TINY Options History — August 2016

In August 2016, TINY traded between $1.54 and $1.63. ATM implied volatility averaged 104.9%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 83.7% (HV 20d: 21.2%). Max pain ranged from $2.50 to $5.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.17.

Notable Days

  • 2016-08-23: Highest Volume — 269 contracts
  • 2016-08-10: Largest IV drop — 52.1% change
  • 2016-08-09: Highest IV Rank — 80.4%
  • 2016-08-03: Largest Expected Move — 36.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$1.58$1.54$1.63$1.55$1.58
Max Pain$2.83$2.50$5.00$5.00$2.50
ATM IV104.9%75.4%157.5%118.4%117.1%
Expected Move27.0%21.1%36.1%33.9%33.6%
HV 20d21.2%14.5%29.7%29.6%21.6%
HV 60d27.7%26.9%28.9%28.9%28.1%
IV Rank44.2%24.0%80.4%53.5%52.6%
IV Percentile78.1%49.6%98.4%94.0%90.9%
Term Structure-40.2%-71.1%-2.5%-59.9%-68.1%
Bid-Ask Spread %13.798.8115.7312.5110.56
Gamma HHI1.001.001.001.001.00
Net GEX941121.3K8631.3K
Net DEX-12.2K-28.3K5.9K-7.7K-24.1K
Net VEX-181-286-3-175-263
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.170.000.220.220.11
Total Volume176.3040269189239
Total OI3,918.2613,8504,0503,8504,050

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$1.55$5.00118.4%33.9%29.6%53.5%0.0%0.0%-59.9%863-7.7K-1750.2212.51N/AN/A155343,81040
2016-08-02$1.56$5.00110.2%31.6%29.7%47.9%0.0%0.0%-36.7%914-9.0K-1750.2211.60N/AN/A155343,81040
2016-08-03$1.55$5.00126.0%36.1%28.9%58.8%0.0%0.0%-36.2%1.0K-13.5K-2010.2212.18N/AN/A155343,81040
2016-08-04$1.55$2.50129.7%23.9%26.1%61.3%0.0%0.0%-56.0%135.9K-30.2215.73N/AN/A155343,81040
2016-08-05$1.55$2.50134.2%24.2%24.4%64.4%0.0%0.0%-57.0%866-7.9K-1740.2215.73N/AN/A155343,81040
2016-08-08$1.57$2.50154.0%21.1%24.8%78.0%0.0%0.0%-28.2%963-10.3K-1720.2215.19N/AN/A155343,81040
2016-08-09$1.54$2.50157.5%25.3%25.3%80.4%0.0%0.0%-46.9%955-12.1K-1960.2215.16N/AN/A155343,81040
2016-08-10$1.57$2.5075.4%21.6%25.8%24.0%0.0%0.0%-29.6%963-10.4K-1710.2214.71N/AN/A155343,81040
2016-08-11$1.57$2.5076.5%21.9%23.1%24.7%0.0%0.0%-30.3%962-10.3K-1690.2215.73N/AN/A155343,81040
2016-08-12$1.57$2.5077.6%22.2%22.6%25.5%0.0%0.0%-31.1%963-10.4K-1700.2215.73N/AN/A155343,81040
2016-08-15$1.55$2.5096.9%27.8%19.8%38.7%0.0%0.0%-68.8%125.8K-40.1715.73N/AN/A195343,81040
2016-08-16$1.57$2.5082.4%23.6%20.0%28.8%0.0%0.0%-34.6%1.0K-13.1K-1900.1715.19N/AN/A195343,86040
2016-08-17$1.57$2.50101.3%29.0%19.8%41.8%0.0%0.0%-70.7%1.0K-10.9K-1750.0015.19N/AN/A003,86040
2016-08-18$1.59$2.50104.3%29.9%20.1%43.8%0.0%0.0%-71.1%1.1K-13.7K-2030.0015.73N/AN/A003,86040
2016-08-19$1.59$2.5088.3%25.3%16.7%32.8%0.0%0.0%-37.0%1.1K-15.7K-2150.1515.19N/AN/A220343,86040
2016-08-22$1.59$2.5084.4%24.2%15.3%30.2%0.0%0.0%-2.5%1.1K-16.1K-2100.1212.57N/AN/A195243,91030
2016-08-23$1.60$2.5097.6%28.0%15.5%39.2%0.0%0.0%-24.1%1.2K-21.1K-2330.1012.57N/AN/A245243,91030
2016-08-24$1.60$2.5089.1%25.5%15.2%33.4%0.0%0.0%-4.4%1.3K-19.2K-2300.0013.59N/AN/A1004,01030
2016-08-25$1.60$2.5080.2%23.0%15.0%27.2%0.0%0.0%-30.4%1.2K-13.8K-2060.1512.57N/AN/A155244,02030
2016-08-26$1.62$2.50106.1%30.4%14.5%45.0%0.0%0.0%-28.2%1.3K-17.0K-2390.1512.57N/AN/A155244,02030
2016-08-29$1.59$2.5086.8%24.9%16.3%31.8%0.0%0.0%-37.4%245-7.9K-970.158.81N/AN/A155244,02030
2016-08-30$1.63$2.50118.8%34.1%18.2%53.8%0.0%0.0%-36.4%1.3K-28.3K-2860.1512.57N/AN/A155244,02030
2016-08-31$1.58$2.50117.1%33.6%21.6%52.6%0.0%0.0%-68.1%1.3K-24.1K-2630.1110.56N/AN/A215244,02030