HBCP Options History — April 2024

In April 2024, HBCP traded between $33.47 and $37.49. ATM implied volatility averaged 54.6%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 27.1% (HV 20d: 27.5%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.14.

Notable Days

2024-04-18: Highest Volume — 10 contracts
2024-04-09: Largest IV spike — 60.1% change
2024-04-09: Highest IV Rank — 62.4%
2024-04-01: Largest Expected Move — 22.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.72	$33.47	$37.49	$37.29	$34.75
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	54.6%	39.0%	97.5%	79.4%	48.2%
Expected Move	14.3%	11.2%	22.8%	22.8%	13.8%
HV 20d	27.5%	21.2%	35.0%	22.9%	33.8%
HV 60d	36.7%	35.6%	38.3%	36.3%	37.0%
IV Rank	25.7%	12.4%	62.4%	47.0%	20.2%
IV Percentile	55.6%	21.4%	97.6%	91.9%	47.6%
Term Structure	-13.9%	-41.6%	4.3%	-20.3%	-8.7%
Skew 25d	11.2%	-17.8%	132.2%	-17.8%	18.1%
Skew 10d	2.1%	-55.6%	155.3%	-55.6%	18.3%
Call IV 25d	49.9%	31.2%	145.1%	102.4%	44.9%
Put IV 25d	61.1%	35.9%	277.3%	84.6%	63.1%
Bid-Ask Spread %	126.03	119.09	132.91	129.12	119.09
Gamma HHI	0.33	0.28	0.51	0.39	0.32
Net GEX	791	-98	1.9K	324	1.8K
Net DEX	-7.3K	-54.8K	53.5K	-6.8K	-52.2K
Net VEX	-416	-482	-320	-479	-422
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.14	0.00	1.00	0.00	0.00
Total Volume	1	0	10	0	1
Total OI	79.045	57	95	87	58

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
2024-04-01	$37.29	$40.00	79.4%	22.8%	22.9%	47.0%	0.0%	-17.8%	-20.3%	324	-6.8K	-479	0.00	129.12	0	0	46	41
2024-04-02	$37.10	$40.00	78.6%	22.5%	22.6%	46.2%	0.0%	132.2%	-41.6%	1.2K	39.6K	-357	0.00	132.91	0	0	46	41
2024-04-03	$37.14	$40.00	58.0%	16.6%	22.4%	28.6%	0.0%	-9.4%	-20.6%	-91	8.5K	-442	0.00	127.45	1	0	46	41
2024-04-04	$37.16	$0.00	54.4%	11.8%	21.8%	25.6%	0.0%	7.8%	-7.4%	-57	7.4K	-460	0.00	122.22	1	0	47	41
2024-04-05	$37.05	$0.00	69.2%	12.0%	21.3%	38.2%	0.0%	5.5%	-7.2%	116	5.5K	-458	0.00	119.70	0	0	48	41
2024-04-08	$37.49	$0.00	60.9%	11.9%	21.3%	31.1%	0.0%	8.7%	-6.4%	107	-788	-464	0.00	123.40	1	0	48	41
2024-04-09	$37.06	$0.00	97.5%	15.0%	21.2%	62.4%	0.0%	1.7%	-7.2%	432	-6.4K	-482	0.00	130.30	0	0	49	41
2024-04-10	$35.80	$0.00	44.5%	12.8%	24.9%	17.1%	0.0%	11.2%	-12.6%	44	27.1K	-408	0.00	123.12	0	0	50	41
2024-04-11	$35.59	$0.00	45.0%	12.9%	24.9%	17.5%	0.0%	12.6%	-13.0%	-42	32.4K	-402	0.00	122.75	0	0	50	41
2024-04-12	$34.81	$0.00	56.5%	16.2%	25.9%	27.4%	0.0%	8.6%	-23.6%	295	19.4K	-418	0.00	131.04	0	3	50	40
2024-04-15	$34.02	$0.00	56.6%	16.2%	26.7%	27.4%	0.0%	6.0%	-20.0%	355	53.5K	-326	1.00	132.37	1	1	50	43
2024-04-16	$34.19	$0.00	41.5%	11.9%	26.7%	14.5%	0.0%	4.9%	-6.7%	-67	47.6K	-337	0.00	127.15	0	0	51	44
2024-04-17	$34.27	$0.00	43.6%	12.5%	26.7%	16.3%	0.0%	9.6%	-3.8%	-98	44.7K	-351	0.00	127.69	0	1	51	44
2024-04-18	$33.47	$0.00	39.0%	11.2%	27.0%	12.4%	0.0%	-5.2%	4.3%	594	-6.8K	-320	0.00	120.84	10	0	51	25
2024-04-19	$35.61	$0.00	46.9%	13.5%	33.8%	19.2%	0.0%	10.6%	-13.6%	1.7K	-54.8K	-431	0.00	127.90	0	1	61	25
2024-04-22	$35.02	$0.00	47.4%	13.6%	34.2%	19.6%	0.0%	12.8%	-15.9%	1.8K	-51.4K	-428	0.00	125.26	1	0	47	10
2024-04-23	$35.55	$0.00	43.6%	12.5%	34.7%	16.3%	0.0%	1.8%	-16.8%	1.8K	-53.6K	-438	0.00	123.50	0	0	48	10
2024-04-24	$36.05	$0.00	47.7%	13.7%	35.0%	19.8%	0.0%	12.1%	-13.3%	1.9K	-53.7K	-433	0.00	127.45	0	0	48	10
2024-04-25	$35.43	$0.00	46.1%	13.2%	32.6%	18.4%	0.0%	6.9%	-13.4%	1.7K	-51.5K	-434	0.00	126.12	0	0	48	10
2024-04-26	$35.30	$0.00	47.1%	13.5%	32.4%	19.3%	0.0%	7.9%	-13.6%	1.8K	-53.4K	-434	0.00	126.24	0	0	48	10
2024-04-29	$35.69	$0.00	49.7%	14.3%	32.6%	21.5%	0.0%	-1.2%	-24.9%	1.8K	-54.7K	-431	0.00	126.95	0	0	48	10
2024-04-30	$34.75	$0.00	48.2%	13.8%	33.8%	20.2%	0.0%	18.1%	-8.7%	1.8K	-52.2K	-422	0.00	119.09	1	0	48	10