HBCP Options History — June 2024 In June 2024, HBCP traded between $35.87 and $39.07. ATM implied volatility averaged 50.0%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 30.4% (HV 20d: 19.6%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-10 : Highest Volume — 11 contracts2024-06-26 : Largest IV spike — 61.2% change2024-06-07 : Highest IV Rank — 34.4%2024-06-28 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $37.14 $35.87 $39.07 $36.18 $39.07 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 50.0% 30.3% 64.8% 54.6% 64.2% Expected Move 13.5% 8.7% 18.4% 15.7% 18.4% HV 20d 19.6% 16.6% 21.4% 21.1% 18.1% HV 60d 27.6% 26.8% 28.2% 28.0% 27.2% IV Rank 21.8% 4.9% 34.4% 25.7% 33.9% IV Percentile 51.2% 0.8% 82.5% 63.5% 82.5% Term Structure -9.6% -29.7% 16.5% -23.3% -29.7% VWIV 46.9% 46.9% 46.9% 46.9% 46.9% Skew 25d 5.6% -29.2% 23.0% -4.0% 0.3% Skew 10d -4.6% -39.5% 20.0% -19.9% 20.0% Call IV 25d 41.3% 27.6% 68.3% 51.5% 66.8% Put IV 25d 46.9% 27.9% 67.2% 47.4% 67.2% Bid-Ask Spread % 126.16 120.35 131.86 128.24 128.27 Gamma HHI 0.52 0.40 0.61 0.42 0.51 Net GEX 4.4K 2.6K 6.3K 2.6K 6.3K Net DEX -113.6K -154.0K -74.3K -74.3K -154.0K Net VEX -616 -680 -483 -483 -665 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 1.474 0 11 2 0 Total OI 92.263 75 100 75 100
Daily Data (19 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 2024-06-03 $36.18 $0.00 54.6% 15.7% 21.1% 25.7% 0.0% -4.0% -23.3% 2.6K -74.3K -483 0.00 128.24 2 0 65 10 2024-06-04 $35.87 $0.00 58.0% 16.6% 20.2% 28.6% 0.0% 6.0% -21.0% 2.9K -74.9K -509 0.00 130.78 2 0 67 10 2024-06-05 $36.07 $0.00 57.7% 16.5% 20.2% 28.4% 0.0% 2.4% -27.2% 3.6K -82.4K -520 0.00 131.86 1 0 69 10 2024-06-06 $36.22 $40.00 55.3% 13.3% 19.0% 26.3% 0.0% 3.1% -3.1% 3.6K -86.2K -543 0.00 129.16 5 0 70 10 2024-06-07 $36.35 $40.00 64.8% 13.9% 19.1% 34.4% 0.0% 11.5% -11.3% 4.1K -94.5K -584 0.00 127.23 1 0 75 10 2024-06-10 $36.61 $40.00 52.2% 12.8% 19.4% 23.7% 0.0% 7.4% -3.3% 3.6K -93.0K -578 0.00 121.29 11 0 76 10 2024-06-11 $36.74 $40.00 60.2% 10.8% 18.9% 30.5% 0.0% -4.9% -10.6% 4.3K -115.2K -656 0.00 120.35 0 0 85 10 2024-06-12 $37.52 $40.00 31.7% 9.1% 20.4% 6.1% 0.0% 3.1% 7.5% 4.7K -129.6K -660 0.00 122.48 1 0 85 10 2024-06-13 $36.75 $40.00 39.8% 11.4% 21.4% 13.0% 0.0% 5.1% -1.0% 4.2K -108.4K -647 0.00 125.36 1 0 86 10 2024-06-14 $36.61 $40.00 47.3% 13.5% 21.3% 19.4% 0.0% 14.0% -7.2% 4.3K -104.9K -632 0.00 123.65 1 0 87 10 2024-06-17 $36.88 $40.00 51.1% 14.7% 20.5% 22.7% 0.0% 23.0% -17.6% 4.6K -121.6K -666 0.00 125.69 0 0 88 10 2024-06-18 $37.50 $40.00 48.1% 13.8% 20.7% 20.1% 0.0% 14.1% -19.6% 4.6K -133.7K -680 0.00 125.08 0 0 88 10 2024-06-20 $37.29 $40.00 51.7% 14.8% 20.7% 23.2% 0.0% 19.8% -13.8% 4.6K -129.3K -657 0.00 125.91 0 0 88 10 2024-06-21 $37.34 $40.00 52.5% 15.1% 20.5% 23.9% 0.0% 21.5% -11.3% 4.7K -129.4K -654 0.00 126.37 0 0 88 10 2024-06-24 $38.17 $40.00 33.7% 9.7% 18.9% 7.8% 0.0% 13.9% 16.5% 5.3K -129.0K -638 0.00 129.01 1 0 88 10 2024-06-25 $38.03 $40.00 30.3% 8.7% 18.1% 4.9% 0.0% 9.6% 15.2% 5.5K -126.8K -634 0.00 121.05 0 0 89 10 2024-06-26 $38.33 $40.00 48.9% 14.0% 16.6% 20.8% 46.9% -29.2% -11.2% 5.6K -134.5K -649 0.00 127.06 2 0 89 10 2024-06-27 $38.19 $40.00 47.9% 13.7% 16.7% 20.0% 0.0% -10.6% -10.4% 5.4K -136.5K -655 0.00 128.26 0 0 90 10 2024-06-28 $39.07 $40.00 64.2% 18.4% 18.1% 33.9% 0.0% 0.3% -29.7% 6.3K -154.0K -665 0.00 128.27 0 0 90 10
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