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Home Bancorp, Inc. Common Stock HBCP

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Market datapartial · fetched 2026-10-22T16:38:10.016Z

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 · 2026-10-22T16:35:46.173952989Z

FundamentalsAlpha Vantage · unavailable

Share price$61.88
1D+3.8%
$59.29$60.00$60.71$61.42$62.145:30 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$0.77$3.88$6.99$10.10$13.21$51.28$56.33$61.37$66.41$71.4620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive HBCP spot · $61.88HBCP PRICE$1.12$1.24$1.63$2.01$2.40$2.48$2.52$2.56$2.60$2.64$2.68$1.11$1.49$1.88$2.26$2.66$3.09$3.51$3.93$4.35$5.29$7.14$9.00$12.31
PutsExpensive1.32×
CallsExpensive1.46×
SkewBearish+5.84 pp
Implied moveBearish±$6.03
TiltBearish41.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ75.3565.2%23.6%55.3752.2%12.3%
25Δ68.8348.2%13.2%56.6851.6%10.8%
30Δ67.6149.4%11.9%57.9850.9%9.3%
35Δ66.3950.7%10.5%59.2850.2%7.9%
40Δ65.1651.9%9.2%60.4449.1%6.6%
45Δ64.3247.9%8.0%61.4247.4%5.7%
50Δ63.5443.0%6.8%62.4045.7%4.8%
55Δ62.7638.2%5.6%63.3944.1%3.9%
60Δ61.9833.3%4.4%64.3742.4%3.0%
65Δ61.2028.5%3.2%65.7243.3%2.3%
70Δ60.4223.6%2.0%67.7549.0%2.1%
75Δ69.7854.8%1.8%
80Δ73.3162.3%1.4%

20Δ

Calls
Pseudo strike
75.35
IV
65.2%
B/E move
23.6%
Puts
Pseudo strike
55.37
IV
52.2%
B/E move
12.3%

25Δ

Calls
Pseudo strike
68.83
IV
48.2%
B/E move
13.2%
Puts
Pseudo strike
56.68
IV
51.6%
B/E move
10.8%

30Δ

Calls
Pseudo strike
67.61
IV
49.4%
B/E move
11.9%
Puts
Pseudo strike
57.98
IV
50.9%
B/E move
9.3%

35Δ

Calls
Pseudo strike
66.39
IV
50.7%
B/E move
10.5%
Puts
Pseudo strike
59.28
IV
50.2%
B/E move
7.9%

40Δ

Calls
Pseudo strike
65.16
IV
51.9%
B/E move
9.2%
Puts
Pseudo strike
60.44
IV
49.1%
B/E move
6.6%

45Δ

Calls
Pseudo strike
64.32
IV
47.9%
B/E move
8.0%
Puts
Pseudo strike
61.42
IV
47.4%
B/E move
5.7%

50Δ

Calls
Pseudo strike
63.54
IV
43.0%
B/E move
6.8%
Puts
Pseudo strike
62.40
IV
45.7%
B/E move
4.8%

55Δ

Calls
Pseudo strike
62.76
IV
38.2%
B/E move
5.6%
Puts
Pseudo strike
63.39
IV
44.1%
B/E move
3.9%

60Δ

Calls
Pseudo strike
61.98
IV
33.3%
B/E move
4.4%
Puts
Pseudo strike
64.37
IV
42.4%
B/E move
3.0%

65Δ

Calls
Pseudo strike
61.20
IV
28.5%
B/E move
3.2%
Puts
Pseudo strike
65.72
IV
43.3%
B/E move
2.3%

70Δ

Calls
Pseudo strike
60.42
IV
23.6%
B/E move
2.0%
Puts
Pseudo strike
67.75
IV
49.0%
B/E move
2.1%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
69.78
IV
54.8%
B/E move
1.8%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
73.31
IV
62.3%
B/E move
1.4%

Options history

No recorded observations