HBCP Options History — November 2024 In November 2024, HBCP traded between $46.06 and $52.02. ATM implied volatility averaged 60.4%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 16.5% (HV 20d: 43.9%). Max pain ranged from $45.00 to $45.00. 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 2024-11-04 : Highest Volume — 2 contracts2024-11-13 : Largest IV drop — 70.1% change2024-11-12 : Highest IV Rank — 75.5%2024-11-01 : Largest Expected Move — 17.1%Monthly Statistics Metric Avg Min Max Open Close Price $49.38 $46.06 $52.02 $46.34 $50.86 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 60.4% 38.9% 132.4% 59.7% 50.0% Expected Move 12.2% 10.4% 17.1% 17.1% 14.3% HV 20d 43.9% 26.8% 48.9% 29.4% 47.6% HV 60d 39.3% 35.5% 41.6% 35.5% 39.1% IV Rank 24.0% 9.7% 75.5% 24.6% 14.4% IV Percentile 50.5% 12.3% 99.2% 73.4% 46.8% Term Structure -9.6% -20.5% -0.4% -20.5% -12.8% Skew 25d 2.4% -25.8% 17.9% -25.8% 1.5% Skew 10d 16.0% -4.0% 65.2% -4.0% 8.9% Call IV 25d 55.0% 36.2% 78.2% 78.2% 70.3% Put IV 25d 57.4% 38.3% 80.3% 52.3% 71.8% Bid-Ask Spread % 126.06 122.76 130.50 125.18 128.38 Gamma HHI 0.39 0.28 0.48 0.31 0.36 Net GEX 705 483 1.2K 652 623 Net DEX -62.6K -83.3K -41.4K -48.8K -59.4K Net VEX -76 -138 -33 -134 -62 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 0 Total OI 24.95 19 31 31 20
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 2024-11-01 $46.34 $45.00 59.7% 17.1% 29.4% 24.6% 0.0% -25.8% -20.5% 652 -48.8K -134 0.00 125.18 0 0 18 13 2024-11-04 $46.06 $0.00 68.0% 11.5% 29.0% 30.4% 0.0% 0.1% -0.4% 577 -41.4K -138 0.00 124.44 0 2 18 13 2024-11-05 $46.65 $0.00 69.4% 12.0% 26.8% 31.4% 0.0% 17.9% -5.7% 926 -54.4K -114 0.00 123.41 0 0 18 11 2024-11-06 $51.00 $0.00 79.5% 11.5% 40.3% 38.5% 0.0% 1.6% -5.7% 1.2K -80.2K -63 0.00 125.08 0 0 18 11 2024-11-07 $49.11 $0.00 82.8% 10.8% 43.2% 40.8% 0.0% 1.1% -14.4% 695 -70.6K -79 0.00 126.50 0 0 18 11 2024-11-08 $49.53 $0.00 87.3% 10.4% 42.4% 44.0% 0.0% 0.9% -3.3% 801 -72.0K -73 0.00 126.70 0 0 18 11 2024-11-11 $52.02 $0.00 111.0% 11.3% 45.0% 60.6% 0.0% 13.0% -11.5% 483 -83.3K -33 0.00 125.09 0 0 18 11 2024-11-12 $50.25 $0.00 132.4% 11.7% 47.0% 75.5% 0.0% 0.9% -6.9% 747 -75.5K -63 0.00 124.54 0 0 18 11 2024-11-13 $50.44 $0.00 39.6% 11.4% 47.0% 10.5% 0.0% 0.5% -3.8% 835 -76.0K -65 0.00 122.76 0 0 18 11 2024-11-14 $49.87 $0.00 39.5% 11.3% 47.4% 10.4% 0.0% 1.3% -7.5% 843 -73.6K -64 0.00 123.84 0 0 18 11 2024-11-15 $49.24 $0.00 39.2% 11.2% 47.8% 10.2% 0.0% 2.1% -7.1% 580 -77.3K -66 0.00 125.96 1 0 18 11 2024-11-18 $48.60 $0.00 38.9% 11.2% 48.0% 10.0% 0.0% -3.5% -8.2% 604 -53.9K -64 0.00 126.03 0 0 14 5 2024-11-19 $48.40 $0.00 40.0% 11.5% 47.4% 10.8% 0.0% 15.0% -20.5% 636 -51.4K -73 0.00 126.59 0 0 14 5 2024-11-20 $47.53 $0.00 42.7% 12.3% 47.9% 12.2% 0.0% 11.5% -15.3% 716 -47.2K -78 0.00 127.40 0 0 14 5 2024-11-21 $48.88 $0.00 43.6% 12.5% 48.9% 9.7% 0.0% 0.8% -14.1% 662 -52.4K -68 0.00 127.18 1 0 14 5 2024-11-22 $49.86 $0.00 44.1% 12.6% 48.2% 10.0% 0.0% 4.5% -13.2% 690 -55.1K -77 0.00 127.75 0 0 15 5 2024-11-25 $51.50 $0.00 45.4% 13.0% 47.9% 11.0% 0.0% 1.5% -5.9% 601 -61.5K -63 0.00 126.52 0 0 15 5 2024-11-26 $51.06 $0.00 46.3% 13.3% 48.0% 11.7% 0.0% 1.5% -5.5% 627 -59.9K -70 0.00 130.50 0 0 15 5 2024-11-27 $50.47 $0.00 48.2% 13.8% 48.2% 13.1% 0.0% 1.5% -8.9% 650 -58.3K -70 0.00 127.29 0 0 15 5 2024-11-29 $50.86 $0.00 50.0% 14.3% 47.6% 14.4% 0.0% 1.5% -12.8% 623 -59.4K -62 0.00 128.38 0 0 15 5
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