TBH Options History — December 2008 In December 2008, TBH traded between $9.94 and $12.06. ATM implied volatility averaged 114.4%, placing in the 47.7% IV rank vs the trailing year. The 30-day expected move averaged 32.8%. IV traded above realized volatility by 13.9% (HV 20d: 100.5%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 2 of 22 trading days.
Notable Days 2008-12-08 : Largest IV drop — 10.7% change2008-12-30 : Highest IV Rank — 57.8%2008-12-30 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $10.85 $9.94 $12.06 $10.11 $10.25 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 114.4% 96.7% 131.0% 109.1% 127.3% Expected Move 32.8% 27.7% 37.6% 31.3% 36.5% HV 20d 100.5% 73.2% 118.7% 118.3% 73.2% HV 60d 129.2% 119.2% 133.9% 132.2% 119.2% IV Rank 47.7% 36.8% 57.8% 44.4% 55.5% IV Percentile 72.7% 65.5% 79.4% 72.6% 77.4% Bid-Ask Spread % 127.47 120.49 130.55 120.49 127.03 Gamma HHI 0.50 0.50 0.50 0.50 0.50 Net GEX -1 -1 2 0 -1 Net DEX -578 -1.2K 56 56 -498 Net VEX -50 -58 -43 -50 -45 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 20 20 20 20 20
Daily Data (22 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 2008-12-01 $10.11 $17.50 109.1% 31.3% 118.3% 44.4% 0.0% 0.0% 0.0% 0 56 -50 0.00 120.49 N/A N/A 0 0 10 10 2008-12-02 $10.42 $17.50 115.6% 33.1% 118.7% 48.4% 0.0% 0.0% 0.0% -1 -978 -50 0.00 126.14 N/A N/A 0 0 10 10 2008-12-03 $10.29 $17.50 118.5% 34.0% 118.7% 50.1% 0.0% 0.0% 0.0% -1 -1.1K -49 0.00 124.24 N/A N/A 0 0 10 10 2008-12-04 $10.22 $17.50 120.1% 34.4% 114.1% 51.2% 0.0% 0.0% 0.0% -1 -1.2K -49 0.00 125.30 N/A N/A 0 0 10 10 2008-12-05 $11.33 $17.50 108.3% 31.0% 114.5% 43.9% 0.0% 0.0% 0.0% -1 -851 -54 0.00 128.12 N/A N/A 0 0 10 10 2008-12-08 $12.06 $17.50 96.7% 27.7% 111.8% 36.8% 0.0% 0.0% 0.0% -1 13 -58 0.00 130.20 N/A N/A 0 0 10 10 2008-12-09 $11.72 $17.50 104.2% 29.9% 111.2% 41.4% 0.0% 0.0% 0.0% -1 -568 -56 0.00 129.77 N/A N/A 0 0 10 10 2008-12-10 $11.31 $17.50 108.5% 31.1% 112.5% 44.0% 0.0% 0.0% 0.0% -1 -662 -53 0.00 128.68 N/A N/A 0 0 10 10 2008-12-11 $11.28 $17.50 110.9% 31.8% 105.0% 45.5% 0.0% 0.0% 0.0% -1 -863 -53 0.00 128.00 N/A N/A 0 0 10 10 2008-12-12 $11.88 $17.50 103.2% 29.6% 96.0% 40.8% 0.0% 0.0% 0.0% 1 -592 -56 0.00 130.55 N/A N/A 0 0 10 10 2008-12-15 $11.04 $17.50 111.3% 31.9% 100.0% 45.7% 0.0% 0.0% 0.0% -1 -506 -51 0.00 126.63 N/A N/A 0 0 10 10 2008-12-16 $11.66 $17.50 107.3% 30.8% 101.2% 43.3% 0.0% 0.0% 0.0% -1 -542 -54 0.00 129.91 N/A N/A 0 0 10 10 2008-12-17 $10.88 $17.50 116.8% 33.5% 104.8% 49.1% 0.0% 0.0% 0.0% -1 -837 -49 0.00 127.35 N/A N/A 0 0 10 10 2008-12-18 $11.16 $17.50 113.4% 32.5% 102.5% 47.0% 0.0% 0.0% 0.0% -1 -691 -50 0.00 128.34 N/A N/A 0 0 10 10 2008-12-19 $11.01 $17.50 110.3% 31.6% 97.2% 45.1% 0.0% 0.0% 0.0% 0 -139 -51 0.00 129.77 N/A N/A 0 0 10 10 2008-12-22 $10.40 $17.50 118.6% 34.0% 98.9% 50.2% 0.0% 0.0% 0.0% 0 -258 -48 0.00 128.00 N/A N/A 0 0 10 10 2008-12-23 $10.62 $17.50 117.4% 33.7% 90.4% 49.5% 0.0% 0.0% 0.0% -1 -297 -48 0.00 128.46 N/A N/A 0 0 10 10 2008-12-24 $10.65 $17.50 117.8% 33.8% 90.4% 49.7% 0.0% 0.0% 0.0% -1 -318 -48 0.00 128.46 N/A N/A 0 0 10 10 2008-12-26 $10.38 $17.50 120.8% 34.6% 78.7% 51.5% 0.0% 0.0% 0.0% 0 -242 -47 0.00 126.52 N/A N/A 0 0 10 10 2008-12-29 $9.94 $17.50 130.7% 37.5% 79.9% 57.6% 0.0% 0.0% 0.0% -1 -621 -44 0.00 126.14 N/A N/A 0 0 10 10 2008-12-30 $10.00 $17.50 131.0% 37.6% 73.4% 57.8% 0.0% 0.0% 0.0% 2 -1.0K -43 0.00 126.24 N/A N/A 0 0 10 10 2008-12-31 $10.25 $17.50 127.3% 36.5% 73.2% 55.5% 0.0% 0.0% 0.0% -1 -498 -45 0.00 127.03 N/A N/A 0 0 10 10
« Nov 2008 | All History | Jan 2009 » Home TBH History December 2008