TINY Options History — December 2016

In December 2016, TINY traded between $1.24 and $1.37. ATM implied volatility averaged 137.8%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 38.1%. IV traded above realized volatility by 105.6% (HV 20d: 32.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.08.

Notable Days

2016-12-23: Highest Volume — 280 contracts
2016-12-09: Largest IV drop — 44.6% change
2016-12-08: Highest IV Rank — 41.1%
2016-12-02: Largest Expected Move — 46.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.28	$1.24	$1.37	$1.26	$1.37
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	137.8%	103.1%	187.3%	156.6%	152.3%
Expected Move	38.1%	29.6%	46.0%	44.9%	43.6%
HV 20d	32.2%	24.4%	38.3%	36.5%	38.3%
HV 60d	38.3%	36.5%	41.3%	37.7%	41.3%
IV Rank	26.6%	16.6%	41.1%	32.5%	30.3%
IV Percentile	82.8%	57.9%	99.6%	94.4%	90.9%
Term Structure	-45.1%	-81.5%	0.3%	0.3%	-52.6%
Bid-Ask Spread %	70.40	9.60	118.95	9.60	26.00
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	37	0	237	0	237
Net DEX	-570	-6.6K	1.3K	1.3K	-6.6K
Net VEX	-14	-72	0	0	-72
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.14	0.14	0.00
Total Volume	99.238	72	280	83	80
Total OI	1,706.429	983	2,179	2,179	1,193

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
2016-12-01	$1.26	$2.50	156.6%	44.9%	36.5%	32.5%	0.0%	0.0%	0.3%	0	1.3K	0	0.14	9.60	N/A	N/A	73	10	2,169	10
2016-12-02	$1.25	$2.50	160.6%	46.0%	35.8%	33.6%	0.0%	0.0%	-3.3%	82	-1.5K	-31	0.14	9.60	N/A	N/A	73	10	2,169	10
2016-12-05	$1.26	$0.00	159.7%	41.0%	35.1%	33.4%	0.0%	0.0%	-77.6%	0	1.3K	0	0.14	118.95	N/A	N/A	73	10	2,169	10
2016-12-06	$1.26	$0.00	167.5%	41.9%	35.1%	35.6%	0.0%	0.0%	-78.8%	0	1.3K	0	0.14	114.67	N/A	N/A	73	10	2,169	10
2016-12-07	$1.26	$0.00	176.5%	42.3%	34.0%	38.1%	0.0%	0.0%	-80.1%	88	-2.2K	-39	0.14	113.95	N/A	N/A	73	10	2,169	10
2016-12-08	$1.26	$0.00	187.3%	42.8%	33.8%	41.1%	0.0%	0.0%	-81.5%	87	-2.2K	-38	0.14	114.05	N/A	N/A	73	10	2,169	10
2016-12-09	$1.26	$0.00	103.8%	29.8%	32.6%	16.8%	0.0%	0.0%	-35.2%	87	-2.2K	-38	0.14	79.21	N/A	N/A	73	10	2,169	10
2016-12-12	$1.27	$0.00	108.5%	31.1%	32.6%	18.1%	0.0%	0.0%	-37.7%	0	1.3K	0	0.14	18.10	N/A	N/A	73	10	2,169	10
2016-12-13	$1.26	$0.00	117.8%	33.8%	30.8%	20.7%	0.0%	0.0%	-57.0%	0	1.3K	0	0.14	79.69	N/A	N/A	73	10	2,169	10
2016-12-14	$1.24	$0.00	117.9%	33.8%	30.7%	20.8%	0.0%	0.0%	-59.1%	0	1.2K	0	0.14	88.85	N/A	N/A	73	10	2,169	10
2016-12-15	$1.24	$0.00	119.5%	34.3%	25.3%	21.2%	0.0%	0.0%	-60.5%	0	1.2K	0	0.14	79.21	N/A	N/A	73	10	2,169	10
2016-12-16	$1.26	$0.00	113.7%	32.6%	24.4%	19.6%	0.0%	0.0%	-42.4%	0	1.3K	0	0.14	19.69	N/A	N/A	73	10	2,169	10
2016-12-19	$1.33	$0.00	123.9%	35.5%	30.2%	22.5%	0.0%	0.0%	-16.0%	93	-2.8K	-30	0.00	81.86	N/A	N/A	72	0	983	0
2016-12-20	$1.30	$0.00	103.1%	29.6%	29.7%	16.6%	0.0%	0.0%	-31.4%	95	-4.6K	-42	0.00	21.83	N/A	N/A	72	0	983	0
2016-12-21	$1.25	$0.00	131.9%	37.8%	31.8%	24.6%	0.0%	0.0%	-34.2%	0	0	0	0.00	82.34	N/A	N/A	72	0	983	0
2016-12-22	$1.24	$0.00	124.9%	35.8%	29.7%	22.6%	0.0%	0.0%	-35.8%	0	0	0	0.00	84.65	N/A	N/A	72	0	983	0
2016-12-23	$1.28	$0.00	147.8%	42.4%	30.7%	29.1%	0.0%	0.0%	-35.9%	0	0	0	0.00	82.60	N/A	N/A	280	0	983	0
2016-12-27	$1.30	$0.00	129.8%	37.2%	30.7%	24.0%	0.0%	0.0%	-41.6%	0	0	0	0.00	85.26	N/A	N/A	280	0	1,193	0
2016-12-28	$1.35	$0.00	156.9%	45.0%	33.1%	31.7%	0.0%	0.0%	-41.6%	0	0	0	0.00	82.34	N/A	N/A	80	0	1,193	0
2016-12-29	$1.31	$0.00	134.3%	38.5%	35.1%	25.2%	0.0%	0.0%	-45.3%	0	0	0	0.00	85.96	N/A	N/A	80	0	1,193	0
2016-12-30	$1.37	$0.00	152.3%	43.6%	38.3%	30.3%	0.0%	0.0%	-52.6%	237	-6.6K	-72	0.00	26.00	N/A	N/A	80	0	1,193	0