TINY Options History — January 2016 In January 2016, TINY traded between $1.66 and $2.22. ATM implied volatility averaged 85.1%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded above realized volatility by 48.7% (HV 20d: 36.4%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 0.33.
Notable Days 2016-01-04 : Highest Volume — 567 contracts2016-01-13 : Largest IV drop — 72.0% change2016-01-12 : Highest IV Rank — 100.0%2016-01-22 : Largest Expected Move — 27.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.90 $1.66 $2.22 $2.22 $1.75 ATM IV 85.1% 45.5% 162.4% 76.9% 88.7% Expected Move 19.4% 11.8% 27.1% 17.7% 25.4% HV 20d 36.4% 25.2% 48.7% 25.2% 48.7% HV 60d 29.5% 24.1% 34.5% 24.1% 34.5% IV Rank 41.0% 7.4% 100.0% 38.3% 41.6% IV Percentile 81.4% 7.9% 100.0% 83.3% 91.3% Term Structure -5.6% -31.3% 21.9% 7.7% -30.5% Bid-Ask Spread % 20.90 12.79 66.56 66.56 14.30 Gamma HHI 0.99 0.88 1.00 0.98 1.00 Net GEX 1.5K 315 3.4K 3.2K 1.1K Net DEX -43.0K -100.3K -3.2K -100.3K -16.4K Net VEX -293 -480 -105 -480 -263 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 0.95 0.07 0.00 Total Volume 330.632 74 567 567 109 Total OI 1,468.421 1,244 1,744 1,567 1,744
Daily Data (19 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 2016-01-04 $2.22 $0.00 76.9% 17.7% 25.2% 38.3% 0.0% 0.0% 7.7% 3.2K -100.3K -480 0.07 66.56 N/A N/A 528 39 1,512 55 2016-01-05 $2.17 $0.00 68.3% 11.8% 26.6% 30.2% 0.0% 0.0% 14.6% 3.3K -87.5K -453 0.07 19.31 N/A N/A 528 39 1,512 55 2016-01-06 $2.21 $0.00 74.9% 13.4% 27.4% 36.4% 0.0% 0.0% 19.0% 3.4K -90.9K -463 0.09 29.47 N/A N/A 454 39 1,512 55 2016-01-07 $2.14 $0.00 85.0% 13.2% 29.0% 45.9% 0.0% 0.0% 14.8% 1.9K -75.0K -417 0.09 23.27 N/A N/A 454 39 1,512 55 2016-01-08 $2.14 $0.00 90.8% 13.3% 28.5% 51.5% 0.0% 0.0% 10.0% 2.1K -65.9K -396 0.09 21.43 N/A N/A 454 39 1,512 55 2016-01-11 $2.11 $0.00 115.4% 13.6% 28.6% 74.6% 0.0% 0.0% 21.9% 2.0K -71.7K -394 0.09 26.23 N/A N/A 454 39 1,512 55 2016-01-12 $2.05 $0.00 162.4% 14.6% 30.0% 100.0% 0.0% 0.0% 20.3% 1.8K -65.9K -385 0.09 24.59 N/A N/A 454 39 1,512 55 2016-01-13 $2.03 $0.00 45.5% 13.1% 29.8% 7.4% 0.0% 0.0% -3.7% 2.0K -44.8K -332 0.09 21.68 N/A N/A 454 39 1,512 55 2016-01-14 $2.01 $0.00 56.5% 16.2% 26.9% 16.0% 0.0% 0.0% -4.2% 1.9K -44.8K -318 0.09 22.74 N/A N/A 454 39 1,512 55 2016-01-15 $1.83 $0.00 67.1% 19.2% 41.0% 24.5% 0.0% 0.0% -6.8% 1.4K -35.6K -293 0.09 19.03 N/A N/A 454 41 1,512 55 2016-01-19 $1.73 $0.00 71.9% 20.6% 42.2% 28.3% 0.0% 0.0% 12.1% 1.1K -48.2K -309 0.95 12.79 N/A N/A 38 36 1,212 66 2016-01-20 $1.67 $0.00 81.2% 23.3% 42.9% 35.6% 0.0% 0.0% -22.8% 315 -13.1K -147 0.95 13.47 N/A N/A 38 36 1,192 52 2016-01-21 $1.69 $0.00 80.9% 23.2% 43.1% 35.4% 0.0% 0.0% -12.4% 386 -4.4K -119 0.95 13.62 N/A N/A 38 36 1,192 52 2016-01-22 $1.66 $0.00 94.5% 27.1% 42.9% 46.2% 0.0% 0.0% -29.5% 364 -5.1K -117 0.95 13.13 N/A N/A 38 36 1,192 52 2016-01-25 $1.66 $0.00 89.9% 25.8% 42.9% 42.5% 0.0% 0.0% -28.2% 365 -3.2K -105 0.95 14.06 N/A N/A 38 36 1,192 52 2016-01-26 $1.71 $0.00 88.8% 25.5% 45.4% 41.7% 0.0% 0.0% -27.9% 402 -3.6K -107 0.26 14.67 N/A N/A 138 36 1,192 52 2016-01-27 $1.67 $0.00 87.1% 25.0% 44.8% 40.3% 0.0% 0.0% -30.5% 476 -8.2K -146 0.11 13.62 N/A N/A 338 36 1,292 52 2016-01-28 $1.69 $0.00 91.1% 26.1% 45.7% 43.5% 0.0% 0.0% -31.3% 801 -32.5K -322 0.26 13.03 N/A N/A 139 36 1,592 52 2016-01-29 $1.75 $0.00 88.7% 25.4% 48.7% 41.6% 0.0% 0.0% -30.5% 1.1K -16.4K -263 0.00 14.30 N/A N/A 109 0 1,692 52
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