GPIQ Options History — September 2024 In September 2024, GPIQ traded between $44.34 and $47.92. ATM implied volatility averaged 21.7%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 3.6% (HV 20d: 18.0%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-03 : Highest Volume — 3 contracts2024-09-06 : Largest IV spike — 130.0% change2024-09-06 : Highest IV Rank — 41.9%2024-09-03 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $46.51 $44.34 $47.92 $45.68 $47.70 Max Pain $47.75 $47.00 $48.00 $47.00 $48.00 ATM IV 21.7% 12.0% 35.9% 30.7% 14.5% Expected Move 6.4% 3.4% 8.8% 8.8% 4.2% HV 20d 18.0% 16.8% 20.3% 20.3% 17.4% HV 60d 20.9% 20.0% 21.4% 20.0% 21.3% IV Rank 19.3% 3.9% 41.9% 33.6% 7.9% IV Percentile 51.1% 6.8% 89.8% 85.4% 25.8% Term Structure -0.2% -10.5% 15.7% -10.5% 9.3% VWIV 18.9% 10.5% 27.4% 27.4% 10.5% Skew 25d 7.7% 1.7% 19.9% 8.0% 8.4% Skew 10d 9.8% -3.6% 25.9% 0.4% 3.4% Call IV 25d 23.0% 11.3% 31.0% 23.0% 23.4% Put IV 25d 30.7% 28.0% 34.5% 30.9% 31.8% Bid-Ask Spread % 165.81 146.08 175.27 146.08 163.66 Gamma HHI 0.48 0.25 1.00 0.35 0.76 Net GEX -2.1K -4.1K 953 -2.5K 921 Net DEX 12.4K -5.5K 28.1K 15.7K -5.4K Net VEX -25 -41 -12 -26 -16 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 0.35 0 3 3 0 Total OI 7.45 1 11 7 2
Daily Data (20 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 2024-09-03 $45.68 $47.00 30.7% 8.8% 20.3% 33.6% 27.4% 8.0% -10.5% -2.5K 15.7K -26 0.00 146.08 0 3 0 7 2024-09-04 $45.49 $48.00 15.5% 4.5% 19.1% 9.6% 0.0% 16.8% 9.5% -3.3K 25.0K -28 0.00 151.87 1 0 0 9 2024-09-05 $45.31 $0.00 15.6% 7.0% 18.4% 9.7% 0.0% 2.5% -5.8% -3.1K 23.7K -40 0.00 170.88 0 0 1 9 2024-09-06 $44.34 $0.00 35.9% 7.1% 18.6% 41.9% 0.0% 1.8% -6.4% -1.4K 23.8K -41 0.00 163.40 0 0 1 9 2024-09-09 $44.73 $0.00 17.4% 7.3% 18.6% 12.5% 0.0% 3.0% -6.0% -2.8K 28.1K -32 0.00 168.41 0 0 1 9 2024-09-10 $45.22 $0.00 18.4% 7.2% 19.0% 14.2% 0.0% 3.6% -5.3% -3.2K 25.0K -33 0.00 167.70 0 0 1 9 2024-09-11 $45.94 $0.00 23.3% 6.7% 18.2% 21.9% 0.0% 3.8% -4.6% -3.0K 19.7K -36 0.00 158.62 0 0 1 9 2024-09-12 $46.49 $0.00 24.0% 6.9% 18.6% 23.0% 0.0% 11.5% -4.5% -3.2K 16.2K -34 0.00 167.98 0 0 1 9 2024-09-13 $46.71 $0.00 24.6% 7.1% 17.0% 23.9% 0.0% 16.5% -5.0% -4.1K 13.6K -27 0.00 170.79 0 1 1 9 2024-09-16 $46.54 $0.00 25.5% 7.3% 17.1% 25.4% 0.0% 3.2% -6.2% -3.6K 18.6K -29 0.00 171.53 1 0 1 10 2024-09-17 $46.47 $0.00 25.7% 7.4% 16.8% 25.7% 0.0% 10.2% -6.7% -4.0K 19.2K -27 0.00 168.91 0 0 1 10 2024-09-18 $46.51 $0.00 25.2% 7.2% 16.8% 24.9% 0.0% 10.4% -6.9% -4.1K 18.9K -24 0.00 168.56 0 0 1 10 2024-09-19 $47.45 $0.00 25.1% 7.2% 18.4% 24.7% 0.0% 19.1% -2.3% -3.0K 12.5K -20 0.00 168.08 0 0 1 10 2024-09-20 $47.39 $0.00 25.5% 7.3% 17.9% 25.4% 0.0% 2.2% -2.8% -3.9K 11.7K -14 0.00 167.91 0 0 1 10 2024-09-23 $47.41 $0.00 26.5% 7.6% 17.7% 27.0% 0.0% 1.7% -4.0% 127 -3.2K -12 0.00 168.22 0 0 1 0 2024-09-24 $47.61 $0.00 18.3% 5.3% 17.6% 14.0% 0.0% 2.3% 12.4% 129 -3.3K -12 0.00 164.98 0 0 1 0 2024-09-25 $47.63 $0.00 16.9% 4.8% 17.6% 11.7% 0.0% 2.4% 15.7% 128 -3.3K -12 0.00 166.77 0 0 1 0 2024-09-26 $47.92 $0.00 12.3% 3.5% 17.4% 4.4% 10.5% 19.9% 15.6% 109 -3.3K -12 0.00 175.27 1 0 1 0 2024-09-27 $47.72 $48.00 12.0% 3.4% 17.5% 3.9% 0.0% 7.1% 10.8% 953 -5.5K -16 0.00 166.49 0 0 2 0 2024-09-30 $47.70 $48.00 14.5% 4.2% 17.4% 7.9% 0.0% 8.4% 9.3% 921 -5.4K -16 0.00 163.66 0 0 2 0
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