TBH Options History — January 2009 In January 2009, TBH traded between $8.70 and $11.30. ATM implied volatility averaged 146.7%, placing in the 67.2% IV rank vs the trailing year. The 30-day expected move averaged 42.1%. IV traded above realized volatility by 75.3% (HV 20d: 71.4%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 20 trading days.
Notable Days 2009-01-13 : Largest IV spike — 22.1% change2009-01-13 : Highest IV Rank — 81.9%2009-01-13 : Largest Expected Move — 48.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.80 $8.70 $11.30 $11.00 $9.15 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 146.7% 113.1% 170.4% 118.5% 141.4% Expected Move 42.1% 32.4% 48.8% 34.0% 40.5% HV 20d 71.4% 63.8% 77.3% 77.2% 74.9% HV 60d 102.5% 89.7% 117.2% 117.2% 90.0% IV Rank 67.2% 46.9% 81.9% 50.1% 63.6% IV Percentile 80.2% 67.5% 87.7% 72.2% 78.2% Bid-Ask Spread % 125.64 123.01 130.55 129.40 124.01 Gamma HHI 0.83 0.50 1.00 0.50 0.99 Net GEX -0 -1 0 -1 0 Net DEX 6.5K -637 9.8K -267 9.2K Net VEX -14 -48 0 -47 0 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 (20 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 2009-01-02 $11.00 $17.50 118.5% 34.0% 77.2% 50.1% 0.0% 0.0% 0.0% -1 -267 -47 0.00 129.40 N/A N/A 0 0 10 10 2009-01-05 $11.17 $17.50 113.1% 32.4% 77.3% 46.9% 0.0% 0.0% 0.0% 0 271 -48 0.00 129.28 N/A N/A 0 0 10 10 2009-01-06 $11.30 $17.50 116.7% 33.5% 68.0% 49.1% 0.0% 0.0% 0.0% -1 -161 -48 0.00 130.55 N/A N/A 0 0 10 10 2009-01-07 $10.50 $17.50 128.5% 36.8% 68.5% 56.2% 0.0% 0.0% 0.0% -1 -454 -44 0.00 127.67 N/A N/A 0 0 10 10 2009-01-08 $10.36 $17.50 128.4% 36.8% 68.1% 56.2% 0.0% 0.0% 0.0% -1 -213 -44 0.00 126.33 N/A N/A 0 0 10 10 2009-01-09 $10.28 $17.50 134.0% 38.4% 67.2% 59.6% 0.0% 0.0% 0.0% -1 -637 -43 0.00 126.73 N/A N/A 0 0 10 10 2009-01-12 $9.63 $17.50 139.6% 40.0% 70.6% 63.0% 0.0% 0.0% 0.0% 0 9.6K 0 0.00 124.22 N/A N/A 0 0 10 10 2009-01-13 $9.66 $17.50 170.4% 48.8% 67.1% 81.9% 0.0% 0.0% 0.0% 0 9.7K 0 0.00 125.57 N/A N/A 0 0 10 10 2009-01-14 $8.90 $17.50 159.8% 45.8% 68.3% 75.4% 0.0% 0.0% 0.0% 0 8.9K 0 0.00 123.53 N/A N/A 0 0 10 10 2009-01-15 $9.07 $17.50 152.3% 43.7% 64.8% 70.8% 0.0% 0.0% 0.0% 0 9.1K 0 0.00 123.01 N/A N/A 0 0 10 10 2009-01-16 $9.45 $17.50 153.0% 43.8% 63.8% 71.2% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 124.51 N/A N/A 0 0 10 10 2009-01-20 $8.70 $17.50 169.3% 48.5% 68.0% 81.0% 0.0% 0.0% 0.0% 0 8.7K 0 0.00 123.07 N/A N/A 0 0 10 10 2009-01-21 $9.41 $17.50 156.1% 44.7% 75.2% 72.7% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 124.76 N/A N/A 0 0 10 10 2009-01-22 $9.16 $17.50 162.6% 46.6% 73.3% 76.8% 0.0% 0.0% 0.0% 0 9.2K 0 0.00 124.01 N/A N/A 0 0 10 10 2009-01-23 $9.45 $17.50 157.7% 45.2% 73.9% 73.7% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 124.76 N/A N/A 0 0 10 10 2009-01-26 $9.85 $17.50 153.1% 43.9% 75.8% 70.9% 0.0% 0.0% 0.0% 0 9.8K 0 0.00 125.85 N/A N/A 0 0 10 10 2009-01-27 $9.65 $17.50 157.7% 45.2% 75.6% 73.8% 0.0% 0.0% 0.0% 0 9.7K 0 0.00 125.40 N/A N/A 0 0 10 10 2009-01-28 $9.75 $17.50 156.8% 45.0% 74.3% 73.2% 0.0% 0.0% 0.0% 0 9.8K 0 0.00 125.57 N/A N/A 0 0 10 10 2009-01-29 $9.47 $17.50 164.9% 47.3% 74.9% 78.2% 0.0% 0.0% 0.0% 0 9.5K 0 0.00 124.51 N/A N/A 0 0 10 10 2009-01-30 $9.15 $17.50 141.4% 40.5% 74.9% 63.6% 0.0% 0.0% 0.0% 0 9.2K 0 0.00 124.01 N/A N/A 0 0 10 10
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