GPK Options History — October 2010

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

In October 2010, GPK traded between $3.30 and $3.66. ATM implied volatility averaged 115.7%, placing in the 66.3% IV rank vs the trailing year. The 30-day expected move averaged 38.7%. IV traded above realized volatility by 78.7% (HV 20d: 37.0%). Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

2010-10-13: Highest Volume — 230 contracts
2010-10-06: Largest IV spike — 360.8% change
2010-10-29: Highest IV Rank — 72.8%
2010-10-06: Largest Expected Move — 49.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$3.45	$3.30	$3.66	$3.40	$3.66
ATM IV	115.7%	37.1%	172.6%	37.1%	152.0%
Expected Move	38.7%	22.5%	49.5%	44.1%	22.5%
HV 20d	37.0%	30.6%	43.4%	42.1%	31.2%
HV 60d	46.0%	43.2%	50.3%	50.0%	43.4%
IV Rank	66.3%	61.9%	72.8%	62.0%	72.8%
IV Percentile	89.2%	85.2%	93.4%	86.5%	93.4%
Term Structure	-94.2%	-154.9%	-33.6%	-154.9%	-33.6%
Bid-Ask Spread %	200.00	200.00	200.00	200.00	200.00
Gamma HHI	0.64	0.53	0.82	0.62	0.53
Net GEX	-95	-253	203	69	-139
Net DEX	-3.7K	-13.2K	1.4K	-7.9K	-5.1K
Net VEX	-116	-202	-8	-9	-190
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	10.952	0	230	0	0
Total OI	236.429	105	335	105	335

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 %	Put Vol	Call OI	Put OI
2010-10-01	$3.40	$0.00	37.1%	0.0%	42.1%	0.0%	0.0%	0.0%	0.0%	69	-7.9K	-9	200.00	0	105	0
2010-10-04	$3.30	$0.00	153.8%	44.1%	43.4%	0.0%	0.0%	0.0%	0.0%	66	-7.5K	-9	200.00	0	105	0
2010-10-05	$3.37	$0.00	37.5%	0.0%	41.4%	0.0%	0.0%	0.0%	0.0%	64	-7.8K	-9	200.00	0	105	0
2010-10-06	$3.31	$0.00	172.6%	49.5%	42.1%	0.0%	0.0%	0.0%	-154.9%	65	-7.6K	-9	200.00	0	105	0
2010-10-07	$3.35	$0.00	37.5%	0.0%	42.0%	0.0%	0.0%	0.0%	0.0%	64	-7.7K	-10	200.00	0	105	0
2010-10-08	$3.42	$0.00	39.3%	0.0%	40.2%	0.0%	0.0%	0.0%	0.0%	63	-8.0K	-9	200.00	0	105	0
2010-10-11	$3.42	$0.00	78.4%	22.5%	38.8%	0.0%	0.0%	0.0%	-33.6%	62	-8.0K	-9	200.00	0	105	0
2010-10-12	$3.37	$0.00	39.4%	0.0%	39.0%	0.0%	0.0%	0.0%	0.0%	62	-7.8K	-8	200.00	0	105	0
2010-10-13	$3.47	$0.00	134.1%	0.0%	40.4%	0.0%	0.0%	0.0%	0.0%	203	-13.2K	-62	200.00	230	105	0
2010-10-14	$3.45	$0.00	134.7%	0.0%	34.7%	62.0%	0.0%	0.0%	0.0%	-242	997	-202	200.00	0	105	230
2010-10-15	$3.49	$0.00	136.7%	0.0%	34.7%	63.3%	0.0%	0.0%	0.0%	-236	197	-192	200.00	0	105	230
2010-10-18	$3.52	$0.00	134.4%	0.0%	34.7%	61.9%	0.0%	0.0%	0.0%	-246	-1.4K	-178	200.00	0	105	230
2010-10-19	$3.43	$0.00	139.6%	0.0%	36.3%	65.1%	0.0%	0.0%	0.0%	-246	1.3K	-198	200.00	0	105	230
2010-10-20	$3.52	$0.00	136.7%	0.0%	36.9%	63.3%	0.0%	0.0%	0.0%	-233	-467	-190	200.00	0	105	230
2010-10-21	$3.42	$0.00	141.7%	0.0%	38.2%	66.4%	0.0%	0.0%	0.0%	-253	1.4K	-193	200.00	0	105	230
2010-10-22	$3.49	$0.00	138.3%	0.0%	34.8%	64.3%	0.0%	0.0%	0.0%	-220	532	-200	200.00	0	105	230
2010-10-25	$3.49	$0.00	142.1%	0.0%	33.9%	66.6%	0.0%	0.0%	0.0%	-217	584	-198	200.00	0	105	230
2010-10-26	$3.44	$0.00	148.8%	0.0%	30.7%	70.8%	0.0%	0.0%	0.0%	-249	1.1K	-190	200.00	0	105	230
2010-10-27	$3.52	$0.00	145.6%	0.0%	30.6%	68.8%	0.0%	0.0%	0.0%	-228	-286	-185	200.00	0	105	230
2010-10-28	$3.59	$0.00	148.8%	0.0%	31.1%	70.8%	0.0%	0.0%	0.0%	-213	-1.6K	-187	200.00	0	105	230
2010-10-29	$3.66	$0.00	152.0%	0.0%	31.2%	72.8%	0.0%	0.0%	0.0%	-139	-5.1K	-190	200.00	0	105	230