TINY Options History — September 2016

In September 2016, TINY traded between $1.37 and $1.57. ATM implied volatility averaged 130.0%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 28.5%. IV traded above realized volatility by 107.3% (HV 20d: 22.7%). 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 0 of 21 days. Put/call ratio averaged 1.06.

Notable Days

2016-09-12: Highest Volume — 692 contracts
2016-09-12: Largest IV spike — 159.6% change
2016-09-12: Highest IV Rank — 100.0%
2016-09-26: Largest Expected Move — 41.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.46	$1.37	$1.57	$1.56	$1.38
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	130.0%	70.0%	397.3%	104.4%	123.4%
Expected Move	28.5%	19.4%	41.0%	29.9%	35.4%
HV 20d	22.7%	20.2%	25.9%	22.1%	20.6%
HV 60d	26.8%	23.4%	28.5%	28.2%	23.4%
IV Rank	37.3%	8.3%	100.0%	43.9%	23.2%
IV Percentile	81.6%	32.9%	100.0%	82.9%	89.7%
Term Structure	-36.4%	-57.5%	-14.9%	-45.8%	-44.7%
Bid-Ask Spread %	15.19	7.39	93.46	8.50	10.99
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	486	237	1.2K	1.1K	461
Net DEX	-10.4K	-35.4K	274	-14.1K	-10.7K
Net VEX	-136	-284	-52	-203	-142
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.06	0.04	1.67	0.11	1.67
Total Volume	119.429	16	692	239	16
Total OI	3,165.095	1,909	4,621	4,120	1,909

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
2016-09-01	$1.56	$2.50	104.4%	29.9%	22.1%	43.9%	0.0%	0.0%	-45.8%	1.1K	-14.1K	-203	0.11	8.50	N/A	N/A	215	24	4,090	30
2016-09-02	$1.57	$2.50	136.5%	39.1%	22.2%	65.9%	0.0%	0.0%	-48.7%	1.2K	-15.7K	-203	1.20	12.51	N/A	N/A	20	24	4,090	30
2016-09-06	$1.54	$0.00	157.2%	23.2%	22.8%	80.2%	0.0%	0.0%	-49.2%	238	153	-59	1.20	12.72	N/A	N/A	20	24	4,096	30
2016-09-07	$1.55	$0.00	149.8%	19.5%	21.9%	75.1%	0.0%	0.0%	-20.2%	282	-9.8K	-116	0.89	12.72	N/A	N/A	27	24	4,096	30
2016-09-08	$1.53	$0.00	174.0%	25.6%	21.1%	91.7%	0.0%	0.0%	-51.3%	237	274	-52	0.89	15.16	N/A	N/A	27	24	4,108	30
2016-09-09	$1.53	$0.00	153.0%	19.4%	21.1%	77.3%	0.0%	0.0%	-21.6%	237	271	-52	0.89	8.14	N/A	N/A	27	24	4,108	30
2016-09-12	$1.52	$0.00	397.3%	24.6%	21.2%	100.0%	0.0%	0.0%	-40.8%	269	-13.5K	-127	0.04	13.02	N/A	N/A	668	24	4,108	24
2016-09-13	$1.52	$0.00	87.1%	25.0%	20.8%	13.0%	0.0%	0.0%	-41.6%	593	-35.4K	-284	0.09	14.58	N/A	N/A	273	24	4,591	24
2016-09-14	$1.51	$0.00	70.0%	20.1%	20.2%	8.3%	0.0%	0.0%	-25.2%	561	-7.9K	-137	0.09	11.16	N/A	N/A	269	24	4,596	24
2016-09-15	$1.46	$0.00	74.7%	21.4%	23.1%	9.6%	0.0%	0.0%	-27.2%	532	-8.9K	-154	0.09	7.89	N/A	N/A	269	24	4,597	24
2016-09-16	$1.43	$0.00	90.7%	26.0%	23.1%	14.1%	0.0%	0.0%	-28.8%	445	-5.4K	-114	0.09	13.32	N/A	N/A	269	24	4,597	24
2016-09-19	$1.39	$0.00	101.6%	29.1%	24.3%	17.1%	0.0%	0.0%	-14.9%	354	-4.8K	-80	1.67	10.99	N/A	N/A	6	10	1,899	10
2016-09-20	$1.39	$0.00	103.2%	29.6%	24.3%	17.6%	0.0%	0.0%	-44.2%	354	-4.8K	-80	1.67	9.57	N/A	N/A	6	10	1,899	10
2016-09-21	$1.41	$0.00	96.6%	27.7%	25.1%	15.7%	0.0%	0.0%	-16.4%	399	-6.0K	-95	1.67	10.54	N/A	N/A	6	10	1,899	10
2016-09-22	$1.38	$0.00	105.6%	30.3%	25.5%	18.2%	0.0%	0.0%	-18.0%	502	-14.9K	-165	1.67	10.99	N/A	N/A	6	10	1,899	10
2016-09-23	$1.39	$0.00	108.6%	31.1%	25.9%	19.1%	0.0%	0.0%	-48.1%	484	-11.8K	-145	1.67	15.75	N/A	N/A	6	10	1,899	10
2016-09-26	$1.38	$0.00	142.9%	41.0%	24.9%	28.7%	0.0%	0.0%	-53.2%	518	-20.4K	-202	1.67	93.46	N/A	N/A	6	10	1,899	10
2016-09-27	$1.38	$0.00	116.0%	33.3%	24.7%	21.2%	0.0%	0.0%	-38.6%	468	-11.0K	-143	1.67	10.23	N/A	N/A	6	10	1,899	10
2016-09-28	$1.37	$0.00	117.2%	33.6%	21.6%	21.5%	0.0%	0.0%	-57.5%	452	-10.3K	-143	1.67	7.39	N/A	N/A	6	10	1,899	10
2016-09-29	$1.38	$0.00	121.0%	34.7%	20.6%	22.5%	0.0%	0.0%	-28.1%	499	-14.6K	-161	1.67	9.37	N/A	N/A	6	10	1,899	10
2016-09-30	$1.38	$0.00	123.4%	35.4%	20.6%	23.2%	0.0%	0.0%	-44.7%	461	-10.7K	-142	1.67	10.99	N/A	N/A	6	10	1,899	10