TBH Options History — June 2008 In June 2008, TBH traded between $19.90 and $22.41. ATM implied volatility averaged 60.3%, placing in the 24.3% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 17.3% (HV 20d: 43.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2008-06-06 : Largest IV spike — 148.8% change2008-06-06 : Highest IV Rank — 83.9%2008-06-26 : Largest Expected Move — 33.4%Monthly Statistics Metric Avg Min Max Open Close Price $21.21 $19.90 $22.41 $22.15 $19.90 ATM IV 60.3% 42.2% 141.4% 54.6% 55.2% Expected Move 15.5% 12.1% 33.4% 15.7% 15.8% HV 20d 43.0% 31.9% 48.8% 32.8% 44.6% HV 60d 53.7% 48.5% 58.9% 57.5% 49.8% IV Rank 24.3% 11.0% 83.9% 20.1% 20.5% IV Percentile 60.4% 26.6% 98.4% 67.9% 67.5% Term Structure -9.7% -39.4% 5.6% -19.6% -15.1% Bid-Ask Spread % 141.11 132.46 172.27 142.08 141.96 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -28 -35 -21 -32 -21 Net DEX 1.6K 1.3K 1.7K 1.6K 1.7K Net VEX -4 -5 -3 -4 -3 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2008-06-02 $22.15 $0.00 54.6% 15.7% 32.8% 20.1% 0.0% 0.0% -19.6% -32 1.6K -4 0.00 142.08 N/A N/A 0 0 0 1 2008-06-03 $22.10 $0.00 55.0% 15.8% 31.9% 20.4% 0.0% 0.0% -20.9% -32 1.6K -4 0.00 142.46 N/A N/A 0 0 0 1 2008-06-04 $21.21 $0.00 61.3% 17.6% 35.4% 25.0% 0.0% 0.0% -15.9% -28 1.7K -4 0.00 142.21 N/A N/A 0 0 0 1 2008-06-05 $22.41 $0.00 56.8% 16.3% 39.5% 21.7% 0.0% 0.0% -21.8% -34 1.6K -5 0.00 145.02 N/A N/A 0 0 0 1 2008-06-06 $21.72 $0.00 141.4% 24.0% 41.3% 83.9% 0.0% 0.0% -39.4% -25 1.3K -5 0.00 172.27 N/A N/A 0 0 0 1 2008-06-09 $22.38 $0.00 62.4% 12.3% 42.1% 25.9% 0.0% 0.0% 5.6% -35 1.6K -4 0.00 136.53 N/A N/A 0 0 0 1 2008-06-10 $21.85 $0.00 70.4% 13.2% 43.3% 31.7% 0.0% 0.0% -0.1% -31 1.6K -4 0.00 134.66 N/A N/A 0 0 0 1 2008-06-11 $21.55 $0.00 79.9% 14.1% 43.6% 38.7% 0.0% 0.0% -4.6% -29 1.7K -4 0.00 134.89 N/A N/A 0 0 0 1 2008-06-12 $21.91 $0.00 46.7% 13.4% 43.9% 14.3% 0.0% 0.0% -1.7% -31 1.6K -4 0.00 135.46 N/A N/A 0 0 0 1 2008-06-13 $21.18 $0.00 42.2% 12.1% 45.7% 11.0% 0.0% 0.0% -2.3% -27 1.7K -4 0.00 136.33 N/A N/A 0 0 0 1 2008-06-16 $21.25 $0.00 43.9% 12.6% 45.5% 12.2% 0.0% 0.0% -3.4% -27 1.6K -4 0.00 136.95 N/A N/A 0 0 0 1 2008-06-17 $21.63 $0.00 49.6% 14.2% 45.8% 16.4% 0.0% 0.0% -7.4% -30 1.6K -4 0.00 136.89 N/A N/A 0 0 0 1 2008-06-18 $21.24 $0.00 44.2% 12.7% 43.4% 12.4% 0.0% 0.0% -3.2% -27 1.6K -4 0.00 138.22 N/A N/A 0 0 0 1 2008-06-19 $21.40 $0.00 45.6% 13.1% 42.4% 13.5% 0.0% 0.0% -9.5% -31 1.6K -4 0.00 138.54 N/A N/A 0 0 0 1 2008-06-20 $20.17 $0.00 45.4% 13.0% 47.3% 13.4% 0.0% 0.0% -1.5% -24 1.7K -3 0.00 140.84 N/A N/A 0 0 0 1 2008-06-23 $20.38 $0.00 45.3% 13.0% 47.3% 13.2% 0.0% 0.0% 4.3% -25 1.6K -3 0.00 133.11 N/A N/A 0 0 0 1 2008-06-24 $20.08 $0.00 47.9% 13.7% 47.6% 15.2% 0.0% 0.0% -4.9% -23 1.7K -3 0.00 142.58 N/A N/A 0 0 0 1 2008-06-25 $20.70 $0.00 48.8% 14.0% 48.8% 15.9% 0.0% 0.0% 4.7% -27 1.6K -3 0.00 132.46 N/A N/A 0 0 0 1 2008-06-26 $20.00 $0.00 116.5% 33.4% 45.8% 65.6% 0.0% 0.0% -38.4% -22 1.4K -4 0.00 163.88 N/A N/A 0 0 0 1 2008-06-27 $20.11 $0.00 53.4% 15.3% 44.8% 19.2% 0.0% 0.0% -9.4% -24 1.6K -3 0.00 135.94 N/A N/A 0 0 0 1 2008-06-30 $19.90 $0.00 55.2% 15.8% 44.6% 20.5% 0.0% 0.0% -15.1% -21 1.7K -3 0.00 141.96 N/A N/A 0 0 0 1
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