HBCP Options History — January 2024 In January 2024, HBCP traded between $39.10 and $42.37. ATM implied volatility averaged 47.7%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 21.5% (HV 20d: 26.3%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-24 : Highest Volume — 1 contracts2024-01-10 : Largest IV drop — 58.9% change2024-01-09 : Highest IV Rank — 62.0%2024-01-03 : Largest Expected Move — 18.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.90 $39.10 $42.37 $42.00 $40.63 Max Pain $41.90 $30.00 $45.00 $30.00 $40.00 ATM IV 47.7% 32.6% 81.7% 58.0% 48.0% Expected Move 11.9% 8.2% 18.5% 16.6% 13.8% HV 20d 26.3% 22.4% 29.7% 27.2% 29.7% HV 60d 29.2% 28.3% 30.0% 28.3% 30.0% IV Rank 25.1% 8.8% 62.0% 36.3% 25.4% IV Percentile 43.9% 3.5% 93.7% 77.4% 50.5% Term Structure -7.8% -28.6% 10.7% -28.6% 1.4% VWIV 39.9% 39.9% 39.9% 39.9% 39.9% Skew 25d 12.7% -12.6% 50.1% 50.1% 5.6% Skew 10d 24.5% -16.9% 138.1% 138.1% -16.9% Call IV 25d 40.5% 23.9% 76.3% 56.0% 47.5% Put IV 25d 53.1% 26.1% 106.1% 106.1% 53.1% Bid-Ask Spread % 120.90 105.95 129.10 126.93 114.72 Gamma HHI 0.44 0.41 0.48 0.41 0.44 Net GEX -1.2K -1.4K -791 -1.1K -1.2K Net DEX 9.4K -1.7K 24.9K 5.3K 11.2K Net VEX -389 -433 -362 -421 -362 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 0.048 0 1 0 0 Total OI 63.81 48 73 73 49
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 2024-01-02 $42.00 $30.00 58.0% 16.6% 27.2% 36.3% 0.0% 50.1% -28.6% -1.1K 5.3K -421 0.00 126.93 0 0 18 55 2024-01-03 $41.16 $30.00 64.7% 18.5% 28.4% 43.5% 0.0% -12.6% -24.8% -1.1K 9.2K -433 0.00 129.10 0 0 18 55 2024-01-04 $40.97 $45.00 60.9% 11.2% 28.3% 39.4% 0.0% 16.0% -12.2% -1.2K 3.1K -398 0.00 121.33 0 0 18 55 2024-01-05 $41.30 $45.00 65.7% 12.5% 28.3% 44.6% 0.0% 2.7% -9.8% -810 5.1K -424 0.00 124.64 0 0 18 55 2024-01-08 $41.00 $45.00 70.3% 8.2% 28.1% 49.6% 0.0% -1.9% -5.9% -1.2K 7.4K -406 0.00 120.83 0 0 18 55 2024-01-09 $40.65 $45.00 81.7% 10.6% 27.0% 62.0% 0.0% 10.7% -8.4% -1.2K 14.1K -414 0.00 122.62 0 0 18 55 2024-01-10 $40.64 $45.00 33.6% 9.6% 26.6% 9.8% 0.0% 5.3% -12.1% -1.4K 7.5K -398 0.00 122.51 0 0 18 55 2024-01-11 $40.69 $45.00 38.5% 11.0% 26.6% 15.1% 0.0% 9.4% -14.3% -1.3K 8.9K -403 0.00 119.60 0 0 18 55 2024-01-12 $41.08 $45.00 33.4% 9.6% 22.4% 9.5% 0.0% 3.4% -10.4% -1.3K 5.0K -391 0.00 123.07 0 0 18 55 2024-01-16 $39.10 $45.00 43.5% 12.5% 28.5% 20.5% 0.0% 12.5% -12.4% -1.4K 14.1K -379 0.00 124.55 0 0 18 55 2024-01-17 $39.51 $45.00 44.7% 12.8% 23.3% 21.8% 0.0% 4.4% -11.3% -1.3K 24.9K -379 0.00 124.88 0 0 18 55 2024-01-18 $39.35 $45.00 48.1% 13.8% 23.2% 25.6% 0.0% -3.6% -6.7% -1.4K 23.4K -376 0.00 125.47 0 0 18 55 2024-01-19 $39.87 $45.00 41.8% 12.0% 23.6% 18.6% 0.0% -8.8% -3.1% -1.4K 17.1K -385 0.00 126.22 0 0 18 55 2024-01-22 $40.73 $45.00 42.3% 12.1% 25.1% 19.2% 0.0% 17.8% -9.6% -1.4K 15.5K -370 0.00 105.95 0 0 16 32 2024-01-23 $41.50 $40.00 32.6% 9.4% 26.1% 8.8% 0.0% 36.0% 3.3% -887 636 -373 0.00 116.69 0 0 17 32 2024-01-24 $41.57 $40.00 39.0% 11.2% 26.1% 15.6% 39.9% 35.7% -0.4% -1.2K 5.0K -370 0.00 112.31 1 0 17 32 2024-01-25 $41.56 $40.00 33.7% 9.7% 25.0% 9.9% 0.0% 38.8% 4.5% -1.2K 7.9K -379 0.00 116.20 0 0 17 32 2024-01-26 $41.11 $40.00 36.4% 10.4% 25.2% 12.8% 0.0% 13.4% 10.7% -1.0K 10.6K -378 0.00 117.35 0 0 17 32 2024-01-29 $42.03 $40.00 44.0% 12.6% 26.6% 21.0% 0.0% 29.8% -8.9% -934 2.7K -367 0.00 124.37 0 0 17 32 2024-01-30 $42.37 $40.00 41.8% 12.0% 25.9% 18.7% 0.0% 1.0% -4.6% -791 -1.7K -365 0.00 119.65 0 0 17 32 2024-01-31 $40.63 $40.00 48.0% 13.8% 29.7% 25.4% 0.0% 5.6% 1.4% -1.2K 11.2K -362 0.00 114.72 0 0 17 32
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