TBH Options History — February 2008 In February 2008, TBH traded between $22.19 and $24.91. ATM implied volatility averaged 65.4%, placing in the 27.3% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 18.1% (HV 20d: 47.4%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2008-02-19 : Highest Volume — 30 contracts2008-02-07 : Largest IV spike — 141.3% change2008-02-07 : Highest IV Rank — 97.4%2008-02-26 : Largest Expected Move — 26.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.42 $22.19 $24.91 $23.85 $23.60 ATM IV 65.4% 39.2% 163.3% 53.9% 50.0% Expected Move 13.8% 9.6% 26.0% 15.4% 14.3% HV 20d 47.4% 40.1% 55.7% 53.4% 40.1% HV 60d 48.9% 43.9% 52.9% 52.5% 45.4% IV Rank 27.3% 8.6% 97.4% 19.1% 16.3% IV Percentile 60.1% 17.5% 99.6% 65.1% 57.1% Term Structure -5.1% -31.9% 5.4% -29.3% -7.5% Skew 25d 7.5% -2.3% 39.9% 2.1% 2.6% Skew 10d 19.8% 7.2% 76.6% 9.0% 8.8% Call IV 25d 57.5% 39.3% 106.0% 76.3% 63.5% Put IV 25d 65.0% 41.9% 113.6% 78.4% 66.1% Bid-Ask Spread % 143.48 134.49 176.77 137.94 135.74 Gamma HHI 0.73 0.48 0.91 0.84 0.50 Net GEX 1.3K 757 2.1K 772 2.0K Net DEX -53.6K -92.6K -31.6K -42.1K -74.4K Net VEX -221 -328 -148 -160 -315 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 1.5 0 30 0 0 Total OI 44 32 62 32 62
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 2008-02-01 $23.85 $0.00 53.9% 15.4% 53.4% 19.1% 0.0% 2.1% -29.3% 772 -42.1K -160 0.00 137.94 N/A N/A 0 0 29 3 2008-02-04 $24.02 $0.00 58.2% 9.6% 53.3% 22.2% 0.0% 1.5% 5.4% 777 -42.7K -157 0.00 134.49 N/A N/A 0 0 29 3 2008-02-05 $22.87 $0.00 63.5% 11.5% 55.4% 26.0% 0.0% 8.1% 0.7% 841 -36.3K -157 0.00 136.13 N/A N/A 0 0 29 3 2008-02-06 $22.23 $0.00 67.7% 11.6% 55.7% 28.9% 0.0% 6.8% 0.2% 844 -31.6K -156 0.00 136.72 N/A N/A 0 0 29 3 2008-02-07 $22.88 $0.00 163.3% 21.2% 55.0% 97.4% 0.0% 39.9% -15.6% 764 -34.8K -161 0.00 175.97 N/A N/A 0 0 29 3 2008-02-08 $22.19 $0.00 75.7% 11.1% 52.7% 34.7% 0.0% 7.5% 0.3% 861 -31.7K -155 0.00 137.33 N/A N/A 0 0 29 3 2008-02-11 $22.70 $0.00 77.9% 22.3% 51.0% 36.3% 0.0% 28.1% -17.9% 757 -34.0K -159 0.00 176.77 N/A N/A 0 0 29 3 2008-02-12 $23.60 $0.00 106.6% 11.6% 52.8% 56.8% 0.0% -2.3% 4.4% 793 -40.0K -153 0.00 136.36 N/A N/A 0 0 29 3 2008-02-13 $23.40 $0.00 118.4% 11.5% 49.8% 65.3% 0.0% 1.9% -0.4% 814 -39.1K -150 0.00 137.16 N/A N/A 0 0 29 3 2008-02-14 $23.29 $0.00 39.6% 11.4% 48.2% 8.9% 0.0% 5.1% 1.7% 819 -37.9K -151 0.00 137.97 N/A N/A 0 0 29 3 2008-02-15 $23.27 $0.00 41.1% 11.8% 43.1% 9.9% 0.0% 5.1% -1.1% 811 -38.9K -148 0.00 137.78 N/A N/A 0 0 29 3 2008-02-19 $23.03 $0.00 40.8% 11.7% 43.6% 9.7% 0.0% 4.8% 1.1% 829 -36.3K -148 0.00 141.01 N/A N/A 30 0 29 3 2008-02-20 $23.23 $0.00 43.9% 12.6% 43.5% 11.9% 0.0% 2.0% 3.9% 1.9K -71.7K -327 0.00 138.72 N/A N/A 0 0 59 3 2008-02-21 $23.60 $0.00 44.3% 12.7% 41.4% 12.2% 0.0% 1.6% -1.2% 2.0K -74.6K -325 0.00 138.62 N/A N/A 0 0 59 3 2008-02-22 $23.52 $0.00 44.3% 12.7% 41.3% 12.2% 0.0% 1.6% -2.7% 2.0K -73.4K -323 0.00 139.38 N/A N/A 0 0 59 3 2008-02-25 $23.75 $0.00 48.2% 13.8% 41.3% 15.0% 0.0% -0.3% -7.1% 2.0K -76.7K -323 0.00 138.98 N/A N/A 0 0 59 3 2008-02-26 $23.91 $0.00 90.6% 26.0% 40.6% 45.4% 0.0% 35.8% -31.9% 1.9K -76.6K -328 0.00 173.11 N/A N/A 0 0 59 3 2008-02-27 $24.91 $0.00 39.2% 11.2% 42.4% 8.6% 0.0% -1.3% -0.0% 2.1K -92.6K -316 0.00 142.12 N/A N/A 0 0 59 3 2008-02-28 $24.54 $0.00 41.2% 11.8% 42.8% 10.0% 0.0% -0.0% -4.8% 2.0K -87.4K -316 0.00 137.25 N/A N/A 0 0 59 3 2008-02-29 $23.60 $0.00 50.0% 14.3% 40.1% 16.3% 0.0% 2.6% -7.5% 2.0K -74.4K -315 0.00 135.74 N/A N/A 0 0 59 3
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