HBCP Options History — May 2023 In May 2023, HBCP traded between $28.66 and $32.31. ATM implied volatility averaged 55.4%. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 16.9% (HV 20d: 38.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 10.00.
Notable Days 2023-05-02 : Highest Volume — 20 contracts2023-05-02 : Largest IV spike — 49.5% change2023-05-02 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.56 $28.66 $32.31 $30.41 $30.93 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 55.4% 36.7% 85.3% 57.0% 58.7% Expected Move 14.7% 10.5% 24.5% 16.4% 16.8% HV 20d 38.5% 33.8% 43.2% 34.9% 37.9% Term Structure -14.6% -35.7% 3.5% -28.7% -25.6% Skew 25d -0.4% -22.6% 16.3% 15.3% 11.2% Skew 10d 6.0% -21.8% 23.9% 12.7% 23.9% Call IV 25d 53.7% 31.1% 133.0% 42.7% 44.7% Put IV 25d 53.3% 29.5% 140.4% 58.1% 55.9% Bid-Ask Spread % 130.31 115.32 154.38 148.97 121.04 Gamma HHI 0.68 0.50 0.74 0.50 0.73 Net GEX -1.8K -2.6K -14 -14 -2.3K Net DEX 28.0K -911 42.8K -911 29.3K Net VEX -261 -301 -157 -168 -267 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 10.00 10.00 10.00 10.00 10.00 Total Volume 1.409 0 20 0 0 Total OI 45.682 21 52 21 52
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 Vol Put Vol Call OI Put OI 2023-05-01 $30.41 $0.00 57.0% 16.4% 34.9% 0.0% 0.0% 15.3% -28.7% -14 -911 -168 0.00 148.97 0 0 10 11 2023-05-02 $29.47 $0.00 85.3% 24.5% 35.3% 0.0% 0.0% 16.3% -25.3% -105 5.6K -157 0.00 154.38 0 20 10 11 2023-05-03 $29.26 $0.00 78.4% 22.5% 34.3% 0.0% 0.0% 7.4% 3.5% -1.2K 32.7K -256 0.00 132.94 0 0 10 31 2023-05-04 $28.66 $30.00 84.0% 16.1% 33.8% 0.0% 0.0% -11.6% -7.8% -1.3K 37.8K -242 0.00 136.09 0 0 10 31 2023-05-05 $29.58 $30.00 63.4% 11.6% 36.3% 0.0% 0.0% -10.8% -9.0% -1.5K 34.8K -247 0.00 136.13 0 0 10 31 2023-05-08 $29.58 $30.00 57.5% 10.6% 36.4% 0.0% 0.0% -22.6% -5.8% -1.7K 34.5K -247 0.00 133.83 0 0 10 31 2023-05-09 $28.80 $30.00 65.3% 12.5% 35.2% 0.0% 0.0% 5.1% -2.3% -1.5K 38.9K -234 0.00 134.86 0 0 10 31 2023-05-10 $30.18 $30.00 36.7% 10.5% 40.0% 0.0% 0.0% -18.5% -11.0% -1.9K 28.6K -246 0.00 131.34 0 0 10 31 2023-05-11 $29.43 $30.00 39.0% 11.2% 40.5% 0.0% 0.0% -4.9% -12.5% -1.9K 33.9K -240 10.00 131.40 1 10 10 31 2023-05-12 $30.03 $30.00 38.9% 11.1% 38.9% 0.0% 0.0% 1.8% -10.2% -2.6K 41.0K -301 0.00 131.84 0 0 11 41 2023-05-15 $30.52 $30.00 49.0% 14.0% 39.4% 0.0% 0.0% 1.4% -9.7% -2.3K 39.2K -301 0.00 132.63 0 0 11 41 2023-05-16 $30.14 $30.00 39.4% 11.3% 39.4% 0.0% 0.0% -6.2% -8.8% -2.5K 42.8K -295 0.00 134.16 0 0 11 41 2023-05-17 $31.50 $30.00 43.1% 12.4% 40.1% 0.0% 0.0% 3.6% -14.2% -2.3K 29.2K -295 0.00 134.47 0 0 11 41 2023-05-18 $32.31 $30.00 44.9% 12.9% 41.2% 0.0% 0.0% -14.7% -15.3% -2.0K 20.6K -277 0.00 131.41 0 0 11 41 2023-05-19 $31.38 $30.00 53.4% 15.3% 42.3% 0.0% 0.0% 5.9% -7.0% -1.9K 26.6K -293 0.00 116.10 0 0 11 41 2023-05-22 $32.13 $30.00 48.0% 13.8% 43.2% 0.0% 0.0% -7.9% -23.1% -2.0K 19.3K -280 0.00 116.94 0 0 11 41 2023-05-23 $32.02 $30.00 49.4% 14.2% 39.7% 0.0% 0.0% -6.2% -26.7% -2.1K 20.3K -280 0.00 121.38 0 0 11 41 2023-05-24 $31.51 $30.00 52.7% 15.1% 39.8% 0.0% 0.0% 11.3% -14.8% -2.3K 26.3K -283 0.00 124.36 0 0 11 41 2023-05-25 $31.23 $30.00 50.5% 14.5% 39.4% 0.0% 0.0% 15.9% -16.2% -2.1K 25.4K -274 0.00 115.32 0 0 11 41 2023-05-26 $31.61 $30.00 49.9% 14.3% 39.6% 0.0% 0.0% 0.3% -15.7% -2.1K 26.6K -282 0.00 121.27 0 0 11 41 2023-05-30 $31.71 $30.00 74.4% 21.3% 38.6% 0.0% 0.0% -0.1% -35.7% -1.5K 23.3K -267 0.00 125.89 0 0 11 41 2023-05-31 $30.93 $30.00 58.7% 16.8% 37.9% 0.0% 0.0% 11.2% -25.6% -2.3K 29.3K -267 0.00 121.04 0 0 11 41
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