TBH Options History — March 2007

Name: TBH Options Analytics - March 2007
Creator: Options Analysis Suite

In March 2007, TBH traded between $26.60 and $30.25. ATM implied volatility averaged 83.5%. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 44.0% (HV 20d: 39.5%). Max pain ranged from $22.50 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 4.00.

Notable Days

2007-03-21: Highest Volume — 15 contracts
2007-03-15: Largest IV drop — 70.6% change
2007-03-02: Largest Expected Move — 33.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.80	$26.60	$30.25	$27.26	$29.42
Max Pain	$27.61	$22.50	$30.00	$30.00	$22.50
ATM IV	83.5%	40.2%	166.9%	113.7%	57.6%
Expected Move	15.5%	11.4%	33.7%	32.6%	16.5%
HV 20d	39.5%	31.0%	44.0%	37.0%	32.3%
HV 60d	32.3%	31.7%	33.0%	32.5%	31.7%
Term Structure	-12.6%	-39.6%	11.4%	-37.3%	-26.8%
VWIV	91.7%	91.7%	91.7%	91.7%	91.7%
Skew 25d	6.1%	-8.2%	13.6%	11.7%	9.1%
Skew 10d	12.5%	6.8%	34.0%	7.3%	10.2%
Call IV 25d	69.7%	36.3%	183.5%	148.3%	43.9%
Put IV 25d	75.8%	34.5%	180.2%	159.9%	53.0%
Bid-Ask Spread %	152.67	141.82	158.41	141.82	157.62
Gamma HHI	0.56	0.42	0.74	0.56	0.43
Net GEX	565	102	1.2K	794	165
Net DEX	-10.6K	-21.0K	228	-14.4K	-8.9K
Net VEX	-25	-46	-11	-46	-14
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.00	4.00	4.00	4.00	4.00
Total Volume	0.682	0	15	0	0
Total OI	14.909	3	24	23	6

Daily Data (22 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
2007-03-01	$27.26	$30.00	113.7%	32.6%	37.0%	0.0%	0.0%	11.7%	-37.3%	794	-14.4K	-46	0.00	141.82	N/A	N/A	0	0	22	1
2007-03-02	$27.26	$30.00	117.4%	33.7%	36.7%	0.0%	0.0%	12.0%	-39.6%	795	-14.3K	-45	0.00	141.91	N/A	N/A	0	0	22	1
2007-03-05	$26.60	$30.00	134.2%	19.4%	37.3%	0.0%	0.0%	13.6%	-23.5%	774	-8.5K	-33	0.00	157.92	N/A	N/A	0	0	22	1
2007-03-06	$27.78	$30.00	124.0%	12.1%	40.9%	0.0%	0.0%	-8.2%	7.5%	872	-17.8K	-46	0.00	155.79	N/A	N/A	0	0	22	1
2007-03-07	$27.79	$30.00	91.1%	12.3%	41.0%	0.0%	0.0%	4.4%	-1.1%	996	-12.8K	-37	0.00	153.70	N/A	N/A	0	0	22	1
2007-03-08	$28.24	$30.00	90.1%	11.6%	40.7%	0.0%	0.0%	3.6%	1.2%	1.1K	-14.7K	-38	0.00	153.13	N/A	N/A	0	0	22	1
2007-03-09	$28.76	$30.00	132.6%	11.5%	41.1%	0.0%	0.0%	3.5%	5.9%	999	-21.0K	-43	0.00	150.48	N/A	N/A	0	0	22	1
2007-03-12	$29.20	$30.00	166.9%	11.6%	41.3%	0.0%	0.0%	3.8%	7.7%	1.1K	-20.5K	-36	0.00	149.43	N/A	N/A	0	0	22	1
2007-03-13	$28.23	$30.00	130.7%	12.3%	42.6%	0.0%	0.0%	1.7%	-1.2%	1.0K	-15.1K	-29	0.00	154.01	N/A	N/A	0	0	22	1
2007-03-14	$28.85	$30.00	137.0%	11.4%	41.7%	0.0%	0.0%	2.5%	4.3%	1.2K	-14.9K	-26	0.00	151.66	N/A	N/A	0	0	22	1
2007-03-15	$28.84	$30.00	40.2%	11.5%	41.3%	0.0%	0.0%	-2.0%	4.0%	1.1K	-13.7K	-32	0.00	144.85	N/A	N/A	0	0	22	2
2007-03-16	$28.43	$30.00	42.9%	12.3%	41.5%	0.0%	0.0%	2.2%	-0.4%	139	228	-11	0.00	153.08	N/A	N/A	0	0	22	1
2007-03-19	$29.04	$30.00	40.8%	11.7%	42.3%	0.0%	0.0%	3.4%	11.4%	192	-84	-12	0.00	151.35	N/A	N/A	0	0	2	1
2007-03-20	$29.13	$30.00	41.2%	11.8%	42.3%	0.0%	0.0%	8.3%	-1.0%	201	-140	-12	0.00	151.28	N/A	N/A	0	0	2	1
2007-03-21	$30.25	$30.00	51.5%	14.8%	44.0%	0.0%	91.7%	8.7%	-28.4%	102	-1.2K	-13	4.00	153.77	N/A	N/A	3	12	2	1
2007-03-22	$30.22	$22.50	51.7%	14.8%	43.9%	0.0%	0.0%	9.2%	-27.7%	150	-9.9K	-15	0.00	153.78	N/A	N/A	0	0	5	1
2007-03-23	$30.01	$22.50	53.0%	15.2%	43.9%	0.0%	0.0%	9.4%	-27.8%	156	-9.6K	-15	0.00	153.77	N/A	N/A	0	0	5	1
2007-03-26	$29.91	$22.50	53.5%	15.3%	43.9%	0.0%	0.0%	9.3%	-26.8%	159	-9.5K	-14	0.00	156.76	N/A	N/A	0	0	5	1
2007-03-27	$29.53	$22.50	54.8%	15.7%	31.0%	0.0%	0.0%	9.0%	-25.4%	163	-9.0K	-14	0.00	157.40	N/A	N/A	0	0	5	1
2007-03-28	$29.10	$22.50	56.2%	16.1%	31.5%	0.0%	0.0%	8.4%	-24.3%	165	-8.5K	-14	0.00	158.41	N/A	N/A	0	0	5	1
2007-03-29	$29.80	$22.50	56.1%	16.1%	31.8%	0.0%	0.0%	9.6%	-28.1%	162	-9.4K	-14	0.00	156.72	N/A	N/A	0	0	5	1
2007-03-30	$29.42	$22.50	57.6%	16.5%	32.3%	0.0%	0.0%	9.1%	-26.8%	165	-8.9K	-14	0.00	157.62	N/A	N/A	0	0	5	1