GPK Options History — June 2010 In June 2010, GPK traded between $2.91 and $3.39. ATM implied volatility averaged 97.6%. The 30-day expected move averaged 27.9%. IV traded above realized volatility by 38.4% (HV 20d: 59.2%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 2 of 22 days.
Notable Days 2010-06-30 : Largest IV spike — 112.8% change2010-06-30 : Largest Expected Move — 40.6%Monthly Statistics Metric Avg Min Max Open Close Price $3.21 $2.91 $3.39 $3.13 $3.15 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 97.6% 57.8% 141.6% 98.2% 141.6% Expected Move 27.9% 16.6% 40.6% 28.1% 40.6% HV 20d 59.2% 50.0% 65.3% 62.5% 50.0% HV 60d 53.3% 52.4% 55.1% 55.1% 52.4% Term Structure -24.9% -79.1% 12.0% -37.2% -79.1% Bid-Ask Spread % 133.37 20.49 186.03 33.53 171.32 Gamma HHI 0.61 0.50 1.00 0.50 1.00 Net GEX -15 -86 44 5 -86 Net DEX -306 -4.2K 1.2K 97 912 Net VEX -24 -46 -4 -30 -7 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 109.182 71 131 131 71
Daily Data (22 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 2010-06-01 $3.13 $5.00 98.2% 28.1% 62.5% 0.0% 0.0% 0.0% -37.2% 5 97 -30 0.00 33.53 0 0 100 31 2010-06-02 $3.31 $5.00 62.0% 0.0% 65.1% 0.0% 0.0% 0.0% -16.9% -31 -167 -12 0.00 183.61 0 0 100 31 2010-06-03 $3.33 $5.00 119.3% 34.2% 63.3% 0.0% 0.0% 0.0% 2.1% 32 -1.2K -40 0.00 135.89 0 0 100 31 2010-06-04 $3.11 $0.00 110.8% 16.6% 65.3% 0.0% 0.0% 0.0% -11.5% -69 101 -16 0.00 154.02 0 0 100 31 2010-06-07 $3.04 $0.00 141.2% 26.6% 62.9% 0.0% 0.0% 0.0% 12.0% 44 -477 -37 0.00 124.25 0 0 100 31 2010-06-08 $2.91 $0.00 134.3% 24.9% 61.7% 0.0% 0.0% 0.0% -24.8% -19 1.2K -28 0.00 128.76 0 0 100 31 2010-06-09 $2.96 $0.00 108.1% 23.6% 60.6% 0.0% 0.0% 0.0% -18.8% -33 1.2K -27 0.00 131.41 0 0 100 31 2010-06-10 $3.10 $0.00 137.8% 39.5% 58.9% 0.0% 0.0% 0.0% -1.3% 20 -1.5K -41 0.00 137.80 0 0 100 31 2010-06-11 $3.15 $0.00 58.7% 0.0% 58.3% 0.0% 0.0% 0.0% 0.0% -69 -1.2K -16 0.00 164.57 0 0 100 31 2010-06-14 $3.24 $0.00 71.0% 20.4% 59.3% 0.0% 0.0% 0.0% -33.7% -12 113 -24 0.00 134.95 0 0 100 31 2010-06-15 $3.39 $0.00 95.4% 27.3% 61.8% 0.0% 0.0% 0.0% -6.8% 25 -4.2K -46 0.00 171.85 0 0 100 31 2010-06-16 $3.35 $0.00 90.8% 26.0% 60.4% 0.0% 0.0% 0.0% -34.5% 18 -918 -31 0.00 120.79 0 0 100 31 2010-06-17 $3.31 $0.00 69.4% 0.0% 60.2% 0.0% 0.0% 0.0% 0.0% -35 207 -6 0.00 186.03 0 0 100 31 2010-06-18 $3.33 $0.00 70.7% 20.3% 58.6% 0.0% 0.0% 0.0% -21.0% -1 -496 -23 0.00 20.49 0 0 100 31 2010-06-21 $3.30 $0.00 60.6% 17.4% 58.8% 0.0% 0.0% 0.0% 0.0% 9 -734 -30 0.00 69.54 0 0 40 31 2010-06-22 $3.30 $0.00 113.9% 32.7% 57.4% 0.0% 0.0% 0.0% -34.2% 12 -458 -29 0.00 124.61 0 0 40 31 2010-06-23 $3.25 $0.00 109.1% 31.3% 57.2% 0.0% 0.0% 0.0% -31.5% -6 -12 -24 0.00 124.58 0 0 40 31 2010-06-24 $3.13 $0.00 97.3% 27.9% 59.0% 0.0% 0.0% 0.0% -36.3% -21 132 -27 0.00 125.43 0 0 40 31 2010-06-25 $3.30 $0.00 131.7% 37.8% 54.4% 0.0% 0.0% 0.0% -49.9% 15 -553 -29 0.00 127.16 0 0 40 31 2010-06-28 $3.28 $0.00 57.8% 0.0% 52.4% 0.0% 0.0% 0.0% 0.0% -45 307 -4 0.00 185.71 0 0 40 31 2010-06-29 $3.16 $0.00 66.6% 0.0% 54.1% 0.0% 0.0% 0.0% 0.0% -85 904 -7 0.00 177.78 0 0 40 31 2010-06-30 $3.15 $0.00 141.6% 40.6% 50.0% 0.0% 0.0% 0.0% -79.1% -86 912 -7 0.00 171.32 0 0 40 31
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