HBCP Options History — July 2023 In July 2023, HBCP traded between $32.52 and $36.61. ATM implied volatility averaged 51.0%. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 26.4% (HV 20d: 24.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.47.
Notable Days 2023-07-17 : Highest Volume — 48 contracts2023-07-07 : Largest IV spike — 85.2% change2023-07-31 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $34.60 $32.52 $36.61 $33.08 $35.75 Max Pain $33.85 $30.00 $35.00 $30.00 $35.00 ATM IV 51.0% 38.0% 83.2% 38.0% 57.8% Expected Move 13.3% 10.9% 16.6% 10.9% 16.6% HV 20d 24.6% 20.4% 30.4% 30.4% 27.4% HV 60d 33.3% 31.6% 34.7% 34.6% 32.1% Term Structure -10.9% -22.8% -2.5% -6.1% -21.7% VWIV 44.6% 37.0% 53.2% 37.0% 53.2% Skew 25d -3.6% -26.3% 29.1% -12.3% -12.0% Skew 10d 1.0% -36.2% 32.3% -1.6% 6.6% Call IV 25d 54.4% 31.9% 88.0% 46.7% 88.0% Put IV 25d 50.8% 34.4% 76.0% 34.4% 76.0% Bid-Ask Spread % 122.01 109.45 130.75 114.41 122.63 Gamma HHI 0.62 0.51 0.69 0.64 0.55 Net GEX -741 -2.5K 4.2K -1.7K -645 Net DEX -1.2K -80.1K 31.6K 11.9K -8.7K Net VEX -288 -350 -231 -269 -231 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.47 0.00 1.20 0.60 0.00 Total Volume 5.35 0 48 0 2 Total OI 95.6 50 228 53 50
Daily Data (20 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 2023-07-03 $33.08 $30.00 38.0% 10.9% 30.4% 0.0% 0.0% -12.3% -6.1% -1.7K 11.9K -269 0.00 114.41 0 0 11 42 2023-07-05 $33.14 $30.00 40.5% 11.6% 30.4% 0.0% 37.0% -26.3% -10.6% -1.7K 10.8K -265 0.00 114.29 0 5 11 42 2023-07-06 $32.52 $0.00 40.1% 11.5% 27.0% 0.0% 0.0% 7.2% -2.5% -2.4K 20.9K -286 0.00 109.45 0 14 11 47 2023-07-07 $33.15 $0.00 74.2% 13.6% 20.4% 0.0% 0.0% 21.0% -12.2% -2.5K 30.8K -350 0.00 129.49 0 0 11 59 2023-07-10 $33.63 $0.00 78.3% 14.0% 21.3% 0.0% 0.0% 29.1% -11.7% -2.3K 20.7K -326 0.00 127.84 0 0 11 59 2023-07-11 $33.53 $0.00 83.2% 14.3% 20.5% 0.0% 0.0% 5.2% -13.2% -2.5K 31.6K -343 0.00 129.43 0 0 11 59 2023-07-12 $34.05 $0.00 50.3% 14.4% 21.4% 0.0% 0.0% 2.1% -18.8% -2.3K 16.7K -306 0.00 129.66 0 0 11 59 2023-07-13 $34.78 $0.00 43.2% 12.4% 22.7% 0.0% 0.0% -13.7% -10.3% -1.7K 5.3K -281 0.00 116.61 0 0 11 59 2023-07-14 $34.44 $0.00 49.9% 14.3% 23.0% 0.0% 0.0% -20.4% -7.4% -2.1K 15.1K -312 0.00 114.95 0 0 11 59 2023-07-17 $34.58 $30.00 43.0% 12.3% 22.8% 0.0% 41.1% -16.4% -4.5% -1.1K -2.5K -261 0.60 116.40 30 18 12 159 2023-07-18 $35.30 $35.00 44.3% 12.7% 22.8% 0.0% 47.3% -12.7% -10.5% 4.2K -48.6K -326 1.20 118.06 5 6 45 183 2023-07-19 $36.38 $35.00 51.1% 14.6% 23.6% 0.0% 0.0% -11.0% -12.3% 4.0K -80.1K -284 0.07 121.25 14 1 42 179 2023-07-20 $35.42 $35.00 43.4% 12.4% 25.8% 0.0% 0.0% 11.6% -2.6% 2.5K -31.3K -288 0.00 116.38 10 0 29 178 2023-07-21 $35.02 $35.00 45.7% 13.1% 25.1% 0.0% 0.0% 8.6% -3.9% -359 1.6K -300 0.00 120.52 0 2 19 178 2023-07-24 $34.73 $35.00 56.8% 16.3% 25.3% 0.0% 0.0% 20.1% -7.9% -893 4.0K -300 0.00 120.47 0 0 13 38 2023-07-25 $34.61 $35.00 44.3% 12.7% 24.6% 0.0% 0.0% 5.2% -8.9% -893 978 -275 0.00 130.75 0 0 13 38 2023-07-26 $35.55 $35.00 46.0% 13.2% 25.6% 0.0% 0.0% -17.1% -14.7% -869 -6.2K -263 0.00 128.32 0 0 13 38 2023-07-27 $35.73 $35.00 44.2% 12.7% 25.6% 0.0% 0.0% -15.4% -16.2% -835 -5.5K -264 0.00 129.79 0 0 13 38 2023-07-28 $36.61 $35.00 45.6% 13.1% 26.6% 0.0% 0.0% -25.1% -22.8% -661 -10.7K -231 0.00 129.42 0 0 12 38 2023-07-31 $35.75 $35.00 57.8% 16.6% 27.4% 0.0% 53.2% -12.0% -21.7% -645 -8.7K -231 0.00 122.63 0 2 12 38
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