TBH Options History — February 2007 In February 2007, TBH traded between $27.28 and $30.29. ATM implied volatility averaged 61.9%. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 39.0% (HV 20d: 22.9%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2007-02-15 : Highest Volume — 10 contracts2007-02-27 : Largest IV spike — 64.8% change2007-02-27 : Largest Expected Move — 28.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.18 $27.28 $30.29 $29.20 $27.62 Max Pain $33.13 $30.00 $35.00 $35.00 $30.00 ATM IV 61.9% 48.7% 100.3% 65.7% 72.5% Expected Move 16.1% 13.3% 28.8% 18.8% 20.8% HV 20d 22.9% 17.3% 37.8% 25.7% 37.4% Term Structure -12.7% -40.8% -1.4% -19.4% -25.2% VWIV 59.8% 56.9% 62.7% 62.7% 56.9% Skew 25d 7.9% 2.6% 53.0% 7.1% 3.2% Skew 10d 15.8% 11.0% 40.1% 20.2% 22.9% Call IV 25d 63.1% 52.4% 81.1% 80.2% 81.1% Put IV 25d 71.0% 56.4% 133.2% 87.3% 84.3% Bid-Ask Spread % 136.55 135.70 140.32 136.55 140.32 Gamma HHI 0.94 0.55 1.00 1.00 0.68 Net GEX 252 -48 1.2K -40 917 Net DEX -1.1K -16.5K 2.4K 2.4K -9.1K Net VEX -17 -48 -5 -5 -48 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.211 0 10 0 0 Total OI 7.053 1 24 1 24
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 2007-02-01 $29.20 $0.00 65.7% 18.8% 25.7% 0.0% 0.0% 7.1% -19.4% -40 2.4K -5 0.00 136.55 N/A N/A 0 0 0 1 2007-02-02 $29.25 $0.00 67.3% 13.3% 25.4% 0.0% 0.0% 4.0% -8.0% -41 2.4K -5 0.00 135.96 N/A N/A 0 0 0 1 2007-02-05 $29.44 $0.00 72.7% 13.6% 18.3% 0.0% 0.0% 5.0% -7.7% -42 2.4K -5 0.00 135.85 N/A N/A 0 0 0 1 2007-02-06 $29.35 $0.00 75.4% 13.6% 18.1% 0.0% 0.0% 5.3% -7.8% -42 2.4K -5 0.00 135.88 N/A N/A 0 0 0 1 2007-02-07 $28.67 $0.00 82.3% 14.0% 17.3% 0.0% 0.0% 3.6% -8.2% -42 2.3K -5 0.00 136.88 N/A N/A 0 0 0 1 2007-02-08 $29.00 $0.00 48.7% 14.0% 17.6% 0.0% 0.0% 4.4% -8.4% -39 2.4K -5 0.00 136.48 N/A N/A 0 0 0 1 2007-02-09 $28.76 $0.00 49.4% 14.2% 17.8% 0.0% 0.0% 3.5% -8.8% -43 2.3K -5 0.00 136.81 N/A N/A 0 0 0 1 2007-02-12 $28.24 $0.00 52.4% 15.0% 18.9% 0.0% 0.0% 2.6% -11.4% -39 2.3K -5 0.00 137.77 N/A N/A 0 0 0 1 2007-02-13 $29.15 $0.00 50.9% 14.6% 21.8% 0.0% 0.0% 4.5% -10.3% -45 2.1K -6 0.00 136.20 N/A N/A 0 0 0 1 2007-02-14 $29.64 $0.00 50.6% 14.5% 22.3% 0.0% 0.0% 6.0% -10.6% -48 2.2K -6 0.00 135.86 N/A N/A 0 0 0 1 2007-02-15 $29.63 $0.00 51.5% 14.8% 22.3% 0.0% 62.7% 6.0% -11.2% -48 2.2K -6 0.00 135.80 N/A N/A 10 0 0 1 2007-02-16 $29.59 $35.00 52.4% 15.0% 22.3% 0.0% 0.0% 5.8% -11.9% 413 -1.9K -26 0.00 135.88 N/A N/A 0 0 10 1 2007-02-20 $29.73 $35.00 54.7% 15.7% 22.0% 0.0% 0.0% 7.0% -40.8% 422 -1.7K -22 0.00 135.89 N/A N/A 0 0 10 1 2007-02-21 $30.29 $35.00 55.2% 15.8% 22.7% 0.0% 0.0% 7.0% -2.9% 496 -2.3K -24 0.00 135.72 N/A N/A 0 0 10 1 2007-02-22 $30.04 $35.00 56.8% 16.3% 22.8% 0.0% 0.0% 6.6% -2.4% 460 -2.0K -24 0.00 135.70 N/A N/A 0 0 10 1 2007-02-23 $29.86 $35.00 57.3% 16.4% 22.6% 0.0% 56.9% 7.7% -1.4% 432 -1.7K -22 0.00 135.94 N/A N/A 10 0 10 1 2007-02-26 $29.68 $30.00 60.9% 17.5% 22.8% 0.0% 0.0% 7.4% -17.9% 1.2K -16.5K -47 0.00 136.07 N/A N/A 2 0 20 1 2007-02-27 $27.28 $30.00 100.3% 28.8% 37.8% 0.0% 0.0% 53.0% -27.3% 900 -10.4K -43 0.00 138.87 N/A N/A 0 1 22 1 2007-02-28 $27.62 $30.00 72.5% 20.8% 37.4% 0.0% 0.0% 3.2% -25.2% 917 -9.1K -48 0.00 140.32 N/A N/A 0 0 22 2
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