TINY Options History — October 2015 In October 2015, TINY traded between $2.07 and $2.20. ATM implied volatility averaged 71.1%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 34.2% (HV 20d: 36.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.02.
Notable Days 2015-10-30 : Highest Volume — 98 contracts2015-10-14 : Largest IV drop — 62.0% change2015-10-13 : Highest IV Rank — 100.0%2015-10-02 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $2.12 $2.07 $2.20 $2.15 $2.07 ATM IV 71.1% 50.3% 142.3% 62.4% 69.7% Expected Move 15.9% 12.1% 22.3% 17.9% 20.0% HV 20d 36.9% 24.9% 42.7% 40.9% 25.0% HV 60d 38.4% 35.2% 40.2% 39.0% 35.8% IV Rank 33.6% 13.2% 100.0% 25.8% 31.5% IV Percentile 60.9% 16.3% 100.0% 64.3% 75.4% Term Structure -6.3% -32.4% 17.7% -11.5% -16.8% Bid-Ask Spread % 36.89 18.22 72.92 18.71 20.04 Gamma HHI 0.90 0.69 0.98 0.92 0.94 Net GEX 1.1K 1.0K 1.2K 1.1K 1.1K Net DEX -13.3K -26.2K -5.6K -11.5K -8.3K Net VEX -313 -355 -282 -313 -287 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.57 1.95 0.57 0.66 Total Volume 70.045 0 98 77 98 Total OI 2,640.591 2,596 2,666 2,596 2,666
Daily Data (22 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 2015-10-01 $2.15 $0.00 62.4% 17.9% 40.9% 25.8% 0.0% 0.0% -11.5% 1.1K -11.5K -313 0.57 18.71 N/A N/A 49 28 2,395 201 2015-10-02 $2.09 $0.00 77.8% 22.3% 41.4% 41.1% 0.0% 0.0% -32.4% 1.0K -21.6K -346 0.97 18.22 N/A N/A 29 28 2,395 201 2015-10-05 $2.14 $0.00 72.5% 14.0% 42.7% 35.8% 0.0% 0.0% -4.8% 1.1K -16.2K -318 0.00 67.93 N/A N/A 0 0 2,405 201 2015-10-06 $2.14 $0.00 85.5% 14.1% 42.2% 48.7% 0.0% 0.0% 6.3% 1.1K -22.8K -339 0.97 68.28 N/A N/A 29 28 2,405 201 2015-10-07 $2.14 $0.00 90.2% 14.3% 41.7% 53.3% 0.0% 0.0% 6.2% 1.1K -25.8K -351 0.97 68.75 N/A N/A 29 28 2,405 201 2015-10-08 $2.14 $0.00 95.6% 14.4% 41.7% 58.7% 0.0% 0.0% 5.9% 1.1K -26.2K -355 0.97 68.28 N/A N/A 29 28 2,405 201 2015-10-09 $2.16 $0.00 79.9% 12.1% 42.2% 43.1% 0.0% 0.0% 9.1% 1.1K -15.6K -312 1.34 23.87 N/A N/A 29 39 2,405 201 2015-10-12 $2.20 $0.00 111.3% 12.9% 37.8% 74.1% 0.0% 0.0% 17.7% 1.1K -20.3K -333 1.95 26.29 N/A N/A 20 39 2,405 221 2015-10-13 $2.17 $0.00 142.3% 14.2% 37.7% 100.0% 0.0% 0.0% 6.0% 1.1K -25.1K -343 1.03 69.72 N/A N/A 38 39 2,406 221 2015-10-14 $2.13 $0.00 54.0% 15.5% 37.9% 16.8% 0.0% 0.0% -3.7% 1.1K -19.0K -337 1.03 72.92 N/A N/A 38 39 2,425 221 2015-10-15 $2.15 $0.00 50.3% 14.4% 38.2% 13.2% 0.0% 0.0% -15.0% 1.2K -10.9K -327 1.03 65.43 N/A N/A 38 39 2,425 221 2015-10-16 $2.09 $0.00 54.6% 15.6% 39.1% 17.3% 0.0% 0.0% -6.7% 1.1K -5.6K -301 1.00 26.67 N/A N/A 39 39 2,445 221 2015-10-19 $2.13 $0.00 53.1% 15.2% 39.2% 15.9% 0.0% 0.0% -7.3% 1.2K -8.4K -306 1.00 23.12 N/A N/A 39 39 2,445 221 2015-10-20 $2.10 $0.00 52.7% 15.1% 39.1% 15.5% 0.0% 0.0% -8.3% 1.2K -6.1K -295 1.00 23.12 N/A N/A 39 39 2,445 221 2015-10-21 $2.12 $0.00 54.4% 15.6% 39.5% 17.1% 0.0% 0.0% -8.5% 1.2K -7.7K -303 1.00 23.12 N/A N/A 39 39 2,445 221 2015-10-22 $2.08 $0.00 59.6% 17.1% 39.7% 22.0% 0.0% 0.0% -9.8% 1.1K -5.7K -293 1.00 21.27 N/A N/A 39 39 2,445 221 2015-10-23 $2.10 $0.00 55.5% 15.9% 39.5% 18.1% 0.0% 0.0% -10.1% 1.2K -6.4K -290 1.00 18.22 N/A N/A 39 39 2,445 221 2015-10-26 $2.08 $0.00 57.7% 16.5% 31.7% 20.2% 0.0% 0.0% -12.6% 1.1K -6.1K -286 1.00 18.22 N/A N/A 39 39 2,445 221 2015-10-27 $2.10 $0.00 59.9% 17.2% 25.2% 22.3% 0.0% 0.0% -13.0% 1.1K -6.8K -282 1.00 23.12 N/A N/A 39 39 2,445 221 2015-10-28 $2.10 $0.00 61.2% 17.6% 24.9% 23.5% 0.0% 0.0% -14.0% 1.1K -6.9K -282 1.00 23.12 N/A N/A 39 39 2,445 221 2015-10-29 $2.13 $0.00 63.9% 18.3% 24.9% 26.0% 0.0% 0.0% -14.1% 1.2K -9.2K -288 1.00 23.12 N/A N/A 39 39 2,445 221 2015-10-30 $2.07 $0.00 69.7% 20.0% 25.0% 31.5% 0.0% 0.0% -16.8% 1.1K -8.3K -287 0.66 20.04 N/A N/A 59 39 2,445 221
« Sep 2015 | All History | Nov 2015 » Home TINY History October 2015