TBH Options History — November 2008 In November 2008, TBH traded between $7.99 and $11.06. ATM implied volatility averaged 144.3%, placing in the 66.0% IV rank vs the trailing year. The 30-day expected move averaged 38.7%. IV traded above realized volatility by 10.5% (HV 20d: 133.8%). Max pain ranged from $7.50 to $17.50. Net GEX was positive for 4 of 19 trading days. Term structure was in contango for 1 of 19 days.
Notable Days 2008-11-19 : Largest IV spike — 87.4% change2008-11-11 : Highest IV Rank — 90.8%2008-11-11 : Largest Expected Move — 53.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.26 $7.99 $11.06 $9.70 $11.06 Max Pain $13.50 $7.50 $17.50 $7.50 $17.50 ATM IV 144.3% 73.8% 184.8% 182.4% 103.4% Expected Move 38.7% 21.2% 53.0% 50.9% 29.7% HV 20d 133.8% 106.0% 156.6% 156.6% 113.4% HV 60d 123.2% 116.3% 131.4% 116.3% 131.1% IV Rank 66.0% 23.0% 90.8% 89.3% 40.9% IV Percentile 83.8% 62.3% 97.6% 96.8% 70.6% Term Structure 3.8% -19.6% 44.8% 44.8% -19.6% Skew 25d -25.7% -59.9% 5.1% -59.9% -19.3% Call IV 25d 169.2% 144.5% 199.3% 199.3% 164.3% Put IV 25d 143.5% 138.2% 149.6% 139.3% 145.0% Bid-Ask Spread % 145.52 115.48 180.12 154.09 126.83 Gamma HHI 0.50 0.33 0.84 0.35 0.50 Net GEX -82 -436 6 -24 -1 Net DEX 1.4K -2.0K 5.1K 4.6K -410 Net VEX -45 -55 -36 -45 -55 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 39.737 20 45 45 20
Daily Data (19 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 2008-11-03 $9.70 $7.50 182.4% 0.0% 156.6% 89.3% 0.0% -59.9% 0.0% -24 4.6K -45 0.00 154.09 N/A N/A 0 0 10 35 2008-11-04 $9.84 $7.50 182.9% 0.0% 150.3% 89.6% 0.0% -54.3% 44.8% 6 4.7K -44 0.00 150.86 N/A N/A 0 0 10 35 2008-11-05 $9.02 $7.50 171.1% 0.0% 153.0% 82.4% 0.0% -2.7% 0.0% -125 3.5K -47 0.00 173.86 N/A N/A 0 0 10 35 2008-11-06 $8.35 $7.50 170.3% 0.0% 146.4% 81.9% 0.0% -16.1% 0.0% -416 4.4K -49 0.00 172.88 N/A N/A 0 0 10 35 2008-11-07 $9.21 $0.00 177.5% 50.9% 148.8% 86.3% 0.0% -59.8% -13.9% -60 3.4K -46 0.00 179.67 N/A N/A 0 0 10 35 2008-11-10 $8.86 $0.00 179.1% 51.3% 131.3% 87.3% 0.0% 1.2% 0.0% -105 5.1K -38 0.00 173.95 N/A N/A 0 0 10 35 2008-11-11 $9.10 $0.00 184.8% 53.0% 131.9% 90.8% 0.0% 5.1% -19.6% -36 4.6K -38 0.00 162.75 N/A N/A 0 0 10 35 2008-11-12 $8.25 $0.00 181.8% 0.0% 133.9% 88.9% 0.0% -19.3% 0.0% -436 4.8K -43 0.00 180.12 N/A N/A 0 0 10 35 2008-11-13 $9.46 $7.50 124.0% 0.0% 141.2% 53.6% 0.0% 0.0% 0.0% -5 -1.7K -48 0.00 171.43 N/A N/A 0 0 10 35 2008-11-14 $9.25 $7.50 107.5% 0.0% 141.1% 43.5% 0.0% 0.0% 0.0% -6 449 -49 0.00 145.62 N/A N/A 0 0 10 35 2008-11-17 $9.25 $17.50 126.5% 36.3% 141.0% 55.1% 0.0% 0.0% 0.0% 1 -1.9K -46 0.00 123.07 N/A N/A 0 0 10 35 2008-11-18 $9.10 $17.50 73.8% 21.2% 139.0% 23.0% 0.0% 0.0% 0.0% 5 4.6K -36 0.00 115.48 N/A N/A 0 0 10 35 2008-11-19 $8.65 $17.50 138.4% 39.7% 118.3% 62.4% 0.0% 0.0% 0.0% -4 -2.0K -42 0.00 121.68 N/A N/A 0 0 10 35 2008-11-20 $7.99 $17.50 150.7% 43.2% 121.8% 69.9% 0.0% 0.0% 0.0% -352 -1.9K -39 0.00 120.48 N/A N/A 0 0 10 35 2008-11-21 $8.50 $17.50 141.3% 40.5% 123.6% 64.2% 0.0% 0.0% 0.0% -1 -2.0K -41 0.00 121.41 N/A N/A 0 0 10 35 2008-11-24 $9.57 $17.50 114.2% 32.7% 130.2% 47.6% 0.0% 0.0% 0.0% 1 -524 -48 0.00 119.19 N/A N/A 0 0 10 10 2008-11-25 $9.70 $17.50 124.6% 35.7% 106.0% 53.9% 0.0% 0.0% 0.0% -1 -1.5K -47 0.00 123.86 N/A N/A 0 0 10 10 2008-11-26 $11.00 $17.50 106.7% 30.6% 113.5% 42.9% 0.0% 0.0% 0.0% -1 -789 -54 0.00 127.67 N/A N/A 0 0 10 10 2008-11-28 $11.06 $17.50 103.4% 29.7% 113.4% 40.9% 0.0% 0.0% 0.0% -1 -410 -55 0.00 126.83 N/A N/A 0 0 10 10
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