GPK Options History — April 2010

Name: GPK Options Analytics - April 2010
Creator: Options Analysis Suite

In April 2010, GPK traded between $3.66 and $3.93. ATM implied volatility averaged 94.1%. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 55.8% (HV 20d: 38.3%). Net GEX was positive for 11 of 17 trading days. Term structure was in contango for 2 of 17 days. Put/call ratio averaged 1.03.

Notable Days

2010-04-14: Highest Volume — 70 contracts
2010-04-15: Largest IV drop — 74.0% change
2010-04-07: Largest Expected Move — 29.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.79	$3.66	$3.93	$3.76	$3.69
ATM IV	94.1%	43.6%	178.4%	143.0%	81.4%
Expected Move	18.7%	12.5%	29.8%	21.4%	23.3%
HV 20d	38.3%	36.1%	40.6%	36.1%	40.6%
Term Structure	-11.5%	-39.7%	8.3%	-12.2%	-19.4%
Bid-Ask Spread %	40.94	10.63	124.90	124.87	16.89
Gamma HHI	0.60	0.50	0.73	0.50	0.73
Net GEX	37	0	244	0	244
Net DEX	-394	-4.8K	63	0	-4.8K
Net VEX	-9	-58	0	0	-58
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.03	0.00	3.10	3.10	0.00
Total Volume	7.118	0	70	0	0
Total OI	81.294	0	131	0	131

Daily Data (17 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
2010-04-05	$3.76	$0.00	143.0%	21.4%	0.0%	0.0%	0.0%	0.0%	-12.2%	0	0	0	0.00	124.87	0	0	0	0
2010-04-06	$3.70	$0.00	102.7%	29.4%	0.0%	0.0%	0.0%	0.0%	-39.7%	0	0	0	0.00	124.90	0	0	0	0
2010-04-07	$3.70	$0.00	103.8%	29.8%	0.0%	0.0%	0.0%	0.0%	-16.6%	0	0	0	0.00	124.90	0	0	0	0
2010-04-08	$3.66	$0.00	177.9%	23.1%	0.0%	0.0%	0.0%	0.0%	8.3%	0	0	0	0.00	112.09	0	0	0	0
2010-04-09	$3.68	$0.00	167.4%	20.7%	0.0%	0.0%	0.0%	0.0%	-11.2%	0	0	0	3.10	27.60	10	31	0	0
2010-04-13	$3.74	$0.00	154.3%	16.2%	0.0%	0.0%	0.0%	0.0%	-15.0%	0	0	0	0.00	14.60	0	0	20	31
2010-04-14	$3.93	$0.00	178.4%	13.5%	0.0%	0.0%	0.0%	0.0%	4.4%	3	-4	-6	0.00	19.54	70	0	20	31
2010-04-15	$3.88	$0.00	46.4%	13.3%	0.0%	0.0%	0.0%	0.0%	-7.1%	46	-274	-11	0.00	12.41	0	0	90	31
2010-04-16	$3.88	$0.00	43.6%	12.5%	0.0%	0.0%	0.0%	0.0%	-0.6%	70	-370	-11	0.00	10.63	0	0	90	31
2010-04-19	$3.81	$0.00	53.5%	15.3%	0.0%	0.0%	0.0%	0.0%	-9.1%	31	-104	-10	0.00	14.89	10	0	90	31
2010-04-20	$3.89	$0.00	46.6%	13.4%	0.0%	0.0%	0.0%	0.0%	-6.5%	53	-291	-11	0.00	12.41	0	0	100	31
2010-04-21	$3.86	$0.00	49.8%	14.3%	0.0%	0.0%	0.0%	0.0%	-9.6%	54	-302	-10	0.00	14.60	0	0	100	31
2010-04-22	$3.92	$0.00	52.9%	15.2%	0.0%	0.0%	0.0%	0.0%	-9.6%	61	-352	-11	0.00	16.96	0	0	100	31
2010-04-27	$3.75	$0.00	83.1%	23.8%	0.0%	0.0%	0.0%	0.0%	-28.0%	10	63	-8	0.00	15.74	0	0	100	31
2010-04-28	$3.76	$0.00	60.4%	17.3%	0.0%	0.0%	0.0%	0.0%	-11.7%	4	2	-6	0.00	15.74	0	0	100	31
2010-04-29	$3.88	$0.00	54.5%	15.6%	36.1%	0.0%	0.0%	0.0%	-11.3%	51	-276	-9	0.00	17.17	0	0	100	31
2010-04-30	$3.69	$0.00	81.4%	23.3%	40.6%	0.0%	0.0%	0.0%	-19.4%	244	-4.8K	-58	0.00	16.89	0	0	100	31