HBCP Options History — September 2024 In September 2024, HBCP traded between $41.34 and $44.88. ATM implied volatility averaged 51.4%, placing in the 18.8% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 17.1% (HV 20d: 34.3%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-26 : Highest Volume — 2 contracts2024-09-13 : Largest IV drop — 41.4% change2024-09-06 : Highest IV Rank — 36.3%2024-09-04 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $42.93 $41.34 $44.88 $42.59 $44.88 Max Pain $35.50 $35.00 $40.00 $40.00 $35.00 ATM IV 51.4% 33.1% 76.4% 51.7% 54.1% Expected Move 13.7% 9.5% 18.1% 14.8% 15.5% HV 20d 34.3% 26.4% 37.7% 36.6% 31.7% HV 60d 42.7% 42.1% 44.0% 42.1% 44.0% IV Rank 18.8% 6.0% 36.3% 19.0% 20.7% IV Percentile 46.7% 4.0% 90.1% 51.6% 63.5% Term Structure -16.7% -36.1% -2.6% -5.8% -20.9% VWIV 50.0% 49.2% 50.8% 50.8% 49.2% Skew 25d 3.1% -16.5% 26.1% -9.4% -15.9% Skew 10d 12.4% -4.3% 53.9% 5.2% -3.7% Call IV 25d 59.8% 44.1% 93.2% 77.1% 75.3% Put IV 25d 62.9% 49.0% 97.0% 67.7% 59.3% Bid-Ask Spread % 123.70 116.72 129.87 125.81 125.95 Gamma HHI 0.76 0.63 0.96 0.68 0.88 Net GEX 6.9K 5.7K 8.8K 6.0K 5.9K Net DEX -270.4K -330.7K -220.5K -249.7K -330.7K Net VEX -419 -529 -277 -523 -277 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 0.2 0 2 0 2 Total OI 95.7 95 96 96 95
Daily Data (20 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 2024-09-03 $42.59 $40.00 51.7% 14.8% 36.6% 19.0% 0.0% -9.4% -5.8% 6.0K -249.7K -523 0.00 125.81 0 0 89 7 2024-09-04 $43.04 $40.00 63.2% 18.1% 36.4% 27.1% 0.0% 3.8% -23.1% 6.0K -256.7K -518 0.00 129.87 0 0 89 7 2024-09-05 $42.63 $35.00 68.1% 12.1% 36.7% 30.5% 0.0% 6.7% -18.7% 5.8K -247.3K -529 0.00 121.41 0 0 89 7 2024-09-06 $41.59 $35.00 76.4% 17.7% 37.7% 36.3% 0.0% 2.1% -18.0% 6.6K -220.5K -514 0.00 119.39 0 0 89 7 2024-09-09 $41.69 $35.00 76.0% 17.2% 37.5% 36.1% 0.0% 16.3% -36.1% 8.1K -229.1K -471 0.00 118.07 0 0 89 7 2024-09-10 $41.45 $35.00 72.2% 15.9% 37.2% 33.4% 0.0% -3.9% -26.5% 7.0K -228.9K -496 0.00 116.72 0 0 89 7 2024-09-11 $41.62 $35.00 59.1% 16.9% 37.0% 24.2% 0.0% -1.5% -28.0% 6.6K -231.6K -493 0.00 120.28 0 0 89 7 2024-09-12 $41.34 $35.00 56.5% 16.2% 37.1% 22.4% 0.0% -3.5% -28.4% 7.4K -226.0K -479 0.00 118.70 0 0 89 7 2024-09-13 $42.81 $35.00 33.1% 9.5% 36.8% 6.0% 0.0% 12.7% -12.2% 7.3K -270.6K -432 0.00 119.72 0 0 89 7 2024-09-16 $43.72 $35.00 37.0% 10.6% 36.8% 8.7% 0.0% 4.3% -10.4% 6.3K -298.0K -401 0.00 126.93 0 0 89 7 2024-09-17 $43.95 $35.00 42.0% 12.0% 36.8% 12.2% 0.0% 18.1% -14.5% 6.5K -293.6K -391 0.00 125.10 0 0 89 7 2024-09-18 $44.34 $35.00 40.2% 11.5% 35.4% 10.9% 0.0% 8.7% -12.8% 5.7K -302.6K -398 0.00 126.50 0 0 89 7 2024-09-19 $44.80 $35.00 47.8% 13.7% 35.4% 16.2% 0.0% 9.7% -17.5% 6.7K -316.1K -334 0.00 123.50 0 0 89 7 2024-09-20 $43.68 $35.00 38.6% 11.1% 36.9% 9.8% 0.0% 3.8% -10.3% 6.5K -304.7K -359 0.00 126.73 0 0 89 7 2024-09-23 $43.70 $35.00 41.9% 12.0% 28.6% 12.1% 0.0% -16.5% -11.7% 6.9K -299.2K -354 0.00 127.79 0 0 89 6 2024-09-24 $42.84 $35.00 33.4% 9.6% 29.2% 6.2% 0.0% 26.1% -16.3% 8.8K -276.1K -333 0.00 125.62 0 0 89 6 2024-09-25 $42.34 $35.00 44.9% 12.9% 29.0% 14.3% 0.0% 1.9% -2.6% 8.6K -269.8K -365 0.00 124.88 0 0 89 6 2024-09-26 $42.77 $35.00 45.3% 13.0% 26.4% 14.5% 50.8% -2.4% -4.3% 7.9K -276.9K -357 0.00 124.45 2 0 89 6 2024-09-27 $42.78 $35.00 46.8% 13.4% 26.4% 15.6% 0.0% 0.6% -14.8% 6.8K -279.8K -355 0.00 126.50 0 0 89 6 2024-09-30 $44.88 $35.00 54.1% 15.5% 31.7% 20.7% 49.2% -15.9% -20.9% 5.9K -330.7K -277 0.00 125.95 2 0 89 6
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