GPIQ Options History — February 2024

Name: GPIQ Options Analytics - February 2024
Creator: Options Analysis Suite

In February 2024, GPIQ traded between $44.97 and $46.16. ATM implied volatility averaged 20.9%. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 5.5% (HV 20d: 15.4%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 3 of 17 trading days. Term structure was in contango for 6 of 17 days. Put/call ratio averaged 0.25.

Notable Days

2024-02-27: Highest Volume — 10 contracts
2024-02-26: Largest IV drop — 65.5% change
2024-02-21: Largest Expected Move — 8.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.69	$44.97	$46.16	$45.14	$46.16
Max Pain	$46.00	$46.00	$46.00	$46.00	$46.00
ATM IV	20.9%	9.5%	28.3%	23.0%	16.0%
Expected Move	5.9%	2.7%	8.1%	5.2%	4.6%
HV 20d	15.4%	15.2%	15.6%	15.6%	15.2%
Term Structure	2.5%	-9.7%	44.2%	1.5%	-0.5%
VWIV	16.9%	9.3%	24.5%	24.5%	9.3%
Skew 25d	3.1%	-3.4%	9.6%	3.5%	4.6%
Skew 10d	5.1%	2.9%	8.5%	6.6%	8.5%
Call IV 25d	28.0%	16.7%	35.2%	24.8%	35.2%
Put IV 25d	31.1%	23.0%	39.9%	28.3%	39.9%
Bid-Ask Spread %	165.06	160.12	167.36	166.96	162.80
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-254	-3.1K	835	0	-3.1K
Net DEX	1.6K	-2.7K	18.1K	0	16.3K
Net VEX	-9	-72	0	0	-70
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.00	1.00	0.00
Total Volume	0.882	0	10	0	0
Total OI	1.588	0	11	0	11

Daily Data (17 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
2024-02-06	$45.14	$0.00	23.0%	5.2%	0.0%	0.0%	0.0%	3.5%	1.5%	0	0	0	0.00	166.96	0	0	0	0
2024-02-07	$45.57	$0.00	15.4%	4.4%	0.0%	0.0%	0.0%	2.7%	-0.4%	0	0	0	0.00	160.12	0	0	0	0
2024-02-08	$45.63	$0.00	17.2%	4.9%	0.0%	0.0%	0.0%	9.6%	4.9%	0	0	0	0.00	163.28	0	0	0	0
2024-02-09	$45.95	$0.00	23.1%	6.6%	0.0%	0.0%	0.0%	2.9%	-9.3%	0	0	0	0.00	166.06	0	0	0	0
2024-02-12	$45.84	$0.00	17.8%	5.1%	0.0%	0.0%	0.0%	3.5%	2.6%	0	0	0	0.00	162.55	0	0	0	0
2024-02-13	$45.09	$0.00	24.3%	7.0%	0.0%	0.0%	0.0%	2.9%	-9.7%	0	0	0	0.00	166.35	0	0	0	0
2024-02-14	$45.69	$0.00	25.3%	7.2%	0.0%	0.0%	0.0%	3.0%	-9.5%	0	0	0	0.00	167.10	0	0	0	0
2024-02-15	$45.79	$0.00	24.7%	7.1%	0.0%	0.0%	0.0%	3.0%	44.2%	0	0	0	1.00	167.36	1	1	0	0
2024-02-16	$45.52	$0.00	25.4%	7.3%	0.0%	0.0%	0.0%	2.5%	44.0%	0	595	0	0.00	166.43	1	0	1	1
2024-02-20	$45.16	$0.00	27.1%	7.8%	0.0%	0.0%	0.0%	2.3%	-7.2%	0	0	0	0.00	165.58	0	0	0	0
2024-02-21	$44.97	$0.00	28.3%	8.1%	0.0%	0.0%	0.0%	2.6%	-8.3%	0	0	0	0.00	166.70	0	0	0	0
2024-02-22	$46.13	$0.00	27.4%	7.9%	0.0%	0.0%	24.5%	3.5%	-7.7%	0	0	0	0.00	164.57	1	0	0	0
2024-02-23	$46.02	$46.00	27.6%	7.9%	0.0%	0.0%	0.0%	1.7%	-8.2%	238	-2.5K	-4	0.00	165.25	0	0	1	0
2024-02-26	$46.06	$46.00	9.5%	2.7%	0.0%	0.0%	9.3%	-3.4%	7.8%	835	-2.7K	-4	0.00	164.77	1	0	1	0
2024-02-27	$46.05	$46.00	11.3%	3.2%	0.0%	0.0%	0.0%	3.1%	-0.8%	313	-2.5K	-4	0.00	165.27	0	10	1	0
2024-02-28	$45.92	$46.00	12.2%	3.5%	15.6%	0.0%	0.0%	3.9%	-1.9%	-2.6K	18.1K	-72	0.00	164.95	0	0	1	10
2024-02-29	$46.16	$46.00	16.0%	4.6%	15.2%	0.0%	0.0%	4.6%	-0.5%	-3.1K	16.3K	-70	0.00	162.80	0	0	1	10