TINY Options History — June 2016

In June 2016, TINY traded between $1.61 and $1.80. ATM implied volatility averaged 92.2%, placing in the 39.0% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 68.6% (HV 20d: 23.5%). 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 0 of 22 days. Put/call ratio averaged 0.31.

Notable Days

2016-06-21: Highest Volume — 168 contracts
2016-06-08: Largest IV drop — 42.8% change
2016-06-23: Highest IV Rank — 64.0%
2016-06-23: Largest Expected Move — 36.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.73	$1.61	$1.80	$1.72	$1.61
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	92.2%	59.8%	127.7%	109.7%	111.8%
Expected Move	24.4%	17.1%	36.6%	31.4%	32.1%
HV 20d	23.5%	18.7%	33.3%	28.8%	33.3%
HV 60d	30.2%	25.6%	31.9%	31.9%	26.9%
IV Rank	39.0%	14.1%	64.0%	52.2%	52.3%
IV Percentile	77.4%	37.3%	96.4%	93.3%	93.3%
Term Structure	-25.0%	-64.4%	-0.1%	-29.8%	-43.3%
Bid-Ask Spread %	26.15	12.54	115.12	14.67	13.59
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	4.3K	450	5.1K	4.5K	450
Net DEX	-93.1K	-147.7K	-3.0K	-93.1K	-3.0K
Net VEX	-790	-1.0K	-71	-905	-71
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.04	0.46	0.46	0.06
Total Volume	76.818	37	168	57	117
Total OI	3,743.636	3,468	3,844	3,824	3,671

Daily Data (22 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
2016-06-01	$1.72	$2.50	109.7%	31.4%	28.8%	52.2%	0.0%	0.0%	-29.8%	4.5K	-93.1K	-905	0.46	14.67	N/A	N/A	39	18	3,777	47
2016-06-02	$1.72	$0.00	101.3%	17.2%	28.7%	46.3%	0.0%	0.0%	-9.3%	4.4K	-100.5K	-893	0.46	13.75	N/A	N/A	39	18	3,777	47
2016-06-03	$1.75	$0.00	84.9%	17.8%	23.7%	34.6%	0.0%	0.0%	-1.5%	4.8K	-120.7K	-1.0K	0.46	16.73	N/A	N/A	39	18	3,777	47
2016-06-06	$1.73	$0.00	106.8%	18.2%	21.8%	50.2%	0.0%	0.0%	-2.9%	4.5K	-91.9K	-834	0.46	17.69	N/A	N/A	39	18	3,777	47
2016-06-07	$1.75	$0.00	114.9%	18.7%	21.7%	55.9%	0.0%	0.0%	-3.1%	4.8K	-107.4K	-917	0.46	17.13	N/A	N/A	39	18	3,777	47
2016-06-08	$1.74	$0.00	65.7%	18.8%	21.3%	20.9%	0.0%	0.0%	-11.6%	4.5K	-80.1K	-789	0.46	17.13	N/A	N/A	39	18	3,777	47
2016-06-09	$1.74	$0.00	66.6%	19.1%	20.4%	21.6%	0.0%	0.0%	-21.3%	4.3K	-88.1K	-832	0.46	17.09	N/A	N/A	39	18	3,777	47
2016-06-10	$1.73	$0.00	66.9%	19.2%	20.4%	21.8%	0.0%	0.0%	-12.9%	4.5K	-96.7K	-895	0.46	17.09	N/A	N/A	39	18	3,777	47
2016-06-13	$1.72	$0.00	84.7%	24.3%	20.6%	34.5%	0.0%	0.0%	-37.3%	4.5K	-93.7K	-862	0.46	13.03	N/A	N/A	39	18	3,797	47
2016-06-14	$1.76	$0.00	88.0%	25.2%	20.8%	36.9%	0.0%	0.0%	-36.9%	4.9K	-113.9K	-963	0.46	16.13	N/A	N/A	39	18	3,797	41
2016-06-15	$1.75	$0.00	81.9%	23.5%	20.2%	32.5%	0.0%	0.0%	-46.7%	4.8K	-92.5K	-826	0.46	18.56	N/A	N/A	39	18	3,797	41
2016-06-16	$1.75	$0.00	75.8%	21.7%	18.9%	28.2%	0.0%	0.0%	-33.3%	4.4K	-77.1K	-674	0.46	14.86	N/A	N/A	39	18	3,797	41
2016-06-17	$1.76	$0.00	69.5%	19.9%	18.9%	21.2%	0.0%	0.0%	-8.8%	4.6K	-98.2K	-820	0.46	15.39	N/A	N/A	39	18	3,797	41
2016-06-20	$1.80	$0.00	59.8%	17.1%	19.9%	14.1%	0.0%	0.0%	-0.1%	5.1K	-97.0K	-835	0.23	14.94	N/A	N/A	30	7	3,462	6
2016-06-21	$1.75	$0.00	83.4%	23.9%	22.2%	31.5%	0.0%	0.0%	-42.0%	5.0K	-121.4K	-910	0.04	14.30	N/A	N/A	161	7	3,482	6
2016-06-22	$1.75	$0.00	108.4%	31.1%	21.8%	49.8%	0.0%	0.0%	-21.2%	4.7K	-132.4K	-926	0.07	64.94	N/A	N/A	95	7	3,584	6
2016-06-23	$1.77	$0.00	127.7%	36.6%	20.6%	64.0%	0.0%	0.0%	-64.4%	5.1K	-128.4K	-915	0.07	115.12	N/A	N/A	95	7	3,665	6
2016-06-24	$1.77	$0.00	122.8%	35.2%	18.7%	60.4%	0.0%	0.0%	-40.4%	5.1K	-147.7K	-1.0K	0.07	103.69	N/A	N/A	95	7	3,665	6
2016-06-27	$1.65	$0.00	95.5%	27.4%	31.6%	40.4%	0.0%	0.0%	-35.1%	3.4K	-55.2K	-528	0.07	12.54	N/A	N/A	95	7	3,665	6
2016-06-28	$1.66	$0.00	99.4%	28.5%	31.7%	43.2%	0.0%	0.0%	-23.2%	827	-8.8K	-128	0.07	13.47	N/A	N/A	95	7	3,665	6
2016-06-29	$1.66	$0.00	102.4%	29.4%	31.7%	45.4%	0.0%	0.0%	-25.2%	4.2K	-101.3K	-848	0.06	13.47	N/A	N/A	110	7	3,665	6
2016-06-30	$1.61	$0.00	111.8%	32.1%	33.3%	52.3%	0.0%	0.0%	-43.3%	450	-3.0K	-71	0.06	13.59	N/A	N/A	110	7	3,665	6