GPIQ Options History — November 2024 In November 2024, GPIQ traded between $47.13 and $49.45. ATM implied volatility averaged 28.5%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 13.0% (HV 20d: 15.5%). Max pain ranged from $41.00 to $47.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-11 : Highest Volume — 12 contracts2024-11-05 : Largest IV spike — 64.2% change2024-11-11 : Highest IV Rank — 64.6%2024-11-01 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $48.75 $47.13 $49.45 $47.66 $49.25 Max Pain $44.00 $41.00 $47.00 $47.00 $41.00 ATM IV 28.5% 19.0% 50.2% 27.0% 26.4% Expected Move 6.8% 6.0% 7.7% 7.7% 7.6% HV 20d 15.5% 12.5% 17.2% 12.5% 14.8% HV 60d 14.7% 13.9% 15.2% 14.6% 13.9% IV Rank 30.1% 15.0% 64.6% 27.7% 26.9% IV Percentile 66.5% 40.4% 95.9% 72.7% 68.9% Term Structure -5.7% -12.2% -2.9% -12.2% -7.1% VWIV 45.7% 45.7% 45.7% 45.7% 45.7% Skew 25d -1.0% -12.3% 3.8% 1.2% -0.8% Skew 10d 6.4% -5.5% 9.9% 3.9% 8.8% Call IV 25d 26.2% 22.3% 36.4% 36.4% 31.1% Put IV 25d 25.2% 13.7% 37.5% 37.5% 30.3% Bid-Ask Spread % 161.93 156.18 170.26 170.26 160.13 Gamma HHI 0.75 0.32 1.00 0.90 1.00 Net GEX -2.0K -5.7K 0 -2.3K 0 Net DEX 13.9K -9.8K 71.2K 9.0K 0 Net VEX -12 -37 0 -35 0 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 1.15 0 12 0 0 Total OI 8.05 0 24 8 0
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 2024-11-01 $47.66 $47.00 27.0% 7.7% 12.5% 27.7% 0.0% 1.2% -12.2% -2.3K 9.0K -35 0.00 170.26 0 0 1 7 2024-11-04 $47.13 $0.00 19.0% 6.8% 12.9% 15.0% 0.0% 3.1% -7.0% -3.5K 11.7K -33 0.00 162.93 0 2 1 7 2024-11-05 $47.62 $0.00 31.2% 6.5% 12.7% 34.4% 0.0% 3.8% -5.9% -4.1K 11.4K -37 0.00 163.57 0 0 1 9 2024-11-06 $48.89 $0.00 35.0% 6.0% 15.7% 40.5% 0.0% 2.8% -4.9% -2.9K 7.7K -17 0.00 162.90 1 0 0 9 2024-11-07 $49.35 $0.00 36.0% 6.0% 15.9% 42.0% 0.0% 3.2% -5.3% -2.0K 3.8K -18 0.00 161.24 0 0 1 9 2024-11-08 $49.40 $0.00 39.4% 6.4% 15.9% 47.4% 0.0% 3.5% -6.4% -2.0K 2.7K -16 0.00 164.02 0 0 1 9 2024-11-11 $49.45 $0.00 50.2% 6.3% 15.8% 64.6% 0.0% 3.2% -6.6% -2.0K 2.7K -12 0.00 161.40 0 12 1 9 2024-11-12 $49.40 $0.00 41.8% 6.4% 15.0% 51.2% 0.0% 2.9% -5.7% -5.1K 50.5K -24 0.00 161.57 0 2 1 21 2024-11-13 $49.38 $0.00 21.9% 6.3% 15.0% 19.7% 0.0% 3.1% -6.0% -5.7K 56.1K -24 0.00 161.82 0 0 1 23 2024-11-14 $49.01 $0.00 22.0% 6.3% 15.3% 19.8% 0.0% 1.3% -2.9% -5.6K 60.3K -16 0.00 161.23 1 0 1 23 2024-11-15 $48.06 $0.00 22.5% 6.5% 16.9% 20.6% 0.0% -9.3% -4.6% -5.2K 71.2K -3 0.00 156.18 0 3 1 23 2024-11-18 $48.41 $0.00 23.8% 6.8% 17.1% 22.7% 0.0% -7.3% -3.9% 0 0 0 0.00 160.11 0 0 0 0 2024-11-19 $48.66 $0.00 23.8% 6.8% 17.2% 22.6% 0.0% -3.3% -4.0% 0 0 0 0.00 161.98 0 0 0 0 2024-11-20 $48.59 $0.00 24.8% 7.1% 16.5% 24.3% 0.0% -4.4% -5.1% 0 0 0 0.00 161.47 0 0 0 0 2024-11-21 $48.89 $0.00 24.1% 6.9% 16.4% 23.1% 0.0% -0.4% -5.0% 0 0 0 0.00 160.92 0 0 0 0 2024-11-22 $48.86 $0.00 24.5% 7.0% 16.4% 23.8% 45.7% -3.1% -4.7% 0 0 0 0.00 163.03 2 0 0 0 2024-11-25 $48.95 $41.00 25.4% 7.3% 16.4% 25.2% 0.0% -8.8% -5.4% 0 -9.8K 0 0.00 159.05 0 0 2 0 2024-11-26 $49.15 $0.00 25.9% 7.4% 16.2% 25.9% 0.0% -12.3% -6.0% 0 0 0 0.00 163.19 0 0 0 0 2024-11-27 $48.83 $0.00 25.5% 7.3% 16.3% 25.4% 0.0% 0.9% -6.2% 0 0 0 0.00 161.72 0 0 0 0 2024-11-29 $49.25 $0.00 26.4% 7.6% 14.8% 26.9% 0.0% -0.8% -7.1% 0 0 0 0.00 160.13 0 0 0 0
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