GPIQ Options History — July 2024 In July 2024, GPIQ traded between $45.60 and $49.22. ATM implied volatility averaged 23.1%. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 12.3% (HV 20d: 10.8%). Max pain ranged from $47.00 to $49.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.10.
Notable Days 2024-07-19 : Highest Volume — 16 contracts2024-07-05 : Largest IV spike — 159.3% change2024-07-29 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $47.78 $45.60 $49.22 $48.20 $46.91 Max Pain $48.06 $47.00 $49.00 $47.00 $48.00 ATM IV 23.1% 11.0% 31.7% 14.2% 26.3% Expected Move 6.6% 3.1% 9.1% 4.1% 7.5% HV 20d 10.8% 6.4% 20.3% 7.7% 20.3% HV 60d 11.7% 10.3% 13.2% 12.3% 13.2% Term Structure -2.8% -10.4% 8.7% 3.2% -7.2% VWIV 23.1% 15.7% 29.7% 15.7% 24.5% Skew 25d 3.1% -8.0% 22.1% 2.1% 8.4% Skew 10d 6.2% -5.7% 22.6% 3.8% 2.8% Call IV 25d 23.9% 8.1% 33.5% 28.5% 20.6% Put IV 25d 27.0% 15.0% 36.6% 30.6% 29.0% Bid-Ask Spread % 163.35 143.16 183.75 152.97 151.87 Gamma HHI 0.41 0.19 0.54 0.41 0.46 Net GEX 203 -1.3K 1.7K 1.5K 1.3K Net DEX -630 -16.1K 16.9K -11.7K -3.0K Net VEX -43 -83 -16 -40 -73 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.00 3.00 1.00 0.60 Total Volume 1.5 0 16 0 0 Total OI 11.682 6 18 9 18
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 2024-07-01 $48.20 $47.00 14.2% 4.1% 7.7% 0.0% 0.0% 2.1% 3.2% 1.5K -11.7K -40 0.00 152.97 0 0 5 4 2024-07-02 $48.12 $48.00 14.4% 4.1% 7.7% 0.0% 0.0% 0.9% 4.0% -191 -1.5K -23 0.00 164.81 0 0 2 4 2024-07-03 $48.41 $48.00 11.0% 3.1% 7.2% 0.0% 0.0% -8.0% 8.7% 90 -3.1K -21 0.00 163.02 0 0 2 4 2024-07-05 $48.79 $0.00 28.4% 5.9% 6.4% 0.0% 0.0% 17.4% -3.3% -14 -2.9K -23 0.00 183.75 0 0 2 4 2024-07-08 $48.88 $0.00 19.6% 6.3% 6.4% 0.0% 0.0% 12.9% -3.7% 252 -5.9K -17 0.00 181.73 0 0 2 4 2024-07-09 $48.91 $0.00 20.7% 6.2% 6.4% 0.0% 0.0% 12.4% -3.2% 236 -6.4K -16 1.00 179.95 1 1 2 4 2024-07-10 $49.22 $0.00 21.6% 6.2% 6.5% 0.0% 0.0% -5.9% -3.0% -724 -2.8K -17 0.00 175.19 0 0 2 5 2024-07-11 $48.61 $0.00 21.0% 6.0% 8.4% 0.0% 15.7% -0.4% -3.3% -414 1.2K -23 2.00 169.29 1 2 2 5 2024-07-12 $48.83 $48.00 21.9% 6.3% 8.0% 0.0% 0.0% -2.4% -4.3% -1.3K 4.3K -30 0.00 172.89 3 0 2 7 2024-07-15 $48.89 $48.00 23.3% 6.7% 7.9% 0.0% 0.0% -3.6% -5.1% -331 -7.0K -30 0.00 174.59 4 0 5 7 2024-07-16 $48.81 $48.00 16.4% 4.7% 7.9% 0.0% 0.0% -4.7% -4.9% -882 -4.1K -25 0.00 166.54 0 0 4 7 2024-07-17 $47.82 $48.00 25.0% 7.2% 10.3% 0.0% 22.3% 1.8% -2.6% 742 4.5K -28 3.00 159.01 1 3 4 7 2024-07-18 $47.61 $49.00 24.3% 7.0% 10.4% 0.0% 0.0% 1.1% -1.9% -1.2K 12.8K -36 0.00 156.56 0 0 3 9 2024-07-19 $47.21 $49.00 30.5% 8.7% 10.7% 0.0% 29.7% 1.7% -10.4% -695 16.9K -35 0.60 159.89 10 6 3 9 2024-07-22 $47.91 $48.00 26.2% 7.5% 12.1% 0.0% 0.0% -2.4% -2.7% 1.7K -14.7K -83 0.00 157.98 0 0 10 7 2024-07-23 $47.78 $48.00 27.1% 7.8% 12.0% 0.0% 0.0% -2.6% -2.4% 1.6K -16.1K -83 0.00 159.94 0 0 10 7 2024-07-24 $46.33 $48.00 27.8% 8.0% 16.1% 0.0% 0.0% 0.4% -3.1% -905 -299 -69 0.00 153.99 0 0 10 7 2024-07-25 $45.94 $48.00 28.6% 8.2% 16.3% 0.0% 0.0% 1.4% -7.8% 799 4.5K -74 0.00 153.18 0 0 10 7 2024-07-26 $46.09 $48.00 29.8% 8.5% 16.3% 0.0% 0.0% 2.8% -7.1% 812 3.0K -75 0.00 156.88 0 0 10 7 2024-07-29 $46.31 $48.00 31.7% 9.1% 16.5% 0.0% 0.0% 22.1% -8.8% 1.4K 8.1K -62 0.00 156.51 0 0 10 7 2024-07-30 $45.60 $48.00 18.5% 5.3% 17.1% 0.0% 24.5% 12.8% 8.1% 751 10.3K -58 0.00 143.16 0 1 10 7 2024-07-31 $46.91 $48.00 26.3% 7.5% 20.3% 0.0% 0.0% 8.4% -7.2% 1.3K -3.0K -73 0.00 151.87 0 0 10 8
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