GPIQ Options History — June 2024

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

In June 2024, GPIQ traded between $46.19 and $48.34. ATM implied volatility averaged 21.2%. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 12.7% (HV 20d: 8.4%). Max pain ranged from $45.00 to $47.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.25.

Notable Days

2024-06-06: Highest Volume — 5 contracts
2024-06-28: Largest IV spike — 78.7% change
2024-06-04: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.54	$46.19	$48.34	$46.48	$48.10
Max Pain	$46.68	$45.00	$47.00	$45.00	$47.00
ATM IV	21.2%	11.1%	34.5%	28.2%	19.8%
Expected Move	4.8%	2.8%	8.4%	8.1%	5.7%
HV 20d	8.4%	7.1%	9.0%	7.1%	8.1%
HV 60d	12.8%	12.4%	13.0%	12.9%	12.4%
Term Structure	5.1%	-19.0%	59.8%	-7.8%	9.6%
VWIV	11.0%	8.6%	12.5%	12.0%	12.5%
Skew 25d	-4.7%	-70.2%	8.0%	3.9%	3.7%
Skew 10d	-1.4%	-105.6%	13.3%	10.6%	13.3%
Call IV 25d	26.4%	8.2%	81.6%	33.0%	31.0%
Put IV 25d	21.7%	11.4%	36.9%	36.9%	34.7%
Bid-Ask Spread %	164.14	154.06	182.70	154.29	168.96
Gamma HHI	0.45	0.31	0.66	0.59	0.42
Net GEX	1.7K	-184	3.1K	2.8K	-184
Net DEX	-22.7K	-60.4K	-4.0K	-60.4K	-11.2K
Net VEX	-64	-165	-32	-165	-34
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.00	1.00	0.00	0.00
Total Volume	1.053	0	5	0	0
Total OI	15.842	9	39	39	9

Daily Data (19 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
2024-06-03	$46.48	$45.00	28.2%	8.1%	7.1%	0.0%	0.0%	3.9%	-7.8%	2.8K	-60.4K	-165	0.00	154.29	0	0	26	13
2024-06-04	$46.19	$45.00	29.2%	8.4%	7.3%	0.0%	0.0%	3.6%	-9.2%	-181	-4.0K	-105	0.00	165.50	0	0	9	13
2024-06-05	$46.78	$45.00	28.7%	8.2%	8.4%	0.0%	0.0%	-8.8%	-19.0%	680	-9.2K	-100	0.00	163.84	0	0	9	13
2024-06-06	$46.91	$47.00	29.3%	3.2%	8.4%	0.0%	0.0%	1.1%	5.7%	561	-11.8K	-95	0.00	174.59	0	5	9	13
2024-06-07	$46.86	$47.00	30.3%	3.1%	8.4%	0.0%	0.0%	1.8%	8.1%	1.2K	-17.6K	-78	0.00	174.85	0	5	9	8
2024-06-10	$46.95	$47.00	33.8%	2.9%	8.4%	0.0%	12.0%	8.0%	9.6%	2.1K	-24.8K	-58	0.00	172.99	1	0	9	3
2024-06-11	$47.13	$47.00	34.5%	2.8%	8.5%	0.0%	8.6%	6.3%	10.2%	3.1K	-27.9K	-61	0.00	170.17	1	0	10	3
2024-06-12	$47.56	$47.00	16.9%	4.8%	8.8%	0.0%	0.0%	-2.0%	2.4%	2.9K	-31.5K	-60	0.00	164.50	0	0	11	3
2024-06-13	$47.78	$47.00	17.4%	5.0%	8.2%	0.0%	0.0%	-3.4%	4.6%	3.0K	-33.4K	-58	0.00	161.08	0	0	11	3
2024-06-14	$47.85	$47.00	19.0%	5.4%	8.2%	0.0%	0.0%	-2.0%	-0.0%	2.3K	-33.7K	-55	0.00	163.23	0	1	11	3
2024-06-17	$48.34	$47.00	15.3%	4.4%	8.6%	0.0%	0.0%	-4.3%	-1.7%	2.1K	-36.9K	-53	1.00	156.62	1	1	11	4
2024-06-18	$48.25	$47.00	18.6%	5.3%	8.6%	0.0%	0.0%	-5.3%	3.2%	1.5K	-32.3K	-44	0.00	158.89	1	0	11	5
2024-06-20	$48.08	$47.00	18.2%	5.2%	8.8%	0.0%	0.0%	5.9%	1.1%	2.4K	-32.7K	-49	0.00	158.05	0	2	12	5
2024-06-21	$48.01	$47.00	12.6%	3.6%	8.8%	0.0%	12.5%	-9.7%	4.7%	1.6K	-22.9K	-44	0.00	158.05	0	2	12	7
2024-06-24	$47.81	$47.00	12.5%	3.6%	9.0%	0.0%	0.0%	-2.3%	5.2%	1.1K	-7.9K	-46	0.00	154.06	0	0	5	4
2024-06-25	$48.02	$47.00	14.1%	4.0%	8.9%	0.0%	0.0%	-5.1%	5.1%	1.2K	-8.8K	-48	0.00	156.87	0	0	5	4
2024-06-26	$48.02	$47.00	12.6%	3.6%	8.9%	0.0%	0.0%	-10.8%	5.7%	1.1K	-11.7K	-32	0.00	159.33	0	0	5	4
2024-06-27	$48.13	$47.00	11.1%	3.2%	8.9%	0.0%	0.0%	-70.2%	59.8%	2.9K	-13.3K	-32	0.00	182.70	0	0	5	4
2024-06-28	$48.10	$47.00	19.8%	5.7%	8.1%	0.0%	0.0%	3.7%	9.6%	-184	-11.2K	-34	0.00	168.96	0	0	5	4