TINY Options History — July 2016

In July 2016, TINY traded between $1.49 and $1.59. ATM implied volatility averaged 108.2%, placing in the 47.4% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 72.9% (HV 20d: 35.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.16.

Notable Days

2016-07-22: Highest Volume — 189 contracts
2016-07-11: Largest IV drop — 57.7% change
2016-07-08: Highest IV Rank — 100.0%
2016-07-22: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.54	$1.49	$1.59	$1.58	$1.54
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	108.2%	76.3%	186.0%	102.7%	108.5%
Expected Move	26.4%	19.6%	31.9%	29.4%	31.1%
HV 20d	35.2%	30.1%	39.8%	32.8%	30.1%
HV 60d	29.2%	27.0%	30.5%	27.0%	30.3%
IV Rank	47.4%	24.6%	100.0%	45.6%	46.7%
IV Percentile	84.1%	57.5%	100.0%	89.3%	89.3%
Term Structure	-23.6%	-48.3%	6.2%	-20.6%	-25.3%
Bid-Ask Spread %	13.73	11.71	21.71	11.99	12.51
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	869	18	1.2K	895	813
Net DEX	-13.4K	-39.8K	6.0K	-14.6K	-6.6K
Net VEX	-195	-359	-4	-198	-152
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.13	0.22	0.15	0.22
Total Volume	169.9	127	189	127	189
Total OI	3,810.65	3,671	3,850	3,671	3,850

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
2016-07-01	$1.58	$0.00	102.7%	29.4%	32.8%	45.6%	0.0%	0.0%	-20.6%	895	-14.6K	-198	0.15	11.99	N/A	N/A	110	17	3,665	6
2016-07-05	$1.57	$0.00	144.9%	19.6%	32.7%	76.6%	0.0%	0.0%	-0.3%	839	-11.9K	-169	0.15	15.73	N/A	N/A	110	17	3,665	16
2016-07-06	$1.54	$0.00	147.2%	25.9%	32.5%	78.3%	0.0%	0.0%	-43.0%	1.0K	-39.8K	-359	0.14	14.58	N/A	N/A	145	20	3,665	16
2016-07-07	$1.49	$0.00	165.2%	22.5%	33.9%	91.5%	0.0%	0.0%	-14.3%	846	-13.0K	-214	0.14	14.69	N/A	N/A	145	20	3,800	25
2016-07-08	$1.53	$0.00	186.0%	23.9%	35.9%	100.0%	0.0%	0.0%	-17.8%	897	-12.7K	-186	0.14	15.16	N/A	N/A	145	20	3,800	25
2016-07-11	$1.54	$0.00	78.6%	22.5%	36.2%	26.2%	0.0%	0.0%	-15.2%	941	-14.0K	-215	0.14	15.16	N/A	N/A	145	20	3,800	25
2016-07-12	$1.52	$0.00	94.4%	27.1%	36.3%	37.0%	0.0%	0.0%	-35.1%	856	-11.5K	-183	0.14	14.58	N/A	N/A	145	20	3,800	25
2016-07-13	$1.54	$0.00	81.8%	23.5%	35.4%	28.4%	0.0%	0.0%	-33.6%	941	-14.0K	-213	0.14	12.72	N/A	N/A	145	20	3,800	25
2016-07-14	$1.59	$0.00	86.2%	24.7%	38.0%	31.4%	0.0%	0.0%	-23.8%	1.0K	-15.1K	-217	0.14	11.99	N/A	N/A	145	20	3,800	25
2016-07-15	$1.57	$0.00	93.8%	26.9%	38.0%	36.6%	0.0%	0.0%	-36.1%	955	-12.5K	-185	0.14	15.19	N/A	N/A	145	20	3,800	25
2016-07-18	$1.52	$0.00	85.3%	24.4%	38.9%	30.7%	0.0%	0.0%	6.2%	857	-11.6K	-180	0.14	12.16	N/A	N/A	145	20	3,800	25
2016-07-19	$1.51	$0.00	95.6%	27.4%	37.3%	37.8%	0.0%	0.0%	-25.8%	812	-10.3K	-179	0.13	12.70	N/A	N/A	155	20	3,800	25
2016-07-20	$1.50	$0.00	76.3%	21.9%	36.6%	24.6%	0.0%	0.0%	-7.1%	776	-9.4K	-155	0.13	11.71	N/A	N/A	155	20	3,810	25
2016-07-21	$1.50	$0.00	97.7%	28.0%	36.6%	39.3%	0.0%	0.0%	-15.7%	779	-9.4K	-153	0.13	12.70	N/A	N/A	155	20	3,810	25
2016-07-22	$1.55	$0.00	111.3%	31.9%	38.8%	48.6%	0.0%	0.0%	-41.9%	1.2K	-35.7K	-339	0.22	21.71	N/A	N/A	155	34	3,810	25
2016-07-25	$1.58	$5.00	97.5%	28.0%	39.8%	39.2%	0.0%	0.0%	-18.6%	1.0K	-11.8K	-212	0.22	12.18	N/A	N/A	155	34	3,810	40
2016-07-26	$1.58	$5.00	95.6%	27.4%	31.7%	37.9%	0.0%	0.0%	-19.8%	1.0K	-11.8K	-211	0.22	12.57	N/A	N/A	155	34	3,810	40
2016-07-27	$1.57	$5.00	106.5%	30.5%	31.6%	45.3%	0.0%	0.0%	-48.3%	18	6.0K	-4	0.22	12.51	N/A	N/A	155	34	3,810	40
2016-07-28	$1.56	$5.00	108.0%	31.0%	31.6%	46.4%	0.0%	0.0%	-35.7%	915	-9.1K	-179	0.22	12.18	N/A	N/A	155	34	3,810	40
2016-07-29	$1.54	$5.00	108.5%	31.1%	30.1%	46.7%	0.0%	0.0%	-25.3%	813	-6.6K	-152	0.22	12.51	N/A	N/A	155	34	3,810	40