TINY Options History — June 2015

In June 2015, TINY traded between $2.60 and $2.80. ATM implied volatility averaged 46.5%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 20.2% (HV 20d: 26.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.33.

Notable Days

  • 2015-06-17: Highest Volume — 737 contracts
  • 2015-06-30: Largest IV spike — 33.0% change
  • 2015-06-30: Highest IV Rank — 17.0%
  • 2015-06-09: Largest Expected Move — 18.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.70$2.60$2.80$2.60$2.75
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV46.5%36.2%56.9%49.1%56.8%
Expected Move13.8%10.4%18.2%14.1%16.3%
HV 20d26.3%20.3%31.4%25.7%28.6%
HV 60d23.1%20.6%25.0%24.1%24.9%
IV Rank6.1%0.0%17.0%5.9%17.0%
IV Percentile8.2%0.0%32.5%7.5%32.5%
Term Structure3.7%-6.7%15.4%3.3%-5.5%
VWIV49.7%45.7%53.8%53.8%45.7%
Bid-Ask Spread %51.9721.9384.1240.9728.07
Gamma HHI0.690.500.930.500.71
Net GEX892-7542.2K82.1K
Net DEX-63.1K-96.5K-16.6K-16.6K-48.4K
Net VEX-579-696-524-661-572
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.220.840.840.36
Total Volume516.51737511515
Total OI8,2634,62210,0149,9494,628

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$2.60$2.5049.1%14.1%25.7%5.9%53.8%0.0%3.3%8-16.6K-6610.8440.97N/AN/A2782338,9471,002
2015-06-02$2.64$2.5055.1%15.8%26.5%11.2%0.0%0.0%9.6%350-39.1K-6960.0080.72N/AN/A018,9471,003
2015-06-03$2.69$2.5054.9%15.7%27.1%11.0%45.7%0.0%15.4%260-60.3K-6180.3479.74N/AN/A278958,9471,004
2015-06-04$2.67$0.0051.1%17.3%26.5%7.7%0.0%0.0%-5.5%105-59.1K-6140.3455.80N/AN/A278958,9471,004
2015-06-05$2.72$0.0043.0%13.9%27.5%0.6%0.0%0.0%14.7%561-93.8K-5800.3452.82N/AN/A278958,9471,004
2015-06-08$2.69$0.0043.4%13.8%27.6%1.0%0.0%0.0%12.9%456-92.1K-5750.3147.56N/AN/A306958,9471,004
2015-06-09$2.69$0.0045.7%18.2%27.6%3.0%0.0%0.0%-6.7%197-81.7K-5850.3155.85N/AN/A306958,9071,004
2015-06-10$2.66$0.0056.9%16.3%26.7%12.7%0.0%0.0%5.4%-84-51.0K-6260.3560.80N/AN/A274958,9071,004
2015-06-11$2.67$0.0041.2%11.8%25.0%0.0%0.0%0.0%12.4%-344-66.4K-5240.2275.85N/AN/A426958,8991,004
2015-06-12$2.68$0.0049.9%14.3%24.0%7.5%0.0%0.0%2.5%-212-82.4K-5930.2255.85N/AN/A426959,0101,004
2015-06-15$2.68$0.0043.5%12.5%24.1%1.9%0.0%0.0%6.9%140-96.5K-5540.3175.85N/AN/A4511429,0101,004
2015-06-16$2.69$0.0043.9%12.6%24.1%2.3%0.0%0.0%7.5%194-89.7K-5320.3075.85N/AN/A4801428,9871,025
2015-06-17$2.67$0.0036.2%10.4%23.9%0.0%0.0%0.0%5.0%-754-67.4K-5550.2434.46N/AN/A5951428,9511,025
2015-06-18$2.67$0.0045.9%13.2%21.8%8.0%0.0%0.0%4.5%2.0K-83.4K-5680.2674.74N/AN/A5441428,9511,025
2015-06-19$2.64$0.0047.5%13.6%20.6%9.3%0.0%0.0%0.8%2.0K-82.9K-5740.2884.12N/AN/A5051428,9511,025
2015-06-22$2.62$0.0041.1%11.8%20.3%4.1%0.0%0.0%5.8%2.2K-35.7K-5650.3140.97N/AN/A4731464,139483
2015-06-23$2.80$0.0045.5%13.0%31.4%7.7%0.0%0.0%-1.9%2.2K-48.1K-5470.3121.93N/AN/A4741464,139489
2015-06-24$2.76$0.0043.0%12.3%31.1%5.6%0.0%0.0%4.9%2.1K-44.0K-5410.3124.62N/AN/A4741464,139489
2015-06-25$2.80$0.0042.1%12.1%30.5%4.8%0.0%0.0%-1.6%2.2K-49.7K-5320.3129.44N/AN/A4741464,139489
2015-06-26$2.77$0.0044.6%12.8%29.1%6.9%0.0%0.0%-5.8%2.1K-51.2K-5700.3122.05N/AN/A4741464,139489
2015-06-29$2.76$0.0042.7%12.2%28.9%5.3%0.0%0.0%-2.6%2.0K-48.0K-5460.3125.40N/AN/A4741464,139489
2015-06-30$2.75$0.0056.8%16.3%28.6%17.0%0.0%0.0%-5.5%2.1K-48.4K-5720.3628.07N/AN/A3791364,139489