GPK Options History — August 2010 In August 2010, GPK traded between $3.05 and $3.65. ATM implied volatility averaged 77.7%. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 25.0% (HV 20d: 52.7%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2010-08-18 : Highest Volume — 50 contracts2010-08-12 : Largest IV drop — 50.1% change2010-08-02 : Largest Expected Move — 34.8%Monthly Statistics Metric Avg Min Max Open Close Price $3.35 $3.05 $3.65 $3.57 $3.05 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 77.7% 50.5% 121.4% 121.4% 73.8% Expected Move 19.9% 14.5% 34.8% 34.8% 21.2% HV 20d 52.7% 48.2% 58.9% 58.2% 50.2% HV 60d 53.4% 50.8% 56.5% 56.5% 50.8% Term Structure -9.1% -58.7% 109.5% -58.7% 52.8% Bid-Ask Spread % 153.27 88.51 179.52 91.00 169.56 Gamma HHI 0.79 0.52 0.98 0.60 0.87 Net GEX 76 11 172 86 111 Net DEX -2.0K -5.6K -514 -1.9K -2.3K Net VEX -23 -54 -7 -26 -31 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 2.727 0 50 0 0 Total OI 109.182 81 141 81 141
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 2010-08-02 $3.57 $0.00 121.4% 34.8% 58.2% 0.0% 0.0% 0.0% -58.7% 86 -1.9K -26 0.00 91.00 0 0 50 31 2010-08-03 $3.50 $0.00 81.2% 23.3% 58.9% 0.0% 0.0% 0.0% -28.1% 23 -744 -9 0.00 167.01 0 0 50 31 2010-08-04 $3.54 $0.00 85.2% 24.4% 57.2% 0.0% 0.0% 0.0% -29.0% 27 -736 -9 0.00 114.27 0 0 50 31 2010-08-05 $3.62 $0.00 91.1% 26.1% 54.0% 0.0% 0.0% 0.0% -29.3% 33 -840 -9 0.00 176.47 0 0 50 31 2010-08-06 $3.52 $2.50 89.8% 15.2% 54.5% 0.0% 0.0% 0.0% -12.0% 25 -797 -9 0.00 172.04 10 0 50 31 2010-08-09 $3.65 $2.50 106.5% 16.7% 55.8% 0.0% 0.0% 0.0% -16.6% 43 -777 -9 0.00 177.19 0 0 60 31 2010-08-10 $3.47 $2.50 102.4% 15.6% 56.6% 0.0% 0.0% 0.0% -23.4% 25 -740 -9 0.00 163.49 0 0 60 31 2010-08-11 $3.36 $2.50 101.3% 14.9% 57.3% 0.0% 0.0% 0.0% -6.5% 19 -655 -8 0.00 171.02 0 0 60 31 2010-08-12 $3.29 $2.50 50.5% 14.5% 57.5% 0.0% 0.0% 0.0% -7.4% 46 -1.1K -13 0.00 155.00 0 0 60 31 2010-08-13 $3.29 $2.50 51.2% 14.7% 51.0% 0.0% 0.0% 0.0% -27.9% 11 -514 -7 0.00 115.93 0 0 60 31 2010-08-16 $3.34 $2.50 55.1% 15.8% 51.2% 0.0% 0.0% 0.0% -29.4% 17 -565 -7 0.00 173.33 0 0 60 31 2010-08-17 $3.46 $2.50 59.7% 17.1% 50.6% 0.0% 0.0% 0.0% -28.2% 76 -2.6K -20 0.00 156.42 0 0 60 31 2010-08-18 $3.56 $2.50 63.7% 18.3% 48.9% 0.0% 0.0% 0.0% 109.5% 82 -3.0K -22 0.00 175.37 50 0 60 31 2010-08-19 $3.29 $2.50 85.6% 24.5% 52.5% 0.0% 0.0% 0.0% -5.1% 172 -5.2K -53 0.00 179.52 0 0 110 31 2010-08-20 $3.29 $2.50 67.7% 19.4% 49.8% 0.0% 0.0% 0.0% -5.9% 172 -5.6K -54 0.00 170.05 0 0 110 31 2010-08-23 $3.18 $2.50 67.1% 19.2% 50.5% 0.0% 0.0% 0.0% 0.0% 140 -3.2K -37 0.00 141.28 0 0 110 31 2010-08-24 $3.13 $2.50 68.3% 19.6% 49.4% 0.0% 0.0% 0.0% 0.0% 74 -2.7K -42 0.00 88.51 0 0 110 31 2010-08-25 $3.20 $2.50 70.7% 20.3% 48.3% 0.0% 0.0% 0.0% 0.0% 153 -3.4K -39 0.00 158.75 0 0 110 31 2010-08-26 $3.18 $2.50 71.3% 20.4% 48.2% 0.0% 0.0% 0.0% 0.0% 138 -2.8K -33 0.00 171.76 0 0 110 31 2010-08-27 $3.22 $2.50 74.8% 21.4% 48.6% 0.0% 0.0% 0.0% 0.0% 151 -3.0K -34 0.00 171.76 0 0 110 31 2010-08-30 $3.06 $2.50 71.1% 20.4% 50.4% 0.0% 0.0% 0.0% 52.8% 37 -1.7K -34 0.00 112.22 0 0 110 31 2010-08-31 $3.05 $2.50 73.8% 21.2% 50.2% 0.0% 0.0% 0.0% 0.0% 111 -2.3K -31 0.00 169.56 0 0 110 31
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