TINY Options History — August 2015

In August 2015, TINY traded between $2.35 and $2.60. ATM implied volatility averaged 57.4%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 12.6% (HV 20d: 44.8%). 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 4 of 21 days. Put/call ratio averaged 0.51.

Notable Days

2015-08-04: Highest Volume — 484 contracts
2015-08-04: Largest IV spike — 19.7% change
2015-08-31: Highest IV Rank — 36.4%
2015-08-31: Largest Expected Move — 21.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.47	$2.35	$2.60	$2.49	$2.50
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	57.4%	50.0%	73.1%	56.0%	73.1%
Expected Move	16.2%	13.1%	21.0%	16.1%	21.0%
HV 20d	44.8%	33.7%	52.7%	33.7%	42.8%
HV 60d	34.0%	29.6%	35.8%	29.6%	34.9%
IV Rank	19.5%	12.4%	36.4%	16.4%	36.4%
IV Percentile	39.4%	15.5%	79.4%	34.1%	79.4%
Term Structure	-6.1%	-23.5%	7.3%	6.7%	-23.5%
VWIV	56.3%	47.1%	73.1%	53.2%	73.1%
Bid-Ask Spread %	66.11	46.90	88.75	88.75	59.71
Gamma HHI	0.90	0.86	0.94	0.88	0.92
Net GEX	2.6K	2.0K	2.9K	2.4K	2.8K
Net DEX	-29.7K	-53.7K	-4.6K	-11.2K	-36.7K
Net VEX	-514	-554	-480	-547	-480
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.00	0.59	0.23	0.56
Total Volume	241.19	0	484	0	264
Total OI	5,051.667	4,985	5,079	5,062	5,079

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
2015-08-03	$2.49	$0.00	56.0%	16.1%	33.7%	16.4%	0.0%	0.0%	6.7%	2.4K	-11.2K	-547	0.00	88.75	N/A	N/A	0	0	4,544	518
2015-08-04	$2.36	$0.00	67.1%	19.2%	37.8%	25.5%	0.0%	0.0%	-13.6%	2.2K	-17.1K	-520	0.23	54.81	N/A	N/A	392	92	4,544	465
2015-08-05	$2.35	$0.00	57.4%	16.5%	37.7%	17.5%	0.0%	0.0%	-4.9%	2.1K	-13.1K	-513	0.57	50.72	N/A	N/A	162	92	4,544	465
2015-08-06	$2.36	$2.50	55.5%	15.3%	37.8%	15.9%	53.2%	0.0%	-9.5%	2.1K	-6.7K	-499	0.57	54.79	N/A	N/A	162	92	4,520	465
2015-08-07	$2.40	$2.50	51.3%	14.5%	38.5%	12.4%	50.5%	0.0%	-7.4%	2.3K	-16.8K	-510	0.57	63.19	N/A	N/A	162	92	4,520	465
2015-08-10	$2.37	$2.50	57.3%	16.1%	38.5%	17.4%	56.1%	0.0%	-7.5%	2.0K	-4.6K	-492	0.59	53.84	N/A	N/A	162	95	4,520	465
2015-08-11	$2.58	$2.50	58.9%	13.1%	50.6%	18.7%	47.1%	0.0%	2.4%	2.6K	-39.5K	-507	0.00	80.65	N/A	N/A	90	0	4,520	474
2015-08-12	$2.55	$2.50	54.1%	15.5%	50.6%	14.8%	54.1%	0.0%	-8.0%	2.7K	-42.3K	-554	0.53	62.91	N/A	N/A	179	95	4,595	474
2015-08-13	$2.57	$2.50	54.7%	15.7%	50.8%	15.3%	53.9%	0.0%	0.7%	2.8K	-43.9K	-548	0.53	46.90	N/A	N/A	179	95	4,595	474
2015-08-14	$2.60	$2.50	52.1%	14.9%	51.0%	15.7%	51.1%	0.0%	7.3%	2.9K	-53.7K	-550	0.53	62.90	N/A	N/A	179	95	4,595	474
2015-08-17	$2.58	$2.50	57.4%	16.5%	51.1%	20.9%	57.4%	0.0%	-6.4%	2.9K	-47.7K	-532	0.53	60.90	N/A	N/A	179	95	4,595	474
2015-08-18	$2.48	$2.50	51.7%	14.8%	52.7%	15.3%	51.7%	0.0%	-1.5%	2.8K	-34.0K	-521	0.56	71.67	N/A	N/A	169	95	4,595	474
2015-08-19	$2.46	$2.50	50.0%	14.3%	49.5%	13.6%	0.0%	0.0%	-8.9%	2.6K	-28.7K	-538	0.00	88.33	N/A	N/A	0	0	4,605	474
2015-08-20	$2.44	$2.50	55.1%	15.8%	47.4%	18.6%	55.4%	0.0%	-11.6%	2.7K	-28.5K	-517	0.56	74.00	N/A	N/A	169	95	4,605	474
2015-08-21	$2.45	$2.50	53.2%	15.3%	47.3%	16.8%	53.3%	0.0%	-7.6%	2.9K	-30.8K	-506	0.56	71.62	N/A	N/A	169	95	4,605	474
2015-08-24	$2.43	$2.50	62.4%	17.9%	44.2%	25.8%	62.4%	0.0%	-9.5%	2.7K	-27.4K	-500	0.56	59.66	N/A	N/A	169	95	4,605	474
2015-08-25	$2.47	$2.50	58.7%	16.8%	44.7%	22.1%	58.7%	0.0%	-5.3%	2.9K	-37.5K	-495	0.56	70.63	N/A	N/A	169	95	4,605	474
2015-08-26	$2.49	$2.50	60.1%	17.2%	44.3%	23.6%	60.1%	0.0%	-6.2%	2.9K	-35.4K	-496	0.56	71.15	N/A	N/A	169	95	4,605	474
2015-08-27	$2.44	$2.50	56.3%	16.1%	44.5%	19.8%	56.8%	0.0%	-6.0%	2.9K	-33.6K	-484	0.56	70.63	N/A	N/A	169	95	4,605	474
2015-08-28	$2.48	$2.50	62.9%	18.0%	44.3%	26.3%	62.9%	0.0%	-7.9%	2.9K	-33.4K	-492	0.56	70.63	N/A	N/A	169	95	4,605	474
2015-08-31	$2.50	$2.50	73.1%	21.0%	42.8%	36.4%	73.1%	0.0%	-23.5%	2.8K	-36.7K	-480	0.56	59.71	N/A	N/A	169	95	4,605	474