GPIQ Options History — May 2024 In May 2024, GPIQ traded between $44.24 and $46.88. ATM implied volatility averaged 25.3%. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 11.1% (HV 20d: 14.2%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-06 : Highest Volume — 10 contracts2024-05-10 : Largest IV spike — 166.4% change2024-05-01 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $45.96 $44.24 $46.88 $44.48 $46.18 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 25.3% 12.3% 60.0% 31.6% 27.0% Expected Move 5.8% 2.5% 9.1% 9.1% 7.7% HV 20d 14.2% 8.7% 18.8% 17.6% 8.9% HV 60d 14.5% 13.1% 15.6% 15.3% 13.1% Term Structure -0.1% -17.0% 55.4% -9.6% -7.2% VWIV 29.0% 29.0% 29.0% 29.0% 29.0% Skew 25d 2.4% -10.5% 16.0% 3.4% -10.5% Skew 10d 6.0% -4.9% 18.3% 6.9% 0.0% Call IV 25d 21.2% 5.6% 37.8% 35.2% 26.7% Put IV 25d 23.6% 14.6% 41.2% 38.6% 16.2% Bid-Ask Spread % 159.31 151.18 168.81 159.36 153.78 Gamma HHI 0.92 0.58 1.00 1.00 0.59 Net GEX 5.4K 882 13.2K 10.7K 6.4K Net DEX -63.5K -104.0K -34.5K -35.8K -70.3K Net VEX -168 -227 -25 -180 -162 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 1.227 0 10 0 0 Total OI 37.727 31 44 31 39
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 2024-05-01 $44.48 $45.00 31.6% 9.1% 17.6% 0.0% 0.0% 3.4% -9.6% 10.7K -35.8K -180 0.00 159.36 0 0 25 6 2024-05-02 $44.24 $45.00 24.1% 6.9% 17.5% 0.0% 0.0% -4.0% -11.5% 4.5K -34.5K -175 0.00 162.39 0 0 25 6 2024-05-03 $45.02 $45.00 22.0% 6.3% 18.6% 0.0% 0.0% 3.4% -4.1% 4.4K -49.3K -176 0.00 168.81 3 0 25 6 2024-05-06 $45.35 $45.00 25.4% 5.3% 18.8% 0.0% 29.0% 3.8% 6.6% 4.1K -61.6K -187 0.00 167.84 0 10 28 6 2024-05-07 $45.45 $45.00 12.5% 2.9% 18.8% 0.0% 0.0% 5.3% 4.4% 9.5K -48.4K -223 0.00 158.38 0 0 28 16 2024-05-08 $45.44 $45.00 12.3% 2.5% 18.8% 0.0% 0.0% -1.3% 11.7% 5.5K -57.5K -227 0.00 158.56 0 3 28 16 2024-05-09 $45.48 $45.00 15.3% 4.4% 18.0% 0.0% 0.0% 12.3% -6.4% 5.2K -58.0K -221 0.00 157.87 0 4 28 13 2024-05-10 $45.57 $45.00 40.9% 4.6% 17.3% 0.0% 0.0% 5.8% 3.7% 12.7K -57.3K -189 0.00 158.00 0 2 28 13 2024-05-13 $45.65 $45.00 54.0% 6.7% 16.4% 0.0% 0.0% -7.4% -10.2% 13.2K -60.9K -168 0.00 158.03 0 0 28 13 2024-05-14 $45.91 $45.00 60.0% 4.5% 16.5% 0.0% 0.0% 12.6% 6.6% 6.3K -61.5K -193 0.00 160.35 0 0 28 13 2024-05-15 $46.41 $45.00 15.1% 4.3% 16.1% 0.0% 0.0% 8.4% 6.4% 5.8K -87.3K -142 0.00 151.18 0 0 28 13 2024-05-16 $46.45 $45.00 16.1% 4.6% 15.9% 0.0% 0.0% 4.7% 55.4% 3.2K -67.5K -189 0.00 168.63 0 0 28 13 2024-05-17 $46.33 $45.00 18.0% 5.2% 12.4% 0.0% 0.0% 0.5% -3.5% 4.6K -83.4K -147 0.00 159.43 0 0 28 13 2024-05-20 $46.59 $45.00 14.7% 4.2% 12.0% 0.0% 0.0% 16.0% 13.5% 882 -104.0K -25 0.00 157.85 0 2 23 11 2024-05-21 $46.62 $45.00 15.5% 4.4% 11.1% 0.0% 0.0% 15.5% 10.6% 5.3K -87.3K -102 0.00 152.68 0 0 23 13 2024-05-22 $46.59 $45.00 24.3% 7.0% 11.2% 0.0% 0.0% -3.5% -16.7% 1.9K -53.5K -188 0.00 160.39 0 0 23 13 2024-05-23 $46.54 $45.00 23.5% 6.7% 10.8% 0.0% 0.0% -1.6% -5.4% 2.0K -53.6K -185 0.00 158.46 0 0 23 13 2024-05-24 $46.81 $45.00 24.1% 6.9% 9.4% 0.0% 0.0% -3.7% -13.9% 1.8K -55.0K -182 0.00 159.37 0 0 23 13 2024-05-28 $46.88 $45.00 26.3% 7.5% 9.4% 0.0% 0.0% -2.3% -6.5% 1.8K -56.5K -165 0.00 159.87 0 0 23 13 2024-05-29 $46.80 $45.00 26.6% 7.6% 8.7% 0.0% 0.0% 3.1% -17.0% 3.1K -75.3K -130 0.00 155.09 3 0 23 13 2024-05-30 $46.41 $45.00 27.7% 7.9% 9.0% 0.0% 0.0% -8.0% -8.3% 6.6K -78.0K -148 0.00 158.54 0 0 26 13 2024-05-31 $46.18 $45.00 27.0% 7.7% 8.9% 0.0% 0.0% -10.5% -7.2% 6.4K -70.3K -162 0.00 153.78 0 0 26 13
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