TBH Options History — July 2008 In July 2008, TBH traded between $18.54 and $21.16. ATM implied volatility averaged 66.1%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 17.6%. IV traded above realized volatility by 26.8% (HV 20d: 39.3%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2008-07-18 : Highest Volume — 5 contracts2008-07-29 : Largest IV spike — 132.5% change2008-07-29 : Highest IV Rank — 76.5%2008-07-29 : Largest Expected Move — 37.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.86 $18.54 $21.16 $19.67 $20.61 Max Pain $22.50 $22.50 $22.50 $22.50 $22.50 ATM IV 66.1% 44.0% 132.3% 44.0% 57.1% Expected Move 17.6% 12.6% 37.9% 12.6% 16.4% HV 20d 39.3% 34.7% 44.6% 44.6% 44.2% HV 60d 40.9% 37.7% 47.2% 47.2% 40.5% IV Rank 27.1% 10.0% 76.5% 12.3% 19.6% IV Percentile 64.4% 29.0% 98.0% 32.5% 67.1% Term Structure -15.3% -56.7% 4.5% -1.7% -2.7% VWIV 41.8% 38.5% 45.1% 38.5% 45.1% Bid-Ask Spread % 153.65 130.49 193.21 137.16 147.88 Gamma HHI 0.97 0.75 1.00 1.00 0.84 Net GEX -51 -330 0 -22 0 Net DEX 2.2K 0 9.5K 1.7K 0 Net VEX -3 -15 0 -3 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.476 0 5 0 0 Total OI 1.476 0 6 1 0
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 2008-07-01 $19.67 $0.00 44.0% 12.6% 44.6% 12.3% 0.0% 0.0% -1.7% -22 1.7K -3 0.00 137.16 N/A N/A 0 0 0 1 2008-07-02 $19.19 $0.00 57.1% 16.4% 43.3% 21.9% 0.0% 0.0% -24.4% -19 1.6K -2 0.00 130.49 N/A N/A 0 0 0 1 2008-07-03 $19.31 $0.00 57.4% 16.4% 37.4% 22.1% 0.0% 0.0% -24.7% -19 1.6K -2 0.00 132.48 N/A N/A 0 0 0 1 2008-07-07 $18.54 $0.00 79.0% 13.8% 38.3% 38.1% 0.0% 0.0% -11.4% -18 1.5K -3 0.00 146.08 N/A N/A 0 0 0 1 2008-07-08 $18.55 $0.00 81.6% 14.0% 35.8% 39.9% 0.0% 0.0% -11.7% -18 1.5K -3 0.00 146.08 N/A N/A 0 0 0 1 2008-07-09 $18.86 $0.00 76.9% 12.7% 36.5% 36.5% 0.0% 0.0% -7.5% -17 1.6K -2 0.00 137.48 N/A N/A 0 0 0 1 2008-07-10 $19.13 $0.00 44.9% 12.9% 37.2% 10.7% 0.0% 0.0% -6.9% -16 1.7K -2 0.00 147.79 N/A N/A 0 0 0 1 2008-07-11 $19.36 $0.00 44.0% 12.6% 36.8% 10.0% 0.0% 0.0% -3.9% -18 1.7K -2 0.00 149.72 N/A N/A 0 0 0 1 2008-07-14 $19.29 $0.00 45.9% 13.2% 35.4% 11.5% 0.0% 0.0% -6.2% -19 1.7K -2 0.00 141.58 N/A N/A 0 0 0 1 2008-07-15 $19.83 $0.00 99.2% 28.4% 37.1% 51.4% 0.0% 0.0% -42.7% -21 1.4K -3 0.00 190.39 N/A N/A 0 0 0 1 2008-07-16 $20.75 $0.00 98.2% 28.1% 40.3% 50.7% 0.0% 0.0% -38.6% -25 1.4K -4 0.00 189.22 N/A N/A 0 0 0 1 2008-07-17 $21.16 $0.00 49.0% 14.1% 40.6% 13.5% 0.0% 0.0% -1.3% -30 1.7K -3 0.00 142.53 N/A N/A 0 0 0 1 2008-07-18 $21.10 $0.00 47.3% 13.5% 40.5% 12.2% 38.5% 0.0% 4.5% -31 1.7K -3 0.00 138.21 N/A N/A 0 5 0 1 2008-07-21 $20.77 $22.50 107.1% 30.7% 34.7% 57.5% 0.0% 0.0% -34.1% -171 7.2K -15 0.00 189.22 N/A N/A 0 0 0 6 2008-07-22 $20.54 $22.50 48.9% 14.0% 34.8% 13.4% 0.0% 0.0% 0.1% -294 9.5K -11 0.00 154.89 N/A N/A 0 0 0 6 2008-07-23 $21.14 $22.50 53.0% 15.2% 35.7% 16.5% 45.1% 0.0% -7.1% -330 8.8K -13 0.00 149.85 N/A N/A 0 5 0 6 2008-07-25 $19.62 $0.00 52.2% 15.0% 43.4% 15.9% 0.0% 0.0% -12.5% 0 0 0 0.00 158.01 N/A N/A 0 0 0 0 2008-07-28 $19.39 $0.00 56.9% 16.3% 42.0% 19.5% 0.0% 0.0% -26.2% 0 0 0 0.00 157.39 N/A N/A 0 0 0 0 2008-07-29 $19.78 $0.00 132.3% 37.9% 42.6% 76.5% 0.0% 0.0% -56.7% 0 0 0 0.00 193.21 N/A N/A 0 0 0 0 2008-07-30 $20.53 $0.00 57.1% 16.4% 44.5% 19.6% 0.0% 0.0% -5.7% 0 0 0 0.00 147.03 N/A N/A 0 0 0 0 2008-07-31 $20.61 $0.00 57.1% 16.4% 44.2% 19.6% 0.0% 0.0% -2.7% 0 0 0 0.00 147.88 N/A N/A 0 0 0 0
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