GPK Options History — July 2010

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

In July 2010, GPK traded between $3.15 and $3.73. ATM implied volatility averaged 85.8%. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 35.6% (HV 20d: 50.2%). Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2010-07-28: Highest Volume — 10 contracts
2010-07-19: Largest IV drop — 100.0% change
2010-07-14: Largest Expected Move — 42.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.49	$3.15	$3.73	$3.15	$3.50
ATM IV	85.8%	61.1%	146.7%	68.2%	73.5%
Expected Move	25.0%	17.5%	42.1%	19.1%	21.1%
HV 20d	50.2%	41.3%	58.9%	49.9%	58.0%
HV 60d	54.6%	51.1%	58.0%	52.0%	56.8%
Term Structure	0.9%	-67.6%	82.1%	-51.3%	32.2%
Bid-Ask Spread %	145.30	23.54	187.34	184.85	109.53
Gamma HHI	0.68	0.50	1.00	0.50	0.57
Net GEX	6	-78	82	5	65
Net DEX	-940	-3.6K	787	-402	-1.9K
Net VEX	-15	-37	-1	-33	-26
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	0.476	0	10	0	0
Total OI	71.952	71	81	71	81

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	Spread %	Call Vol	Call OI	Put OI
2010-07-01	$3.15	$0.00	68.2%	0.0%	49.9%	0.0%	0.0%	0.0%	0.0%	5	-402	-33	184.85	0	40	31
2010-07-02	$3.16	$0.00	62.4%	0.0%	43.5%	0.0%	0.0%	0.0%	-51.3%	-64	442	-4	144.22	0	40	31
2010-07-06	$3.19	$0.00	66.7%	19.1%	42.6%	0.0%	0.0%	0.0%	0.0%	-78	787	-6	119.24	0	40	31
2010-07-07	$3.33	$0.00	61.1%	17.5%	41.3%	0.0%	0.0%	0.0%	0.0%	-60	584	-6	30.55	0	40	31
2010-07-08	$3.53	$0.00	71.6%	20.5%	45.1%	0.0%	0.0%	0.0%	0.0%	-25	222	-5	119.12	0	40	31
2010-07-09	$3.60	$0.00	80.6%	23.1%	43.1%	0.0%	0.0%	0.0%	31.9%	53	-2.8K	-35	121.22	0	40	31
2010-07-12	$3.55	$0.00	73.8%	21.2%	43.6%	0.0%	0.0%	0.0%	39.3%	-18	-1.6K	-12	23.54	0	40	31
2010-07-13	$3.70	$0.00	127.0%	36.4%	44.7%	0.0%	0.0%	0.0%	-24.3%	74	-2.8K	-32	145.05	0	40	31
2010-07-14	$3.73	$0.00	146.7%	42.1%	42.4%	0.0%	0.0%	0.0%	-4.1%	64	-3.6K	-37	152.01	0	40	31
2010-07-15	$3.67	$0.00	119.1%	0.0%	42.6%	0.0%	0.0%	0.0%	34.4%	19	-155	-3	180.99	0	40	31
2010-07-16	$3.40	$0.00	130.5%	37.4%	51.2%	0.0%	0.0%	0.0%	0.0%	-40	345	-5	175.08	0	40	31
2010-07-19	$3.36	$0.00	0.0%	0.0%	51.4%	0.0%	0.0%	0.0%	0.0%	-44	377	-4	186.34	0	40	31
2010-07-20	$3.50	$0.00	71.5%	20.5%	53.2%	0.0%	0.0%	0.0%	82.1%	47	-1.9K	-30	112.68	0	40	31
2010-07-21	$3.35	$0.00	112.5%	0.0%	55.7%	0.0%	0.0%	0.0%	0.0%	-44	370	-4	186.18	0	40	31
2010-07-22	$3.55	$0.00	0.0%	0.0%	58.9%	0.0%	0.0%	0.0%	0.0%	-15	100	-3	187.34	0	40	31
2010-07-23	$3.70	$0.00	72.5%	0.0%	58.1%	0.0%	0.0%	0.0%	-67.6%	82	-2.4K	-24	178.25	0	40	31
2010-07-26	$3.62	$0.00	72.6%	0.0%	56.5%	0.0%	0.0%	0.0%	0.0%	24	-1.1K	-8	187.01	0	40	31
2010-07-27	$3.70	$0.00	75.2%	0.0%	56.7%	0.0%	0.0%	0.0%	-20.3%	61	-3.5K	-33	174.35	0	40	31
2010-07-28	$3.53	$0.00	71.4%	20.5%	57.8%	0.0%	0.0%	0.0%	-20.4%	-6	26	-1	175.76	10	40	31
2010-07-29	$3.54	$0.00	73.2%	21.0%	57.7%	0.0%	0.0%	0.0%	-21.2%	24	-829	-9	158.01	0	50	31
2010-07-30	$3.50	$0.00	73.5%	21.1%	58.0%	0.0%	0.0%	0.0%	32.2%	65	-1.9K	-26	109.53	0	50	31