TINY Options History — February 2016

In February 2016, TINY traded between $1.72 and $1.84. ATM implied volatility averaged 84.2%, placing in the 38.0% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 41.7% (HV 20d: 42.5%). 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 0 of 20 days. Put/call ratio averaged 0.29.

Notable Days

2016-02-23: Highest Volume — 174 contracts
2016-02-19: Largest IV spike — 46.5% change
2016-02-09: Highest IV Rank — 58.8%
2016-02-03: Largest Expected Move — 27.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.78	$1.72	$1.84	$1.77	$1.84
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	84.2%	58.3%	110.4%	87.1%	94.0%
Expected Move	22.4%	16.7%	27.1%	25.0%	26.9%
HV 20d	42.5%	31.6%	53.1%	47.9%	31.6%
HV 60d	35.9%	34.6%	36.8%	34.6%	36.8%
IV Rank	38.0%	17.5%	58.8%	40.3%	45.8%
IV Percentile	83.6%	46.8%	98.0%	89.7%	94.0%
Term Structure	-26.7%	-56.9%	-0.6%	-14.3%	-39.2%
VWIV	69.2%	61.0%	75.3%	61.0%	75.3%
Bid-Ask Spread %	16.02	12.22	19.46	15.27	13.91
Gamma HHI	1.00	0.99	1.00	1.00	1.00
Net GEX	1.7K	1.3K	2.6K	1.3K	2.4K
Net DEX	-38.8K	-66.2K	-28.3K	-32.2K	-43.3K
Net VEX	-434	-564	-355	-390	-521
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.29	0.26	0.90	0.26	0.26
Total Volume	168.25	76	174	173	174
Total OI	2,024.2	1,844	2,345	1,844	2,345

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
2016-02-01	$1.77	$0.00	87.1%	25.0%	47.9%	40.3%	0.0%	0.0%	-14.3%	1.3K	-32.2K	-390	0.26	15.27	N/A	N/A	137	36	1,792	52
2016-02-02	$1.75	$0.00	88.1%	25.3%	47.5%	41.1%	0.0%	0.0%	-29.7%	1.3K	-28.3K	-355	0.26	14.67	N/A	N/A	137	36	1,792	52
2016-02-03	$1.82	$0.00	94.5%	27.1%	50.6%	46.2%	0.0%	0.0%	-26.3%	2.3K	-55.2K	-494	0.26	12.22	N/A	N/A	137	36	1,892	52
2016-02-04	$1.84	$2.50	82.6%	17.5%	50.2%	36.7%	61.0%	0.0%	-18.1%	2.6K	-44.8K	-456	0.26	19.46	N/A	N/A	137	36	1,892	52
2016-02-05	$1.81	$2.50	93.2%	18.9%	49.5%	45.1%	66.1%	0.0%	-19.0%	1.5K	-28.9K	-379	0.26	19.46	N/A	N/A	137	36	1,892	52
2016-02-08	$1.80	$2.50	103.4%	17.5%	49.4%	53.3%	74.2%	0.0%	-7.4%	1.4K	-49.3K	-477	0.26	14.86	N/A	N/A	137	36	1,892	52
2016-02-09	$1.72	$2.50	110.4%	22.3%	51.1%	58.8%	0.0%	0.0%	-44.4%	1.3K	-28.8K	-375	0.26	16.73	N/A	N/A	137	36	1,892	52
2016-02-10	$1.78	$2.50	75.3%	21.6%	52.9%	30.9%	75.3%	0.0%	-36.0%	1.4K	-37.4K	-386	0.26	14.86	N/A	N/A	137	36	1,892	52
2016-02-11	$1.76	$2.50	67.4%	19.3%	52.9%	24.7%	0.0%	0.0%	-9.7%	1.4K	-30.2K	-388	0.26	16.73	N/A	N/A	137	36	1,892	52
2016-02-12	$1.77	$2.50	70.2%	20.1%	53.1%	26.9%	0.0%	0.0%	-25.2%	1.5K	-31.6K	-399	0.26	17.47	N/A	N/A	137	36	1,892	52
2016-02-16	$1.76	$2.50	81.0%	23.2%	41.9%	35.5%	0.0%	0.0%	-36.0%	1.6K	-36.0K	-412	0.26	16.73	N/A	N/A	137	36	1,992	52
2016-02-17	$1.76	$2.50	67.1%	19.2%	36.7%	24.5%	0.0%	0.0%	-0.6%	1.6K	-40.2K	-452	0.26	18.56	N/A	N/A	137	36	1,992	52
2016-02-18	$1.76	$2.50	58.3%	16.7%	34.1%	17.5%	0.0%	0.0%	-14.3%	1.6K	-35.0K	-432	0.26	18.56	N/A	N/A	137	36	1,992	52
2016-02-19	$1.76	$2.50	85.4%	24.5%	33.9%	39.0%	0.0%	0.0%	-40.3%	1.6K	-28.3K	-372	0.26	18.00	N/A	N/A	137	36	1,992	52
2016-02-22	$1.79	$2.50	93.6%	26.8%	33.5%	45.5%	0.0%	0.0%	-29.3%	1.7K	-32.2K	-381	0.26	12.31	N/A	N/A	137	36	1,992	52
2016-02-23	$1.77	$2.50	75.8%	21.7%	33.9%	31.3%	0.0%	0.0%	-20.3%	1.6K	-36.5K	-426	0.26	14.30	N/A	N/A	138	36	1,992	52
2016-02-24	$1.74	$2.50	92.7%	26.6%	33.1%	44.8%	0.0%	0.0%	-44.9%	1.5K	-66.2K	-564	0.26	15.23	N/A	N/A	137	36	2,093	52
2016-02-25	$1.79	$2.50	89.8%	25.8%	33.1%	42.5%	0.0%	0.0%	-56.9%	1.9K	-51.1K	-525	0.90	14.94	N/A	N/A	40	36	2,193	52
2016-02-26	$1.80	$2.50	74.7%	21.4%	33.0%	30.5%	0.0%	0.0%	-22.6%	2.0K	-39.7K	-488	0.26	16.03	N/A	N/A	137	36	2,193	52
2016-02-29	$1.84	$2.50	94.0%	26.9%	31.6%	45.8%	0.0%	0.0%	-39.2%	2.4K	-43.3K	-521	0.26	13.91	N/A	N/A	138	36	2,293	52