TBH Options History — August 2008 In August 2008, TBH traded between $16.64 and $19.78. ATM implied volatility averaged 79.7%, placing in the 36.3% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 33.1% (HV 20d: 46.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2008-08-04 : Largest IV spike — 165.1% change2008-08-04 : Highest IV Rank — 100.0%2008-08-18 : Largest Expected Move — 32.4%Monthly Statistics Metric Avg Min Max Open Close Price $17.87 $16.64 $19.78 $19.78 $17.33 ATM IV 79.7% 40.9% 164.9% 62.2% 61.0% Expected Move 16.3% 11.7% 32.4% 17.8% 17.5% HV 20d 46.6% 41.3% 51.7% 45.9% 41.3% HV 60d 43.3% 41.3% 44.8% 41.3% 43.2% IV Rank 36.3% 7.3% 100.0% 23.5% 22.3% IV Percentile 73.5% 13.9% 100.0% 74.2% 73.0% Term Structure -13.4% -79.6% 3.0% -22.5% -20.7% Bid-Ask Spread % 143.63 131.57 184.17 154.77 144.04 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2008-08-01 $19.78 $0.00 62.2% 17.8% 45.9% 23.5% 0.0% 0.0% -22.5% 0 0 0 0.00 154.77 N/A N/A 0 0 0 0 2008-08-04 $19.00 $0.00 164.9% 23.9% 48.2% 100.0% 0.0% 0.0% -19.4% 0 0 0 0.00 184.17 N/A N/A 0 0 0 0 2008-08-05 $19.22 $0.00 68.1% 13.3% 46.0% 27.6% 0.0% 0.0% -3.9% 0 0 0 0.00 131.57 N/A N/A 0 0 0 0 2008-08-06 $19.50 $0.00 76.5% 13.6% 46.2% 33.9% 0.0% 0.0% -0.1% 0 0 0 0.00 142.44 N/A N/A 0 0 0 0 2008-08-07 $19.09 $0.00 77.2% 12.6% 46.6% 34.4% 0.0% 0.0% -1.6% 0 0 0 0.00 134.31 N/A N/A 0 0 0 0 2008-08-08 $18.80 $0.00 84.7% 11.9% 46.6% 40.0% 0.0% 0.0% -10.8% 0 0 0 0.00 133.53 N/A N/A 0 0 0 0 2008-08-11 $18.10 $0.00 119.7% 13.2% 48.1% 66.2% 0.0% 0.0% -4.2% 0 0 0 0.00 144.13 N/A N/A 0 0 0 0 2008-08-12 $17.84 $0.00 135.4% 13.4% 48.3% 77.9% 0.0% 0.0% -1.6% 0 0 0 0.00 145.30 N/A N/A 0 0 0 0 2008-08-13 $17.14 $0.00 159.5% 15.4% 48.4% 95.9% 0.0% 0.0% -8.7% 0 0 0 0.00 136.01 N/A N/A 0 0 0 0 2008-08-14 $17.97 $0.00 40.9% 11.7% 48.7% 7.3% 0.0% 0.0% 3.0% 0 0 0 0.00 133.89 N/A N/A 0 0 0 0 2008-08-15 $17.50 $0.00 48.6% 13.9% 48.1% 13.0% 0.0% 0.0% -4.0% 0 0 0 0.00 136.08 N/A N/A 0 0 0 0 2008-08-18 $17.01 $0.00 113.1% 32.4% 48.5% 61.3% 0.0% 0.0% -79.6% 0 0 0 0.00 174.20 N/A N/A 0 0 0 0 2008-08-19 $17.02 $0.00 50.0% 14.3% 48.6% 14.1% 0.0% 0.0% -7.1% 0 0 0 0.00 135.67 N/A N/A 0 0 0 0 2008-08-20 $17.71 $0.00 51.2% 14.7% 51.7% 15.0% 0.0% 0.0% -5.4% 0 0 0 0.00 145.77 N/A N/A 0 0 0 0 2008-08-21 $17.40 $0.00 55.4% 15.9% 50.0% 18.1% 0.0% 0.0% -4.7% 0 0 0 0.00 140.36 N/A N/A 0 0 0 0 2008-08-22 $17.19 $0.00 54.6% 15.6% 43.8% 17.5% 0.0% 0.0% -8.6% 0 0 0 0.00 140.37 N/A N/A 0 0 0 0 2008-08-25 $16.64 $0.00 64.3% 18.4% 44.7% 24.7% 0.0% 0.0% -20.5% 0 0 0 0.00 138.34 N/A N/A 0 0 0 0 2008-08-26 $16.66 $0.00 65.5% 18.8% 43.6% 25.7% 0.0% 0.0% -21.2% 0 0 0 0.00 137.47 N/A N/A 0 0 0 0 2008-08-27 $17.16 $0.00 60.0% 17.2% 42.6% 21.5% 0.0% 0.0% -19.8% 0 0 0 0.00 141.03 N/A N/A 0 0 0 0 2008-08-28 $17.14 $0.00 61.3% 17.6% 42.5% 22.5% 0.0% 0.0% -20.8% 0 0 0 0.00 142.88 N/A N/A 0 0 0 0 2008-08-29 $17.33 $0.00 61.0% 17.5% 41.3% 22.3% 0.0% 0.0% -20.7% 0 0 0 0.00 144.04 N/A N/A 0 0 0 0
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