HBCP Options History — May 2024 In May 2024, HBCP traded between $36.27 and $37.99. ATM implied volatility averaged 52.6%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 20.3% (HV 20d: 32.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-03 : Highest Volume — 4 contracts2024-05-15 : Largest IV drop — 70.4% change2024-05-14 : Highest IV Rank — 70.7%2024-05-03 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $37.18 $36.27 $37.99 $36.48 $36.35 ATM IV 52.6% 31.8% 107.2% 53.0% 46.5% Expected Move 11.9% 9.0% 15.9% 15.2% 13.3% HV 20d 32.3% 21.1% 39.2% 38.5% 21.1% HV 60d 30.1% 27.3% 36.6% 36.4% 28.1% IV Rank 24.0% 6.2% 70.7% 24.3% 18.8% IV Percentile 48.8% 2.0% 98.4% 59.1% 45.6% Term Structure -9.9% -28.3% -0.6% -25.7% -19.2% Skew 25d -4.1% -8.2% -0.7% -3.8% -2.5% Skew 10d -8.2% -20.3% 6.1% -20.3% -17.7% Call IV 25d 39.6% 30.8% 50.6% 46.3% 40.3% Put IV 25d 35.5% 29.6% 49.2% 42.6% 37.8% Bid-Ask Spread % 124.07 120.52 129.55 129.26 129.06 Gamma HHI 0.37 0.31 0.45 0.31 0.45 Net GEX 2.9K 2.0K 3.6K 2.0K 3.3K Net DEX -82.6K -95.5K -63.2K -63.2K -77.7K Net VEX -509 -543 -447 -459 -484 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 0.727 0 4 1 0 Total OI 69.364 59 75 59 75
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 2024-05-01 $36.48 $0.00 53.0% 15.2% 38.5% 24.3% 0.0% -3.8% -25.7% 2.0K -63.2K -459 0.00 129.26 1 0 49 10 2024-05-02 $37.11 $0.00 53.2% 15.3% 39.0% 24.5% 0.0% -1.4% -25.7% 2.1K -67.3K -453 0.00 122.51 0 0 50 10 2024-05-03 $36.98 $0.00 55.5% 15.9% 39.0% 26.4% 0.0% -5.1% -28.3% 2.2K -66.7K -447 0.00 123.75 4 0 50 10 2024-05-06 $37.60 $0.00 50.5% 9.5% 39.2% 22.2% 0.0% -4.4% -0.7% 2.6K -80.2K -496 0.00 122.16 4 0 54 10 2024-05-07 $37.30 $0.00 62.3% 10.1% 39.1% 32.3% 0.0% -3.5% -5.3% 3.2K -83.8K -499 0.00 121.97 0 0 58 10 2024-05-08 $37.97 $0.00 53.9% 10.3% 37.3% 25.1% 0.0% -0.9% -4.1% 3.1K -86.6K -530 0.00 121.53 1 0 58 10 2024-05-09 $37.78 $0.00 52.0% 9.0% 37.3% 23.5% 0.0% -5.0% -3.9% 2.8K -90.7K -534 0.00 121.42 1 0 58 10 2024-05-10 $37.82 $0.00 74.7% 9.6% 36.1% 42.9% 0.0% -5.4% -4.5% 2.8K -86.0K -516 0.00 121.38 0 0 59 10 2024-05-13 $37.30 $0.00 91.1% 11.4% 35.3% 57.0% 0.0% -6.2% -11.8% 2.8K -86.6K -524 0.00 121.89 1 0 59 10 2024-05-14 $37.33 $0.00 107.2% 10.8% 35.3% 70.7% 0.0% -8.2% -7.1% 2.7K -84.4K -513 0.00 120.52 0 0 60 10 2024-05-15 $37.65 $0.00 31.8% 9.1% 35.3% 6.2% 0.0% -5.1% -5.2% 2.9K -85.4K -515 0.00 121.07 1 0 60 10 2024-05-16 $37.34 $0.00 44.3% 12.7% 34.1% 16.9% 0.0% -2.7% -7.7% 3.2K -88.2K -511 0.00 128.04 0 0 61 10 2024-05-17 $37.99 $0.00 36.1% 10.4% 27.3% 9.9% 0.0% -2.1% -5.1% 3.1K -90.8K -527 0.00 121.90 0 0 61 10 2024-05-20 $37.41 $0.00 41.0% 11.8% 27.2% 14.1% 0.0% -8.0% -0.6% 3.6K -95.5K -543 0.00 121.47 0 0 62 10 2024-05-21 $37.62 $0.00 42.4% 12.2% 26.8% 15.3% 0.0% -1.4% -14.3% 3.3K -80.7K -494 0.00 129.55 0 0 62 10 2024-05-22 $37.33 $0.00 46.0% 13.2% 26.8% 18.4% 0.0% -5.4% -5.3% 3.2K -93.5K -538 0.00 127.39 1 0 62 10 2024-05-23 $36.27 $0.00 42.6% 12.2% 28.1% 15.4% 0.0% -4.6% -2.7% 3.3K -83.5K -541 0.00 121.84 0 0 63 10 2024-05-24 $36.95 $0.00 39.5% 11.3% 28.7% 12.8% 0.0% -6.6% -10.4% 3.0K -84.6K -510 0.00 123.28 1 0 63 10 2024-05-28 $36.27 $0.00 45.0% 12.9% 29.4% 17.5% 0.0% -0.7% -13.6% 3.3K -81.3K -527 0.00 123.47 0 0 64 10 2024-05-29 $36.45 $0.00 44.2% 12.7% 27.6% 16.8% 0.0% -3.4% -5.2% 2.9K -83.2K -533 0.00 127.30 0 0 64 10 2024-05-30 $36.73 $0.00 44.0% 12.6% 21.7% 16.6% 0.0% -3.1% -12.2% 2.8K -77.6K -494 0.00 128.70 1 0 64 10 2024-05-31 $36.35 $0.00 46.5% 13.3% 21.1% 18.8% 0.0% -2.5% -19.2% 3.3K -77.7K -484 0.00 129.06 0 0 65 10
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