HBCP Options History — August 2024

In August 2024, HBCP traded between $38.25 and $44.45. ATM implied volatility averaged 69.1%, placing in the 34.7% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 17.9% (HV 20d: 51.2%). 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 6 of 22 days. Put/call ratio averaged 0.33.

Notable Days

2024-08-09: Highest Volume — 2 contracts
2024-08-14: Largest IV drop — 69.3% change
2024-08-13: Highest IV Rank — 100.0%
2024-08-02: Largest Expected Move — 20.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.20	$38.25	$44.45	$41.59	$44.10
Max Pain	$40.59	$40.00	$45.00	$45.00	$40.00
ATM IV	69.1%	41.1%	167.3%	63.7%	56.3%
Expected Move	14.7%	11.8%	20.8%	18.3%	16.1%
HV 20d	51.2%	39.9%	61.7%	57.3%	39.9%
HV 60d	39.1%	36.2%	41.4%	36.2%	41.4%
IV Rank	34.7%	11.6%	100.0%	33.5%	22.3%
IV Percentile	67.7%	21.0%	100.0%	81.0%	66.7%
Term Structure	-7.6%	-29.8%	5.9%	-19.2%	-18.9%
VWIV	42.4%	42.4%	42.4%	42.4%	42.4%
Skew 25d	1.4%	-32.8%	22.7%	3.0%	1.1%
Skew 10d	-2.6%	-45.7%	29.8%	6.9%	-36.9%
Call IV 25d	65.8%	44.9%	80.5%	74.6%	80.5%
Put IV 25d	67.2%	37.5%	89.0%	77.5%	81.6%
Bid-Ask Spread %	126.83	122.67	130.42	126.43	129.04
Gamma HHI	0.67	0.65	0.72	0.69	0.69
Net GEX	6.3K	5.1K	7.2K	5.4K	6.1K
Net DEX	-220.6K	-283.3K	-168.3K	-242.3K	-283.3K
Net VEX	-596	-676	-492	-663	-494
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.33	0.00	1.00	1.00	0.00
Total Volume	0.273	0	2	0	1
Total OI	94.5	93	96	93	95

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
2024-08-01	$41.59	$45.00	63.7%	18.3%	57.3%	33.5%	0.0%	3.0%	-19.2%	5.4K	-242.3K	-663	0.00	126.43	0	0	89	4
2024-08-02	$40.38	$45.00	72.6%	20.8%	58.3%	41.1%	0.0%	9.6%	-29.8%	5.4K	-204.8K	-676	0.00	130.42	0	0	89	4
2024-08-05	$38.25	$0.00	88.0%	14.1%	61.5%	54.3%	0.0%	0.8%	4.0%	5.1K	-169.6K	-652	0.00	122.67	0	0	89	4
2024-08-06	$38.84	$0.00	94.1%	13.4%	61.7%	59.5%	0.0%	1.5%	-2.6%	6.2K	-176.9K	-649	0.00	126.10	0	0	89	4
2024-08-07	$38.70	$0.00	97.2%	13.9%	61.7%	62.1%	0.0%	22.7%	-13.6%	6.3K	-173.2K	-644	0.00	125.44	0	0	89	4
2024-08-08	$39.48	$0.00	86.3%	13.0%	57.0%	52.8%	0.0%	3.7%	-1.4%	6.6K	-186.4K	-641	0.00	126.35	0	1	89	4
2024-08-09	$39.24	$0.00	76.3%	14.2%	57.0%	44.3%	42.4%	-3.6%	-15.4%	7.1K	-180.4K	-628	1.00	124.61	1	1	89	5
2024-08-12	$38.75	$40.00	119.2%	14.3%	56.6%	81.0%	0.0%	1.2%	-11.7%	6.9K	-168.3K	-625	0.00	122.86	0	0	89	6
2024-08-13	$39.32	$40.00	167.3%	13.8%	53.8%	100.0%	0.0%	1.4%	-7.0%	7.1K	-175.7K	-621	0.00	128.83	0	0	89	6
2024-08-14	$39.53	$40.00	51.3%	14.7%	53.2%	18.8%	0.0%	10.5%	-13.3%	6.8K	-181.4K	-622	0.00	127.43	0	1	89	6
2024-08-15	$41.05	$40.00	50.2%	14.4%	47.1%	17.9%	0.0%	3.0%	1.2%	6.2K	-217.7K	-631	0.00	128.25	0	0	89	7
2024-08-16	$41.91	$40.00	49.4%	14.2%	47.6%	17.4%	0.0%	0.7%	5.9%	6.2K	-230.2K	-610	0.00	127.91	0	0	89	7
2024-08-19	$42.08	$40.00	49.8%	14.3%	46.4%	17.7%	0.0%	2.0%	-3.8%	6.0K	-246.2K	-591	0.00	126.68	0	0	88	7
2024-08-20	$41.02	$40.00	52.0%	14.9%	46.6%	19.2%	0.0%	3.3%	0.6%	7.2K	-211.7K	-586	0.00	123.94	0	0	88	7
2024-08-21	$41.27	$40.00	52.6%	15.1%	45.9%	19.6%	0.0%	1.9%	2.8%	7.1K	-217.1K	-583	0.00	126.26	0	0	88	7
2024-08-22	$41.31	$40.00	41.1%	11.8%	43.2%	11.6%	0.0%	-32.8%	5.0%	6.8K	-217.0K	-584	0.00	130.16	0	0	88	7
2024-08-23	$44.10	$40.00	46.2%	13.3%	49.6%	15.2%	0.0%	-1.1%	-5.3%	6.1K	-277.3K	-533	0.00	127.07	1	0	88	7
2024-08-26	$43.59	$40.00	45.1%	12.9%	46.6%	14.4%	0.0%	-1.0%	-5.1%	6.4K	-271.9K	-520	0.00	126.55	0	0	88	7
2024-08-27	$42.97	$40.00	53.4%	15.3%	46.6%	20.2%	0.0%	18.6%	-14.2%	5.7K	-259.1K	-554	0.00	127.58	0	0	88	7
2024-08-28	$44.45	$40.00	53.1%	15.2%	47.7%	20.0%	0.0%	1.3%	-11.6%	6.3K	-281.9K	-502	0.00	128.16	0	0	88	7
2024-08-29	$44.39	$40.00	54.9%	15.7%	41.5%	21.3%	0.0%	-16.9%	-13.8%	6.3K	-281.7K	-492	0.00	127.48	0	0	88	7
2024-08-30	$44.10	$40.00	56.3%	16.1%	39.9%	22.3%	0.0%	1.1%	-18.9%	6.1K	-283.3K	-494	0.00	129.04	1	0	88	7