HBCP Options History — March 2024 In March 2024, HBCP traded between $34.75 and $37.73. ATM implied volatility averaged 78.3%, placing in the 50.9% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 47.5% (HV 20d: 30.7%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-07 : Highest Volume — 10 contracts2024-03-04 : Largest IV spike — 63.5% change2024-03-11 : Highest IV Rank — 100.0%2024-03-27 : Largest Expected Move — 21.5%Monthly Statistics Metric Avg Min Max Open Close Price $35.74 $34.75 $37.73 $36.30 $37.73 Max Pain $39.75 $35.00 $40.00 $35.00 $40.00 ATM IV 78.3% 56.2% 141.4% 56.2% 62.9% Expected Move 17.2% 14.6% 21.5% 16.1% 18.0% HV 20d 30.7% 16.7% 50.5% 50.5% 22.9% HV 60d 36.4% 35.1% 37.9% 37.8% 36.5% IV Rank 50.9% 28.9% 100.0% 34.3% 32.8% IV Percentile 86.5% 70.0% 100.0% 70.0% 78.0% Term Structure -17.1% -29.7% 2.5% -29.7% -28.4% Skew 25d 0.1% -19.4% 19.0% -19.1% -9.2% Skew 10d 6.0% -49.2% 36.4% 0.8% -34.1% Call IV 25d 70.6% 44.9% 97.5% 80.9% 92.2% Put IV 25d 70.7% 54.1% 92.7% 61.8% 83.0% Bid-Ask Spread % 129.26 124.81 132.21 131.66 130.06 Gamma HHI 0.35 0.28 0.85 0.34 0.35 Net GEX -1.6K -15.3K 212 -1.8K 212 Net DEX 37.0K -7.5K 69.5K 52.2K -7.5K Net VEX -417 -494 -343 -403 -492 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 0.9 0 10 0 0 Total OI 82.95 78 88 78 86
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 2024-03-01 $36.30 $35.00 56.2% 16.1% 50.5% 34.3% 0.0% -19.1% -29.7% -1.8K 52.2K -403 0.00 131.66 0 0 28 50 2024-03-04 $35.88 $40.00 91.9% 15.1% 50.5% 73.0% 0.0% 14.9% 2.5% -1.6K 49.3K -394 0.00 127.70 0 0 28 50 2024-03-05 $35.67 $40.00 89.1% 15.4% 46.0% 70.0% 0.0% 0.9% -3.1% -1.6K 50.8K -388 0.00 128.37 0 0 28 50 2024-03-06 $35.26 $40.00 95.3% 15.2% 46.2% 76.8% 0.0% 19.0% -14.9% -1.7K 69.5K -343 0.00 128.80 0 0 28 50 2024-03-07 $35.82 $40.00 97.0% 14.6% 45.9% 78.6% 0.0% -1.0% -10.6% -1.7K 63.1K -352 0.00 127.00 10 0 28 50 2024-03-08 $35.55 $40.00 99.0% 14.9% 42.6% 80.8% 0.0% 3.2% -15.5% -1.3K 46.6K -438 0.00 130.41 0 0 38 50 2024-03-11 $35.08 $40.00 128.3% 16.4% 41.1% 100.0% 0.0% -8.1% -20.5% -1.3K 48.1K -425 0.00 127.27 0 0 38 50 2024-03-12 $35.35 $40.00 141.4% 16.2% 41.0% 100.0% 0.0% 6.3% -17.4% -1.4K 48.0K -423 0.00 128.53 0 0 38 50 2024-03-13 $35.16 $40.00 59.4% 17.0% 29.3% 29.8% 0.0% 4.9% -24.1% -1.4K 48.1K -425 0.00 128.05 0 0 38 50 2024-03-14 $34.77 $40.00 58.5% 16.8% 23.8% 29.0% 0.0% 16.3% -20.8% -1.9K 49.7K -406 0.00 127.61 0 0 38 50 2024-03-15 $35.19 $40.00 58.4% 16.7% 18.3% 28.9% 0.0% 15.4% -17.4% -15.3K 29.6K -421 0.00 132.21 0 0 38 50 2024-03-18 $34.91 $40.00 61.3% 17.6% 17.4% 31.4% 0.0% 2.7% -16.4% -433 37.9K -371 0.00 129.92 0 1 38 40 2024-03-19 $34.75 $40.00 61.9% 17.7% 16.7% 31.9% 0.0% 7.5% -17.4% -331 34.0K -406 0.00 129.61 0 0 38 41 2024-03-20 $35.35 $40.00 63.9% 18.3% 18.0% 33.6% 0.0% -8.2% -17.4% -320 33.6K -407 0.00 130.27 3 0 38 41 2024-03-21 $36.38 $40.00 63.3% 18.1% 20.2% 33.2% 0.0% -9.2% -16.5% -395 31.6K -404 0.00 129.93 0 0 40 41 2024-03-22 $36.04 $40.00 66.1% 19.0% 20.3% 35.6% 0.0% -1.5% -18.6% -193 24.7K -426 0.00 131.51 3 0 41 41 2024-03-25 $36.00 $40.00 70.0% 20.1% 20.2% 38.9% 0.0% -1.2% -18.9% 148 11.7K -471 0.00 131.55 0 0 44 41 2024-03-26 $36.08 $40.00 66.3% 19.0% 20.3% 35.7% 0.0% -12.0% -21.1% 31 18.5K -457 0.00 124.81 1 0 44 41 2024-03-27 $37.44 $40.00 74.9% 21.5% 23.7% 43.0% 0.0% -19.4% -15.3% 205 -78 -494 0.00 129.97 0 0 45 41 2024-03-28 $37.73 $40.00 62.9% 18.0% 22.9% 32.8% 0.0% -9.2% -28.4% 212 -7.5K -492 0.00 130.06 0 0 45 41
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