GPIQ Options History — March 2024 In March 2024, GPIQ traded between $45.45 and $46.80. ATM implied volatility averaged 22.8%. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 7.3% (HV 20d: 15.5%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-04 : Highest Volume — 6 contracts2024-03-05 : Largest IV spike — 135.3% change2024-03-01 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $46.17 $45.45 $46.80 $46.80 $46.56 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 22.8% 11.1% 58.3% 31.4% 11.6% Expected Move 4.2% 3.3% 9.0% 9.0% 3.3% HV 20d 15.5% 13.2% 17.6% 15.5% 13.2% Term Structure 4.4% -10.7% 8.1% -10.7% 7.7% VWIV 12.6% 11.4% 13.8% 11.4% 13.8% Skew 25d 1.2% -7.5% 10.6% 5.6% -6.1% Skew 10d 3.2% -5.8% 9.4% 9.4% -5.8% Call IV 25d 21.0% 15.5% 35.2% 35.2% 20.5% Put IV 25d 22.2% 14.3% 40.9% 40.9% 14.3% Bid-Ask Spread % 162.42 152.56 170.92 158.08 170.92 Gamma HHI 0.47 0.35 1.00 1.00 0.36 Net GEX -3.0K -4.5K -714 -2.1K -3.4K Net DEX 18.8K 5.7K 31.4K 13.7K 13.0K Net VEX -112 -143 -66 -67 -110 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 1.05 0 6 0 1 Total OI 21.9 11 26 11 26
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 2024-03-01 $46.80 $46.00 31.4% 9.0% 15.5% 0.0% 0.0% 5.6% -10.7% -2.1K 13.7K -67 0.00 158.08 0 0 1 10 2024-03-04 $46.28 $46.00 11.1% 4.0% 15.8% 0.0% 11.4% 3.6% 4.4% -2.9K 15.7K -66 0.00 165.94 6 0 1 10 2024-03-05 $45.45 $46.00 26.1% 6.4% 16.9% 0.0% 0.0% 4.3% -6.4% -714 11.7K -102 0.00 166.16 1 0 7 10 2024-03-06 $45.77 $46.00 37.0% 4.2% 16.6% 0.0% 0.0% 4.6% 4.2% -942 12.2K -99 0.00 162.78 0 0 6 10 2024-03-07 $46.34 $46.00 39.4% 4.1% 16.9% 0.0% 0.0% 4.2% 3.4% -951 5.7K -98 0.00 161.80 0 2 6 10 2024-03-08 $45.86 $46.00 40.9% 3.3% 17.3% 0.0% 13.8% 4.1% 1.6% -2.5K 26.7K -89 0.00 152.56 0 5 6 12 2024-03-11 $45.72 $46.00 56.0% 4.3% 17.2% 0.0% 0.0% 6.4% 3.9% -2.8K 27.4K -124 0.00 160.69 0 0 6 17 2024-03-12 $46.20 $46.00 58.3% 3.7% 17.6% 0.0% 0.0% 0.1% 5.8% -3.2K 19.8K -121 0.00 155.46 0 0 6 17 2024-03-13 $46.08 $46.00 14.1% 4.1% 16.4% 0.0% 0.0% -1.3% 3.8% -3.4K 22.2K -120 0.00 160.51 0 0 6 17 2024-03-14 $45.76 $46.00 13.7% 3.9% 16.0% 0.0% 0.0% 6.4% 7.3% -3.5K 27.6K -117 0.00 158.82 0 0 6 17 2024-03-15 $45.53 $46.00 14.2% 4.1% 16.1% 0.0% 0.0% 10.6% 8.1% -3.8K 31.4K -111 0.00 158.72 0 6 6 17 2024-03-18 $45.91 $46.00 14.2% 4.1% 16.2% 0.0% 0.0% 5.7% 7.9% -3.9K 27.7K -143 0.00 162.14 0 0 6 20 2024-03-19 $45.93 $46.00 14.2% 4.1% 15.9% 0.0% 0.0% 5.3% 7.1% -4.0K 27.4K -141 0.00 160.88 0 0 6 20 2024-03-20 $46.31 $46.00 13.6% 3.9% 16.0% 0.0% 0.0% -2.1% 6.2% -3.7K 20.0K -135 0.00 159.69 0 0 6 20 2024-03-21 $46.56 $46.00 12.2% 3.5% 13.4% 0.0% 0.0% -5.1% 6.1% -4.5K 20.6K -130 0.00 164.10 0 0 6 20 2024-03-22 $46.66 $46.00 12.1% 3.5% 13.4% 0.0% 0.0% -7.5% 6.1% -3.1K 11.6K -123 0.00 168.91 0 0 6 20 2024-03-25 $46.59 $46.00 11.9% 3.4% 13.4% 0.0% 0.0% -4.6% 6.8% -3.3K 13.7K -120 0.00 165.89 0 0 6 20 2024-03-26 $46.55 $46.00 12.5% 3.6% 13.4% 0.0% 0.0% -4.1% 7.4% -3.3K 15.1K -117 0.00 166.21 0 0 6 20 2024-03-27 $46.55 $46.00 11.9% 3.4% 13.3% 0.0% 0.0% -7.0% 7.5% -3.5K 13.4K -112 0.00 168.10 0 0 6 20 2024-03-28 $46.56 $46.00 11.6% 3.3% 13.2% 0.0% 0.0% -6.1% 7.7% -3.4K 13.0K -110 0.00 170.92 0 1 6 20
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