GPK Options History — November 2010 In November 2010, GPK traded between $3.51 and $3.87. ATM implied volatility averaged 145.8%, placing in the 68.6% IV rank vs the trailing year. The 30-day expected move averaged 48.4%. IV traded above realized volatility by 111.3% (HV 20d: 34.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2010-11-02 : Highest Volume — 5 contracts2010-11-29 : Largest IV spike — 58.3% change2010-11-19 : Highest IV Rank — 100.0%2010-11-19 : Largest Expected Move — 56.9%Monthly Statistics Metric Avg Min Max Open Close Price $3.67 $3.51 $3.87 $3.66 $3.72 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 145.8% 98.5% 198.6% 156.8% 109.3% Expected Move 48.4% 33.8% 56.9% 40.2% 48.2% HV 20d 34.5% 28.7% 43.5% 28.7% 43.5% HV 60d 39.8% 36.1% 43.0% 43.0% 38.6% IV Rank 68.6% 38.8% 100.0% 75.8% 45.4% IV Percentile 82.1% 56.9% 100.0% 94.9% 63.9% Term Structure -73.8% -106.0% -41.6% -66.3% -68.9% Bid-Ask Spread % 190.46 187.34 200.00 200.00 188.60 Gamma HHI 0.56 0.51 0.59 0.57 0.55 Net GEX -183 -224 -97 -197 -176 Net DEX -5.0K -9.1K -1.8K -2.9K -6.2K Net VEX -168 -180 -145 -178 -152 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 0.238 0 5 0 0 Total OI 339.524 335 340 335 340
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 P/C Spread % Call Vol Put Vol Call OI Put OI 2010-11-01 $3.66 $0.00 156.8% 0.0% 28.7% 75.8% 0.0% 0.0% 0.0% -197 -2.9K -178 0.00 200.00 0 0 105 230 2010-11-02 $3.80 $0.00 113.3% 0.0% 30.4% 48.7% 0.0% 0.0% 0.0% -97 -8.1K -180 0.00 200.00 5 0 105 230 2010-11-03 $3.84 $0.00 136.0% 0.0% 29.1% 62.8% 0.0% 0.0% 0.0% -138 -8.3K -173 0.00 200.00 0 0 110 230 2010-11-04 $3.80 $0.00 111.0% 0.0% 29.7% 47.3% 0.0% 0.0% 0.0% -154 -7.3K -171 0.00 200.00 0 0 110 230 2010-11-05 $3.82 $5.00 140.3% 40.2% 29.2% 65.5% 0.0% 0.0% -66.3% -145 -7.8K -171 0.00 189.19 0 0 110 230 2010-11-08 $3.77 $5.00 118.0% 33.8% 29.9% 51.6% 0.0% 0.0% -41.6% -162 -6.8K -168 0.00 189.19 0 0 110 230 2010-11-09 $3.62 $5.00 171.0% 49.0% 33.4% 84.6% 0.0% 0.0% -81.1% -200 -4.0K -172 0.00 187.88 0 0 110 230 2010-11-10 $3.76 $5.00 121.6% 34.9% 34.4% 53.9% 0.0% 0.0% -47.2% -164 -6.9K -167 0.00 188.44 0 0 110 230 2010-11-11 $3.63 $5.00 175.8% 50.4% 37.0% 87.6% 0.0% 0.0% -84.4% -198 -4.1K -171 0.00 188.60 0 0 110 230 2010-11-12 $3.63 $5.00 178.3% 51.1% 36.8% 89.1% 0.0% 0.0% -86.4% -198 -4.1K -170 0.00 188.60 0 0 110 230 2010-11-15 $3.61 $5.00 185.5% 53.2% 36.8% 93.7% 0.0% 0.0% -58.5% -203 -3.8K -167 0.00 187.88 0 0 110 230 2010-11-16 $3.51 $5.00 185.2% 53.1% 37.1% 93.5% 0.0% 0.0% -66.2% -224 -1.8K -174 0.00 187.34 0 0 110 230 2010-11-17 $3.52 $5.00 188.5% 54.0% 35.9% 95.5% 0.0% 0.0% -104.8% -222 -2.0K -174 0.00 187.50 0 0 110 230 2010-11-18 $3.56 $5.00 192.9% 55.3% 34.4% 98.3% 0.0% 0.0% -106.0% -215 -2.9K -174 0.00 188.03 0 0 110 230 2010-11-19 $3.63 $5.00 198.6% 56.9% 34.4% 100.0% 0.0% 0.0% -68.9% -199 -4.3K -165 0.00 188.03 0 0 110 230 2010-11-22 $3.57 $5.00 98.5% 0.0% 35.0% 38.8% 0.0% 0.0% 0.0% -209 -2.8K -170 0.00 188.03 0 0 110 230 2010-11-23 $3.51 $5.00 102.4% 0.0% 35.2% 41.2% 0.0% 0.0% 0.0% -224 -1.8K -168 0.00 187.50 0 0 110 230 2010-11-24 $3.65 $5.00 105.2% 0.0% 36.9% 42.9% 0.0% 0.0% 0.0% -195 -4.8K -161 0.00 187.88 0 0 110 230 2010-11-26 $3.66 $5.00 106.3% 0.0% 36.3% 43.6% 0.0% 0.0% 0.0% -192 -5.0K -160 0.00 187.88 0 0 110 230 2010-11-29 $3.87 $5.00 168.3% 48.2% 40.8% 81.5% 0.0% 0.0% 0.0% -134 -9.1K -145 0.00 189.04 0 0 110 230 2010-11-30 $3.72 $5.00 109.3% 0.0% 43.5% 45.4% 0.0% 0.0% 0.0% -176 -6.2K -152 0.00 188.60 0 0 110 230
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