TINY Options History — January 2017

In January 2017, TINY traded between $1.28 and $1.51. ATM implied volatility averaged 143.2%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 39.9%. IV traded above realized volatility by 99.8% (HV 20d: 43.4%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.04.

Notable Days

2017-01-26: Highest Volume — 276 contracts
2017-01-06: Largest IV spike — 59.6% change
2017-01-06: Highest IV Rank — 42.6%
2017-01-03: Largest Expected Move — 54.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.39	$1.28	$1.51	$1.33	$1.46
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	143.2%	110.0%	195.3%	188.5%	168.9%
Expected Move	39.9%	31.5%	54.0%	54.0%	48.4%
HV 20d	43.4%	39.6%	47.4%	39.9%	40.9%
HV 60d	40.9%	37.8%	43.8%	41.6%	38.2%
IV Rank	27.3%	17.5%	42.6%	40.6%	34.4%
IV Percentile	82.1%	57.1%	99.6%	99.6%	95.6%
Term Structure	-58.7%	-91.2%	-36.6%	-84.4%	-91.2%
Bid-Ask Spread %	44.40	5.71	112.75	112.75	93.94
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	147	0	788	0	788
Net DEX	-5.0K	-40.9K	705	0	-40.9K
Net VEX	-49	-337	0	0	-337
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.00	0.07	0.00	0.03
Total Volume	116.35	76	276	80	176
Total OI	1,274.7	1,193	1,767	1,193	1,767

Daily Data (20 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
2017-01-03	$1.33	$0.00	188.5%	54.0%	39.9%	40.6%	0.0%	0.0%	0.0%	0	0	0	0.00	112.75	N/A	N/A	80	0	1,193	0
2017-01-04	$1.37	$0.00	174.0%	49.9%	41.0%	36.5%	0.0%	0.0%	-84.4%	0	0	0	0.00	27.26	N/A	N/A	80	0	1,193	0
2017-01-05	$1.34	$0.00	122.4%	35.1%	42.0%	21.9%	0.0%	0.0%	-36.6%	0	0	0	0.00	93.56	N/A	N/A	80	0	1,193	0
2017-01-06	$1.32	$0.00	195.3%	33.0%	42.5%	42.6%	0.0%	0.0%	-36.7%	0	0	0	0.00	22.61	N/A	N/A	80	0	1,193	0
2017-01-09	$1.34	$0.00	128.5%	36.8%	42.7%	23.6%	0.0%	0.0%	-54.8%	0	0	0	0.06	91.45	N/A	N/A	80	5	1,193	0
2017-01-10	$1.30	$2.50	128.6%	36.9%	44.4%	23.6%	0.0%	0.0%	-57.7%	0	650	0	0.06	90.80	N/A	N/A	90	5	1,193	5
2017-01-11	$1.28	$2.50	128.7%	36.9%	44.7%	23.6%	0.0%	0.0%	-42.1%	0	640	0	0.06	18.56	N/A	N/A	90	5	1,213	5
2017-01-12	$1.34	$2.50	132.8%	38.1%	47.4%	24.8%	0.0%	0.0%	-40.7%	0	671	0	0.06	20.20	N/A	N/A	90	5	1,213	5
2017-01-13	$1.35	$2.50	127.1%	36.5%	46.8%	22.4%	0.0%	0.0%	-41.5%	0	674	0	0.06	21.77	N/A	N/A	90	5	1,213	5
2017-01-17	$1.36	$2.50	110.1%	31.6%	46.8%	17.6%	0.0%	0.0%	-45.4%	0	680	0	0.06	5.71	N/A	N/A	90	5	1,213	5
2017-01-18	$1.37	$2.50	147.6%	42.3%	46.6%	28.3%	0.0%	0.0%	-64.8%	0	685	0	0.06	21.77	N/A	N/A	90	5	1,213	5
2017-01-19	$1.39	$2.50	133.2%	38.2%	43.0%	24.2%	0.0%	0.0%	-46.7%	0	695	0	0.06	15.61	N/A	N/A	90	5	1,213	5
2017-01-20	$1.41	$2.50	128.3%	36.8%	42.1%	22.8%	0.0%	0.0%	-47.3%	0	705	0	0.07	20.37	N/A	N/A	71	5	1,213	5
2017-01-23	$1.39	$2.50	144.6%	41.5%	39.6%	27.5%	0.0%	0.0%	-72.9%	0	695	0	0.06	16.83	N/A	N/A	81	5	1,213	5
2017-01-24	$1.49	$2.50	151.7%	43.5%	45.3%	29.5%	0.0%	0.0%	-69.4%	340	-12.4K	-106	0.06	23.32	N/A	N/A	81	5	1,223	5
2017-01-25	$1.50	$2.50	110.0%	31.5%	44.5%	17.5%	0.0%	0.0%	-51.4%	320	-7.0K	-77	0.04	7.89	N/A	N/A	111	5	1,223	5
2017-01-26	$1.50	$2.50	132.2%	37.9%	44.5%	23.9%	0.0%	0.0%	-73.1%	325	-7.2K	-84	0.02	23.23	N/A	N/A	271	5	1,263	5
2017-01-27	$1.51	$2.50	145.3%	41.6%	43.0%	27.6%	0.0%	0.0%	-75.0%	515	-17.2K	-167	0.02	66.50	N/A	N/A	221	5	1,463	5
2017-01-30	$1.51	$2.50	166.5%	47.7%	41.0%	33.7%	0.0%	0.0%	-84.0%	655	-20.8K	-214	0.02	93.94	N/A	N/A	210	5	1,623	5
2017-01-31	$1.46	$2.50	168.9%	48.4%	40.9%	34.4%	0.0%	0.0%	-91.2%	788	-40.9K	-337	0.03	93.94	N/A	N/A	171	5	1,762	5