HBCP Options History — September 2023

Name: HBCP Options Analytics - September 2023
Creator: Options Analysis Suite

In September 2023, HBCP traded between $31.85 and $33.67. ATM implied volatility averaged 60.3%. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 40.3% (HV 20d: 19.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-09-11: Highest Volume — 10 contracts
2023-09-22: Largest IV spike — 53.3% change
2023-09-26: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.75	$31.85	$33.67	$33.67	$32.20
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	60.3%	46.1%	92.2%	57.6%	53.8%
Expected Move	14.5%	8.9%	21.8%	16.5%	15.4%
HV 20d	19.9%	16.6%	25.5%	25.5%	17.0%
HV 60d	24.0%	23.2%	24.7%	24.4%	23.2%
Term Structure	-13.8%	-34.1%	-2.0%	-16.0%	-23.8%
VWIV	99.3%	99.3%	99.3%	99.3%	99.3%
Skew 25d	0.3%	-36.6%	38.3%	-36.6%	8.9%
Skew 10d	8.9%	-23.0%	42.6%	-23.0%	42.6%
Call IV 25d	60.7%	34.4%	98.6%	88.9%	35.3%
Put IV 25d	61.0%	30.8%	104.4%	52.3%	44.3%
Bid-Ask Spread %	125.81	119.12	136.56	124.11	120.45
Gamma HHI	0.57	0.53	0.61	0.53	0.59
Net GEX	-1.3K	-2.0K	-807	-807	-1.8K
Net DEX	14.3K	3.4K	24.4K	3.4K	20.3K
Net VEX	-205	-220	-185	-205	-187
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.75	0	10	0	0
Total OI	57.05	48	63	48	63

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	Spread %	Call Vol	Put Vol	Call OI	Put OI
2023-09-01	$33.67	$0.00	57.6%	16.5%	25.5%	0.0%	0.0%	-36.6%	-16.0%	-807	3.4K	-205	124.11	0	0	12	36
2023-09-05	$33.14	$30.00	49.6%	8.9%	25.0%	0.0%	0.0%	-20.7%	-2.5%	-1.0K	9.8K	-212	120.00	0	0	12	36
2023-09-06	$32.69	$30.00	56.1%	9.0%	22.9%	0.0%	0.0%	-4.2%	-5.1%	-1.2K	12.7K	-209	119.89	0	0	12	36
2023-09-07	$32.78	$30.00	56.3%	9.4%	22.9%	0.0%	0.0%	7.1%	-2.0%	-884	7.9K	-205	119.19	0	0	12	36
2023-09-08	$33.30	$30.00	56.8%	9.0%	23.2%	0.0%	0.0%	-2.9%	-2.6%	-939	7.6K	-203	119.15	0	0	12	36
2023-09-11	$33.11	$30.00	70.6%	9.0%	21.8%	0.0%	0.0%	-21.1%	-2.7%	-1.1K	9.6K	-198	119.12	0	10	12	36
2023-09-12	$33.36	$30.00	92.2%	9.4%	21.5%	0.0%	0.0%	-11.7%	-2.4%	-988	8.0K	-198	121.04	0	0	12	46
2023-09-13	$32.89	$30.00	55.2%	15.8%	19.5%	0.0%	0.0%	12.3%	-34.1%	-1.1K	12.5K	-207	132.32	0	0	12	46
2023-09-14	$33.16	$30.00	54.8%	15.7%	19.8%	0.0%	0.0%	-10.0%	-25.8%	-1.1K	11.3K	-204	128.38	0	0	12	46
2023-09-15	$33.30	$30.00	53.7%	15.4%	19.7%	0.0%	0.0%	3.8%	-12.2%	-1.1K	12.6K	-214	130.86	0	0	12	46
2023-09-18	$33.03	$30.00	54.3%	15.6%	19.8%	0.0%	0.0%	3.8%	-8.1%	-1.3K	11.1K	-185	127.26	1	0	12	46
2023-09-19	$32.75	$30.00	60.3%	17.3%	18.7%	0.0%	99.3%	4.5%	-21.9%	-1.1K	15.8K	-217	132.75	0	4	13	46
2023-09-20	$32.64	$30.00	61.3%	17.6%	18.1%	0.0%	0.0%	38.3%	-21.9%	-1.2K	13.6K	-204	131.16	0	0	13	50
2023-09-21	$32.35	$30.00	46.1%	13.2%	17.6%	0.0%	0.0%	-7.0%	-10.3%	-1.6K	19.1K	-213	127.70	0	0	13	50
2023-09-22	$32.12	$30.00	70.7%	20.3%	17.3%	0.0%	0.0%	14.1%	-16.9%	-1.5K	22.6K	-216	128.21	0	0	13	50
2023-09-25	$32.20	$30.00	74.6%	21.4%	17.4%	0.0%	0.0%	6.9%	-15.5%	-1.3K	22.9K	-220	136.56	0	0	13	50
2023-09-26	$32.17	$30.00	76.2%	21.8%	17.1%	0.0%	0.0%	5.8%	-14.2%	-1.4K	23.0K	-214	128.46	0	0	13	50
2023-09-27	$32.25	$30.00	55.5%	15.9%	16.6%	0.0%	0.0%	12.4%	-14.7%	-1.7K	18.5K	-188	129.33	0	0	13	50
2023-09-28	$31.85	$30.00	49.5%	14.2%	17.0%	0.0%	0.0%	2.9%	-22.8%	-2.0K	24.4K	-193	120.29	0	0	13	50
2023-09-29	$32.20	$30.00	53.8%	15.4%	17.0%	0.0%	0.0%	8.9%	-23.8%	-1.8K	20.3K	-187	120.45	0	0	13	50