TINY Options History — November 2015

In November 2015, TINY traded between $2.03 and $2.22. ATM implied volatility averaged 60.8%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded above realized volatility by 35.0% (HV 20d: 25.8%). 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 5 of 20 days. Put/call ratio averaged 0.54.

Notable Days

2015-11-20: Highest Volume — 178 contracts
2015-11-12: Largest IV drop — 43.6% change
2015-11-10: Highest IV Rank — 48.3%
2015-11-11: Largest Expected Move — 24.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$2.14	$2.03	$2.22	$2.12	$2.22
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	60.8%	46.0%	87.5%	70.2%	46.0%
Expected Move	15.7%	12.2%	24.7%	20.1%	13.2%
HV 20d	25.8%	23.6%	28.6%	25.0%	23.6%
HV 60d	31.8%	31.0%	36.0%	36.0%	31.4%
IV Rank	23.1%	9.2%	48.3%	32.0%	9.2%
IV Percentile	42.4%	7.1%	92.5%	76.2%	7.1%
Term Structure	-11.8%	-47.9%	4.1%	-19.3%	4.1%
VWIV	54.0%	46.0%	88.1%	54.6%	54.2%
Bid-Ask Spread %	29.86	19.48	83.67	23.12	28.31
Gamma HHI	0.97	0.76	1.00	0.96	0.98
Net GEX	1.4K	1.1K	1.7K	1.2K	1.7K
Net DEX	-5.3K	-21.3K	7.5K	-11.0K	-6.0K
Net VEX	-258	-293	-225	-293	-245
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	0.66	0.66	0.32
Total Volume	79.3	0	178	98	0
Total OI	2,693.95	2,686	2,714	2,686	2,714

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
2015-11-02	$2.12	$0.00	70.2%	20.1%	25.0%	32.0%	0.0%	0.0%	-19.3%	1.2K	-11.0K	-293	0.66	23.12	N/A	N/A	59	39	2,465	221
2015-11-03	$2.11	$0.00	71.8%	20.6%	25.1%	33.5%	0.0%	0.0%	-29.7%	1.2K	-7.5K	-283	0.66	23.12	N/A	N/A	59	39	2,465	221
2015-11-04	$2.13	$0.00	74.9%	21.5%	25.3%	36.4%	0.0%	0.0%	-22.1%	1.2K	-9.3K	-286	0.66	23.12	N/A	N/A	59	39	2,465	221
2015-11-05	$2.12	$2.50	76.9%	15.6%	25.4%	38.3%	54.6%	0.0%	-14.0%	1.2K	-8.6K	-284	0.66	66.90	N/A	N/A	59	39	2,465	221
2015-11-06	$2.14	$2.50	72.4%	13.3%	25.4%	34.1%	0.0%	0.0%	-4.1%	1.3K	-4.4K	-272	0.00	19.48	N/A	N/A	0	0	2,465	221
2015-11-09	$2.11	$2.50	79.9%	12.2%	24.8%	41.1%	0.0%	0.0%	-13.4%	1.3K	3.1K	-240	0.00	23.73	N/A	N/A	0	0	2,465	221
2015-11-10	$2.03	$2.50	87.5%	16.0%	27.7%	48.3%	55.8%	0.0%	-12.4%	1.1K	-2.6K	-252	0.66	20.84	N/A	N/A	59	39	2,465	221
2015-11-11	$2.04	$2.50	86.2%	24.7%	27.3%	47.0%	88.1%	0.0%	-47.9%	1.3K	-21.3K	-292	0.66	83.67	N/A	N/A	59	39	2,465	221
2015-11-12	$2.09	$2.50	48.6%	13.9%	28.6%	11.7%	48.4%	0.0%	-15.3%	1.3K	7.5K	-225	0.66	20.04	N/A	N/A	59	39	2,465	221
2015-11-13	$2.10	$2.50	54.9%	15.7%	26.8%	17.6%	54.9%	0.0%	-26.0%	1.3K	2.2K	-231	0.66	27.26	N/A	N/A	59	39	2,465	221
2015-11-16	$2.13	$2.50	53.0%	15.2%	26.4%	15.8%	0.0%	0.0%	-11.7%	1.3K	-5.2K	-255	0.00	29.94	N/A	N/A	0	0	2,465	221
2015-11-17	$2.14	$2.50	48.7%	14.0%	25.9%	11.7%	48.5%	0.0%	3.4%	1.3K	-5.0K	-255	0.66	23.73	N/A	N/A	59	39	2,465	221
2015-11-18	$2.17	$2.50	50.3%	14.4%	26.2%	13.3%	49.9%	0.0%	0.7%	1.4K	-5.1K	-249	0.66	28.69	N/A	N/A	59	39	2,465	221
2015-11-19	$2.18	$2.50	46.2%	13.2%	25.1%	9.4%	46.0%	0.0%	0.8%	1.5K	-2.3K	-251	0.61	25.69	N/A	N/A	64	39	2,465	221
2015-11-20	$2.16	$2.50	46.3%	13.3%	25.2%	9.5%	46.2%	0.0%	-1.1%	1.5K	-2.6K	-248	0.28	27.38	N/A	N/A	139	39	2,490	221
2015-11-23	$2.16	$2.50	48.9%	14.0%	24.9%	12.0%	0.0%	0.0%	1.1%	1.5K	-3.7K	-243	0.00	25.51	N/A	N/A	0	0	2,490	221
2015-11-24	$2.20	$2.50	51.4%	14.7%	25.5%	14.3%	0.0%	0.0%	-14.6%	1.5K	-12.1K	-265	0.00	24.43	N/A	N/A	3	0	2,490	221
2015-11-25	$2.22	$2.50	47.2%	13.5%	25.6%	10.3%	47.1%	0.0%	-6.7%	1.7K	-5.8K	-251	0.32	28.94	N/A	N/A	122	39	2,493	221
2015-11-27	$2.19	$2.50	54.5%	15.6%	25.8%	17.2%	54.2%	0.0%	-8.7%	1.6K	-7.2K	-248	0.32	23.26	N/A	N/A	122	39	2,493	221
2015-11-30	$2.22	$2.50	46.0%	13.2%	23.6%	9.2%	0.0%	0.0%	4.1%	1.7K	-6.0K	-245	0.00	28.31	N/A	N/A	0	0	2,493	221