TBH Options History — November 2007 In November 2007, TBH traded between $21.37 and $25.09. ATM implied volatility averaged 57.6%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 11.8% (HV 20d: 45.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days.
Notable Days 2007-11-15 : Largest IV drop — 65.9% change2007-11-14 : Highest IV Rank — 65.4%2007-11-01 : Largest Expected Move — 13.8%Monthly Statistics Metric Avg Min Max Open Close Price $23.45 $21.37 $25.09 $24.51 $22.98 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 57.6% 36.3% 118.6% 48.2% 46.4% Expected Move 12.0% 10.4% 13.8% 13.8% 13.3% HV 20d 45.8% 32.7% 60.8% 34.0% 60.2% HV 60d 45.9% 42.2% 48.7% 48.7% 46.4% IV Rank 21.7% 6.4% 65.4% 15.0% 13.7% IV Percentile 52.8% 14.5% 94.5% 46.9% 45.4% Term Structure -3.8% -16.7% 3.8% -14.1% -2.4% Skew 25d 2.4% -2.3% 5.2% -1.9% 4.7% Skew 10d 9.8% 4.6% 14.3% 6.0% 8.8% Call IV 25d 41.1% 36.3% 44.9% 40.4% 43.4% Put IV 25d 43.5% 37.3% 48.2% 38.4% 48.1% Bid-Ask Spread % 136.03 108.00 154.00 154.00 144.86 Gamma HHI 0.75 0.64 0.81 0.66 0.78 Net GEX 1.4K 878 1.6K 1.5K 1.4K Net DEX -27.7K -42.2K -11.7K -37.5K -21.6K Net VEX -136 -161 -94 -161 -118 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 38.286 32 43 43 32
Daily Data (21 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 2007-11-01 $24.51 $25.00 48.2% 13.8% 34.0% 15.0% 0.0% -1.9% -14.1% 1.5K -37.5K -161 0.00 154.00 N/A N/A 0 0 40 3 2007-11-02 $24.62 $25.00 45.5% 13.0% 33.2% 13.0% 0.0% 4.3% -14.4% 1.5K -37.9K -157 0.00 108.00 N/A N/A 0 0 40 3 2007-11-05 $24.44 $0.00 55.7% 11.3% 32.8% 20.3% 0.0% -1.8% -1.8% 1.5K -36.7K -158 0.00 133.31 N/A N/A 0 0 40 3 2007-11-06 $25.09 $0.00 59.6% 11.5% 32.7% 23.1% 0.0% -2.3% -2.1% 1.6K -42.2K -158 0.00 130.88 N/A N/A 0 0 40 3 2007-11-07 $24.27 $0.00 60.9% 11.0% 34.7% 24.1% 0.0% -1.9% -4.1% 1.5K -35.8K -156 0.00 119.27 N/A N/A 0 0 40 3 2007-11-08 $23.64 $0.00 73.6% 11.0% 35.6% 33.2% 0.0% 2.7% 3.8% 1.6K -29.1K -149 0.00 137.92 N/A N/A 0 0 40 3 2007-11-09 $23.04 $0.00 74.0% 11.1% 35.1% 33.5% 0.0% 4.9% -0.9% 1.4K -25.5K -140 0.00 138.92 N/A N/A 0 0 40 3 2007-11-12 $21.60 $0.00 95.6% 11.2% 39.7% 48.9% 0.0% 2.9% -1.0% 967 -16.6K -119 0.00 134.32 N/A N/A 0 0 40 3 2007-11-13 $23.20 $0.00 103.8% 11.1% 47.7% 54.8% 0.0% 5.2% 2.5% 1.4K -25.8K -135 0.00 128.27 N/A N/A 0 0 40 3 2007-11-14 $23.76 $0.00 118.6% 11.1% 48.5% 65.4% 0.0% 2.3% -10.1% 1.3K -31.3K -145 0.00 136.02 N/A N/A 0 0 40 3 2007-11-15 $23.53 $0.00 40.5% 11.6% 48.4% 9.5% 0.0% 4.5% 0.4% 1.6K -27.2K -139 0.00 136.84 N/A N/A 0 0 40 3 2007-11-16 $24.32 $0.00 36.3% 10.4% 47.7% 6.4% 0.0% -1.8% 0.5% 1.4K -34.5K -145 0.00 137.10 N/A N/A 0 0 40 3 2007-11-19 $23.36 $0.00 41.8% 12.0% 48.1% 10.4% 0.0% 4.4% -0.7% 1.5K -25.9K -132 0.00 138.23 N/A N/A 0 0 29 3 2007-11-20 $24.05 $0.00 39.7% 11.4% 48.6% 8.9% 0.0% 0.1% -6.0% 1.4K -31.0K -139 0.00 128.55 N/A N/A 0 0 29 3 2007-11-21 $23.41 $0.00 42.6% 12.2% 49.4% 11.0% 0.0% 4.5% -0.1% 1.5K -25.3K -133 0.00 138.62 N/A N/A 0 0 29 3 2007-11-23 $23.21 $0.00 43.0% 12.3% 49.3% 11.2% 0.0% 4.7% -0.2% 1.4K -24.1K -127 0.00 140.29 N/A N/A 0 0 29 3 2007-11-26 $21.37 $0.00 47.9% 13.7% 56.8% 14.8% 0.0% 3.5% -16.7% 878 -11.7K -94 0.00 140.04 N/A N/A 0 0 29 3 2007-11-27 $22.08 $0.00 44.0% 12.6% 58.1% 12.0% 0.0% 2.5% -6.7% 1.1K -16.7K -109 0.00 144.78 N/A N/A 0 0 29 3 2007-11-28 $23.08 $0.00 45.9% 13.2% 60.8% 13.4% 0.0% 4.2% -3.3% 1.4K -23.0K -121 0.00 142.15 N/A N/A 0 0 29 3 2007-11-29 $22.85 $0.00 45.6% 13.1% 60.4% 13.2% 0.0% 4.7% -2.5% 1.3K -21.6K -119 0.00 144.19 N/A N/A 0 0 29 3 2007-11-30 $22.98 $0.00 46.4% 13.3% 60.2% 13.7% 0.0% 4.7% -2.4% 1.4K -21.6K -118 0.00 144.86 N/A N/A 0 0 29 3
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