IntraAlpha
Create free account Start free

Home Bancorp, Inc. Common Stock HBCP

i

Market datapartial · fetched 2026-11-13T18:10:29.316Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T18:08:38.475788041Z

FundamentalsAlpha Vantage · unavailable

Share price$61.84
1D-3.8%
$61.50$62.24$62.98$63.72$64.465:30 AM6:30 AM9:00 AM1:00 PMHBCP
Sold putSold call

Home Bancorp, Inc. Common Stock options

Live interpolated HBCP call and put midpoint premiums by absolute delta.Home Bancorp, Inc. Common Stock$2.30$3.71$5.13$6.54$7.95$51.18$56.38$61.59$66.79$72.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive HBCP spot · $61.84HBCP PRICE$2.67$2.93$3.19$3.45$3.77$5.03$6.29$7.55$2.45$2.45$2.54$2.65$2.75$2.86$2.97$3.07$3.18$3.29$3.40
Puts——
Calls——
Skew——
Implied moveBalanced±$5.90
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.2898.6%22.7%
25Δ54.3776.4%16.1%
30Δ55.8668.5%13.8%
35Δ56.8863.2%12.3%
40Δ57.9058.0%10.8%
45Δ64.1045.0%8.0%58.9152.7%9.4%
50Δ63.0642.1%6.7%59.9347.4%7.9%
55Δ62.0239.3%5.5%60.9542.1%6.4%
60Δ60.9836.4%4.2%61.9736.8%4.9%
65Δ59.9233.9%3.0%62.9831.6%3.5%
70Δ58.4537.8%2.7%64.0026.3%2.0%
75Δ56.9941.6%2.3%
80Δ55.5345.4%2.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
50.28
IV
98.6%
B/E move
22.7%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
54.37
IV
76.4%
B/E move
16.1%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
55.86
IV
68.5%
B/E move
13.8%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
56.88
IV
63.2%
B/E move
12.3%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
57.90
IV
58.0%
B/E move
10.8%

45Δ

Calls
Pseudo strike
64.10
IV
45.0%
B/E move
8.0%
Puts
Pseudo strike
58.91
IV
52.7%
B/E move
9.4%

50Δ

Calls
Pseudo strike
63.06
IV
42.1%
B/E move
6.7%
Puts
Pseudo strike
59.93
IV
47.4%
B/E move
7.9%

55Δ

Calls
Pseudo strike
62.02
IV
39.3%
B/E move
5.5%
Puts
Pseudo strike
60.95
IV
42.1%
B/E move
6.4%

60Δ

Calls
Pseudo strike
60.98
IV
36.4%
B/E move
4.2%
Puts
Pseudo strike
61.97
IV
36.8%
B/E move
4.9%

65Δ

Calls
Pseudo strike
59.92
IV
33.9%
B/E move
3.0%
Puts
Pseudo strike
62.98
IV
31.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
58.45
IV
37.8%
B/E move
2.7%
Puts
Pseudo strike
64.00
IV
26.3%
B/E move
2.0%

75Δ

Calls
Pseudo strike
56.99
IV
41.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.53
IV
45.4%
B/E move
2.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend32.91%
Daily close
HBCP24.9%49.4%74.0%2026-08-19: 52.72%2026-08-20: 56.44%2026-08-21: 29.42%2026-08-24: 29.89%2026-08-25: 29.76%2026-08-26: 29.70%2026-08-27: 30.40%2026-08-28: 28.31%2026-08-31: 31.65%2026-09-01: 33.67%2026-09-02: 31.18%2026-09-04: 31.35%2026-09-08: 31.60%2026-09-09: 36.50%2026-09-11: 35.91%2026-09-14: 40.55%2026-09-15: 45.47%2026-09-17: 70.58%2026-09-18: 28.97%2026-09-21: 28.83%2026-09-22: 30.58%2026-09-23: 31.52%2026-09-24: 29.35%2026-09-25: 31.42%2026-10-01: 34.81%2026-10-02: 32.82%2026-10-05: 37.08%2026-10-06: 38.58%2026-10-08: 40.30%2026-10-12: 47.94%2026-10-14: 55.90%2026-10-16: 29.92%2026-10-19: 30.60%2026-10-20: 29.49%2026-10-21: 30.66%2026-10-22: 33.39%2026-10-23: 32.12%2026-10-26: 33.66%2026-10-27: 34.18%2026-10-28: 32.70%2026-10-29: 34.59%2026-10-30: 32.91%Aug 19Sep 22Oct 30
42 observations2026-08-19 — 2026-10-30
Table
DateIV (%)
52.72%
56.44%
29.42%
29.89%
29.76%
29.70%
30.40%
28.31%
31.65%
33.67%
31.18%
31.35%
31.60%
36.50%
35.91%
40.55%
45.47%
70.58%
28.97%
28.83%
30.58%
31.52%
29.35%
31.42%
34.81%
32.82%
37.08%
38.58%
40.30%
47.94%
55.90%
29.92%
30.60%
29.49%
30.66%
33.39%
32.12%
33.66%
34.18%
32.70%
34.59%
32.91%