HBCP Options History — February 2024

In February 2024, HBCP traded between $35.59 and $39.20. ATM implied volatility averaged 52.9%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 5.9% (HV 20d: 47.0%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.54.

Notable Days

2024-02-27: Highest Volume — 13 contracts
2024-02-05: Largest IV spike — 60.4% change
2024-02-28: Highest IV Rank — 50.2%
2024-02-28: Largest Expected Move — 20.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.20	$35.59	$39.20	$39.20	$36.69
Max Pain	$35.00	$35.00	$35.00	$35.00	$35.00
ATM IV	52.9%	37.8%	70.8%	45.0%	68.2%
Expected Move	14.8%	11.8%	20.3%	12.6%	19.5%
HV 20d	47.0%	31.4%	54.6%	31.4%	51.7%
HV 60d	35.8%	30.6%	38.5%	30.6%	37.9%
IV Rank	30.7%	14.3%	50.2%	22.1%	47.3%
IV Percentile	61.4%	19.2%	90.7%	47.3%	88.1%
Term Structure	-16.4%	-30.8%	-4.6%	-10.5%	-28.2%
VWIV	61.5%	61.5%	61.5%	61.5%	61.5%
Skew 25d	-4.6%	-27.9%	10.2%	5.0%	5.6%
Skew 10d	-4.6%	-16.5%	2.9%	-3.1%	-0.6%
Call IV 25d	59.8%	46.2%	80.2%	50.8%	66.0%
Put IV 25d	55.2%	37.2%	74.9%	55.8%	71.6%
Bid-Ask Spread %	128.75	122.89	132.84	128.82	132.84
Gamma HHI	0.36	0.30	0.43	0.42	0.33
Net GEX	-2.0K	-2.9K	-1.3K	-1.5K	-1.7K
Net DEX	52.0K	31.0K	74.6K	31.0K	47.7K
Net VEX	-345	-410	-285	-368	-410
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.08	1.00	1.00	0.08
Total Volume	1.55	0	13	0	1
Total OI	60.1	49	77	49	77

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
2024-02-01	$39.20	$0.00	45.0%	12.6%	31.4%	22.1%	0.0%	5.0%	-10.5%	-1.5K	31.0K	-368	0.00	128.82	0	0	17	32
2024-02-02	$38.76	$0.00	37.8%	12.0%	31.6%	14.3%	0.0%	10.2%	-9.7%	-1.4K	35.5K	-361	1.00	123.89	1	1	17	32
2024-02-05	$36.52	$0.00	60.6%	15.1%	37.1%	39.1%	0.0%	-8.1%	-19.4%	-1.5K	49.2K	-319	0.00	124.02	0	0	18	33
2024-02-06	$36.41	$0.00	65.6%	13.5%	37.1%	44.5%	0.0%	-7.6%	-15.5%	-1.6K	50.1K	-313	0.00	126.36	0	1	18	33
2024-02-07	$35.59	$0.00	52.1%	15.0%	37.6%	29.9%	0.0%	-3.1%	-15.9%	-1.6K	61.3K	-285	0.00	126.46	0	0	18	34
2024-02-08	$37.27	$0.00	48.2%	13.8%	42.0%	25.6%	0.0%	6.5%	-8.0%	-1.5K	49.0K	-333	0.00	132.44	0	0	18	34
2024-02-09	$38.37	$0.00	44.7%	12.8%	43.6%	21.8%	0.0%	3.6%	-5.4%	-1.3K	34.1K	-355	0.00	127.76	0	0	18	34
2024-02-12	$38.72	$0.00	46.7%	13.4%	43.6%	24.0%	61.5%	4.1%	-8.1%	-1.5K	39.0K	-347	0.00	128.80	0	10	18	34
2024-02-13	$35.69	$35.00	41.3%	11.8%	49.3%	18.1%	0.0%	-9.3%	-12.3%	-2.3K	74.6K	-336	0.00	129.50	0	0	18	44
2024-02-14	$37.36	$35.00	44.1%	12.6%	52.2%	21.2%	0.0%	-7.6%	-4.6%	-2.5K	66.5K	-333	0.00	130.31	0	4	18	44
2024-02-15	$38.90	$35.00	56.0%	16.1%	54.4%	34.1%	0.0%	8.8%	-17.7%	-2.0K	35.3K	-369	0.00	130.70	0	0	18	48
2024-02-16	$38.09	$35.00	59.0%	16.9%	54.6%	37.3%	0.0%	-25.9%	-14.8%	-1.9K	37.8K	-392	0.00	131.17	0	0	18	48
2024-02-20	$37.43	$35.00	47.4%	13.6%	54.1%	24.8%	0.0%	-19.6%	-16.5%	-2.7K	57.1K	-352	0.00	129.66	0	0	16	48
2024-02-21	$37.05	$35.00	58.6%	16.8%	53.5%	37.0%	0.0%	2.4%	-11.6%	-2.4K	65.0K	-335	0.00	128.32	0	0	16	48
2024-02-22	$36.39	$35.00	61.2%	17.5%	53.6%	39.7%	0.0%	7.0%	-27.8%	-2.8K	67.7K	-331	0.00	130.23	0	0	16	48
2024-02-23	$36.63	$35.00	45.6%	13.1%	53.7%	22.8%	0.0%	-23.2%	-22.9%	-2.8K	54.4K	-337	0.00	127.34	0	0	16	48
2024-02-26	$36.47	$35.00	50.4%	14.5%	53.7%	28.1%	0.0%	-27.9%	-30.8%	-2.9K	54.3K	-333	0.00	122.89	0	0	16	48
2024-02-27	$36.44	$35.00	54.1%	15.5%	52.7%	32.0%	0.0%	-10.6%	-21.7%	-2.6K	68.7K	-312	0.08	132.54	12	1	16	48
2024-02-28	$35.98	$35.00	70.8%	20.3%	52.4%	50.2%	0.0%	-2.2%	-27.1%	-1.6K	60.9K	-378	0.00	131.00	0	0	28	49
2024-02-29	$36.69	$35.00	68.2%	19.5%	51.7%	47.3%	0.0%	5.6%	-28.2%	-1.7K	47.7K	-410	0.00	132.84	0	1	28	49