.78	N/A	N/A	134	593	7,780	863
2015-04-30	$3.08	$2.50	70.8%	20.3%	16.3%	23.0%	59.0%	0.0%	-26.7%	1.0K	-121.3K	-391	4.43	18.50	N/A	N/A	134	593	7,807	863