TINY Options History — December 2015

In December 2015, TINY traded between $2.13 and $2.22. ATM implied volatility averaged 57.4%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 34.7% (HV 20d: 22.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.12.

Notable Days

  • 2015-12-14: Highest Volume — 2,719 contracts
  • 2015-12-29: Largest IV spike — 77.9% change
  • 2015-12-29: Highest IV Rank — 55.3%
  • 2015-12-29: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$2.18$2.13$2.22$2.20$2.21
Max Pain$2.50$2.50$2.50$2.50$2.50
ATM IV57.4%40.6%94.9%54.0%58.0%
Expected Move15.2%11.0%27.2%15.5%16.6%
HV 20d22.7%17.5%25.3%22.7%25.3%
HV 60d28.5%23.6%31.5%31.5%24.1%
IV Rank19.9%4.1%55.3%16.7%20.5%
IV Percentile39.0%0.4%96.0%25.8%48.0%
Term Structure-4.0%-20.4%20.3%-12.2%-17.4%
VWIV54.8%41.3%81.6%62.0%56.4%
Bid-Ask Spread %36.5819.59118.8628.8727.66
Gamma HHI0.990.941.001.000.99
Net GEX2.4K7663.7K1.7K3.4K
Net DEX-43.5K-126.0K23.0K-3.5K-98.3K
Net VEX-371-534-158-231-496
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.120.020.240.240.07
Total Volume797.77302,7190567
Total OI2,473.2731,5613,6012,7141,567

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-12-01$2.20$2.5054.0%15.5%22.7%16.7%0.0%0.0%-12.2%1.7K-3.5K-2310.0028.87N/AN/A002,493221
2015-12-02$2.18$2.5062.3%17.8%22.9%24.5%62.0%0.0%-13.9%1.6K-6.7K-2270.2425.69N/AN/A165392,493221
2015-12-03$2.17$0.0063.7%12.1%22.8%25.9%0.0%0.0%9.0%1.7K-9.0K-2520.2429.47N/AN/A165392,539221
2015-12-04$2.18$0.0058.4%11.0%22.7%20.8%0.0%0.0%-7.4%1.9K-220-2290.2425.69N/AN/A165392,539221
2015-12-07$2.18$0.0065.8%11.4%22.5%27.9%0.0%0.0%-8.4%1.9K91-2190.0025.65N/AN/A002,539221
2015-12-08$2.14$0.0076.0%12.6%23.0%37.5%0.0%0.0%7.8%86217.1K-1770.2429.47N/AN/A165392,539221
2015-12-09$2.17$0.0040.6%11.6%18.1%4.1%0.0%0.0%-9.3%1.8K-4.0K-2230.2426.78N/AN/A165392,539221
2015-12-10$2.14$0.0045.2%13.0%19.1%8.4%0.0%0.0%-10.3%99323.0K-1580.2423.77N/AN/A165392,539221
2015-12-11$2.16$0.0051.4%14.7%17.5%14.3%0.0%0.0%-20.4%84715.5K-1760.2429.91N/AN/A165392,539221
2015-12-14$2.13$0.0068.6%19.7%18.3%30.5%70.8%0.0%-14.6%76613.6K-1810.0247.92N/AN/A2,671482,539221
2015-12-15$2.20$2.5050.4%14.5%21.0%13.4%50.4%0.0%3.6%3.2K-51.2K-5220.0226.29N/AN/A2,671483,371230
2015-12-16$2.14$2.5060.3%17.3%23.4%22.7%66.6%0.0%-8.2%2.9K-56.7K-5270.0271.63N/AN/A2,671483,371230
2015-12-17$2.20$2.5046.7%13.4%24.9%9.9%41.3%0.0%8.0%3.4K-44.1K-5070.0225.73N/AN/A2,671483,371230
2015-12-18$2.18$2.5047.0%13.5%25.1%10.1%43.6%0.0%20.3%3.0K-58.9K-5340.1023.90N/AN/A558583,371230
2015-12-21$2.20$2.5044.6%12.8%25.1%7.9%44.4%0.0%6.0%3.3K-89.5K-5040.0720.83N/AN/A547391,50655
2015-12-22$2.20$2.5045.5%13.0%25.1%8.7%45.4%0.0%16.8%3.2K-97.7K-5190.0720.76N/AN/A547391,50655
2015-12-23$2.20$2.5046.4%13.3%24.2%9.6%46.4%0.0%-2.3%3.3K-89.7K-4990.0719.59N/AN/A547391,50655
2015-12-24$2.20$2.5053.6%15.4%24.0%16.3%47.4%0.0%-10.3%3.7K-94.5K-4980.0726.11N/AN/A547391,50655
2015-12-28$2.22$2.5053.3%15.3%23.7%16.1%50.6%0.0%-2.4%3.5K-102.6K-4860.0798.11N/AN/A547391,50655
2015-12-29$2.20$2.5094.9%27.2%23.4%55.3%81.6%0.0%-4.7%2.8K-126.0K-5090.07118.86N/AN/A528391,50655
2015-12-30$2.16$2.5075.7%21.7%24.1%37.2%59.7%0.0%-17.9%3.1K-93.5K-4860.0732.07N/AN/A528391,51255
2015-12-31$2.21$2.5058.0%16.6%25.3%20.5%56.4%0.0%-17.4%3.4K-98.3K-4960.0727.66N/AN/A528391,51255