TINY Options History — February 2017

In February 2017, TINY traded between $1.26 and $1.45. ATM implied volatility averaged 135.7%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 33.8%. IV traded above realized volatility by 102.9% (HV 20d: 32.8%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.16.

Notable Days

2017-02-13: Highest Volume — 146 contracts
2017-02-08: Largest IV drop — 54.2% change
2017-02-07: Highest IV Rank — 38.5%
2017-02-01: Largest Expected Move — 46.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.35	$1.26	$1.45	$1.45	$1.26
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	135.7%	83.9%	183.1%	162.3%	127.8%
Expected Move	33.8%	21.5%	46.5%	46.5%	36.6%
HV 20d	32.8%	24.8%	39.2%	39.2%	26.6%
HV 60d	36.4%	34.3%	38.0%	38.0%	35.8%
IV Rank	24.9%	10.0%	38.5%	32.6%	22.6%
IV Percentile	71.7%	25.4%	97.6%	92.9%	67.5%
Term Structure	-36.2%	-96.1%	17.5%	-96.1%	-36.7%
Bid-Ask Spread %	30.36	7.39	93.56	22.44	18.52
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	371	0	546	546	392
Net DEX	-10.0K	-34.3K	2.6K	-34.3K	-11.4K
Net VEX	-140	-277	0	-277	-167
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.07	0.21	0.07	0.17
Total Volume	132.579	81	146	81	141
Total OI	1,919.105	1,867	1,937	1,867	1,932

Daily Data (19 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
2017-02-01	$1.45	$2.50	162.3%	46.5%	39.2%	32.6%	0.0%	0.0%	-96.1%	546	-34.3K	-277	0.07	22.44	N/A	N/A	76	5	1,862	5
2017-02-02	$1.42	$2.50	172.3%	27.3%	39.0%	35.4%	0.0%	0.0%	-30.0%	442	-9.5K	-134	0.20	23.32	N/A	N/A	76	15	1,862	5
2017-02-03	$1.42	$2.50	178.3%	27.6%	37.9%	37.1%	0.0%	0.0%	-30.7%	441	-8.1K	-134	0.20	22.33	N/A	N/A	76	15	1,862	15
2017-02-06	$1.40	$2.50	174.6%	30.4%	37.9%	36.1%	0.0%	0.0%	-33.6%	461	-31.6K	-274	0.12	23.00	N/A	N/A	121	15	1,862	15
2017-02-07	$1.40	$2.50	183.1%	21.5%	37.6%	38.5%	0.0%	0.0%	-34.4%	479	-10.3K	-162	0.12	20.91	N/A	N/A	121	15	1,912	15
2017-02-08	$1.38	$2.50	83.9%	24.0%	36.2%	10.0%	0.0%	0.0%	-35.9%	446	-9.0K	-140	0.12	7.39	N/A	N/A	121	15	1,912	15
2017-02-09	$1.35	$2.50	107.7%	30.9%	36.7%	16.9%	0.0%	0.0%	-37.9%	476	-15.0K	-200	0.12	21.57	N/A	N/A	121	15	1,912	15
2017-02-10	$1.36	$2.50	124.8%	35.8%	33.1%	21.8%	0.0%	0.0%	-38.7%	405	-7.4K	-119	0.12	23.87	N/A	N/A	121	15	1,912	15
2017-02-13	$1.36	$2.50	122.8%	35.2%	33.0%	21.2%	0.0%	0.0%	-41.7%	414	-7.7K	-138	0.21	21.77	N/A	N/A	121	25	1,912	15
2017-02-14	$1.35	$2.50	124.3%	35.6%	33.0%	21.6%	0.0%	0.0%	-43.3%	429	-8.6K	-158	0.21	19.08	N/A	N/A	121	25	1,912	25
2017-02-15	$1.36	$2.50	126.7%	36.3%	33.0%	22.3%	0.0%	0.0%	-44.3%	441	-9.1K	-158	0.21	20.91	N/A	N/A	121	25	1,912	25
2017-02-16	$1.35	$2.50	89.9%	25.8%	32.6%	11.8%	0.0%	0.0%	-45.8%	433	-8.7K	-158	0.21	20.81	N/A	N/A	121	25	1,912	25
2017-02-17	$1.36	$2.50	131.3%	37.6%	32.2%	23.6%	0.0%	0.0%	-46.9%	443	-9.2K	-158	0.21	20.81	N/A	N/A	121	25	1,912	25
2017-02-21	$1.36	$2.50	141.8%	40.6%	31.9%	26.7%	0.0%	0.0%	17.5%	408	-7.2K	-137	0.17	20.91	N/A	N/A	121	20	1,912	20
2017-02-22	$1.29	$2.50	140.3%	40.2%	24.8%	26.2%	0.0%	0.0%	-23.0%	400	-10.2K	-151	0.17	93.56	N/A	N/A	121	20	1,912	20
2017-02-23	$1.26	$2.50	151.6%	43.5%	24.8%	29.5%	0.0%	0.0%	-25.5%	0	2.5K	0	0.17	65.12	N/A	N/A	121	20	1,912	20
2017-02-24	$1.29	$2.50	112.3%	32.2%	27.2%	18.2%	0.0%	0.0%	-26.6%	1	2.6K	0	0.17	92.10	N/A	N/A	121	20	1,912	20
2017-02-27	$1.27	$2.50	123.1%	35.3%	26.8%	21.3%	0.0%	0.0%	-33.7%	0	2.5K	0	0.17	18.52	N/A	N/A	121	20	1,912	20
2017-02-28	$1.26	$2.50	127.8%	36.6%	26.6%	22.6%	0.0%	0.0%	-36.7%	392	-11.4K	-167	0.17	18.52	N/A	N/A	121	20	1,912	20