TINY Options History — March 2017

In March 2017, TINY traded between $1.26 and $1.37. ATM implied volatility averaged 141.0%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 36.0%. IV traded above realized volatility by 106.8% (HV 20d: 34.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 10 of 18 trading days. Term structure was in contango for 1 of 18 days. Put/call ratio averaged 0.24.

Notable Days

2017-03-01: Highest Volume — 141 contracts
2017-03-22: Largest IV spike — 71.5% change
2017-03-10: Highest IV Rank — 37.6%
2017-03-20: Largest Expected Move — 47.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.32	$1.26	$1.37	$1.26	$1.30
Max Pain	$2.50	$2.50	$2.50	$2.50	$2.50
ATM IV	141.0%	94.9%	180.0%	132.7%	120.7%
Expected Move	36.0%	27.0%	47.5%	38.0%	34.6%
HV 20d	34.3%	25.2%	38.9%	25.2%	33.3%
HV 60d	37.5%	35.8%	39.0%	35.8%	36.4%
IV Rank	25.6%	11.1%	37.6%	24.0%	18.0%
IV Percentile	73.0%	27.4%	97.2%	74.6%	55.2%
Term Structure	-48.0%	-98.0%	29.9%	-40.1%	-52.0%
Bid-Ask Spread %	53.44	6.96	110.78	61.31	8.43
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	227	0	470	0	0
Net DEX	-5.1K	-20.0K	2.6K	2.5K	1.3K
Net VEX	-82	-204	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.17	0.38	0.17	0.38
Total Volume	104.5	36	141	141	36
Total OI	1,701.167	1,089	1,932	1,932	1,104

Daily Data (18 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
2017-03-01	$1.26	$2.50	132.7%	38.0%	25.2%	24.0%	0.0%	0.0%	-40.1%	0	2.5K	0	0.17	61.31	N/A	N/A	121	20	1,912	20
2017-03-02	$1.32	$2.50	129.4%	37.1%	31.6%	23.1%	0.0%	0.0%	-41.0%	383	-7.3K	-131	0.17	91.76	N/A	N/A	121	20	1,912	20
2017-03-03	$1.29	$2.50	137.5%	39.4%	31.8%	25.4%	0.0%	0.0%	-45.9%	0	2.6K	0	0.17	91.42	N/A	N/A	121	20	1,912	20
2017-03-06	$1.30	$0.00	172.8%	27.0%	32.0%	35.6%	0.0%	0.0%	-43.4%	0	2.6K	0	0.17	6.96	N/A	N/A	121	20	1,912	20
2017-03-07	$1.32	$0.00	158.1%	33.9%	32.5%	31.3%	0.0%	0.0%	-43.4%	0	2.6K	0	0.17	20.16	N/A	N/A	121	20	1,912	20
2017-03-08	$1.30	$0.00	169.9%	36.3%	32.8%	34.7%	0.0%	0.0%	-61.0%	0	2.6K	0	0.17	21.17	N/A	N/A	121	20	1,912	20
2017-03-09	$1.33	$0.00	175.2%	34.7%	33.8%	36.3%	0.0%	0.0%	-44.6%	295	-2.8K	-81	0.17	93.15	N/A	N/A	121	20	1,912	20
2017-03-10	$1.37	$0.00	180.0%	33.5%	34.7%	37.6%	0.0%	0.0%	-43.9%	458	-10.6K	-150	0.17	20.38	N/A	N/A	121	20	1,912	20
2017-03-13	$1.33	$0.00	119.9%	34.4%	36.2%	20.4%	0.0%	0.0%	-48.3%	358	-5.4K	-111	0.17	17.52	N/A	N/A	121	20	1,912	20
2017-03-14	$1.33	$0.00	96.9%	27.8%	36.2%	13.8%	0.0%	0.0%	-49.3%	358	-5.4K	-111	0.17	13.07	N/A	N/A	121	20	1,912	20
2017-03-15	$1.32	$0.00	122.7%	35.2%	36.2%	20.2%	0.0%	0.0%	-50.8%	454	-17.9K	-203	0.26	61.88	N/A	N/A	77	20	1,912	20
2017-03-16	$1.36	$0.00	149.9%	43.0%	37.8%	27.2%	0.0%	0.0%	-98.0%	410	-7.3K	-129	0.26	110.40	N/A	N/A	77	20	1,912	20
2017-03-17	$1.34	$0.00	134.6%	38.6%	38.1%	22.7%	0.0%	0.0%	-52.2%	469	-19.1K	-203	0.26	23.72	N/A	N/A	77	20	1,912	20
2017-03-20	$1.31	$0.00	165.9%	47.5%	38.7%	31.9%	0.0%	0.0%	-44.4%	423	-13.1K	-161	0.38	110.58	N/A	N/A	26	10	1,079	10
2017-03-21	$1.32	$0.00	94.9%	27.2%	38.9%	11.1%	0.0%	0.0%	29.9%	0	1.3K	0	0.38	7.13	N/A	N/A	26	10	1,094	10
2017-03-22	$1.31	$0.00	162.8%	46.7%	34.0%	31.0%	0.0%	0.0%	-85.8%	0	1.3K	0	0.38	110.78	N/A	N/A	26	10	1,094	10
2017-03-23	$1.33	$0.00	115.0%	33.0%	33.0%	16.4%	0.0%	0.0%	-49.4%	470	-20.0K	-204	0.38	92.12	N/A	N/A	26	10	1,094	10
2017-03-24	$1.30	$0.00	120.7%	34.6%	33.3%	18.0%	0.0%	0.0%	-52.0%	0	1.3K	0	0.38	8.43	N/A	N/A	26	10	1,094	10