HBCP Options History — August 2023 In August 2023, HBCP traded between $32.16 and $36.22. ATM implied volatility averaged 50.1%. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 23.0% (HV 20d: 27.1%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-08-09 : Largest IV drop — 60.9% change2023-08-02 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $33.94 $32.16 $36.22 $35.69 $32.88 ATM IV 50.1% 33.6% 104.3% 70.7% 42.5% Expected Move 12.9% 9.6% 23.6% 20.3% 12.2% HV 20d 27.1% 23.7% 30.7% 27.3% 24.3% HV 60d 29.0% 26.1% 31.7% 31.7% 26.1% Term Structure -10.8% -32.2% -3.3% -9.9% -10.3% Skew 25d -11.6% -38.1% 6.5% -5.9% -15.8% Skew 10d -2.0% -42.1% 25.4% 2.8% -10.2% Call IV 25d 60.5% 38.1% 106.8% 98.8% 59.0% Put IV 25d 48.9% 30.6% 111.6% 92.9% 43.2% Bid-Ask Spread % 123.61 117.06 132.41 123.70 121.70 Gamma HHI 0.54 0.51 0.58 0.51 0.56 Net GEX -809 -1.3K -403 -403 -1.1K Net DEX 4.7K -10.2K 20.6K -10.2K 13.6K Net VEX -242 -267 -226 -227 -232 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 48 48 48 48 48
Daily Data (23 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 2023-08-01 $35.69 $0.00 70.7% 20.3% 27.3% 0.0% 0.0% -5.9% -9.9% -403 -10.2K -227 0.00 123.70 0 0 12 36 2023-08-02 $35.23 $0.00 82.2% 23.6% 27.9% 0.0% 0.0% 4.8% -32.2% -712 -2.1K -258 0.00 131.02 0 0 12 36 2023-08-03 $35.19 $0.00 56.4% 14.4% 26.8% 0.0% 0.0% 3.6% -13.0% -704 -1.5K -263 0.00 132.37 0 0 12 36 2023-08-04 $35.69 $0.00 65.1% 14.4% 26.4% 0.0% 0.0% -0.1% -11.8% -585 -4.5K -254 0.00 130.78 0 0 12 36 2023-08-07 $36.22 $0.00 87.9% 12.1% 26.5% 0.0% 0.0% -17.0% -11.9% -622 -8.5K -233 0.00 131.19 0 0 12 36 2023-08-08 $35.04 $0.00 104.3% 15.4% 29.5% 0.0% 0.0% -7.4% -14.4% -758 324 -252 0.00 132.41 0 0 12 36 2023-08-09 $34.83 $0.00 40.8% 11.7% 29.2% 0.0% 0.0% -5.9% -12.1% -522 -5.8K -233 0.00 119.16 0 0 12 36 2023-08-10 $34.21 $0.00 36.5% 10.5% 28.9% 0.0% 0.0% -12.1% -5.7% -526 -3.7K -235 0.00 120.53 0 0 12 36 2023-08-11 $34.90 $0.00 40.2% 11.5% 29.6% 0.0% 0.0% -8.2% -11.5% -504 -5.1K -228 0.00 121.26 0 0 12 36 2023-08-14 $34.38 $0.00 39.0% 11.2% 30.1% 0.0% 0.0% -24.3% -10.2% -590 -1.9K -239 0.00 119.84 0 0 12 36 2023-08-15 $33.39 $0.00 36.4% 10.4% 30.7% 0.0% 0.0% -16.3% -5.7% -812 5.5K -247 0.00 121.38 0 0 12 36 2023-08-16 $33.35 $0.00 34.7% 9.9% 28.1% 0.0% 0.0% -13.7% -6.9% -902 9.5K -248 0.00 123.41 0 0 12 36 2023-08-17 $33.09 $0.00 34.0% 9.8% 26.9% 0.0% 0.0% -9.0% -6.7% -987 15.0K -267 0.00 120.39 0 0 12 36 2023-08-18 $33.24 $0.00 40.9% 11.7% 26.9% 0.0% 0.0% -4.2% -3.3% -802 8.0K -253 0.00 122.94 0 0 12 36 2023-08-21 $32.59 $0.00 33.6% 9.6% 27.5% 0.0% 0.0% -9.3% -5.5% -900 11.7K -242 0.00 117.06 0 0 12 36 2023-08-22 $32.16 $0.00 52.2% 15.0% 27.7% 0.0% 0.0% 6.5% -13.7% -1.3K 20.6K -252 0.00 119.44 0 0 12 36 2023-08-23 $32.64 $0.00 34.8% 10.0% 26.3% 0.0% 0.0% -5.2% -3.6% -1.0K 11.8K -238 0.00 120.30 0 0 12 36 2023-08-24 $32.95 $0.00 42.8% 12.3% 26.5% 0.0% 0.0% -23.6% -9.0% -1.0K 11.8K -236 0.00 125.96 0 0 12 36 2023-08-25 $32.89 $0.00 38.0% 10.9% 24.4% 0.0% 0.0% -13.3% -9.2% -1.1K 13.8K -242 0.00 120.78 0 0 12 36 2023-08-28 $33.12 $0.00 39.6% 11.4% 23.7% 0.0% 0.0% -22.3% -12.4% -965 10.7K -227 0.00 121.18 0 0 12 36 2023-08-29 $33.48 $0.00 58.7% 16.8% 24.3% 0.0% 0.0% -38.1% -14.2% -938 9.9K -230 0.00 126.56 0 0 12 36 2023-08-30 $33.35 $0.00 40.9% 11.7% 24.0% 0.0% 0.0% -29.0% -14.0% -895 8.7K -226 0.00 119.68 0 0 12 36 2023-08-31 $32.88 $0.00 42.5% 12.2% 24.3% 0.0% 0.0% -15.8% -10.3% -1.1K 13.6K -232 0.00 121.70 0 0 12 36
« Jul 2023 | All History | Sep 2023 » Home HBCP History August 2023