TINY Options History — November 2016

In November 2016, TINY traded between $1.22 and $1.37. ATM implied volatility averaged 128.3%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 33.7%. IV traded above realized volatility by 81.7% (HV 20d: 46.6%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.09.

Notable Days

2016-11-14: Highest Volume — 146 contracts
2016-11-08: Largest IV drop — 48.1% change
2016-11-07: Highest IV Rank — 40.8%
2016-11-30: Largest Expected Move — 43.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.26	$1.22	$1.37	$1.37	$1.26
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	128.3%	96.5%	186.1%	136.4%	151.6%
Expected Move	33.7%	27.1%	43.5%	39.1%	43.5%
HV 20d	46.6%	37.7%	51.1%	48.0%	37.7%
HV 60d	35.8%	33.6%	37.9%	33.6%	37.7%
IV Rank	24.6%	15.7%	40.8%	26.9%	31.1%
IV Percentile	81.8%	61.9%	99.6%	90.9%	93.7%
Term Structure	-27.9%	-80.0%	19.1%	-73.5%	-24.7%
Bid-Ask Spread %	14.60	6.96	77.87	16.26	10.44
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	76	0	629	629	84
Net DEX	-2.5K	-34.2K	1.3K	-34.2K	-1.6K
Net VEX	-32	-241	0	-241	-31
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.09	0.07	0.14	0.08	0.14
Total Volume	123.476	83	146	136	83
Total OI	2,155.19	2,064	2,184	2,064	2,179

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
2016-11-01	$1.37	$2.50	136.4%	39.1%	48.0%	26.9%	0.0%	0.0%	-73.5%	629	-34.2K	-241	0.08	16.26	N/A	N/A	126	10	2,054	10
2016-11-02	$1.33	$2.50	148.9%	42.7%	49.0%	30.4%	0.0%	0.0%	-80.0%	51	215	-17	0.08	77.87	N/A	N/A	126	10	2,124	10
2016-11-03	$1.30	$2.50	164.3%	27.4%	48.9%	34.7%	0.0%	0.0%	-22.9%	1	1.3K	0	0.08	12.56	N/A	N/A	126	10	2,124	10
2016-11-04	$1.27	$2.50	165.0%	27.1%	49.3%	34.9%	0.0%	0.0%	-24.3%	44	300	-14	0.08	13.07	N/A	N/A	126	10	2,124	10
2016-11-07	$1.27	$2.50	186.1%	28.1%	48.3%	40.8%	0.0%	0.0%	-26.7%	44	299	-14	0.08	13.07	N/A	N/A	126	10	2,124	10
2016-11-08	$1.24	$2.50	96.5%	27.7%	48.6%	15.7%	0.0%	0.0%	-28.4%	53	-469	-21	0.08	10.12	N/A	N/A	126	10	2,124	10
2016-11-09	$1.25	$2.50	98.9%	28.4%	48.9%	16.4%	0.0%	0.0%	-29.1%	54	-556	-22	0.08	12.14	N/A	N/A	126	10	2,124	10
2016-11-10	$1.22	$2.50	107.0%	30.7%	49.2%	18.6%	0.0%	0.0%	-31.0%	0	1.2K	0	0.08	10.75	N/A	N/A	126	10	2,124	10
2016-11-11	$1.22	$2.50	126.4%	36.2%	49.2%	24.1%	0.0%	0.0%	-32.1%	55	-1.1K	-27	0.08	14.98	N/A	N/A	126	10	2,124	10
2016-11-14	$1.26	$2.50	107.3%	30.8%	51.1%	18.7%	0.0%	0.0%	-45.9%	61	-2.1K	-31	0.07	12.56	N/A	N/A	136	10	2,124	10
2016-11-15	$1.28	$2.50	110.7%	31.7%	50.6%	19.7%	0.0%	0.0%	-34.8%	91	-2.4K	-41	0.07	12.14	N/A	N/A	136	10	2,174	10
2016-11-16	$1.22	$2.50	117.1%	33.6%	49.3%	21.5%	0.0%	0.0%	-38.2%	79	-1.7K	-36	0.07	12.71	N/A	N/A	136	10	2,174	10
2016-11-17	$1.25	$2.50	99.4%	28.5%	49.9%	16.5%	0.0%	0.0%	-38.6%	0	1.3K	0	0.07	12.71	N/A	N/A	136	10	2,174	10
2016-11-18	$1.23	$2.50	111.1%	31.9%	49.1%	19.8%	0.0%	0.0%	-40.8%	81	-1.8K	-35	0.07	10.67	N/A	N/A	136	10	2,174	10
2016-11-21	$1.27	$2.50	110.6%	31.7%	50.4%	19.6%	0.0%	0.0%	19.1%	0	1.3K	0	0.08	6.96	N/A	N/A	131	10	2,169	10
2016-11-22	$1.24	$2.50	120.9%	34.7%	42.2%	22.5%	0.0%	0.0%	18.2%	88	-6.1K	-55	0.14	10.15	N/A	N/A	73	10	2,169	10
2016-11-23	$1.28	$2.50	128.7%	36.9%	43.8%	24.7%	0.0%	0.0%	16.7%	89	-6.0K	-53	0.14	9.60	N/A	N/A	73	10	2,169	10
2016-11-25	$1.25	$2.50	131.0%	37.6%	38.2%	25.4%	0.0%	0.0%	-12.9%	86	-2.1K	-35	0.14	10.44	N/A	N/A	73	10	2,169	10
2016-11-28	$1.27	$2.50	130.3%	37.4%	38.9%	25.2%	0.0%	0.0%	-33.8%	0	1.3K	0	0.14	6.96	N/A	N/A	73	10	2,169	10
2016-11-29	$1.26	$2.50	146.9%	42.1%	37.7%	29.8%	0.0%	0.0%	-21.8%	0	1.3K	0	0.14	10.44	N/A	N/A	73	10	2,169	10
2016-11-30	$1.26	$2.50	151.6%	43.5%	37.7%	31.1%	0.0%	0.0%	-24.7%	84	-1.6K	-31	0.14	10.44	N/A	N/A	73	10	2,169	10