TBH Options History — May 2008 In May 2008, TBH traded between $20.22 and $22.55. ATM implied volatility averaged 67.0%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 26.0% (HV 20d: 41.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2008-05-02 : Largest IV spike — 68.8% change2008-05-14 : Highest IV Rank — 66.3%2008-05-02 : Largest Expected Move — 29.1%Monthly Statistics Metric Avg Min Max Open Close Price $20.86 $20.22 $22.55 $21.50 $22.55 ATM IV 67.0% 44.5% 117.5% 60.2% 49.2% Expected Move 14.7% 12.2% 29.1% 17.2% 14.1% HV 20d 41.0% 28.1% 67.5% 67.5% 32.2% HV 60d 57.4% 56.2% 58.9% 58.9% 57.9% IV Rank 29.2% 12.7% 66.3% 24.2% 16.1% IV Percentile 69.8% 40.1% 95.6% 77.8% 54.8% Term Structure -6.8% -36.8% 1.6% -11.0% -4.8% Bid-Ask Spread % 139.41 122.40 177.43 130.94 143.97 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -2 -35 0 0 -35 Net DEX 78 0 1.6K 0 1.6K Net VEX -0 -5 0 0 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.05 0 1 0 1
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 2008-05-01 $21.50 $0.00 60.2% 17.2% 67.5% 24.2% 0.0% 0.0% -11.0% 0 0 0 0.00 130.94 N/A N/A 0 0 0 0 2008-05-02 $21.09 $0.00 101.6% 29.1% 61.6% 54.6% 0.0% 0.0% -36.8% 0 0 0 0.00 136.37 N/A N/A 0 0 0 0 2008-05-05 $20.96 $0.00 67.7% 12.8% 58.9% 29.7% 0.0% 0.0% -3.1% 0 0 0 0.00 124.08 N/A N/A 0 0 0 0 2008-05-06 $20.58 $0.00 70.8% 12.4% 58.4% 32.0% 0.0% 0.0% 1.0% 0 0 0 0.00 136.45 N/A N/A 0 0 0 0 2008-05-07 $20.40 $0.00 74.9% 12.2% 57.9% 35.0% 0.0% 0.0% -0.4% 0 0 0 0.00 136.02 N/A N/A 0 0 0 0 2008-05-08 $20.22 $0.00 63.9% 12.4% 57.8% 26.9% 0.0% 0.0% 1.6% 0 0 0 0.00 122.40 N/A N/A 0 0 0 0 2008-05-09 $20.22 $0.00 73.6% 13.0% 36.5% 34.1% 0.0% 0.0% -2.9% 0 0 0 0.00 137.98 N/A N/A 0 0 0 0 2008-05-12 $20.48 $0.00 92.1% 12.5% 33.5% 47.7% 0.0% 0.0% -0.8% 0 0 0 0.00 139.71 N/A N/A 0 0 0 0 2008-05-13 $20.50 $0.00 102.8% 12.7% 33.4% 55.5% 0.0% 0.0% -6.6% 0 0 0 0.00 137.85 N/A N/A 0 0 0 0 2008-05-14 $20.68 $0.00 117.5% 12.7% 32.8% 66.3% 0.0% 0.0% -6.6% 0 0 0 0.00 138.75 N/A N/A 0 0 0 0 2008-05-15 $20.96 $0.00 89.3% 25.6% 30.5% 45.6% 0.0% 0.0% -19.7% 0 0 0 0.00 177.43 N/A N/A 0 0 0 0 2008-05-16 $21.15 $0.00 45.3% 13.0% 30.7% 13.2% 0.0% 0.0% -4.1% 0 0 0 0.00 137.29 N/A N/A 0 0 0 0 2008-05-19 $20.25 $0.00 45.3% 13.0% 33.2% 13.2% 0.0% 0.0% -2.6% 0 0 0 0.00 141.13 N/A N/A 0 0 0 0 2008-05-20 $20.81 $0.00 45.2% 13.0% 34.0% 13.2% 0.0% 0.0% -3.5% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2008-05-21 $20.50 $0.00 44.5% 12.8% 33.8% 12.7% 0.0% 0.0% -4.1% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2008-05-22 $20.72 $0.00 46.9% 13.4% 34.1% 14.4% 0.0% 0.0% -6.2% 0 0 0 0.00 140.42 N/A N/A 0 0 0 0 2008-05-23 $20.70 $0.00 46.7% 13.4% 30.8% 14.3% 0.0% 0.0% -4.5% 0 0 0 0.00 141.86 N/A N/A 0 0 0 0 2008-05-27 $20.90 $0.00 50.3% 14.4% 28.1% 16.9% 0.0% 0.0% -5.8% 0 0 0 0.00 141.61 N/A N/A 0 0 0 0 2008-05-28 $22.05 $0.00 51.8% 14.8% 33.6% 18.0% 0.0% 0.0% -15.7% 0 0 0 0.00 140.31 N/A N/A 0 0 0 0 2008-05-30 $22.55 $0.00 49.2% 14.1% 32.2% 16.1% 0.0% 0.0% -4.8% -35 1.6K -5 0.00 143.97 N/A N/A 0 0 0 1
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