TINY Options History — July 2015

In July 2015, TINY traded between $2.41 and $2.87. ATM implied volatility averaged 62.1%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 34.6% (HV 20d: 27.5%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.31.

Notable Days

  • 2015-07-23: Highest Volume — 542 contracts
  • 2015-07-24: Largest IV spike — 80.0% change
  • 2015-07-14: Highest IV Rank — 57.6%
  • 2015-07-24: Largest Expected Move — 22.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.70$2.41$2.87$2.77$2.41
ATM IV62.1%43.9%105.9%57.5%53.8%
Expected Move15.9%12.6%22.6%16.5%15.4%
HV 20d27.5%19.3%31.2%28.0%31.2%
HV 60d25.5%23.7%29.0%24.5%28.7%
IV Rank21.4%6.3%57.6%17.5%14.5%
IV Percentile45.1%5.6%96.8%36.1%25.4%
Term Structure-3.7%-16.6%9.0%-13.2%-5.1%
Bid-Ask Spread %55.0828.77121.3529.4467.25
Gamma HHI0.830.650.880.840.86
Net GEX2.1K7332.5K2.0K2.3K
Net DEX-37.9K-87.7K-5.1K-45.0K-13.1K
Net VEX-500-551-307-532-539
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.190.360.360.23
Total Volume496.182423542515484
Total OI4,747.5914,6435,0564,6435,056

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-07-01$2.77$0.0057.5%16.5%28.0%17.5%0.0%0.0%-13.2%2.0K-45.0K-5320.3629.44N/AN/A3791364,144499
2015-07-02$2.75$0.0060.4%17.3%28.0%20.0%0.0%0.0%-8.4%2.1K-42.4K-5250.3628.77N/AN/A3791364,144499
2015-07-06$2.78$0.0053.0%14.5%27.5%13.8%0.0%0.0%-2.3%2.5K-42.1K-5090.3650.86N/AN/A3791364,144499
2015-07-07$2.75$0.0057.8%14.8%27.5%17.8%0.0%0.0%-2.3%2.2K-39.6K-5510.3650.31N/AN/A3791364,144499
2015-07-08$2.75$0.0061.0%15.0%27.5%20.5%0.0%0.0%-4.2%2.1K-42.2K-5320.3650.31N/AN/A3791364,144499
2015-07-09$2.75$0.0064.7%15.2%27.1%23.6%0.0%0.0%9.0%1.9K-41.0K-5150.3648.61N/AN/A3791364,144499
2015-07-10$2.77$0.0077.1%15.2%27.2%33.8%0.0%0.0%8.2%2.0K-43.5K-5200.3648.67N/AN/A3791364,144499
2015-07-13$2.75$0.0091.7%14.8%27.3%45.9%0.0%0.0%3.1%2.1K-42.6K-5100.3650.25N/AN/A3791364,144499
2015-07-14$2.75$0.00105.9%16.0%27.3%57.6%0.0%0.0%4.3%2.2K-41.4K-5060.3655.80N/AN/A3791364,144499
2015-07-15$2.76$0.0057.0%16.3%27.3%17.2%0.0%0.0%-3.0%2.2K-43.1K-5140.3655.80N/AN/A3791364,144499
2015-07-16$2.76$0.0046.8%13.4%27.2%8.8%0.0%0.0%-4.7%2.1K-44.8K-4960.3675.80N/AN/A3791364,144499
2015-07-17$2.76$0.0058.1%16.6%27.2%18.0%0.0%0.0%-9.6%2.2K-43.1K-5090.3655.25N/AN/A3791364,144499
2015-07-20$2.76$0.0055.6%15.9%26.7%16.0%0.0%0.0%-7.3%2.1K-45.0K-4910.3652.60N/AN/A3791364,144499
2015-07-21$2.75$0.0057.8%16.6%26.6%17.8%0.0%0.0%-0.7%2.2K-46.1K-4820.2352.09N/AN/A379864,144499
2015-07-22$2.87$0.0061.4%17.6%19.3%20.8%0.0%0.0%-13.3%733-87.7K-3070.1943.56N/AN/A454864,144512
2015-07-23$2.74$0.0043.9%12.6%25.2%6.3%0.0%0.0%6.2%2.1K-42.9K-4860.1928.77N/AN/A456864,329512
2015-07-24$2.69$0.0079.0%22.6%25.4%35.3%0.0%0.0%-16.6%2.2K-33.6K-5000.26121.35N/AN/A337864,456512
2015-07-27$2.56$0.0056.1%16.1%30.4%16.4%0.0%0.0%-5.4%2.2K-18.6K-4980.2655.52N/AN/A337864,464512
2015-07-28$2.55$0.0057.4%16.5%30.4%17.5%0.0%0.0%-2.4%2.1K-17.0K-4970.2656.00N/AN/A337864,464512
2015-07-29$2.50$0.0054.8%15.7%30.9%15.3%0.0%0.0%-9.3%2.3K-13.0K-4850.2467.34N/AN/A357864,464512
2015-07-30$2.46$0.0056.1%16.1%30.8%16.4%0.0%0.0%-5.1%2.1K-5.1K-4970.2267.29N/AN/A392864,484512
2015-07-31$2.41$0.0053.8%15.4%31.2%14.5%0.0%0.0%-5.1%2.3K-13.1K-5390.2367.25N/AN/A392924,544512