GPK Options History — May 2010

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

In May 2010, GPK traded between $3.03 and $3.82. ATM implied volatility averaged 103.5%. The 30-day expected move averaged 28.6%. IV traded above realized volatility by 49.5% (HV 20d: 54.0%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 16 of 17 trading days. Term structure was in contango for 0 of 17 days.

Notable Days

2010-05-06: Largest IV spike — 130.0% change
2010-05-06: Largest Expected Move — 56.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.33	$3.03	$3.82	$3.82	$3.16
Max Pain	$5.00	$5.00	$5.00	$5.00	$5.00
ATM IV	103.5%	61.5%	195.7%	61.5%	97.9%
Expected Move	28.6%	17.6%	56.1%	17.6%	28.1%
HV 20d	54.0%	41.6%	62.9%	41.6%	62.6%
Term Structure	-35.3%	-84.8%	-10.9%	-15.6%	-31.1%
Bid-Ask Spread %	101.90	16.99	142.67	16.99	118.62
Gamma HHI	0.60	0.50	0.77	0.77	0.52
Net GEX	107	-7	294	294	35
Net DEX	-2.2K	-6.3K	1.0K	-5.7K	-424
Net VEX	-43	-67	-26	-59	-36
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	130.412	121	131	131	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	Spread %	Call OI	Put OI
2010-05-03	$3.82	$0.00	61.5%	17.6%	41.6%	0.0%	0.0%	0.0%	-15.6%	294	-5.7K	-59	16.99	100	31
2010-05-04	$3.60	$0.00	85.1%	24.4%	46.3%	0.0%	0.0%	0.0%	-22.9%	157	-2.5K	-46	17.02	100	31
2010-05-06	$3.40	$0.00	195.7%	56.1%	49.2%	0.0%	0.0%	0.0%	-84.8%	191	-5.4K	-64	135.84	100	31
2010-05-07	$3.25	$5.00	181.4%	33.9%	49.9%	0.0%	0.0%	0.0%	-40.3%	150	-3.6K	-58	142.67	100	31
2010-05-11	$3.45	$5.00	134.7%	38.6%	55.1%	0.0%	0.0%	0.0%	-52.5%	202	-6.3K	-67	139.15	100	31
2010-05-13	$3.54	$5.00	81.8%	23.5%	56.1%	0.0%	0.0%	0.0%	-31.5%	161	-3.5K	-44	112.77	100	31
2010-05-14	$3.48	$5.00	68.6%	19.7%	56.3%	0.0%	0.0%	0.0%	-23.7%	90	-1.2K	-27	70.76	100	31
2010-05-17	$3.49	$5.00	75.8%	21.7%	56.2%	0.0%	0.0%	0.0%	-30.4%	113	-1.7K	-34	70.23	100	31
2010-05-18	$3.36	$5.00	93.1%	26.7%	57.1%	0.0%	0.0%	0.0%	-49.5%	100	-1.6K	-36	115.95	100	31
2010-05-19	$3.30	$5.00	88.9%	25.5%	53.4%	0.0%	0.0%	0.0%	-39.9%	65	-2.5K	-41	115.03	100	31
2010-05-20	$3.18	$5.00	78.1%	22.4%	54.3%	0.0%	0.0%	0.0%	-18.9%	33	25	-37	69.63	100	31
2010-05-21	$3.19	$5.00	106.4%	30.5%	54.4%	0.0%	0.0%	0.0%	-56.6%	110	-2.0K	-45	119.03	100	31
2010-05-24	$3.09	$5.00	93.7%	26.8%	54.9%	0.0%	0.0%	0.0%	-25.4%	-7	1.0K	-26	109.09	90	31
2010-05-25	$3.03	$5.00	122.3%	35.1%	53.7%	0.0%	0.0%	0.0%	-43.9%	43	-1.5K	-40	132.72	100	31
2010-05-26	$3.03	$5.00	100.3%	28.8%	53.9%	0.0%	0.0%	0.0%	-10.9%	19	229	-35	125.13	100	31
2010-05-27	$3.29	$5.00	93.5%	26.8%	62.9%	0.0%	0.0%	0.0%	-22.3%	69	-768	-34	121.68	100	31
2010-05-28	$3.16	$5.00	97.9%	28.1%	62.6%	0.0%	0.0%	0.0%	-31.1%	35	-424	-36	118.62	100	31