TBH Options History — April 2008 In April 2008, TBH traded between $20.48 and $25.05. ATM implied volatility averaged 55.6%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 15.4%. IV traded below realized volatility by 16.9% (HV 20d: 72.4%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 7 of 19 days.
Notable Days 2008-04-07 : Highest Volume — 10 contracts2008-04-17 : Largest IV spike — 109.1% change2008-04-02 : Highest IV Rank — 60.0%2008-04-02 : Largest Expected Move — 31.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.41 $20.48 $25.05 $23.39 $21.23 Max Pain $21.50 $20.00 $22.50 $22.50 $20.00 ATM IV 55.6% 39.0% 108.9% 53.4% 68.2% Expected Move 15.4% 11.2% 31.2% 15.3% 19.5% HV 20d 72.4% 64.5% 80.8% 72.8% 67.4% HV 60d 59.0% 55.9% 61.0% 55.9% 60.3% IV Rank 20.8% 8.6% 60.0% 19.3% 30.1% IV Percentile 58.2% 16.7% 95.6% 65.5% 85.3% Term Structure -7.2% -44.7% 15.0% -5.3% 15.0% Skew 25d 12.8% -9.3% 68.7% 4.2% -9.3% Skew 10d 6.4% -7.1% 12.8% 8.4% -7.1% Call IV 25d 80.8% 68.7% 94.2% 68.7% 89.8% Put IV 25d 93.6% 70.9% 162.9% 72.9% 80.5% Bid-Ask Spread % 138.86 116.00 174.91 133.23 120.33 Gamma HHI 0.36 0.30 0.41 0.33 0.41 Net GEX 364 0 1.9K 1.3K 0 Net DEX -25.7K -118.9K 0 -61.7K 0 Net VEX -176 -734 0 -690 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.526 0 10 0 0 Total OI 43.842 0 167 167 0
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 2008-04-01 $23.39 $22.50 53.4% 15.3% 72.8% 19.3% 0.0% 4.2% -5.3% 1.3K -61.7K -690 0.00 133.23 N/A N/A 0 0 94 73 2008-04-02 $24.42 $22.50 108.9% 31.2% 74.4% 60.0% 0.0% 68.7% -44.7% 941 -87.5K -734 0.00 158.33 N/A N/A 0 0 94 73 2008-04-03 $24.78 $22.50 48.1% 13.8% 74.4% 15.3% 0.0% 0.1% -10.7% 1.4K -106.6K -667 0.00 133.30 N/A N/A 0 0 94 73 2008-04-07 $25.02 $20.00 55.4% 11.2% 66.6% 20.6% 0.0% 0.6% 0.9% 1.4K -112.9K -635 0.00 129.80 N/A N/A 0 10 93 73 2008-04-08 $25.05 $20.00 56.4% 11.3% 66.5% 21.4% 0.0% -9.3% 0.9% 1.9K -118.9K -616 0.00 127.23 N/A N/A 0 0 93 73 2008-04-11 $21.98 $0.00 39.0% 11.2% 80.8% 8.6% 0.0% 0.0% 1.0% 0 0 0 0.00 140.07 N/A N/A 0 0 0 0 2008-04-14 $21.01 $0.00 46.7% 13.4% 80.3% 14.2% 0.0% 0.0% 0.3% 0 0 0 0.00 137.34 N/A N/A 0 0 0 0 2008-04-15 $21.14 $0.00 48.6% 13.9% 80.3% 15.7% 0.0% 0.0% -2.3% 0 0 0 0.00 137.39 N/A N/A 0 0 0 0 2008-04-16 $21.53 $0.00 43.4% 12.4% 80.7% 11.9% 0.0% 0.0% -7.3% 0 0 0 0.00 139.37 N/A N/A 0 0 0 0 2008-04-17 $22.29 $0.00 90.8% 26.0% 80.6% 46.7% 0.0% 0.0% -40.3% 0 0 0 0.00 174.91 N/A N/A 0 0 0 0 2008-04-18 $22.34 $0.00 40.2% 11.5% 79.8% 9.5% 0.0% 0.0% 0.7% 0 0 0 0.00 145.61 N/A N/A 0 0 0 0 2008-04-21 $22.65 $0.00 42.1% 12.1% 76.4% 10.9% 0.0% 0.0% 2.5% 0 0 0 0.00 145.73 N/A N/A 0 0 0 0 2008-04-22 $22.01 $0.00 44.0% 12.6% 65.3% 12.3% 0.0% 0.0% -4.4% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2008-04-23 $22.29 $0.00 43.6% 12.5% 65.1% 12.0% 0.0% 0.0% -2.2% 0 0 0 0.00 146.85 N/A N/A 0 0 0 0 2008-04-24 $22.30 $0.00 60.2% 17.3% 64.5% 24.2% 0.0% 0.0% -10.9% 0 0 0 0.00 116.00 N/A N/A 0 0 0 0 2008-04-25 $21.36 $0.00 52.0% 14.9% 66.4% 18.2% 0.0% 0.0% -22.5% 0 0 0 0.00 140.70 N/A N/A 0 0 0 0 2008-04-28 $20.59 $0.00 57.3% 16.4% 67.3% 22.1% 0.0% 0.0% -7.1% 0 0 0 0.00 141.83 N/A N/A 0 0 0 0 2008-04-29 $20.48 $0.00 57.4% 16.5% 66.9% 22.1% 0.0% 0.0% -0.6% 0 0 0 0.00 125.31 N/A N/A 0 0 0 0 2008-04-30 $21.23 $0.00 68.2% 19.5% 67.4% 30.1% 0.0% 0.0% 15.0% 0 0 0 0.00 120.33 N/A N/A 0 0 0 0
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