TBH Options History — October 2008

Name: TBH Options Analytics - October 2008
Creator: Options Analysis Suite

In October 2008, TBH traded between $7.97 and $13.97. ATM implied volatility averaged 171.0%, placing in the 82.7% IV rank vs the trailing year. The 30-day expected move averaged 49.3%. IV traded above realized volatility by 25.1% (HV 20d: 145.9%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 4 of 23 days.

Notable Days

2008-10-10: Highest Volume — 25 contracts
2008-10-02: Largest IV spike — 38.4% change
2008-10-23: Highest IV Rank — 99.7%
2008-10-15: Largest Expected Move — 56.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.01	$7.97	$13.97	$13.97	$9.80
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	171.0%	97.8%	199.5%	97.8%	175.8%
Expected Move	49.3%	28.0%	56.9%	28.0%	54.7%
HV 20d	145.9%	111.4%	166.9%	111.4%	160.9%
HV 60d	97.0%	73.0%	116.3%	73.0%	116.3%
IV Rank	82.7%	39.4%	99.7%	39.4%	85.3%
IV Percentile	95.7%	82.9%	99.6%	82.9%	93.7%
Term Structure	-12.1%	-66.8%	105.6%	105.6%	57.8%
Skew 25d	-27.8%	-67.7%	11.2%	11.2%	-55.9%
Skew 10d	-15.5%	-62.4%	26.5%	26.5%	-25.0%
Call IV 25d	166.4%	111.5%	199.9%	111.5%	193.5%
Put IV 25d	138.6%	113.1%	186.3%	122.7%	137.6%
Bid-Ask Spread %	173.60	151.59	187.72	164.71	175.49
Gamma HHI	0.53	0.33	0.85	0.50	0.34
Net GEX	-118	-694	8	8	-30
Net DEX	4.4K	2.3K	7.7K	3.7K	4.2K
Net VEX	-54	-77	-44	-77	-45
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	2.174	0	25	0	0
Total OI	35.217	20	45	20	45

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2008-10-01	$13.97	$0.00	97.8%	28.0%	111.4%	39.4%	0.0%	11.2%	105.6%	8	3.7K	-77	164.71	N/A	N/A	0	10	10
2008-10-02	$12.30	$0.00	135.3%	0.0%	118.4%	61.7%	0.0%	5.2%	96.7%	7	4.0K	-65	164.85	N/A	N/A	0	10	10
2008-10-03	$12.50	$0.00	135.6%	0.0%	118.8%	61.8%	0.0%	8.2%	95.0%	7	3.8K	-67	165.14	N/A	N/A	0	10	10
2008-10-06	$11.19	$0.00	167.7%	48.1%	124.2%	80.9%	0.0%	-16.0%	-46.9%	5	3.7K	-60	187.72	N/A	N/A	0	10	10
2008-10-07	$9.87	$0.00	182.6%	52.4%	129.8%	89.7%	0.0%	-46.0%	-61.0%	3	3.3K	-51	172.65	N/A	N/A	0	10	10
2008-10-08	$9.53	$0.00	179.2%	51.4%	128.9%	87.7%	0.0%	-58.0%	-63.2%	3	3.1K	-50	172.83	N/A	N/A	0	10	10
2008-10-09	$8.24	$0.00	164.7%	0.0%	136.3%	79.1%	0.0%	-17.6%	0.0%	1	2.3K	-44	173.24	N/A	N/A	0	10	10
2008-10-10	$8.78	$0.00	171.5%	49.2%	137.5%	83.1%	0.0%	-11.0%	0.0%	2	2.7K	-47	175.89	N/A	N/A	25	10	10
2008-10-13	$10.64	$0.00	173.0%	49.6%	155.3%	84.0%	0.0%	-27.3%	-61.5%	6	4.5K	-54	182.70	N/A	N/A	0	10	35
2008-10-14	$10.65	$0.00	174.8%	50.1%	155.4%	85.1%	0.0%	-30.0%	-63.0%	6	4.4K	-53	182.95	N/A	N/A	0	10	35
2008-10-15	$9.92	$0.00	198.4%	56.9%	152.8%	99.1%	0.0%	7.9%	-33.7%	4	3.5K	-50	184.38	N/A	N/A	0	10	35
2008-10-16	$10.62	$0.00	180.5%	51.7%	155.1%	88.4%	0.0%	-26.6%	-66.8%	6	4.2K	-53	177.73	N/A	N/A	0	10	35
2008-10-17	$10.81	$0.00	176.6%	50.6%	147.7%	86.2%	0.0%	-24.8%	-66.3%	4	3.4K	-57	182.28	N/A	N/A	0	10	35
2008-10-20	$10.63	$0.00	190.6%	54.7%	146.9%	94.4%	0.0%	-31.7%	-50.5%	6	4.3K	-53	181.62	N/A	N/A	25	10	10
2008-10-21	$9.89	$7.50	159.8%	0.0%	148.4%	75.5%	0.0%	-47.6%	57.8%	-8	3.7K	-50	151.59	N/A	N/A	0	10	35
2008-10-22	$8.04	$7.50	179.3%	0.0%	163.2%	87.4%	0.0%	-22.8%	0.0%	-614	7.7K	-55	152.63	N/A	N/A	0	10	35
2008-10-23	$8.12	$7.50	199.5%	0.0%	161.2%	99.7%	0.0%	-20.7%	0.0%	-567	6.9K	-55	172.55	N/A	N/A	0	10	35
2008-10-24	$7.97	$7.50	182.4%	0.0%	160.4%	89.3%	0.0%	-25.0%	0.0%	-675	7.5K	-57	171.49	N/A	N/A	0	10	35
2008-10-27	$7.97	$7.50	185.7%	0.0%	151.2%	91.3%	0.0%	-25.3%	0.0%	-694	7.4K	-54	172.98	N/A	N/A	0	10	35
2008-10-28	$9.85	$7.50	170.3%	0.0%	166.9%	81.9%	0.0%	-55.7%	0.0%	-39	3.7K	-50	176.68	N/A	N/A	0	10	35
2008-10-29	$9.40	$7.50	176.5%	0.0%	165.2%	85.7%	0.0%	-67.7%	0.0%	-92	4.4K	-46	175.22	N/A	N/A	0	10	35
2008-10-30	$9.59	$7.50	176.2%	0.0%	160.7%	85.5%	0.0%	-62.2%	0.0%	-57	4.3K	-45	175.56	N/A	N/A	0	10	35
2008-10-31	$9.80	$7.50	175.8%	0.0%	160.9%	85.3%	0.0%	-55.9%	0.0%	-30	4.2K	-45	175.49	N/A	N/A	0	10	35