GPIQ Options History — April 2024 In April 2024, GPIQ traded between $43.27 and $46.64. ATM implied volatility averaged 17.8%. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 4.5% (HV 20d: 13.3%). Max pain ranged from $45.00 to $46.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.03.
Notable Days 2024-04-18 : Highest Volume — 10 contracts2024-04-25 : Largest IV spike — 112.2% change2024-04-25 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $45.18 $43.27 $46.64 $46.64 $44.75 Max Pain $45.14 $45.00 $46.00 $46.00 $45.00 ATM IV 17.8% 10.8% 28.5% 12.8% 13.3% Expected Move 5.4% 3.1% 8.2% 3.7% 3.8% HV 20d 13.3% 9.1% 18.1% 12.3% 17.5% HV 60d 14.8% 13.7% 15.5% 13.7% 15.4% Term Structure 0.2% -7.0% 10.1% 9.5% -4.7% VWIV 12.8% 12.8% 12.8% 12.8% 12.8% Skew 25d 8.7% -7.7% 24.0% -7.7% 22.8% Skew 10d 3.5% -8.7% 16.2% -8.7% 16.2% Call IV 25d 17.6% 7.7% 26.9% 23.3% 11.3% Put IV 25d 26.3% 14.9% 34.1% 15.6% 34.1% Bid-Ask Spread % 162.89 155.65 170.66 167.11 161.13 Gamma HHI 0.60 0.33 1.00 0.34 1.00 Net GEX -337 -8.8K 11.0K -4.3K 11.0K Net DEX 11.2K -40.8K 47.4K 12.9K -40.8K Net VEX -112 -183 -52 -105 -183 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.20 0.20 0.00 Total Volume 2.045 0 10 0 0 Total OI 29.591 16 44 27 31
Daily Data (22 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 2024-04-01 $46.64 $46.00 12.8% 3.7% 12.3% 0.0% 0.0% -7.7% 9.5% -4.3K 12.9K -105 0.00 167.11 0 0 6 21 2024-04-02 $45.90 $46.00 11.0% 3.1% 13.0% 0.0% 0.0% 6.3% 10.1% -7.2K 32.5K -114 0.00 164.54 0 0 6 21 2024-04-03 $45.97 $46.00 11.8% 3.4% 11.2% 0.0% 0.0% 6.4% 9.5% -6.8K 30.8K -112 0.00 161.48 0 0 6 21 2024-04-04 $45.59 $45.00 10.8% 5.9% 11.3% 0.0% 0.0% 3.3% -4.0% -8.8K 42.4K -105 0.00 163.08 0 0 6 21 2024-04-05 $45.82 $45.00 13.8% 6.2% 10.5% 0.0% 0.0% 2.8% -3.9% -7.5K 36.7K -106 0.20 165.58 5 1 6 21 2024-04-08 $45.88 $45.00 14.4% 4.7% 9.8% 0.0% 0.0% -0.2% 8.3% -5.6K 20.7K -105 0.00 161.71 5 0 11 22 2024-04-09 $45.87 $45.00 14.3% 5.1% 9.8% 0.0% 0.0% -2.8% 5.9% -2.1K 13.4K -119 0.00 160.20 0 5 16 22 2024-04-10 $45.70 $45.00 24.2% 6.9% 9.1% 0.0% 0.0% 2.7% -4.9% 357 17.5K -102 0.00 170.66 0 0 16 17 2024-04-11 $46.37 $45.00 22.1% 6.3% 10.5% 0.0% 0.0% -4.3% -4.2% 2.9K -11.3K -98 0.00 166.06 0 0 16 17 2024-04-12 $45.70 $45.00 23.8% 6.8% 11.5% 0.0% 0.0% 2.6% -5.4% 396 17.8K -94 0.00 167.98 0 0 16 17 2024-04-15 $45.03 $45.00 16.4% 4.7% 12.5% 0.0% 0.0% 9.0% 5.2% -1.7K 40.9K -66 0.00 157.23 2 0 16 17 2024-04-16 $45.11 $45.00 15.3% 4.4% 12.1% 0.0% 0.0% 5.1% 6.4% -690 39.4K -63 0.00 167.09 0 0 17 17 2024-04-17 $44.58 $45.00 15.5% 4.5% 12.7% 0.0% 0.0% 3.6% 7.6% -680 41.1K -59 0.00 162.79 1 0 17 17 2024-04-18 $44.37 $45.00 26.8% 7.7% 12.2% 0.0% 0.0% 4.0% -5.8% -940 42.2K -52 0.00 163.67 10 0 17 17 2024-04-19 $43.27 $45.00 26.9% 7.7% 14.3% 0.0% 0.0% 19.4% -6.6% 111 47.4K -101 0.00 155.65 0 1 27 17 2024-04-22 $43.80 $45.00 21.5% 6.2% 15.3% 0.0% 0.0% 20.9% 5.7% 2.3K 1.5K -98 0.00 158.11 0 0 10 6 2024-04-23 $44.47 $45.00 28.0% 8.0% 16.6% 0.0% 0.0% 20.3% -6.5% 2.9K -6.5K -105 0.00 162.24 10 0 10 6 2024-04-24 $44.61 $45.00 13.4% 3.9% 16.7% 0.0% 0.0% 18.6% -0.2% 8.0K -31.2K -176 0.00 164.47 0 0 20 6 2024-04-25 $44.33 $45.00 28.5% 8.2% 16.8% 0.0% 0.0% 14.2% -7.0% 8.1K -23.6K -169 0.00 160.28 0 0 20 6 2024-04-26 $45.10 $45.00 12.7% 3.6% 18.1% 0.0% 0.0% 20.3% -3.5% 1.5K -38.9K -172 0.00 159.03 0 0 20 6 2024-04-29 $45.14 $45.00 14.0% 4.0% 18.1% 0.0% 12.8% 24.0% -6.0% 1.3K -39.0K -166 0.00 163.45 5 0 20 6 2024-04-30 $44.75 $45.00 13.3% 3.8% 17.5% 0.0% 0.0% 22.8% -4.7% 11.0K -40.8K -183 0.00 161.13 0 0 25 6
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