TINY Options History — May 2015 In May 2015, TINY traded between $2.62 and $3.07. ATM implied volatility averaged 68.4%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded above realized volatility by 48.4% (HV 20d: 20.0%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 4.09.
Notable Days 2015-05-06 : Highest Volume — 1,142 contracts2015-05-13 : Largest IV drop — 62.5% change2015-05-12 : Highest IV Rank — 65.2%2015-05-01 : Largest Expected Move — 21.9%Monthly Statistics Metric Avg Min Max Open Close Price $2.81 $2.62 $3.07 $3.05 $2.62 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 68.4% 44.6% 123.1% 76.3% 63.1% Expected Move 15.4% 12.8% 21.9% 21.9% 18.1% HV 20d 20.0% 16.4% 25.7% 16.6% 25.7% HV 60d 27.8% 23.6% 29.5% 27.8% 24.3% IV Rank 21.5% 2.1% 65.2% 27.5% 18.1% IV Percentile 46.9% 2.4% 97.6% 74.6% 52.4% Term Structure 2.4% -17.0% 12.2% -16.9% -12.0% VWIV 54.0% 39.3% 69.2% 69.0% 52.8% Bid-Ask Spread % 53.47 15.08 83.01 15.08 74.74 Gamma HHI 0.81 0.60 0.96 0.81 0.91 Net GEX 913 396 1.4K 1.3K 396 Net DEX -60.4K -116.3K 1.5K -111.9K 1.5K Net VEX -555 -685 -416 -546 -492 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.09 0.00 5.99 4.43 2.63 Total Volume 591.9 0 1,142 727 1,010 Total OI 9,422.7 8,700 9,641 8,700 9,641
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 2015-05-01 $3.05 $2.50 76.3% 21.9% 16.6% 27.5% 69.0% 0.0% -16.9% 1.3K -111.9K -546 4.43 15.08 N/A N/A 134 593 7,837 863 2015-05-04 $3.07 $2.50 75.6% 14.1% 16.4% 26.9% 0.0% 0.0% 8.1% 1.0K -116.3K -416 0.00 62.58 N/A N/A 0 0 7,837 863 2015-05-05 $2.99 $2.50 87.7% 14.1% 16.8% 36.6% 52.1% 0.0% 8.0% 972 -101.8K -469 3.37 63.83 N/A N/A 176 593 7,837 863 2015-05-06 $2.93 $2.50 80.5% 15.4% 18.0% 30.9% 50.4% 0.0% -2.1% 937 -82.1K -543 1.08 59.09 N/A N/A 549 593 7,909 863 2015-05-07 $2.95 $2.50 72.7% 13.7% 17.7% 24.5% 51.6% 0.0% 12.2% 1.1K -97.4K -520 1.10 64.66 N/A N/A 541 593 8,354 863 2015-05-08 $2.92 $2.50 92.3% 14.2% 17.9% 40.4% 0.0% 0.0% 1.3% 1.4K -95.2K -607 0.00 64.09 N/A N/A 1 0 8,770 863 2015-05-11 $2.91 $2.50 110.0% 14.9% 17.2% 54.7% 0.0% 0.0% 2.4% 1.3K -90.0K -567 0.00 64.55 N/A N/A 0 0 8,770 863 2015-05-12 $2.84 $2.50 123.1% 13.5% 18.2% 65.2% 50.1% 0.0% 11.0% 1.1K -78.4K -575 5.20 66.44 N/A N/A 114 593 8,770 863 2015-05-13 $2.76 $2.50 46.2% 13.2% 19.7% 3.2% 39.3% 0.0% 0.8% 959 -58.5K -587 5.20 28.07 N/A N/A 114 593 8,770 863 2015-05-14 $2.81 $2.50 45.2% 13.0% 21.2% 2.4% 42.1% 0.0% 7.1% 1.0K -75.4K -593 5.20 23.36 N/A N/A 114 593 8,770 863 2015-05-15 $2.80 $2.50 50.4% 14.4% 20.8% 7.0% 50.4% 0.0% 6.6% 966 -65.8K -570 4.67 73.24 N/A N/A 127 593 8,770 863 2015-05-18 $2.78 $2.50 53.2% 15.3% 19.9% 9.5% 0.0% 0.0% 7.8% 948 -41.8K -603 0.00 18.47 N/A N/A 0 0 8,742 863 2015-05-19 $2.80 $2.50 44.6% 12.8% 19.3% 2.1% 0.0% 0.0% 6.6% 822 -66.0K -518 0.00 27.08 N/A N/A 0 0 8,742 863 2015-05-20 $2.72 $2.50 56.9% 16.3% 21.0% 12.8% 41.8% 0.0% -17.0% 696 -19.6K -585 5.99 25.50 N/A N/A 99 593 8,742 863 2015-05-21 $2.66 $2.50 67.9% 19.5% 21.4% 22.3% 68.4% 0.0% -5.5% 950 -16.9K -685 5.44 52.01 N/A N/A 109 593 8,742 863 2015-05-22 $2.69 $2.50 55.3% 15.8% 22.1% 11.3% 58.7% 0.0% 10.4% 845 -31.2K -637 5.44 79.16 N/A N/A 109 593 8,752 863 2015-05-26 $2.68 $2.50 50.2% 14.4% 22.1% 6.9% 53.0% 0.0% 10.1% 405 -29.6K -520 5.44 74.81 N/A N/A 109 593 8,762 863 2015-05-27 $2.63 $2.50 57.7% 16.5% 22.4% 13.4% 60.5% 0.0% 5.8% 679 -13.1K -580 5.16 83.01 N/A N/A 115 593 8,762 863 2015-05-28 $2.69 $2.50 58.9% 16.9% 24.8% 14.5% 69.2% 0.0% 2.2% 436 -17.8K -485 5.16 49.74 N/A N/A 115 593 8,778 863 2015-05-29 $2.62 $2.50 63.1% 18.1% 25.7% 18.1% 52.8% 0.0% -12.0% 396 1.5K -492 2.63 74.74 N/A N/A 278 732 8,778 863
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