TBH Options History — March 2009 In March 2009, TBH traded between $8.38 and $10.49. ATM implied volatility averaged 190.5%, placing in the 94.1% IV rank vs the trailing year. The 30-day expected move averaged 54.6%. IV traded above realized volatility by 124.2% (HV 20d: 66.3%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 22 trading days.
Notable Days 2009-03-05 : Largest IV drop — 100.0% change2009-03-26 : Highest IV Rank — 98.1%2009-03-26 : Largest Expected Move — 56.5%Monthly Statistics Metric Avg Min Max Open Close Price $9.38 $8.38 $10.49 $8.41 $9.79 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 190.5% 175.5% 196.9% 188.9% 196.9% Expected Move 54.6% 50.3% 56.5% 54.1% 56.5% HV 20d 66.3% 45.5% 78.2% 78.0% 47.5% HV 60d 68.9% 65.8% 74.5% 74.2% 66.1% IV Rank 94.1% 84.8% 98.1% 93.1% 98.1% IV Percentile 96.5% 87.1% 98.8% 98.0% 98.7% Bid-Ask Spread % 125.06 121.69 129.04 121.69 125.91 Net GEX 0 0 0 0 0 Net DEX 9.4K 8.4K 10.5K 8.4K 9.8K 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 (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 2009-03-02 $8.41 $17.50 188.9% 54.1% 78.0% 93.1% 0.0% 0.0% 0.0% 0 8.4K 0 0.00 121.69 N/A N/A 0 0 10 10 2009-03-03 $8.50 $17.50 196.9% 56.4% 78.2% 98.1% 0.0% 0.0% 0.0% 0 8.5K 0 0.00 122.63 N/A N/A 0 0 10 10 2009-03-04 $8.76 $17.50 195.4% 56.0% 76.3% 97.2% 0.0% 0.0% 0.0% 0 8.8K 0 0.00 123.07 N/A N/A 0 0 10 10 2009-03-05 $8.38 $17.50 0.0% 0.0% 77.3% 0.0% 0.0% 0.0% 0.0% 0 8.4K 0 0.00 122.21 N/A N/A 0 0 10 10 2009-03-06 $8.56 $17.50 0.0% 0.0% 77.5% 0.0% 0.0% 0.0% 0.0% 0 8.6K 0 0.00 122.63 N/A N/A 0 0 10 10 2009-03-09 $8.56 $17.50 0.0% 0.0% 76.4% 0.0% 0.0% 0.0% 0.0% 0 8.6K 0 0.00 122.50 N/A N/A 0 0 10 10 2009-03-10 $8.86 $17.50 0.0% 0.0% 77.7% 0.0% 0.0% 0.0% 0.0% 0 8.9K 0 0.00 122.11 N/A N/A 0 0 10 10 2009-03-11 $8.92 $17.50 0.0% 0.0% 74.7% 0.0% 0.0% 0.0% 0.0% 0 8.9K 0 0.00 123.30 N/A N/A 0 0 10 10 2009-03-12 $9.30 $17.50 0.0% 0.0% 74.4% 0.0% 0.0% 0.0% 0.0% 0 9.3K 0 0.00 124.26 N/A N/A 0 0 10 10 2009-03-13 $9.36 $17.50 0.0% 0.0% 73.1% 0.0% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 124.76 N/A N/A 0 0 10 10 2009-03-16 $9.60 $17.50 0.0% 0.0% 73.1% 0.0% 0.0% 0.0% 0.0% 0 9.6K 0 0.00 123.86 N/A N/A 0 0 10 10 2009-03-17 $9.70 $17.50 0.0% 0.0% 70.1% 0.0% 0.0% 0.0% 0.0% 0 9.7K 0 0.00 124.50 N/A N/A 0 0 10 10 2009-03-18 $9.80 $17.50 0.0% 0.0% 68.1% 0.0% 0.0% 0.0% 0.0% 0 9.8K 0 0.00 125.57 N/A N/A 0 0 10 10 2009-03-19 $10.11 $17.50 175.5% 50.3% 65.8% 84.8% 0.0% 0.0% 0.0% 0 10.1K 0 0.00 127.16 N/A N/A 0 0 10 10 2009-03-20 $9.99 $17.50 193.6% 55.5% 53.8% 96.1% 0.0% 0.0% 0.0% 0 10.0K 0 0.00 127.35 N/A N/A 0 0 10 10 2009-03-23 $10.49 $17.50 183.7% 52.7% 55.6% 89.9% 0.0% 0.0% 0.0% 0 10.5K 0 0.00 128.18 N/A N/A 0 0 10 10 2009-03-24 $10.15 $17.50 193.1% 55.4% 53.2% 95.8% 0.0% 0.0% 0.0% 0 10.2K 0 0.00 128.68 N/A N/A 0 0 10 10 2009-03-25 $9.94 $17.50 0.0% 0.0% 53.6% 0.0% 0.0% 0.0% 0.0% 0 9.9K 0 0.00 128.00 N/A N/A 0 0 10 10 2009-03-26 $10.17 $17.50 196.9% 56.5% 53.2% 98.1% 0.0% 0.0% 0.0% 0 10.2K 0 0.00 129.04 N/A N/A 0 0 10 10 2009-03-27 $9.74 $17.50 0.0% 0.0% 54.8% 0.0% 0.0% 0.0% 0.0% 0 9.7K 0 0.00 127.67 N/A N/A 0 0 10 10 2009-03-30 $9.37 $17.50 0.0% 0.0% 45.5% 0.0% 0.0% 0.0% 0.0% 0 9.4K 0 0.00 126.14 N/A N/A 0 0 10 10 2009-03-31 $9.79 $17.50 0.0% 0.0% 47.5% 0.0% 0.0% 0.0% 0.0% 0 9.8K 0 0.00 125.91 N/A N/A 0 0 10 10
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