HBCP Options History — June 2023 In June 2023, HBCP traded between $31.36 and $35.49. ATM implied volatility averaged 54.5%. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 19.8% (HV 20d: 34.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2023-06-13 : Highest Volume — 10 contracts2023-06-14 : Largest IV drop — 65.0% change2023-06-01 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.79 $31.36 $35.49 $31.36 $33.21 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 54.5% 36.7% 116.7% 57.7% 37.2% Expected Move 12.4% 9.2% 16.6% 16.6% 10.7% HV 20d 34.8% 31.0% 39.7% 38.0% 31.7% HV 60d 36.3% 34.8% 38.3% 38.3% 34.8% Term Structure -7.8% -36.9% 2.2% -36.9% -6.1% Skew 25d -2.0% -18.0% 16.8% -6.5% -12.7% Skew 10d 1.1% -24.8% 20.3% 5.2% -1.2% Call IV 25d 41.2% 27.6% 55.4% 46.7% 45.3% Put IV 25d 39.3% 31.5% 64.4% 40.3% 32.6% Bid-Ask Spread % 115.86 109.34 129.28 120.15 117.95 Gamma HHI 0.62 0.53 0.70 0.70 0.64 Net GEX -1.3K -2.2K -485 -2.2K -1.6K Net DEX 6.5K -9.8K 28.8K 28.8K 11.4K Net VEX -254 -292 -196 -267 -275 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.524 0 10 0 0 Total OI 53.905 52 63 52 53
Daily Data (21 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 2023-06-01 $31.36 $30.00 57.7% 16.6% 38.0% 0.0% 0.0% -6.5% -36.9% -2.2K 28.8K -267 0.00 120.15 0 0 11 41 2023-06-02 $32.22 $30.00 55.2% 15.8% 37.7% 0.0% 0.0% -12.7% -33.7% -2.1K 17.9K -250 0.00 116.75 0 0 11 41 2023-06-05 $32.34 $30.00 62.9% 12.3% 36.5% 0.0% 0.0% 6.6% -3.8% -2.1K 16.3K -246 0.00 111.94 0 0 11 41 2023-06-06 $33.73 $30.00 52.3% 9.2% 38.8% 0.0% 0.0% -5.5% 0.6% -1.2K -1.8K -211 0.00 114.18 0 0 11 41 2023-06-07 $35.49 $30.00 62.9% 13.3% 39.7% 0.0% 0.0% 11.4% -9.9% -659 -6.8K -210 0.00 112.21 0 0 11 41 2023-06-08 $35.38 $30.00 64.1% 11.8% 37.5% 0.0% 0.0% 8.2% -7.4% -485 -9.8K -196 0.00 109.34 0 0 11 41 2023-06-09 $34.73 $30.00 87.0% 11.6% 36.8% 0.0% 0.0% -15.2% -2.5% -1.1K -1.7K -214 0.00 113.47 0 0 11 41 2023-06-12 $34.73 $30.00 77.1% 12.2% 36.7% 0.0% 0.0% -12.2% -3.8% -918 -4.7K -204 0.00 113.26 0 0 11 41 2023-06-13 $34.84 $30.00 116.7% 11.7% 36.5% 0.0% 0.0% -6.2% -1.0% -1.1K -2.1K -209 0.00 115.99 0 10 11 41 2023-06-14 $34.73 $30.00 40.8% 11.7% 36.0% 0.0% 0.0% 8.8% -4.4% -1.3K 3.1K -275 0.00 116.84 0 0 11 51 2023-06-15 $35.00 $30.00 52.0% 14.9% 33.3% 0.0% 0.0% -18.0% -10.9% -1.8K 11.4K -292 0.00 121.31 0 1 11 51 2023-06-16 $34.30 $30.00 42.1% 12.1% 33.6% 0.0% 0.0% -15.9% 2.2% -998 3.4K -281 0.00 110.96 0 0 11 52 2023-06-20 $33.64 $30.00 43.8% 12.5% 32.5% 0.0% 0.0% 2.2% -4.2% -1.3K 8.1K -286 0.00 112.30 0 0 11 42 2023-06-21 $33.48 $30.00 36.7% 10.5% 31.7% 0.0% 0.0% 5.6% -6.8% -1.2K 7.2K -280 0.00 116.11 0 0 11 42 2023-06-22 $32.86 $30.00 50.2% 14.4% 32.5% 0.0% 0.0% 16.8% -14.7% -1.5K 14.1K -289 0.00 129.28 0 0 11 42 2023-06-23 $33.20 $30.00 42.6% 12.2% 32.0% 0.0% 0.0% 5.8% -5.0% -1.7K 19.5K -291 0.00 127.38 0 0 11 42 2023-06-26 $33.83 $30.00 43.8% 12.6% 32.2% 0.0% 0.0% 6.1% -4.6% -936 2.1K -263 0.00 111.59 0 0 11 42 2023-06-27 $33.39 $30.00 37.4% 10.7% 32.6% 0.0% 0.0% -4.6% -2.4% -1.3K 7.5K -271 0.00 114.39 0 0 11 42 2023-06-28 $33.44 $30.00 37.9% 10.9% 32.6% 0.0% 0.0% -4.2% -4.2% -1.2K 6.5K -268 0.00 113.63 0 0 11 42 2023-06-29 $33.78 $30.00 44.5% 12.8% 31.0% 0.0% 0.0% 1.0% -4.0% -1.1K 5.3K -264 0.00 113.99 0 0 11 42 2023-06-30 $33.21 $30.00 37.2% 10.7% 31.7% 0.0% 0.0% -12.7% -6.1% -1.6K 11.4K -275 0.00 117.95 0 0 11 42
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