GPK Options History — December 2010

In December 2010, GPK traded between $3.86 and $4.03. ATM implied volatility averaged 96.4%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 46.7%. IV traded above realized volatility by 59.9% (HV 20d: 36.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 0 of 22 trading days.

Notable Days

  • 2010-12-08: Largest IV drop — 100.0% change
  • 2010-12-03: Highest IV Rank — 89.2%
  • 2010-12-03: Largest Expected Move — 51.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$3.97$3.86$4.03$3.90$3.89
Max Pain$5.00$5.00$5.00$5.00$5.00
ATM IV96.4%77.5%180.8%176.1%120.8%
Expected Move46.7%34.6%51.8%50.5%34.6%
HV 20d36.5%16.4%45.6%44.7%16.4%
HV 60d35.8%32.5%39.1%38.8%32.6%
IV Rank37.5%25.9%89.2%86.3%52.5%
IV Percentile51.5%37.4%95.0%93.1%70.9%
Bid-Ask Spread %198.67189.81200.00189.81200.00
Gamma HHI0.520.510.540.530.52
Net GEX-90-129-56-126-115
Net DEX-11.4K-12.6K-9.3K-9.7K-10.1K
Net VEX-121-147-26-147-114
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI331.818320340340320

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2010-12-01$3.90$5.00176.1%50.5%44.7%86.3%0.0%0.0%0.0%-126-9.7K-1470.00189.8100110230
2010-12-02$4.01$5.00173.2%49.6%45.6%84.4%0.0%0.0%0.0%-86-12.0K-1380.00190.4800110230
2010-12-03$3.99$5.00180.8%51.8%45.4%89.2%0.0%0.0%0.0%-93-11.6K-1370.00190.4800110230
2010-12-06$4.00$0.0078.6%0.0%45.4%26.7%0.0%0.0%0.0%-89-11.9K-1360.00200.0000110230
2010-12-07$4.02$0.0077.5%0.0%45.0%25.9%0.0%0.0%0.0%-78-12.4K-1350.00200.0000110230
2010-12-08$3.98$0.000.0%0.0%42.3%0.0%0.0%0.0%0.0%-56-10.6K-260.00200.0000110230
2010-12-09$4.00$0.0078.3%0.0%40.5%26.5%0.0%0.0%0.0%-84-12.0K-1340.00200.0000110230
2010-12-10$4.03$0.0078.6%0.0%37.9%26.6%0.0%0.0%0.0%-76-12.6K-1330.00200.0000110230
2010-12-13$3.99$0.0078.4%0.0%38.2%26.6%0.0%0.0%0.0%-83-12.0K-1310.00200.0000110230
2010-12-14$4.02$0.0078.8%0.0%38.0%26.7%0.0%0.0%0.0%-73-12.5K-1210.00200.0000110230
2010-12-15$3.98$0.0079.3%0.0%36.4%27.1%0.0%0.0%0.0%-86-11.8K-1290.00200.0000110230
2010-12-16$3.97$0.0079.8%0.0%36.5%27.4%0.0%0.0%0.0%-89-11.6K-1280.00200.0000110230
2010-12-17$3.86$0.0082.1%0.0%38.4%28.8%0.0%0.0%0.0%-129-9.3K-1330.00200.0000110230
2010-12-20$3.88$0.0081.8%0.0%38.0%28.6%0.0%0.0%0.0%-118-9.9K-1220.00200.000090230
2010-12-21$3.93$0.0082.2%0.0%37.4%28.8%0.0%0.0%0.0%-102-10.9K-1220.00200.000090230
2010-12-22$3.97$0.0080.9%0.0%36.5%28.1%0.0%0.0%0.0%-83-11.8K-1130.00200.000090230
2010-12-23$3.97$0.0081.4%0.0%34.4%28.3%0.0%0.0%0.0%-83-11.8K-1120.00200.000090230
2010-12-27$3.98$0.0083.3%0.0%34.4%29.5%0.0%0.0%0.0%-80-12.0K-1120.00200.000090230
2010-12-28$3.95$0.0083.9%0.0%28.7%29.9%0.0%0.0%0.0%-90-11.4K-1170.00200.000090230
2010-12-29$3.95$0.0084.5%0.0%24.4%30.2%0.0%0.0%0.0%-90-11.4K-1160.00200.000090230
2010-12-30$3.97$0.0083.2%0.0%17.9%29.5%0.0%0.0%0.0%-77-12.0K-1080.00200.000090230
2010-12-31$3.89$0.00120.8%34.6%16.4%52.5%0.0%0.0%0.0%-115-10.1K-1140.00200.000090230