TINY Options History — October 2016 In October 2016, TINY traded between $1.28 and $1.48. ATM implied volatility averaged 128.4%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 33.2%. IV traded above realized volatility by 96.4% (HV 20d: 32.1%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.51.
Notable Days 2016-10-24 : Highest Volume — 116 contracts2016-10-12 : Largest IV drop — 38.6% change2016-10-10 : Highest IV Rank — 36.5%2016-10-24 : Largest Expected Move — 45.5%Monthly Statistics Metric Avg Min Max Open Close Price $1.40 $1.28 $1.48 $1.38 $1.38 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 128.4% 84.5% 170.6% 134.0% 134.0% Expected Move 33.2% 23.5% 45.5% 38.4% 38.4% HV 20d 32.1% 20.2% 50.5% 20.2% 50.5% HV 60d 25.8% 21.8% 33.8% 22.6% 33.8% IV Rank 24.6% 12.3% 36.5% 26.2% 26.2% IV Percentile 85.9% 50.4% 98.4% 92.1% 89.7% Term Structure -52.0% -110.1% -16.2% -37.2% -69.6% Bid-Ask Spread % 53.91 10.54 81.37 13.64 18.68 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 234 0 587 0 57 Net DEX -4.6K -31.8K 1.4K 1.4K 193 Net VEX -63 -241 0 0 -18 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.09 1.67 1.67 0.09 Total Volume 67.333 16 116 16 116 Total OI 1,962.571 1,909 2,064 1,909 2,064
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 2016-10-03 $1.38 $0.00 134.0% 38.4% 20.2% 26.2% 0.0% 0.0% -37.2% 0 1.4K 0 1.67 13.64 N/A N/A 6 10 1,899 10 2016-10-04 $1.44 $0.00 132.8% 38.1% 26.1% 25.9% 0.0% 0.0% -69.1% 465 -8.0K -108 1.67 11.71 N/A N/A 6 10 1,899 10 2016-10-05 $1.43 $0.00 135.4% 38.8% 25.8% 26.6% 0.0% 0.0% -41.2% 1 1.4K 0 1.67 10.54 N/A N/A 6 10 1,899 10 2016-10-06 $1.45 $0.00 142.6% 26.3% 26.4% 28.6% 0.0% 0.0% -32.1% 484 -8.6K -126 1.67 79.11 N/A N/A 6 10 1,899 10 2016-10-07 $1.45 $0.00 147.7% 26.6% 26.4% 30.0% 0.0% 0.0% -47.7% 486 -8.7K -125 1.67 78.57 N/A N/A 6 10 1,899 10 2016-10-10 $1.48 $0.00 170.6% 23.5% 27.6% 36.5% 0.0% 0.0% -16.2% 586 -31.8K -241 0.18 13.75 N/A N/A 55 10 1,899 10 2016-10-11 $1.48 $0.00 163.4% 26.3% 27.6% 34.4% 0.0% 0.0% -34.6% 527 -8.5K -115 0.18 12.38 N/A N/A 55 10 1,949 10 2016-10-12 $1.47 $0.00 100.3% 28.8% 27.6% 16.8% 0.0% 0.0% -51.4% 587 -12.5K -152 0.18 79.63 N/A N/A 55 10 1,949 10 2016-10-13 $1.47 $0.00 84.5% 24.2% 24.8% 12.3% 0.0% 0.0% -18.0% 500 -7.7K -114 0.18 81.37 N/A N/A 55 10 1,949 10 2016-10-14 $1.45 $0.00 101.6% 29.1% 24.1% 17.1% 0.0% 0.0% -54.4% 517 -9.3K -131 0.18 79.59 N/A N/A 55 10 1,949 10 2016-10-17 $1.46 $0.00 96.9% 27.8% 21.6% 15.8% 0.0% 0.0% -20.8% 538 -10.0K -130 0.18 79.11 N/A N/A 55 10 1,949 10 2016-10-18 $1.41 $0.00 114.0% 32.7% 25.3% 20.6% 0.0% 0.0% -61.3% 0 1.4K 0 0.18 77.42 N/A N/A 55 10 1,949 10 2016-10-19 $1.33 $0.00 118.4% 33.9% 32.3% 21.8% 0.0% 0.0% -67.0% 0 1.3K 0 0.20 78.86 N/A N/A 51 10 1,949 10 2016-10-20 $1.35 $0.00 122.6% 35.2% 32.1% 23.0% 0.0% 0.0% -67.5% 0 1.4K 0 0.20 78.86 N/A N/A 51 10 1,949 10 2016-10-21 $1.38 $0.00 117.5% 33.7% 33.1% 21.6% 0.0% 0.0% -48.5% 0 1.4K 0 0.20 11.47 N/A N/A 51 10 1,949 10 2016-10-24 $1.40 $0.00 158.6% 45.5% 33.4% 33.1% 0.0% 0.0% -110.1% 0 1.4K 0 0.09 77.42 N/A N/A 106 10 1,949 10 2016-10-25 $1.29 $2.50 128.8% 36.9% 44.4% 24.7% 0.0% 0.0% -59.7% 21 895 -6 0.09 76.67 N/A N/A 106 10 2,004 10 2016-10-26 $1.28 $2.50 130.2% 37.3% 44.4% 25.1% 0.0% 0.0% -62.4% 31 5 -14 0.09 77.63 N/A N/A 106 10 2,004 10 2016-10-27 $1.36 $2.50 130.6% 37.4% 49.8% 25.2% 0.0% 0.0% -60.2% 36 -403 -17 0.09 16.80 N/A N/A 106 10 2,004 10 2016-10-28 $1.35 $2.50 132.5% 38.0% 49.9% 25.8% 0.0% 0.0% -63.1% 69 -1.5K -33 0.09 78.86 N/A N/A 106 10 2,054 10 2016-10-31 $1.38 $2.50 134.0% 38.4% 50.5% 26.2% 0.0% 0.0% -69.6% 57 193 -18 0.09 18.68 N/A N/A 106 10 2,054 10
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