GPIQ Options History — October 2024 In October 2024, GPIQ traded between $46.87 and $48.63. ATM implied volatility averaged 26.5%, placing in the 26.9% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 14.8% (HV 20d: 11.6%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2024-10-18 : Highest Volume — 2 contracts2024-10-08 : Largest IV drop — 53.6% change2024-10-07 : Highest IV Rank — 41.0%2024-10-29 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $47.80 $46.87 $48.63 $47.34 $47.48 Max Pain $47.15 $47.00 $48.00 $48.00 $47.00 ATM IV 26.5% 16.4% 35.3% 29.4% 17.2% Expected Move 7.4% 4.9% 9.0% 8.4% 4.9% HV 20d 11.6% 9.8% 14.7% 14.5% 12.9% HV 60d 19.7% 15.0% 21.5% 21.3% 15.3% IV Rank 26.9% 10.9% 41.0% 31.6% 12.2% IV Percentile 69.4% 32.8% 90.5% 84.1% 32.8% Term Structure -5.7% -10.5% 4.5% -7.0% 4.5% VWIV 16.7% 14.4% 19.0% 15.9% 18.8% Skew 25d 0.5% -13.2% 19.6% 1.1% -1.7% Skew 10d 17.4% 2.7% 82.0% 5.7% 3.9% Call IV 25d 24.3% 10.4% 35.8% 35.8% 33.7% Put IV 25d 24.8% 15.3% 37.0% 37.0% 31.9% Bid-Ask Spread % 172.67 161.27 180.19 161.27 162.39 Gamma HHI 0.80 0.55 1.00 0.56 0.89 Net GEX -430 -2.2K 554 407 -2.2K Net DEX -1.7K -5.3K 5.5K -5.3K 5.5K Net VEX -19 -29 -14 -16 -29 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.478 0 2 0 2 Total OI 3.913 2 6 2 6
Daily Data (23 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 2024-10-01 $47.34 $48.00 29.4% 8.4% 14.5% 31.6% 0.0% 1.1% -7.0% 407 -5.3K -16 0.00 161.27 0 0 2 0 2024-10-02 $47.04 $48.00 29.9% 8.6% 14.7% 32.4% 0.0% -4.4% -7.3% 432 -4.9K -16 0.00 164.29 0 0 2 0 2024-10-03 $46.87 $0.00 30.9% 6.7% 14.7% 34.0% 0.0% 3.3% -4.3% 554 -4.4K -15 0.00 176.76 0 1 2 0 2024-10-04 $47.34 $0.00 31.4% 6.9% 12.1% 34.8% 0.0% 3.4% -4.0% 164 -3.8K -18 0.00 176.90 0 0 2 1 2024-10-07 $47.00 $0.00 35.3% 7.0% 12.4% 41.0% 0.0% 3.1% -4.1% 146 -3.3K -18 0.00 177.18 0 1 2 1 2024-10-08 $47.55 $0.00 16.4% 6.9% 12.5% 10.9% 0.0% 3.5% -4.3% -164 -1.6K -20 0.00 177.62 0 0 2 2 2024-10-09 $47.86 $0.00 24.0% 6.9% 11.6% 23.0% 0.0% 17.7% -4.0% 62 -3.0K -17 0.00 177.89 0 0 2 2 2024-10-10 $47.81 $0.00 24.8% 7.1% 11.0% 24.2% 0.0% 17.4% -4.5% -153 -2.5K -18 0.00 177.85 0 0 2 2 2024-10-11 $47.98 $0.00 24.9% 7.1% 11.0% 24.4% 0.0% 18.3% -4.3% 112 -3.6K -16 0.00 179.63 0 0 2 2 2024-10-14 $48.27 $0.00 25.6% 7.4% 10.9% 25.6% 0.0% 19.6% -4.8% 95 -4.8K -15 0.00 178.85 0 0 2 2 2024-10-15 $47.67 $0.00 24.9% 7.1% 12.0% 24.4% 0.0% 11.7% -6.1% -90 -2.0K -15 0.00 174.47 0 0 2 2 2024-10-16 $47.77 $0.00 26.4% 7.6% 12.0% 26.9% 15.9% -2.3% -5.2% -8 -2.4K -14 0.00 170.97 0 1 2 2 2024-10-17 $47.85 $47.00 26.2% 7.5% 9.8% 26.4% 0.0% 8.6% -5.2% -240 -714 -17 0.00 168.48 0 0 2 3 2024-10-18 $48.09 $47.00 26.2% 7.5% 9.9% 26.4% 0.0% -5.3% -6.1% -238 -3.5K -16 0.00 170.35 0 2 2 3 2024-10-21 $48.09 $47.00 21.4% 6.1% 9.9% 18.8% 15.3% -11.2% -5.7% -292 -2.0K -15 0.00 180.19 0 1 1 1 2024-10-22 $48.23 $47.00 27.3% 7.8% 9.9% 28.3% 17.1% -9.6% -6.8% -564 -1.1K -18 0.00 169.49 0 1 1 2 2024-10-23 $47.62 $47.00 27.3% 7.8% 10.9% 28.3% 14.4% -5.9% -7.5% -1.3K 1.3K -24 0.00 166.81 0 1 1 3 2024-10-24 $47.97 $47.00 28.4% 8.2% 11.0% 30.0% 0.0% -12.4% -7.0% -1.5K 1.6K -26 0.00 170.27 0 0 1 4 2024-10-25 $48.22 $47.00 25.7% 7.4% 11.1% 25.7% 0.0% -11.3% -8.5% -1.3K 960 -24 0.00 171.02 0 0 1 4 2024-10-28 $48.27 $47.00 26.0% 7.4% 11.1% 26.1% 0.0% -13.2% -8.8% -1.4K 693 -23 0.00 174.14 0 0 1 4 2024-10-29 $48.63 $47.00 31.4% 9.0% 10.9% 34.8% 0.0% -6.7% -9.8% -1.1K -157 -21 0.00 171.88 0 0 1 4 2024-10-30 $48.39 $47.00 27.8% 8.0% 10.8% 29.0% 19.0% -12.1% -10.5% -1.3K 524 -21 0.00 172.68 0 1 1 4 2024-10-31 $47.48 $47.00 17.2% 4.9% 12.9% 12.2% 18.8% -1.7% 4.5% -2.2K 5.5K -29 0.00 162.39 0 2 1 5
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