TBH Options History — July 2007 In July 2007, TBH traded between $21.12 and $44.65. ATM implied volatility averaged 41.0%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded below realized volatility by 131.3% (HV 20d: 172.3%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2007-07-25 : Highest Volume — 20 contracts2007-07-26 : Largest IV spike — 23.1% change2007-07-27 : Highest IV Rank — 19.1%2007-07-27 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $28.79 $21.12 $44.65 $40.30 $21.66 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 41.0% 27.3% 53.9% 27.3% 53.1% Expected Move 11.7% 7.8% 15.5% 7.8% 15.2% HV 20d 172.3% 31.2% 232.9% 32.5% 232.5% HV 60d 104.8% 31.1% 136.9% 31.9% 136.8% IV Rank 10.8% 2.4% 19.1% 5.7% 18.5% IV Percentile 29.5% 7.9% 54.6% 16.7% 53.1% Term Structure -1.6% -20.6% 7.9% 7.9% -20.6% Skew 25d 2.6% -1.3% 4.8% 4.0% 3.1% Skew 10d 10.4% 8.6% 13.5% 8.6% 12.2% Call IV 25d 40.9% 31.9% 46.6% 39.6% 46.6% Put IV 25d 43.5% 33.1% 49.8% 43.6% 49.8% Bid-Ask Spread % 139.81 109.42 158.97 116.78 156.10 Gamma HHI 0.98 0.90 1.00 0.93 1.00 Net GEX 832 0 2.7K 2.7K 649 Net DEX -35.0K -121.1K 0 -87.9K -13.1K Net VEX -155 -477 0 -429 -101 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 1.3 0 20 0 0 Total OI 17.7 0 48 42 20
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 2007-07-02 $40.30 $35.00 27.3% 7.8% 32.5% 0.0% 0.0% 4.0% 7.9% 2.7K -87.9K -429 0.00 116.78 N/A N/A 0 0 39 3 2007-07-03 $40.68 $35.00 31.9% 9.1% 31.7% 0.0% 0.0% 1.8% 1.8% 2.6K -91.5K -434 0.00 115.94 N/A N/A 0 5 39 4 2007-07-05 $43.02 $35.00 35.2% 10.1% 36.3% 5.7% 0.0% 3.9% -8.8% 2.2K -104.5K -477 0.00 113.90 N/A N/A 0 0 39 8 2007-07-06 $44.43 $0.00 30.6% 8.9% 33.0% 2.4% 0.0% 1.2% 0.0% 2.3K -119.2K -446 0.00 109.42 N/A N/A 0 0 39 8 2007-07-09 $44.65 $0.00 32.3% 8.9% 31.2% 3.6% 0.0% 2.1% -0.3% 2.2K -121.0K -443 0.00 109.83 N/A N/A 1 0 39 8 2007-07-10 $44.26 $0.00 34.9% 8.9% 31.7% 5.5% 0.0% 1.1% 0.1% 2.3K -121.1K -449 0.00 110.34 N/A N/A 0 0 40 8 2007-07-12 $23.29 $0.00 39.1% 11.2% 232.9% 8.5% 0.0% 0.0% 3.8% 0 0 0 0.00 146.52 N/A N/A 0 0 0 0 2007-07-13 $23.27 $0.00 39.3% 11.3% 232.6% 8.6% 0.0% 0.0% 4.0% 0 0 0 0.00 146.90 N/A N/A 0 0 0 0 2007-07-16 $23.17 $0.00 39.9% 11.4% 231.9% 9.0% 0.0% 0.0% 4.7% 0 0 0 0.00 149.81 N/A N/A 0 0 0 0 2007-07-17 $23.27 $0.00 40.7% 11.7% 231.7% 9.7% 0.0% 0.0% 3.4% 0 0 0 0.00 149.26 N/A N/A 0 0 0 0 2007-07-18 $23.25 $0.00 41.4% 11.9% 231.8% 10.2% 0.0% 0.0% 2.7% 0 0 0 0.00 148.53 N/A N/A 0 0 0 0 2007-07-19 $23.65 $0.00 43.1% 12.4% 232.1% 11.4% 0.0% 0.0% 3.2% 0 0 0 0.00 148.30 N/A N/A 0 0 0 0 2007-07-20 $23.51 $0.00 43.8% 12.5% 232.2% 11.8% 0.0% 0.0% 1.1% 0 0 0 0.00 148.36 N/A N/A 0 0 0 0 2007-07-23 $23.79 $0.00 43.5% 12.5% 232.0% 11.6% 0.0% -1.3% -9.3% 0 0 0 0.00 148.99 N/A N/A 0 0 0 0 2007-07-24 $22.92 $0.00 43.1% 12.4% 232.0% 11.4% 0.0% 4.8% 2.4% 0 0 0 0.00 156.06 N/A N/A 0 0 0 0 2007-07-25 $22.54 $0.00 43.5% 12.5% 232.0% 11.6% 0.0% 3.8% -0.2% 0 0 0 0.00 158.55 N/A N/A 20 0 0 0 2007-07-26 $21.12 $0.00 53.5% 15.4% 231.7% 18.8% 0.0% 3.5% -6.3% 573 -13.3K -104 0.00 151.87 N/A N/A 0 0 20 0 2007-07-27 $21.17 $0.00 53.9% 15.5% 231.7% 19.1% 0.0% 3.5% -7.0% 566 -13.0K -102 0.00 151.74 N/A N/A 0 0 20 0 2007-07-30 $21.92 $0.00 49.9% 14.3% 232.5% 16.2% 0.0% 2.8% -14.7% 637 -15.6K -110 0.00 158.97 N/A N/A 0 0 20 0 2007-07-31 $21.66 $0.00 53.1% 15.2% 232.5% 18.5% 0.0% 3.1% -20.6% 649 -13.1K -101 0.00 156.10 N/A N/A 0 0 20 0
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