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Home Bancorp, Inc. Common Stock HBCP

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Market datapartial · fetched 2026-10-23T01:59:50.626Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:00:01.609239328Z

FundamentalsAlpha Vantage · unavailable

Share price$61.42
1D+3.1%
AH$59.27$60.04$60.81$61.58$62.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMHBCP
Sold putSold callAH

Home Bancorp, Inc. Common Stock options

Live interpolated HBCP call and put midpoint premiums by absolute delta.Home Bancorp, Inc. Common Stock$0.58$3.51$6.45$9.38$12.31$51.44$56.19$60.95$65.70$70.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HBCP spot · $61.42HBCP PRICE$0.90$1.29$1.69$2.09$2.45$2.50$2.55$2.60$2.65$2.70$3.59$4.56$5.53$1.05$1.42$1.78$2.15$2.52$2.97$3.43$3.88$4.33$4.79$6.34$8.14$11.47
PutsExpensive1.25×
CallsExpensive1.40×
SkewBearish+5.49 pp
Implied moveBearish±$5.98
TiltBearish21.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.9449.3%15.3%55.1950.8%11.9%
25Δ68.6750.9%13.9%56.4249.9%10.5%
30Δ67.4152.4%12.5%57.6548.9%9.0%
35Δ66.1553.9%11.1%58.8948.0%7.6%
40Δ64.9154.7%9.7%60.0947.1%6.3%
45Δ63.9549.1%8.2%61.0445.8%5.5%
50Δ62.9843.5%6.7%61.9844.6%4.7%
55Δ62.0137.9%5.2%62.9343.3%3.9%
60Δ61.0532.2%3.7%63.8742.1%3.1%
65Δ60.0826.6%2.2%64.8240.8%2.3%
70Δ58.9628.3%1.8%66.6144.4%1.9%
75Δ57.8330.7%1.6%68.6149.1%1.6%
80Δ56.7133.0%1.3%72.0759.1%1.3%

20Δ

Calls
Pseudo strike
69.94
IV
49.3%
B/E move
15.3%
Puts
Pseudo strike
55.19
IV
50.8%
B/E move
11.9%

25Δ

Calls
Pseudo strike
68.67
IV
50.9%
B/E move
13.9%
Puts
Pseudo strike
56.42
IV
49.9%
B/E move
10.5%

30Δ

Calls
Pseudo strike
67.41
IV
52.4%
B/E move
12.5%
Puts
Pseudo strike
57.65
IV
48.9%
B/E move
9.0%

35Δ

Calls
Pseudo strike
66.15
IV
53.9%
B/E move
11.1%
Puts
Pseudo strike
58.89
IV
48.0%
B/E move
7.6%

40Δ

Calls
Pseudo strike
64.91
IV
54.7%
B/E move
9.7%
Puts
Pseudo strike
60.09
IV
47.1%
B/E move
6.3%

45Δ

Calls
Pseudo strike
63.95
IV
49.1%
B/E move
8.2%
Puts
Pseudo strike
61.04
IV
45.8%
B/E move
5.5%

50Δ

Calls
Pseudo strike
62.98
IV
43.5%
B/E move
6.7%
Puts
Pseudo strike
61.98
IV
44.6%
B/E move
4.7%

55Δ

Calls
Pseudo strike
62.01
IV
37.9%
B/E move
5.2%
Puts
Pseudo strike
62.93
IV
43.3%
B/E move
3.9%

60Δ

Calls
Pseudo strike
61.05
IV
32.2%
B/E move
3.7%
Puts
Pseudo strike
63.87
IV
42.1%
B/E move
3.1%

65Δ

Calls
Pseudo strike
60.08
IV
26.6%
B/E move
2.2%
Puts
Pseudo strike
64.82
IV
40.8%
B/E move
2.3%

70Δ

Calls
Pseudo strike
58.96
IV
28.3%
B/E move
1.8%
Puts
Pseudo strike
66.61
IV
44.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
57.83
IV
30.7%
B/E move
1.6%
Puts
Pseudo strike
68.61
IV
49.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
56.71
IV
33.0%
B/E move
1.3%
Puts
Pseudo strike
72.07
IV
59.1%
B/E move
1.3%

Options history

No recorded observations