HBCP Options History — October 2023 In October 2023, HBCP traded between $31.59 and $34.33. ATM implied volatility averaged 46.1%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 27.2% (HV 20d: 18.8%). 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 2 of 22 days.
Notable Days 2023-10-18 : Highest Volume — 11 contracts2023-10-06 : Largest IV spike — 68.6% change2023-10-06 : Highest IV Rank — 76.9%2023-10-04 : Largest Expected Move — 17.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.96 $31.59 $34.33 $32.43 $34.12 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 46.1% 31.1% 96.9% 51.9% 34.4% Expected Move 12.0% 8.9% 17.8% 14.9% 9.9% HV 20d 18.8% 14.7% 24.4% 14.7% 22.1% HV 60d 22.1% 21.1% 23.5% 22.9% 21.8% IV Rank 15.8% 0.4% 76.9% 31.1% 4.2% IV Percentile 28.5% 0.8% 98.4% 67.5% 5.6% Term Structure -9.3% -30.8% 19.0% -19.4% -3.3% VWIV 148.4% 148.4% 148.4% 148.4% 148.4% Skew 25d -11.7% -39.7% 22.4% -0.4% -22.8% Skew 10d -11.6% -41.2% 26.1% 11.0% -40.3% Call IV 25d 50.6% 36.6% 73.4% 39.1% 57.0% Put IV 25d 38.9% 25.2% 66.9% 38.7% 34.3% Bid-Ask Spread % 120.85 117.30 131.69 121.53 121.69 Gamma HHI 0.63 0.54 0.74 0.58 0.68 Net GEX -1.3K -2.1K -538 -1.7K -538 Net DEX 13.3K 3.0K 27.0K 17.3K 3.0K Net VEX -119 -182 -60 -171 -60 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.045 0 11 0 0 Total OI 51.864 27 69 63 27
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 2023-10-02 $32.43 $30.00 51.9% 14.9% 14.7% 0.0% 0.0% -0.4% -19.4% -1.7K 17.3K -171 0.00 121.53 0 0 13 50 2023-10-03 $31.59 $30.00 57.6% 16.5% 16.3% 0.0% 0.0% 14.9% -30.8% -2.1K 27.0K -180 0.00 117.60 0 0 13 50 2023-10-04 $32.05 $30.00 62.1% 17.8% 16.8% 0.0% 148.4% 11.1% -30.5% -1.9K 20.6K -172 0.00 117.30 0 2 13 50 2023-10-05 $32.28 $30.00 57.5% 11.7% 17.0% 31.1% 0.0% -3.2% -9.7% -1.8K 17.5K -160 0.00 120.03 0 0 13 50 2023-10-06 $32.08 $30.00 96.9% 13.4% 15.9% 76.9% 0.0% -0.2% -13.7% -1.5K 23.4K -182 0.00 131.69 0 0 13 50 2023-10-09 $32.48 $30.00 65.0% 16.8% 16.6% 39.9% 0.0% 21.0% -16.2% -1.7K 16.7K -153 0.00 119.45 0 0 13 50 2023-10-10 $32.86 $30.00 52.5% 9.3% 17.0% 25.3% 0.0% 22.4% -0.1% -1.4K 12.6K -145 0.00 120.93 0 0 13 50 2023-10-11 $32.76 $30.00 31.4% 9.0% 16.2% 0.7% 0.0% -14.8% -1.5% -1.5K 13.3K -146 0.00 119.87 0 0 13 50 2023-10-12 $32.41 $30.00 42.1% 12.1% 16.3% 13.2% 0.0% -19.2% -18.0% -1.7K 18.4K -146 0.00 119.08 0 0 13 50 2023-10-13 $32.60 $30.00 31.1% 8.9% 16.4% 0.4% 0.0% -5.2% -1.6% -1.6K 16.4K -142 0.00 119.16 0 0 13 50 2023-10-16 $32.69 $30.00 31.9% 9.2% 16.2% 1.4% 0.0% -6.9% -1.0% -1.6K 13.2K -123 0.00 118.81 0 0 13 50 2023-10-17 $33.10 $30.00 33.9% 9.7% 16.6% 3.7% 0.0% -21.2% -4.7% -1.2K 7.4K -111 0.00 119.48 0 0 13 50 2023-10-18 $32.18 $30.00 41.1% 11.8% 19.4% 12.1% 0.0% -1.9% -15.5% -1.9K 19.5K -112 0.00 118.06 0 11 13 50 2023-10-19 $33.06 $30.00 33.3% 9.5% 21.5% 3.0% 0.0% -16.5% 11.4% -741 24.3K -84 0.00 118.69 0 10 13 56 2023-10-20 $33.48 $30.00 36.6% 10.5% 21.6% 6.8% 0.0% -31.9% 19.0% -686 6.4K -79 0.00 122.87 0 0 13 51 2023-10-23 $33.81 $30.00 48.1% 13.8% 21.8% 20.1% 0.0% -39.7% -11.0% -680 8.6K -82 0.00 124.09 0 0 2 25 2023-10-24 $33.72 $30.00 37.5% 10.7% 21.9% 7.8% 0.0% -36.1% -9.6% -659 5.8K -76 0.00 121.32 0 0 2 25 2023-10-25 $34.02 $30.00 38.0% 10.9% 22.0% 8.4% 0.0% -26.6% -10.0% -610 4.5K -70 0.00 124.08 0 0 2 25 2023-10-26 $33.83 $30.00 44.4% 12.7% 21.5% 15.9% 0.0% -26.8% -13.3% -701 7.9K -80 0.00 122.52 0 0 2 25 2023-10-27 $33.31 $30.00 36.5% 10.5% 22.2% 6.7% 0.0% -22.6% -9.8% -682 5.4K -71 0.00 118.38 0 0 2 25 2023-10-30 $34.33 $30.00 49.5% 14.2% 24.4% 21.9% 0.0% -30.5% -14.8% -563 3.6K -63 0.00 122.13 0 0 2 25 2023-10-31 $34.12 $30.00 34.4% 9.9% 22.1% 4.2% 0.0% -22.8% -3.3% -538 3.0K -60 0.00 121.69 0 0 2 25
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