TBH Options History — September 2007 In September 2007, TBH traded between $21.74 and $24.23. ATM implied volatility averaged 55.0%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded below realized volatility by 1.0% (HV 20d: 56.0%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2007-09-17 : Highest Volume — 10 contracts2007-09-10 : Largest IV spike — 151.4% change2007-09-12 : Highest IV Rank — 93.1%2007-09-12 : Largest Expected Move — 23.2%Monthly Statistics Metric Avg Min Max Open Close Price $23.21 $21.74 $24.23 $23.26 $23.93 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 55.0% 32.8% 157.2% 53.1% 35.5% Expected Move 13.0% 9.4% 23.2% 15.2% 10.2% HV 20d 56.0% 39.2% 65.8% 65.7% 39.5% HV 60d 140.7% 140.0% 141.2% 140.4% 141.0% IV Rank 19.9% 3.9% 93.1% 18.5% 5.9% IV Percentile 37.5% 11.5% 99.4% 50.9% 15.1% Term Structure -5.2% -38.4% 11.9% -11.3% -4.9% Skew 25d 13.3% -2.1% 31.5% -2.1% 30.9% Skew 10d 33.3% 7.7% 71.3% 31.9% 50.3% Call IV 25d 53.3% 26.4% 98.6% 91.3% 30.4% Put IV 25d 66.6% 51.3% 119.9% 89.2% 61.2% Bid-Ask Spread % 136.51 122.21 170.10 122.21 134.77 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.1K 749 1.7K 1.0K 935 Net DEX -24.9K -40.8K -15.5K -25.2K -22.4K Net VEX -124 -188 -98 -121 -105 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 3 Total OI 25.789 20 35 25 20
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 2007-09-04 $23.26 $25.00 53.1% 15.2% 65.7% 18.5% 0.0% -2.1% -11.3% 1.0K -25.2K -121 0.00 122.21 N/A N/A 0 0 25 0 2007-09-05 $23.15 $25.00 53.0% 15.2% 65.8% 18.5% 0.0% 6.3% -10.6% 1.2K -22.6K -118 0.00 125.87 N/A N/A 0 0 25 0 2007-09-06 $22.96 $25.00 53.2% 15.2% 65.8% 18.6% 0.0% 6.7% -7.2% 1.1K -21.2K -116 0.00 127.00 N/A N/A 0 0 25 0 2007-09-07 $21.74 $0.00 57.5% 10.8% 65.5% 21.7% 0.0% 3.1% 3.1% 896 -15.5K -98 0.00 134.38 N/A N/A 0 0 25 0 2007-09-10 $21.90 $0.00 144.6% 22.7% 65.2% 84.0% 0.0% 20.4% -38.4% 749 -21.2K -109 0.00 170.10 N/A N/A 0 0 25 0 2007-09-11 $22.65 $0.00 64.0% 11.6% 65.8% 26.3% 0.0% 4.8% 0.9% 1.1K -19.2K -108 0.00 134.34 N/A N/A 0 0 25 0 2007-09-12 $22.27 $0.00 157.2% 23.2% 62.7% 93.1% 0.0% 22.4% -38.4% 780 -22.7K -109 0.00 168.56 N/A N/A 0 0 25 0 2007-09-13 $22.55 $0.00 40.2% 11.5% 59.1% 9.3% 0.0% 4.4% 1.1% 1.1K -18.6K -106 0.00 135.96 N/A N/A 0 0 25 0 2007-09-14 $22.70 $0.00 38.8% 11.1% 57.1% 8.3% 0.0% 3.6% 1.7% 1.1K -19.3K -106 0.00 136.12 N/A N/A 0 0 25 0 2007-09-17 $22.24 $0.00 39.2% 11.2% 55.9% 8.5% 0.0% 4.4% 2.0% 991 -17.7K -99 0.00 138.43 N/A N/A 10 0 25 0 2007-09-18 $23.81 $0.00 40.6% 11.6% 59.5% 9.5% 0.0% 10.9% -6.0% 1.7K -39.2K -186 0.00 132.06 N/A N/A 0 0 35 0 2007-09-19 $24.05 $0.00 39.9% 11.4% 59.5% 9.1% 0.0% 11.9% -4.7% 1.7K -40.8K -188 0.00 132.51 N/A N/A 0 0 35 0 2007-09-20 $23.49 $0.00 43.6% 12.5% 52.3% 11.7% 0.0% 9.2% 1.1% 1.6K -34.7K -180 0.00 133.44 N/A N/A 0 0 35 0 2007-09-21 $23.91 $0.00 41.7% 12.0% 49.2% 10.3% 0.0% 11.7% -8.1% 1.7K -39.5K -182 0.00 132.75 N/A N/A 10 0 35 0 2007-09-24 $23.86 $0.00 44.0% 12.6% 47.6% 12.0% 0.0% 11.9% -11.1% 909 -22.4K -107 0.00 133.46 N/A N/A 0 0 20 0 2007-09-25 $24.09 $0.00 33.5% 9.6% 47.1% 4.4% 0.0% 29.4% 10.6% 919 -23.1K -108 0.00 133.32 N/A N/A 0 0 20 0 2007-09-26 $24.23 $0.00 32.8% 9.4% 41.5% 3.9% 0.0% 31.0% 11.9% 939 -24.2K -108 0.00 133.88 N/A N/A 0 0 20 0 2007-09-27 $24.21 $0.00 33.4% 9.6% 39.2% 4.4% 0.0% 31.5% 10.0% 960 -23.1K -107 0.00 134.50 N/A N/A 0 0 20 0 2007-09-28 $23.93 $0.00 35.5% 10.2% 39.5% 5.9% 0.0% 30.9% -4.9% 935 -22.4K -105 0.00 134.77 N/A N/A 0 3 20 0
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