HBCP Options History — October 2024

In October 2024, HBCP traded between $40.60 and $48.53. ATM implied volatility averaged 56.1%, placing in the 22.1% IV rank vs the trailing year. The 30-day expected move averaged 14.1%. IV traded above realized volatility by 16.9% (HV 20d: 39.2%). Max pain ranged from $35.00 to $45.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.81.

Notable Days

2024-10-17: Highest Volume — 14 contracts
2024-10-09: Largest IV drop — 56.9% change
2024-10-07: Highest IV Rank — 51.1%
2024-10-02: Largest Expected Move — 21.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.52	$40.60	$48.53	$41.67	$47.63
Max Pain	$42.50	$35.00	$45.00	$35.00	$45.00
ATM IV	56.1%	35.9%	97.6%	61.9%	51.9%
Expected Move	14.1%	10.3%	21.2%	17.7%	14.9%
HV 20d	39.2%	26.6%	42.3%	39.6%	27.6%
HV 60d	41.1%	34.9%	46.8%	46.7%	35.2%
IV Rank	22.1%	7.9%	51.1%	26.1%	19.2%
IV Percentile	55.4%	9.5%	97.2%	77.4%	54.8%
Term Structure	-13.1%	-29.8%	11.6%	-21.0%	-17.7%
VWIV	52.8%	44.5%	63.7%	51.5%	63.7%
Skew 25d	1.2%	-16.9%	20.0%	15.2%	-3.4%
Skew 10d	5.5%	-25.7%	54.9%	22.8%	5.9%
Call IV 25d	62.0%	35.2%	93.1%	65.4%	79.4%
Put IV 25d	63.2%	39.2%	98.0%	80.5%	76.0%
Bid-Ask Spread %	123.55	116.50	128.69	119.78	120.69
Gamma HHI	0.62	0.28	0.89	0.74	0.38
Net GEX	4.5K	168	9.2K	9.2K	887
Net DEX	-188.0K	-353.0K	-32.2K	-246.4K	-58.0K
Net VEX	-212	-345	-123	-336	-123
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.81	0.00	3.67	3.67	0.00
Total Volume	1.783	0	14	0	2
Total OI	70.87	24	117	95	29

Daily Data (23 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
2024-10-01	$41.67	$35.00	61.9%	17.7%	39.6%	26.1%	0.0%	15.2%	-21.0%	9.2K	-246.4K	-336	0.00	119.78	0	0	89	6
2024-10-02	$41.00	$35.00	74.0%	21.2%	39.7%	34.6%	0.0%	4.9%	-23.4%	8.9K	-223.7K	-339	0.00	121.02	0	0	89	6
2024-10-03	$40.60	$0.00	74.6%	13.1%	39.7%	35.0%	0.0%	4.2%	-13.1%	8.5K	-211.1K	-345	0.00	122.26	0	0	89	6
2024-10-04	$41.69	$0.00	83.1%	12.5%	40.1%	41.0%	0.0%	5.0%	-3.9%	9.1K	-238.2K	-311	0.00	123.54	0	0	89	6
2024-10-07	$41.20	$0.00	97.6%	12.5%	40.3%	51.1%	0.0%	6.0%	-7.5%	7.1K	-230.3K	-317	0.00	121.71	0	0	89	6
2024-10-08	$42.72	$0.00	83.3%	13.5%	42.3%	41.2%	0.0%	0.9%	-9.8%	5.6K	-256.8K	-308	0.00	126.38	0	0	89	6
2024-10-09	$42.94	$0.00	35.9%	10.3%	42.3%	7.9%	51.5%	15.2%	-7.2%	7.4K	-288.3K	-265	0.00	116.50	0	2	89	6
2024-10-10	$42.60	$40.00	36.5%	10.5%	42.3%	8.3%	0.0%	-1.5%	-7.4%	8.3K	-278.5K	-259	0.00	126.13	0	0	89	8
2024-10-11	$43.91	$40.00	43.9%	12.6%	41.9%	13.6%	62.9%	-11.0%	-13.6%	6.5K	-304.4K	-240	0.00	123.83	0	4	89	8
2024-10-14	$44.30	$40.00	47.7%	13.7%	41.3%	16.2%	57.8%	-8.6%	-18.0%	6.0K	-306.8K	-210	0.00	126.89	0	2	89	10
2024-10-15	$43.77	$40.00	47.5%	13.6%	41.5%	16.1%	0.0%	-14.1%	-26.0%	6.1K	-296.3K	-220	0.00	126.45	0	0	89	12
2024-10-16	$44.36	$40.00	48.9%	14.0%	41.7%	17.0%	47.1%	2.6%	-16.5%	5.9K	-309.8K	-197	0.00	121.59	0	1	89	12
2024-10-17	$44.69	$45.00	49.9%	14.3%	41.6%	17.8%	0.0%	16.0%	-27.3%	5.2K	-335.6K	-164	3.67	121.86	3	11	89	13
2024-10-18	$44.85	$45.00	50.5%	14.5%	40.5%	18.1%	0.0%	13.9%	-16.1%	3.2K	-353.0K	-134	0.40	127.07	5	2	93	24
2024-10-21	$45.60	$45.00	38.2%	11.0%	40.9%	9.6%	45.2%	-7.1%	-4.9%	168	-32.2K	-128	0.00	122.73	6	0	13	11
2024-10-22	$46.72	$45.00	46.9%	13.4%	40.8%	15.6%	0.0%	3.6%	11.6%	838	-46.5K	-137	0.00	123.92	0	0	17	11
2024-10-23	$46.69	$45.00	44.2%	12.7%	40.4%	13.8%	0.0%	-2.4%	3.9%	804	-48.8K	-135	0.00	127.39	0	0	17	11
2024-10-24	$46.98	$45.00	48.9%	14.0%	40.3%	17.0%	44.5%	-0.5%	-8.4%	637	-47.9K	-152	0.00	122.89	2	0	17	11
2024-10-25	$45.84	$45.00	57.7%	16.5%	41.6%	23.2%	0.0%	-16.9%	-22.0%	545	-42.9K	-143	0.00	123.55	0	0	17	11
2024-10-28	$47.53	$45.00	49.1%	14.1%	40.1%	17.2%	49.4%	-9.7%	-1.1%	898	-50.9K	-125	0.00	121.45	1	0	17	11
2024-10-29	$48.05	$45.00	58.7%	16.8%	28.0%	23.9%	0.0%	20.0%	-21.7%	541	-56.1K	-155	0.00	125.38	0	0	18	11
2024-10-30	$48.53	$45.00	59.2%	17.0%	26.6%	24.3%	0.0%	-4.6%	-29.8%	803	-61.3K	-126	0.00	128.69	0	0	18	11
2024-10-31	$47.63	$45.00	51.9%	14.9%	27.6%	19.2%	63.7%	-3.4%	-17.7%	887	-58.0K	-123	0.00	120.69	0	2	18	11