TINY Options History — April 2016 In April 2016, TINY traded between $1.62 and $1.77. ATM implied volatility averaged 98.0%, placing in the 46.2% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 58.3% (HV 20d: 39.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.38.
Notable Days 2016-04-18 : Highest Volume — 192 contracts2016-04-12 : Largest IV drop — 64.0% change2016-04-11 : Highest IV Rank — 100.0%2016-04-01 : Largest Expected Move — 33.7%Monthly Statistics Metric Avg Min Max Open Close Price $1.72 $1.62 $1.77 $1.68 $1.76 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 98.0% 63.7% 176.8% 117.6% 80.2% Expected Move 21.3% 14.1% 33.7% 33.7% 23.0% HV 20d 39.7% 28.2% 44.0% 40.5% 28.3% HV 60d 37.2% 32.6% 42.3% 40.6% 32.6% IV Rank 46.2% 19.5% 100.0% 64.5% 31.3% IV Percentile 81.3% 57.9% 100.0% 98.8% 77.0% Term Structure -20.1% -68.4% 1.8% -68.4% -10.8% Bid-Ask Spread % 14.81 11.34 17.69 11.34 14.67 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.5K 2.4K 4.3K 3.1K 4.1K Net DEX -58.9K -86.6K -29.7K -44.1K -79.1K Net VEX -687 -873 -495 -572 -803 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.14 0.90 0.44 0.33 Total Volume 113.524 74 192 114 92 Total OI 3,123.048 2,992 3,292 3,024 3,292
Daily Data (21 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 2016-04-01 $1.68 $2.50 117.6% 33.7% 40.5% 64.5% 0.0% 0.0% -68.4% 3.1K -44.1K -572 0.44 11.34 N/A N/A 79 35 2,970 54 2016-04-04 $1.62 $0.00 131.4% 18.4% 38.9% 75.5% 0.0% 0.0% 0.2% 2.4K -29.7K -496 0.44 14.81 N/A N/A 79 35 2,970 54 2016-04-05 $1.64 $0.00 142.3% 19.0% 39.5% 84.1% 0.0% 0.0% 0.0% 2.6K -35.7K -497 0.44 15.36 N/A N/A 79 35 2,970 54 2016-04-06 $1.73 $0.00 146.7% 14.1% 44.0% 87.6% 0.0% 0.0% 0.1% 3.7K -60.7K -741 0.44 16.04 N/A N/A 79 35 2,970 54 2016-04-07 $1.71 $0.00 137.3% 17.0% 43.3% 80.1% 0.0% 0.0% -0.2% 2.8K -31.4K -506 0.44 13.03 N/A N/A 79 35 2,970 54 2016-04-08 $1.71 $0.00 129.8% 19.1% 43.4% 74.2% 0.0% 0.0% -8.7% 3.2K -44.1K -579 0.44 13.39 N/A N/A 79 35 2,970 54 2016-04-11 $1.71 $0.00 176.8% 17.8% 43.4% 100.0% 0.0% 0.0% -1.3% 3.2K -39.8K -558 0.44 16.17 N/A N/A 79 35 2,970 54 2016-04-12 $1.72 $0.00 63.7% 18.3% 43.4% 19.5% 0.0% 0.0% -12.9% 3.3K -40.8K -544 0.44 17.13 N/A N/A 79 35 2,970 54 2016-04-13 $1.72 $0.00 78.5% 22.5% 42.8% 30.1% 0.0% 0.0% -30.4% 3.8K -76.7K -791 0.44 17.69 N/A N/A 79 35 2,970 54 2016-04-14 $1.71 $0.00 64.8% 18.6% 42.4% 20.3% 0.0% 0.0% -13.9% 2.8K -31.6K -495 0.44 16.17 N/A N/A 79 35 2,970 54 2016-04-15 $1.74 $0.00 67.5% 19.4% 42.8% 22.3% 0.0% 0.0% -13.9% 3.6K -48.6K -621 0.90 16.73 N/A N/A 39 35 2,970 54 2016-04-18 $1.72 $0.00 77.6% 22.2% 42.9% 29.4% 0.0% 0.0% -32.1% 3.3K -56.4K -638 0.14 14.11 N/A N/A 169 23 2,950 42 2016-04-19 $1.71 $0.00 70.1% 20.1% 42.7% 24.1% 0.0% 0.0% -21.1% 3.4K -57.7K -692 0.19 15.23 N/A N/A 119 23 3,100 42 2016-04-20 $1.74 $0.00 81.2% 23.3% 43.1% 32.0% 0.0% 0.0% -35.7% 4.2K -79.1K -857 0.19 12.79 N/A N/A 119 23 3,200 42 2016-04-21 $1.74 $0.00 91.4% 26.2% 42.5% 39.3% 0.0% 0.0% -36.8% 4.3K -82.2K -873 0.19 14.67 N/A N/A 119 23 3,200 42 2016-04-22 $1.74 $0.00 68.0% 19.5% 42.5% 22.6% 0.0% 0.0% -5.6% 3.9K -86.6K -870 0.33 14.67 N/A N/A 69 23 3,200 42 2016-04-25 $1.76 $0.00 90.4% 25.9% 41.3% 38.5% 0.0% 0.0% -53.4% 4.1K -81.8K -837 0.33 15.23 N/A N/A 69 23 3,250 42 2016-04-26 $1.74 $0.00 90.7% 26.0% 28.9% 38.8% 0.0% 0.0% -55.9% 3.9K -74.5K -818 0.33 12.79 N/A N/A 69 23 3,250 42 2016-04-27 $1.73 $0.00 73.9% 21.2% 28.6% 26.8% 0.0% 0.0% 1.8% 3.8K -72.0K -824 0.33 15.23 N/A N/A 69 23 3,250 42 2016-04-28 $1.77 $0.00 79.0% 22.6% 28.2% 30.4% 0.0% 0.0% -22.3% 4.2K -83.6K -818 0.33 13.70 N/A N/A 69 23 3,250 42 2016-04-29 $1.76 $0.00 80.2% 23.0% 28.3% 31.3% 0.0% 0.0% -10.8% 4.1K -79.1K -803 0.33 14.67 N/A N/A 69 23 3,250 42
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