GPIQ Options History — December 2024

In December 2024, GPIQ traded between $49.07 and $50.76. ATM implied volatility averaged 20.6%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 7.3% (HV 20d: 13.3%). Max pain ranged from $47.00 to $52.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 3.00.

Notable Days

2024-12-18: Highest Volume — 13 contracts
2024-12-11: Largest IV spike — 158.2% change
2024-12-30: Highest IV Rank — 31.7%
2024-12-30: Largest Expected Move — 8.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.86	$49.07	$50.76	$49.70	$49.07
Max Pain	$50.00	$47.00	$52.00	$50.00	$52.00
ATM IV	20.6%	8.0%	28.5%	28.0%	21.0%
Expected Move	6.4%	2.5%	8.2%	8.0%	6.0%
HV 20d	13.3%	9.8%	15.3%	15.0%	15.2%
HV 60d	13.3%	12.5%	14.2%	13.2%	14.2%
IV Rank	19.1%	0.0%	31.7%	29.3%	20.1%
IV Percentile	43.3%	0.0%	81.0%	76.8%	40.1%
Term Structure	-3.6%	-11.6%	12.1%	-7.4%	-7.6%
VWIV	17.0%	9.2%	31.5%	9.8%	22.3%
Skew 25d	-1.1%	-26.8%	18.8%	-9.9%	-14.1%
Skew 10d	-3.5%	-25.8%	24.2%	13.1%	-24.4%
Call IV 25d	25.5%	8.2%	36.3%	31.6%	32.4%
Put IV 25d	24.4%	9.5%	31.6%	21.7%	18.4%
Bid-Ask Spread %	165.27	153.80	176.98	159.87	159.98
Gamma HHI	0.45	0.21	1.00	1.00	0.26
Net GEX	-2.0K	-7.3K	0	0	-588
Net DEX	12.6K	0	63.4K	0	6.8K
Net VEX	-32	-60	0	0	-30
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.00	0.00	12.00	12.00	0.00
Total Volume	1.762	0	13	0	2
Total OI	6.381	0	18	0	8

Daily Data (21 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
2024-12-02	$49.70	$0.00	28.0%	8.0%	15.0%	29.3%	0.0%	-9.9%	-7.4%	0	0	0	0.00	159.87	0	0	0	0
2024-12-03	$49.28	$50.00	27.7%	7.9%	14.8%	28.8%	0.0%	-9.6%	-8.4%	-356	2.9K	-4	0.00	157.25	0	2	0	1
2024-12-04	$49.75	$50.00	8.6%	2.5%	14.7%	0.0%	9.8%	-7.3%	12.1%	-781	5.7K	-23	0.00	154.61	0	1	0	3
2024-12-05	$49.74	$0.00	8.6%	5.8%	11.6%	0.0%	0.0%	1.7%	-4.5%	-1.2K	8.3K	-27	0.00	176.98	0	0	0	4
2024-12-06	$50.00	$0.00	13.3%	5.8%	11.3%	7.3%	0.0%	1.6%	-0.6%	-2.4K	7.7K	-25	0.00	175.74	0	1	0	4
2024-12-09	$49.71	$0.00	8.2%	4.6%	11.5%	0.0%	0.0%	1.7%	-1.2%	-2.2K	10.5K	-28	0.00	165.69	0	0	0	5
2024-12-10	$49.59	$0.00	8.0%	6.0%	11.6%	0.0%	0.0%	1.5%	-2.1%	-2.3K	11.0K	-28	0.00	174.69	0	1	0	5
2024-12-11	$50.26	$0.00	20.7%	5.9%	12.5%	19.7%	0.0%	2.7%	-0.3%	-3.1K	7.8K	-33	0.00	173.64	0	0	0	6
2024-12-12	$50.05	$0.00	18.9%	5.4%	12.6%	16.9%	0.0%	2.1%	-3.6%	-3.3K	9.1K	-34	0.00	169.82	0	0	0	6
2024-12-13	$50.27	$0.00	21.3%	6.1%	12.3%	20.6%	0.0%	17.5%	-0.7%	-2.4K	8.9K	-33	0.00	174.29	0	0	0	6
2024-12-16	$50.76	$0.00	22.2%	6.4%	9.8%	22.0%	0.0%	18.8%	-1.4%	-1.8K	8.1K	-28	0.00	171.41	0	0	0	6
2024-12-17	$50.56	$0.00	23.7%	6.8%	10.0%	24.3%	0.0%	1.2%	-2.3%	-1.5K	9.4K	-31	0.00	172.29	0	0	0	6
2024-12-18	$49.23	$0.00	23.3%	6.7%	14.2%	23.6%	0.0%	-2.3%	-4.1%	-2.1K	13.3K	-32	12.00	158.87	1	12	0	6
2024-12-19	$49.25	$0.00	25.3%	7.3%	14.2%	26.8%	0.0%	-1.1%	-4.9%	-7.3K	54.9K	-45	0.00	165.76	0	0	0	18
2024-12-20	$49.64	$0.00	23.6%	6.8%	14.3%	24.1%	0.0%	4.1%	-5.0%	-5.1K	63.4K	-48	0.00	159.85	0	12	0	18
2024-12-23	$49.97	$0.00	25.1%	7.2%	14.4%	26.5%	9.2%	1.0%	-5.5%	-1.1K	5.4K	-37	0.00	155.74	0	1	0	5
2024-12-24	$50.32	$47.00	24.9%	7.1%	14.6%	26.2%	0.0%	-2.9%	-5.3%	-1.0K	6.1K	-46	0.00	161.76	0	0	0	6
2024-12-26	$50.50	$47.00	25.0%	7.2%	14.5%	26.3%	31.5%	-5.0%	-5.2%	-1.3K	5.0K	-36	0.00	164.24	0	1	0	6
2024-12-27	$49.79	$52.00	25.9%	7.4%	15.3%	27.7%	0.0%	1.1%	-6.4%	-1.3K	10.7K	-51	0.00	164.41	1	0	0	7
2024-12-30	$49.53	$52.00	28.5%	8.2%	15.2%	31.7%	12.3%	-26.8%	-11.6%	-746	9.4K	-60	0.00	153.80	2	0	1	7
2024-12-31	$49.07	$52.00	21.0%	6.0%	15.2%	20.1%	22.3%	-14.1%	-7.6%	-588	6.8K	-30	0.00	159.98	2	0	1	7