TINY Options History — May 2016 In May 2016, TINY traded between $1.67 and $1.77. ATM implied volatility averaged 86.3%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 59.5% (HV 20d: 26.8%). 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 0 of 21 days. Put/call ratio averaged 0.56.
Notable Days 2016-05-04 : Highest Volume — 297 contracts2016-05-11 : Largest IV drop — 52.0% change2016-05-10 : Highest IV Rank — 68.7%2016-05-04 : Largest Expected Move — 29.1%Monthly Statistics Metric Avg Min Max Open Close Price $1.71 $1.67 $1.77 $1.77 $1.72 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 86.3% 63.6% 132.8% 88.2% 79.9% Expected Move 22.0% 17.4% 29.1% 25.3% 22.9% HV 20d 26.8% 17.0% 29.6% 24.3% 29.4% HV 60d 32.7% 32.0% 33.1% 32.6% 32.0% IV Rank 35.6% 19.5% 68.7% 37.0% 31.0% IV Percentile 77.2% 52.4% 97.6% 83.3% 73.4% Term Structure -24.4% -48.5% -5.0% -48.5% -5.0% Bid-Ask Spread % 14.14 9.23 16.99 14.34 14.11 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 4.1K 3.8K 4.6K 4.1K 4.4K Net DEX -83.0K -99.6K -67.3K -76.1K -90.1K Net VEX -850 -982 -711 -840 -843 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.56 0.10 1.12 0.41 0.23 Total Volume 137.095 43 297 97 97 Total OI 3,656 3,292 3,764 3,292 3,764
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 2016-05-02 $1.77 $0.00 88.2% 25.3% 24.3% 37.0% 0.0% 0.0% -48.5% 4.1K -76.1K -840 0.41 14.34 N/A N/A 69 28 3,250 42 2016-05-03 $1.74 $0.00 78.0% 22.4% 25.3% 29.7% 0.0% 0.0% -30.1% 4.0K -83.9K -860 0.17 14.67 N/A N/A 169 28 3,300 47 2016-05-04 $1.75 $0.00 101.7% 29.1% 17.0% 46.6% 0.0% 0.0% -40.8% 4.1K -94.3K -919 0.10 12.23 N/A N/A 269 28 3,400 47 2016-05-05 $1.67 $2.50 95.4% 18.1% 23.6% 42.1% 0.0% 0.0% -14.8% 3.8K -93.4K -934 0.10 16.99 N/A N/A 269 28 3,650 47 2016-05-06 $1.72 $2.50 112.8% 17.4% 26.0% 54.4% 0.0% 0.0% -14.3% 4.2K -79.6K -859 0.10 13.03 N/A N/A 269 28 3,650 47 2016-05-09 $1.70 $2.50 115.2% 17.5% 26.4% 56.2% 0.0% 0.0% -16.3% 4.1K -91.0K -940 0.10 14.67 N/A N/A 269 28 3,650 47 2016-05-10 $1.68 $2.50 132.8% 19.4% 26.6% 68.7% 0.0% 0.0% -17.3% 3.9K -77.9K -834 0.10 15.35 N/A N/A 269 28 3,650 47 2016-05-11 $1.71 $2.50 63.7% 18.3% 27.4% 19.5% 0.0% 0.0% -17.2% 4.2K -84.2K -888 0.10 16.64 N/A N/A 269 28 3,650 47 2016-05-12 $1.70 $2.50 85.4% 24.5% 27.4% 35.0% 0.0% 0.0% -47.2% 4.2K -93.0K -938 1.12 13.27 N/A N/A 25 28 3,650 47 2016-05-13 $1.70 $2.50 79.8% 22.9% 26.6% 31.0% 0.0% 0.0% -48.2% 4.1K -99.6K -982 1.12 14.67 N/A N/A 25 28 3,651 47 2016-05-16 $1.67 $2.50 73.2% 21.0% 27.0% 26.3% 0.0% 0.0% -21.6% 3.9K -82.4K -848 1.12 15.35 N/A N/A 25 28 3,651 47 2016-05-17 $1.70 $2.50 68.8% 19.7% 27.8% 23.1% 0.0% 0.0% -21.4% 4.2K -88.8K -919 1.12 9.23 N/A N/A 25 28 3,651 47 2016-05-18 $1.67 $2.50 63.6% 18.2% 27.6% 19.5% 0.0% 0.0% -23.3% 3.8K -67.3K -738 1.12 16.99 N/A N/A 25 28 3,651 47 2016-05-19 $1.68 $2.50 64.2% 18.4% 27.8% 19.9% 0.0% 0.0% -24.0% 3.9K -75.9K -785 1.12 13.09 N/A N/A 25 28 3,651 47 2016-05-20 $1.67 $2.50 78.3% 22.4% 27.8% 29.9% 0.0% 0.0% -25.2% 3.8K -76.4K -805 1.12 14.80 N/A N/A 25 28 3,651 47 2016-05-23 $1.70 $2.50 86.2% 24.7% 28.3% 35.5% 0.0% 0.0% -15.8% 4.2K -86.1K -874 0.72 11.50 N/A N/A 25 18 3,651 47 2016-05-24 $1.72 $2.50 79.9% 22.9% 28.4% 31.1% 0.0% 0.0% -21.6% 4.1K -67.3K -711 0.72 13.62 N/A N/A 25 18 3,651 47 2016-05-25 $1.76 $2.50 76.9% 22.0% 29.6% 28.9% 0.0% 0.0% -21.4% 4.6K -73.2K -741 0.72 13.70 N/A N/A 25 18 3,651 47 2016-05-26 $1.72 $2.50 93.5% 26.8% 29.5% 40.8% 0.0% 0.0% -18.9% 4.3K -87.1K -833 0.21 14.11 N/A N/A 85 18 3,651 47 2016-05-27 $1.72 $2.50 95.7% 27.4% 29.5% 42.3% 0.0% 0.0% -20.3% 4.3K -74.9K -767 0.21 14.67 N/A N/A 85 18 3,717 47 2016-05-31 $1.72 $2.50 79.9% 22.9% 29.4% 31.0% 0.0% 0.0% -5.0% 4.4K -90.1K -843 0.23 14.11 N/A N/A 79 18 3,717 47
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