HBCP Options History — July 2024

In July 2024, HBCP traded between $38.08 and $45.23. ATM implied volatility averaged 54.4%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 20.1% (HV 20d: 34.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.19.

Notable Days

2024-07-02: Highest Volume — 10 contracts
2024-07-03: Largest IV spike — 36.9% change
2024-07-05: Highest IV Rank — 47.2%
2024-07-03: Largest Expected Move — 21.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.81	$38.08	$45.23	$38.97	$44.28
Max Pain	$43.85	$40.00	$45.00	$40.00	$45.00
ATM IV	54.4%	39.6%	79.7%	68.7%	57.6%
Expected Move	14.5%	11.0%	21.3%	19.7%	16.5%
HV 20d	34.3%	17.5%	51.8%	17.6%	51.7%
HV 60d	30.0%	25.9%	33.8%	27.2%	33.7%
IV Rank	25.5%	12.9%	47.2%	37.7%	28.3%
IV Percentile	57.9%	20.2%	92.5%	86.1%	71.0%
Term Structure	-14.0%	-33.6%	-3.3%	-23.0%	-21.4%
VWIV	53.4%	53.4%	53.4%	53.4%	53.4%
Skew 25d	2.5%	-12.1%	15.0%	4.0%	-4.7%
Skew 10d	5.7%	-17.1%	23.7%	20.8%	5.1%
Call IV 25d	55.8%	36.6%	95.9%	95.9%	67.5%
Put IV 25d	58.3%	40.0%	99.9%	99.9%	62.8%
Bid-Ask Spread %	126.80	121.50	130.56	128.32	127.29
Gamma HHI	0.58	0.44	0.70	0.52	0.69
Net GEX	6.6K	5.0K	7.4K	6.4K	5.0K
Net DEX	-237.7K	-336.4K	-147.6K	-156.0K	-285.4K
Net VEX	-678	-760	-596	-663	-631
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	0.50	0.00	0.50
Total Volume	1.045	0	10	0	0
Total OI	103.955	92	117	101	93

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
2024-07-01	$38.97	$40.00	68.7%	19.7%	17.6%	37.7%	0.0%	4.0%	-23.0%	6.4K	-156.0K	-663	0.00	128.32	0	0	91	10
2024-07-02	$38.61	$40.00	54.2%	15.5%	17.9%	25.4%	0.0%	10.5%	-12.0%	5.6K	-147.6K	-658	0.00	128.90	10	0	91	10
2024-07-03	$38.53	$40.00	74.2%	21.3%	17.5%	42.5%	0.0%	-12.1%	-33.6%	6.7K	-163.7K	-760	0.00	128.65	0	0	101	10
2024-07-05	$38.08	$0.00	79.7%	12.8%	18.3%	47.2%	0.0%	-2.1%	-15.7%	6.7K	-152.1K	-735	0.00	126.89	0	0	101	10
2024-07-08	$38.61	$0.00	76.7%	12.6%	18.7%	44.6%	0.0%	4.7%	-10.7%	7.3K	-161.6K	-727	0.00	128.07	0	0	101	10
2024-07-09	$38.80	$0.00	56.0%	11.0%	18.7%	26.9%	0.0%	3.8%	-6.6%	6.5K	-168.0K	-730	0.00	123.92	0	0	101	10
2024-07-10	$39.03	$0.00	45.4%	13.0%	18.7%	17.8%	0.0%	3.4%	-10.1%	7.2K	-173.1K	-724	0.00	128.56	0	0	101	10
2024-07-11	$41.73	$0.00	50.7%	14.5%	29.3%	22.3%	0.0%	-0.7%	-11.8%	7.0K	-245.6K	-741	0.00	125.03	0	0	101	10
2024-07-12	$41.63	$0.00	39.6%	11.4%	29.0%	12.9%	0.0%	3.4%	-8.8%	6.9K	-254.5K	-727	0.00	121.50	1	0	101	10
2024-07-15	$42.33	$0.00	46.3%	13.3%	27.5%	18.6%	0.0%	1.3%	-3.8%	7.3K	-262.2K	-721	0.00	125.13	0	1	102	10
2024-07-16	$44.36	$0.00	50.3%	14.4%	30.6%	22.0%	0.0%	4.1%	-8.3%	7.3K	-311.4K	-674	0.00	126.47	0	0	102	11
2024-07-17	$45.23	$0.00	48.9%	14.0%	30.8%	20.9%	53.4%	4.9%	-17.0%	7.4K	-336.4K	-637	0.25	122.19	4	1	102	11
2024-07-18	$41.63	$45.00	45.8%	13.1%	45.0%	18.1%	0.0%	15.0%	-12.2%	7.3K	-243.9K	-711	0.00	126.52	0	3	104	13
2024-07-19	$42.03	$45.00	50.0%	14.3%	44.8%	21.7%	0.0%	6.6%	-9.5%	6.6K	-243.9K	-687	0.00	128.30	0	0	104	12
2024-07-22	$43.27	$45.00	43.5%	12.5%	45.5%	16.2%	0.0%	8.2%	-3.3%	6.6K	-259.5K	-654	0.00	130.56	0	0	89	3
2024-07-23	$44.05	$45.00	50.5%	14.5%	45.4%	22.2%	0.0%	4.4%	-14.7%	6.5K	-275.2K	-622	0.00	128.21	0	0	89	3
2024-07-24	$42.89	$45.00	52.8%	15.1%	46.8%	24.1%	0.0%	-4.4%	-20.2%	6.6K	-254.6K	-646	0.00	128.08	0	0	89	3
2024-07-25	$44.63	$45.00	55.4%	15.9%	48.3%	26.4%	0.0%	8.6%	-17.4%	6.3K	-284.5K	-612	0.00	128.26	0	0	89	3
2024-07-26	$44.86	$45.00	49.5%	14.2%	48.2%	21.4%	0.0%	13.1%	-17.8%	5.8K	-304.7K	-596	0.00	126.76	0	0	89	3
2024-07-29	$42.75	$45.00	48.3%	13.9%	51.7%	20.3%	0.0%	-6.9%	-13.8%	5.9K	-275.6K	-614	0.00	126.01	0	0	89	3
2024-07-30	$43.45	$45.00	52.7%	15.1%	51.8%	24.1%	0.0%	-10.4%	-16.2%	5.7K	-269.8K	-641	0.50	126.05	2	1	89	3
2024-07-31	$44.28	$45.00	57.6%	16.5%	51.7%	28.3%	0.0%	-4.7%	-21.4%	5.0K	-285.4K	-631	0.00	127.29	0	0	89	4