HBCP Options History — April 2023

In April 2023, HBCP traded between $30.64 and $33.51. ATM implied volatility averaged 50.4%. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 14.7% (HV 20d: 35.8%). Net GEX was positive for 1 of 17 trading days. Term structure was in contango for 0 of 17 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-04-18: Highest Volume — 11 contracts
  • 2023-04-25: Largest IV spike — 45.0% change
  • 2023-04-28: Largest Expected Move — 19.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.38$30.64$33.51$32.90$31.12
ATM IV50.4%30.8%68.2%58.3%68.2%
Expected Move13.3%8.8%19.6%16.7%19.6%
HV 20d35.8%35.1%36.4%36.4%35.1%
Term Structure-11.4%-26.6%-3.6%-16.1%-26.6%
Skew 25d5.7%-4.3%19.3%5.9%-1.1%
Skew 10d9.7%2.5%18.5%16.2%18.5%
Call IV 25d38.0%33.1%42.5%38.8%42.5%
Put IV 25d43.7%28.9%56.3%44.7%41.4%
Bid-Ask Spread %153.34130.88168.94168.94153.04
Gamma HHI0.750.501.001.000.50
Net GEX-125-54915015
Net DEX2.6K-3.7K12.6K0-3.7K
Net VEX-59-17400-170
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.23501100
Total OI7.529021021

Daily Data (17 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-04-05$32.90$0.0058.3%16.7%0.0%0.0%0.0%0.0%-16.1%0000.00168.940000
2023-04-06$32.96$0.0057.9%11.5%0.0%0.0%0.0%0.0%-7.2%0000.00159.540000
2023-04-10$32.65$0.0067.2%12.0%0.0%0.0%0.0%0.0%-9.2%0000.00158.250000
2023-04-11$33.51$0.0064.0%11.5%0.0%0.0%0.0%0.0%-7.8%0000.00162.460000
2023-04-12$33.05$0.0040.0%11.5%0.0%0.0%0.0%0.0%-8.5%0000.00159.740000
2023-04-13$33.23$0.0041.6%11.9%0.0%0.0%0.0%0.0%-9.2%0000.00162.710000
2023-04-14$31.81$0.0048.9%14.0%0.0%0.0%0.0%0.0%-16.3%0000.00161.130000
2023-04-17$31.96$0.0053.0%15.2%0.0%0.0%0.0%0.0%-20.4%0000.00162.160000
2023-04-18$32.20$0.0043.1%12.4%0.0%0.0%0.0%0.0%-5.6%0000.00130.8801100
2023-04-19$33.51$0.0043.9%12.6%0.0%0.0%0.0%0.0%-6.5%-4959.0K-830.00155.2800011
2023-04-20$33.20$0.0034.8%10.0%0.0%0.0%0.0%5.9%-6.0%-45611.4K-890.00154.9400011
2023-04-21$32.88$0.0030.8%8.8%0.0%0.0%0.0%-4.3%-3.6%-5498.0K-770.00152.6500011
2023-04-24$32.54$0.0041.8%12.0%0.0%0.0%0.0%-0.6%-4.6%-44312.6K-900.00135.70100011
2023-04-25$31.07$0.0060.6%17.4%0.0%0.0%0.0%14.5%-14.3%-1215.3K-1620.00162.13001011
2023-04-26$30.64$0.0050.5%14.5%0.0%0.0%0.0%6.2%-12.7%-532.2K-1660.00130.92001011
2023-04-27$31.22$0.0052.7%15.1%36.4%0.0%0.0%19.3%-19.0%-18-345-1740.00136.30001011
2023-04-28$31.12$0.0068.2%19.6%35.1%0.0%0.0%-1.1%-26.6%15-3.7K-1700.00153.04001011