GPIQ Options History — August 2024 In August 2024, GPIQ traded between $42.91 and $47.22. ATM implied volatility averaged 30.7%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 3.0% (HV 20d: 27.7%). Max pain ranged from $46.00 to $48.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-02 : Highest Volume — 2 contracts2024-08-02 : Largest IV spike — 94.1% change2024-08-08 : Highest IV Rank — 82.2%2024-08-06 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $45.79 $42.91 $47.22 $45.63 $46.91 Max Pain $46.27 $46.00 $48.00 $48.00 $47.00 ATM IV 30.7% 13.4% 72.5% 19.0% 13.4% Expected Move 6.5% 3.8% 11.6% 5.4% 3.8% HV 20d 27.7% 21.3% 31.0% 22.2% 21.3% HV 60d 18.5% 14.3% 19.5% 14.3% 19.3% IV Rank 27.8% 6.1% 82.2% 54.5% 6.1% IV Percentile 55.5% 16.3% 99.2% 95.2% 16.8% Term Structure -1.4% -14.6% 43.8% 10.8% 11.4% VWIV 15.1% 13.6% 16.6% 13.6% 16.6% Skew 25d 1.5% -7.4% 15.4% -0.3% -6.7% Skew 10d 0.6% -5.5% 15.6% 15.6% -0.6% Call IV 25d 27.5% 13.8% 40.8% 37.1% 29.7% Put IV 25d 29.1% 20.4% 45.6% 36.8% 23.0% Bid-Ask Spread % 155.16 136.85 175.70 149.48 157.27 Gamma HHI 0.39 0.27 0.78 0.34 0.33 Net GEX -1.1K -2.9K 218 -222 -2.2K Net DEX 14.1K 1.1K 29.9K 15.2K 10.1K Net VEX -33 -59 -4 -55 -26 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 0.409 0 2 0 0 Total OI 13.182 5 20 18 7
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 2024-08-01 $45.63 $48.00 19.0% 5.4% 22.2% 0.0% 0.0% -0.3% 10.8% -222 15.2K -55 0.00 149.48 0 0 10 8 2024-08-02 $44.28 $48.00 36.9% 10.6% 23.7% 0.0% 0.0% 15.4% -14.6% -127 21.6K -44 0.00 136.85 0 2 10 8 2024-08-05 $42.91 $46.00 60.6% 10.2% 25.4% 0.0% 0.0% 4.4% -13.0% -287 27.6K -49 0.00 163.53 0 0 10 10 2024-08-06 $43.87 $46.00 72.5% 11.6% 27.3% 0.0% 0.0% 4.8% -13.2% -515 22.2K -59 0.00 175.70 0 0 10 10 2024-08-07 $43.28 $46.00 43.8% 7.5% 27.0% 54.5% 0.0% 1.4% -8.9% -551 29.9K -44 0.00 146.16 0 0 10 10 2024-08-08 $44.28 $46.00 61.3% 9.5% 28.8% 82.2% 0.0% 5.8% -9.9% -521 23.7K -54 0.00 165.92 0 2 10 10 2024-08-09 $44.61 $46.00 45.8% 5.1% 29.0% 57.6% 0.0% 4.1% 2.2% -602 25.7K -49 0.00 153.37 0 0 10 10 2024-08-12 $44.61 $46.00 59.2% 4.9% 28.9% 78.9% 0.0% 3.8% 2.6% -708 26.1K -43 0.00 159.33 0 0 10 10 2024-08-13 $45.62 $46.00 32.0% 7.1% 30.5% 35.7% 0.0% 3.7% -7.0% -439 21.5K -43 0.00 157.14 0 0 10 10 2024-08-14 $45.67 $46.00 24.7% 7.1% 29.8% 24.1% 0.0% 1.6% -7.1% -991 25.2K -37 0.00 157.75 0 0 10 10 2024-08-15 $46.67 $46.00 23.8% 6.8% 31.0% 22.7% 0.0% -2.8% 43.8% 218 8.2K -36 0.00 160.47 0 2 10 10 2024-08-16 $46.72 $46.00 24.2% 6.9% 30.9% 23.2% 0.0% -3.3% -3.5% -756 3.5K -26 0.00 160.81 0 0 10 10 2024-08-19 $47.05 $46.00 17.8% 5.1% 30.5% 13.1% 0.0% 0.1% -7.2% -2.4K 4.2K -16 0.00 155.67 0 0 0 5 2024-08-20 $47.15 $46.00 18.8% 5.4% 30.5% 14.8% 0.0% 2.6% -4.3% -1.3K 4.4K -18 0.00 157.78 0 0 0 5 2024-08-21 $47.22 $46.00 19.0% 5.5% 28.4% 15.1% 0.0% 2.2% -6.0% -1.5K 4.9K -19 0.00 155.32 0 0 0 5 2024-08-22 $46.71 $46.00 19.1% 5.5% 28.5% 15.1% 0.0% -2.9% -5.6% -1.6K 5.5K -20 0.00 149.12 0 0 0 5 2024-08-23 $47.07 $46.00 18.5% 5.3% 28.6% 14.3% 0.0% 2.1% -6.4% -1.7K 4.8K -18 0.00 153.88 0 0 0 5 2024-08-26 $46.81 $46.00 18.1% 5.2% 28.6% 13.5% 13.6% -5.4% -8.4% -2.9K 1.1K -4 0.00 147.31 1 0 0 5 2024-08-27 $46.96 $46.00 19.6% 5.6% 28.0% 16.1% 0.0% 13.5% -7.2% -1.7K 5.0K -17 0.00 153.85 0 0 0 5 2024-08-28 $46.61 $46.00 13.4% 3.8% 26.3% 6.1% 16.6% -3.5% 9.4% -2.1K 6.9K -18 0.00 146.66 0 2 0 5 2024-08-29 $46.63 $47.00 13.8% 4.0% 24.2% 6.9% 0.0% -7.4% 11.4% -1.9K 12.8K -29 0.00 150.17 0 0 0 7 2024-08-30 $46.91 $47.00 13.4% 3.8% 21.3% 6.1% 0.0% -6.7% 11.4% -2.2K 10.1K -26 0.00 157.27 0 0 0 7
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