TBH Options History — February 2009 In February 2009, TBH traded between $8.54 and $9.84. ATM implied volatility averaged 162.6%, placing in the 76.8% IV rank vs the trailing year. The 30-day expected move averaged 46.6%. IV traded above realized volatility by 93.5% (HV 20d: 69.1%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 19 trading days.
Notable Days 2009-02-19 : Largest IV drop — 100.0% change2009-02-23 : Highest IV Rank — 89.2%2009-02-23 : Largest Expected Move — 52.4%Monthly Statistics Metric Avg Min Max Open Close Price $9.18 $8.54 $9.84 $9.09 $9.20 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 162.6% 142.7% 182.6% 171.0% 181.0% Expected Move 46.6% 40.9% 52.4% 49.0% 51.9% HV 20d 69.1% 60.5% 72.5% 69.3% 72.3% HV 60d 81.1% 72.3% 90.0% 90.0% 72.3% IV Rank 76.8% 64.5% 89.2% 82.0% 88.2% IV Percentile 84.5% 75.8% 96.4% 88.5% 93.6% Bid-Ask Spread % 123.67 122.07 125.57 122.86 123.77 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX 9.2K 8.5K 9.8K 9.1K 9.2K 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 20 20 20 20 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 2009-02-02 $9.09 $17.50 171.0% 49.0% 69.3% 82.0% 0.0% 0.0% 0.0% 0 9.1K 0 0.00 122.86 N/A N/A 0 0 10 10 2009-02-03 $9.60 $17.50 166.8% 47.8% 72.5% 79.4% 0.0% 0.0% 0.0% 0 9.6K 0 0.00 125.03 N/A N/A 0 0 10 10 2009-02-04 $9.38 $17.50 146.1% 41.9% 72.3% 66.5% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 124.26 N/A N/A 0 0 10 10 2009-02-05 $9.14 $17.50 147.1% 42.2% 68.6% 67.2% 0.0% 0.0% 0.0% 0 9.1K 0 0.00 124.01 N/A N/A 0 0 10 10 2009-02-06 $9.43 $17.50 142.7% 40.9% 69.9% 64.5% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 124.76 N/A N/A 0 0 10 10 2009-02-09 $9.38 $17.50 145.2% 41.6% 69.9% 66.0% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 123.49 N/A N/A 0 0 10 10 2009-02-10 $8.83 $17.50 154.4% 44.3% 69.3% 71.7% 0.0% 0.0% 0.0% 0 8.8K 0 0.00 123.53 N/A N/A 0 0 10 10 2009-02-11 $9.24 $17.50 158.1% 45.3% 71.5% 74.0% 0.0% 0.0% 0.0% 0 9.2K 0 0.00 123.86 N/A N/A 0 0 10 10 2009-02-12 $9.60 $17.50 148.3% 42.5% 66.3% 67.9% 0.0% 0.0% 0.0% 0 9.6K 0 0.00 125.03 N/A N/A 0 0 10 10 2009-02-13 $9.84 $17.50 146.5% 42.0% 66.5% 66.8% 0.0% 0.0% 0.0% 0 9.8K 0 0.00 125.57 N/A N/A 0 0 10 10 2009-02-17 $9.29 $17.50 163.2% 46.8% 68.4% 77.2% 0.0% 0.0% 0.0% 0 9.3K 0 0.00 122.78 N/A N/A 0 0 10 10 2009-02-18 $8.90 $17.50 165.7% 47.5% 63.4% 78.7% 0.0% 0.0% 0.0% 0 8.9K 0 0.00 123.53 N/A N/A 0 0 10 10 2009-02-19 $9.44 $17.50 0.0% 0.0% 60.5% 0.0% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 122.07 N/A N/A 0 0 10 10 2009-02-20 $8.54 $17.50 181.5% 52.0% 69.7% 88.5% 0.0% 0.0% 0.0% 0 8.5K 0 0.00 122.42 N/A N/A 0 0 10 10 2009-02-23 $8.55 $17.50 182.6% 52.4% 68.6% 89.2% 0.0% 0.0% 0.0% 0 8.6K 0 0.00 122.63 N/A N/A 0 0 10 10 2009-02-24 $9.15 $17.50 182.3% 52.3% 71.5% 89.1% 0.0% 0.0% 0.0% 0 9.2K 0 0.00 123.30 N/A N/A 0 0 10 10 2009-02-25 $9.02 $17.50 0.0% 0.0% 71.4% 0.0% 0.0% 0.0% 0.0% 0 9.0K 0 0.00 123.53 N/A N/A 0 0 10 10 2009-02-26 $8.86 $17.50 181.4% 52.0% 71.3% 88.5% 0.0% 0.0% 0.0% 0 8.9K 0 0.00 123.30 N/A N/A 0 0 10 10 2009-02-27 $9.20 $17.50 181.0% 51.9% 72.3% 88.2% 0.0% 0.0% 0.0% 0 9.2K 0 0.00 123.77 N/A N/A 0 0 10 10
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