TBH Options History — January 2008 In January 2008, TBH traded between $19.84 and $25.52. ATM implied volatility averaged 53.8%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 6.2% (HV 20d: 47.5%). 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 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2008-01-23 : Highest Volume — 20 contracts2008-01-28 : Largest IV spike — 141.0% change2008-01-28 : Highest IV Rank — 69.4%2008-01-28 : Largest Expected Move — 35.6%Monthly Statistics Metric Avg Min Max Open Close Price $22.31 $19.84 $25.52 $23.36 $23.12 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 53.8% 36.6% 124.2% 53.8% 54.1% Expected Move 14.2% 9.9% 35.6% 15.4% 15.5% HV 20d 47.5% 42.1% 53.1% 44.9% 52.8% HV 60d 48.9% 46.5% 52.1% 46.7% 52.1% IV Rank 19.0% 6.7% 69.4% 19.0% 19.2% IV Percentile 53.6% 13.5% 96.0% 61.2% 65.5% Term Structure -6.4% -44.7% 4.6% -9.5% -8.2% Skew 25d 4.2% -0.7% 13.2% 4.4% 6.8% Skew 10d 9.9% -2.8% 17.4% 7.7% 7.5% Call IV 25d 66.6% 36.6% 164.4% 70.3% 70.1% Put IV 25d 70.9% 38.1% 177.6% 74.7% 77.0% Bid-Ask Spread % 140.55 132.68 169.59 134.05 140.11 Gamma HHI 0.78 0.47 0.91 0.80 0.88 Net GEX 1.1K 144 2.4K 1.7K 835 Net DEX -20.9K -44.9K -1.1K -22.4K -37.3K Net VEX -90 -161 -35 -85 -161 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 0.952 0 20 0 0 Total OI 30.095 12 32 32 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 2008-01-02 $23.36 $25.00 53.8% 15.4% 44.9% 19.0% 0.0% 4.4% -9.5% 1.7K -22.4K -85 0.00 134.05 N/A N/A 0 0 29 3 2008-01-03 $23.88 $25.00 53.5% 15.3% 44.1% 18.8% 0.0% 1.9% -24.8% 1.8K -27.7K -88 0.00 133.08 N/A N/A 0 0 29 3 2008-01-04 $23.70 $0.00 59.5% 11.4% 42.1% 23.1% 0.0% 2.6% 2.2% 1.7K -25.9K -86 0.00 142.34 N/A N/A 0 0 29 3 2008-01-07 $24.28 $0.00 56.3% 9.9% 42.6% 20.8% 0.0% -0.3% 4.3% 1.9K -31.4K -83 0.00 143.27 N/A N/A 0 0 29 3 2008-01-08 $24.59 $0.00 58.1% 10.3% 42.8% 22.1% 0.0% -0.0% 3.7% 2.0K -34.3K -83 0.00 140.95 N/A N/A 0 0 29 3 2008-01-09 $25.52 $0.00 59.7% 10.1% 44.3% 23.2% 0.0% 1.1% 4.6% 2.4K -44.9K -78 0.00 132.68 N/A N/A 0 0 29 3 2008-01-10 $24.15 $0.00 36.6% 10.5% 47.9% 6.7% 0.0% 2.2% 2.0% 1.8K -30.3K -76 0.00 136.94 N/A N/A 0 0 29 3 2008-01-11 $23.05 $0.00 39.3% 11.3% 50.8% 8.6% 0.0% 9.7% 2.8% 1.6K -17.1K -66 0.00 138.68 N/A N/A 0 0 29 3 2008-01-14 $23.26 $0.00 42.0% 12.0% 50.1% 10.6% 0.0% -0.7% 0.0% 1.8K -17.5K -62 0.00 138.40 N/A N/A 0 0 29 3 2008-01-15 $22.18 $0.00 39.8% 11.4% 53.1% 9.0% 0.0% 1.5% 0.4% 1.1K -14.1K -57 0.00 142.32 N/A N/A 0 0 29 3 2008-01-16 $21.48 $0.00 44.0% 12.6% 49.9% 12.0% 0.0% 2.3% -7.9% 775 -8.2K -50 0.00 138.74 N/A N/A 0 0 29 3 2008-01-17 $20.35 $0.00 45.5% 13.0% 53.0% 13.0% 0.0% 5.6% -2.0% 189 -2.1K -38 0.00 139.63 N/A N/A 0 0 29 3 2008-01-18 $20.47 $0.00 47.2% 13.5% 53.0% 14.3% 0.0% 6.3% -3.2% 161 -2.3K -38 0.00 138.37 N/A N/A 0 0 29 3 2008-01-22 $20.44 $0.00 49.1% 14.1% 52.9% 15.6% 0.0% 6.0% -4.0% 161 -2.0K -37 0.00 140.73 N/A N/A 0 0 9 3 2008-01-23 $19.84 $0.00 49.1% 14.1% 45.1% 15.7% 0.0% 2.8% -7.9% 144 -1.1K -35 0.00 141.20 N/A N/A 20 0 9 3 2008-01-24 $20.30 $0.00 50.2% 14.4% 44.6% 16.4% 0.0% 6.3% -4.0% 739 -20.0K -149 0.00 140.95 N/A N/A 0 0 29 3 2008-01-25 $20.50 $0.00 51.5% 14.8% 45.0% 17.4% 0.0% 6.7% -3.8% 753 -20.7K -149 0.00 140.37 N/A N/A 0 0 29 3 2008-01-28 $21.07 $0.00 124.2% 35.6% 46.5% 69.4% 0.0% 13.2% -44.7% 647 -25.9K -159 0.00 169.59 N/A N/A 0 0 29 3 2008-01-29 $21.23 $0.00 60.9% 17.5% 46.2% 24.1% 0.0% 5.8% -12.5% 794 -25.0K -154 0.00 138.77 N/A N/A 0 0 29 3 2008-01-30 $21.71 $0.00 54.6% 15.7% 47.1% 19.6% 0.0% 4.6% -23.0% 816 -28.3K -159 0.00 140.43 N/A N/A 0 0 29 3 2008-01-31 $23.12 $0.00 54.1% 15.5% 52.8% 19.2% 0.0% 6.8% -8.2% 835 -37.3K -161 0.00 140.11 N/A N/A 0 0 29 3
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