TBH Options History — April 2007 In April 2007, TBH traded between $30.16 and $35.59. ATM implied volatility averaged 51.9%. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 21.5% (HV 20d: 30.3%). Max pain ranged from $22.50 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2007-04-11 : Highest Volume — 4 contracts2007-04-13 : Largest IV spike — 63.3% change2007-04-27 : Largest Expected Move — 19.2%Monthly Statistics Metric Avg Min Max Open Close Price $33.91 $30.16 $35.59 $30.16 $34.61 Max Pain $32.06 $22.50 $35.00 $22.50 $35.00 ATM IV 51.9% 27.6% 78.0% 60.4% 57.9% Expected Move 13.3% 7.9% 19.2% 17.3% 16.6% HV 20d 30.3% 28.0% 32.5% 31.3% 29.5% HV 60d 32.5% 30.0% 33.3% 32.0% 33.3% Term Structure -7.0% -40.5% 25.2% -33.1% -21.2% VWIV 52.2% 42.6% 62.7% 51.4% 62.7% Skew 25d 10.1% 4.2% 26.6% 10.2% 4.6% Skew 10d 11.9% -4.5% 26.4% 7.7% 20.1% Call IV 25d 47.0% 22.8% 89.0% 43.4% 66.0% Put IV 25d 57.1% 48.2% 97.7% 53.5% 70.6% Bid-Ask Spread % 136.51 126.77 156.77 156.77 132.51 Gamma HHI 0.83 0.43 1.00 0.49 1.00 Net GEX 164 30 275 160 112 Net DEX -6.1K -15.2K -1.9K -9.9K -1.9K Net VEX -14 -16 -9 -13 -13 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 0.4 0 4 0 0 Total OI 4.2 3 6 6 3
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 2007-04-02 $30.16 $22.50 60.4% 17.3% 31.3% 0.0% 0.0% 10.2% -33.1% 160 -9.9K -13 0.00 156.77 N/A N/A 0 0 5 1 2007-04-03 $30.71 $22.50 61.7% 17.7% 28.5% 0.0% 0.0% 9.6% -37.9% 153 -10.6K -12 0.00 156.53 N/A N/A 0 0 5 1 2007-04-04 $30.56 $22.50 63.3% 18.1% 28.7% 0.0% 0.0% 9.7% -38.1% 158 -10.4K -12 0.00 156.46 N/A N/A 0 0 5 1 2007-04-05 $30.85 $22.50 64.2% 18.4% 28.4% 0.0% 0.0% 10.0% -40.5% 154 -10.8K -12 0.00 156.60 N/A N/A 0 0 5 1 2007-04-09 $32.10 $0.00 78.0% 8.7% 30.8% 0.0% 0.0% 26.6% 25.2% 112 -12.2K -11 0.00 133.69 N/A N/A 0 0 5 1 2007-04-10 $33.21 $0.00 71.1% 9.1% 32.2% 0.0% 51.4% 18.4% 14.9% 76 -12.9K -12 0.00 135.36 N/A N/A 2 0 5 1 2007-04-11 $34.99 $0.00 67.2% 12.3% 32.5% 0.0% 42.6% 4.8% -8.4% 30 -15.2K -9 0.00 133.93 N/A N/A 4 0 5 1 2007-04-12 $34.89 $35.00 27.6% 7.9% 32.5% 0.0% 0.0% 16.2% 22.0% 217 -12.6K -16 0.00 133.95 N/A N/A 0 0 5 1 2007-04-13 $34.87 $35.00 45.1% 12.9% 32.5% 0.0% 0.0% 4.2% -12.9% 115 -2.2K -16 0.00 132.33 N/A N/A 0 0 2 1 2007-04-16 $35.00 $35.00 46.1% 13.2% 31.4% 0.0% 0.0% 4.8% -12.7% 123 -2.3K -15 0.00 132.27 N/A N/A 0 0 2 1 2007-04-17 $34.79 $35.00 47.6% 13.6% 31.6% 0.0% 0.0% 4.5% -15.4% 111 -2.1K -15 0.00 132.44 N/A N/A 0 0 2 1 2007-04-18 $34.83 $35.00 38.0% 10.9% 31.7% 0.0% 0.0% 12.0% 4.8% 248 -2.0K -15 0.00 131.27 N/A N/A 0 0 2 1 2007-04-19 $34.95 $35.00 37.6% 10.8% 29.8% 0.0% 0.0% 12.1% 6.2% 268 -2.2K -15 0.00 131.16 N/A N/A 0 0 2 1 2007-04-20 $35.34 $35.00 35.0% 10.0% 29.7% 0.0% 0.0% 4.7% 11.6% 192 -2.6K -15 0.00 131.23 N/A N/A 0 0 2 1 2007-04-23 $34.89 $35.00 40.7% 11.7% 30.2% 0.0% 0.0% 12.7% 7.3% 253 -2.1K -14 0.00 131.35 N/A N/A 0 0 2 1 2007-04-24 $35.05 $35.00 44.3% 12.7% 29.9% 0.0% 0.0% 8.3% -0.2% 195 -2.3K -14 0.00 126.85 N/A N/A 0 0 2 1 2007-04-25 $35.59 $35.00 40.2% 11.5% 29.0% 0.0% 0.0% 9.9% 8.2% 275 -3.0K -14 0.00 126.83 N/A N/A 0 0 2 1 2007-04-26 $35.25 $35.00 44.5% 12.7% 28.5% 0.0% 0.0% 10.1% 1.8% 220 -2.5K -14 0.00 126.77 N/A N/A 0 0 2 1 2007-04-27 $35.47 $35.00 66.8% 19.2% 28.0% 0.0% 62.7% 8.8% -21.7% 98 -2.6K -14 0.00 131.83 N/A N/A 2 0 2 1 2007-04-30 $34.61 $35.00 57.9% 16.6% 29.5% 0.0% 0.0% 4.6% -21.2% 112 -1.9K -13 0.00 132.51 N/A N/A 0 0 2 1
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