GPK Options History — January 2011

Name: GPK Options Analytics - January 2011
Creator: Options Analysis Suite

In January 2011, GPK traded between $4.03 and $4.91. ATM implied volatility averaged 82.7%, placing in the 29.1% IV rank vs the trailing year. IV traded above realized volatility by 55.8% (HV 20d: 26.8%). Net GEX was positive for 16 of 20 trading days. Put/call ratio averaged 0.00.

Notable Days

2011-01-04: Highest Volume — 10 contracts
2011-01-14: Largest IV drop — 9.7% change
2011-01-13: Highest IV Rank — 32.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$4.39	$4.03	$4.91	$4.05	$4.75
ATM IV	82.7%	78.8%	87.7%	82.9%	83.3%
HV 20d	26.8%	22.1%	40.8%	22.1%	39.6%
HV 60d	33.4%	32.0%	36.3%	33.5%	36.3%
IV Rank	29.1%	26.8%	32.2%	29.3%	29.5%
IV Percentile	45.5%	35.0%	53.7%	46.1%	49.2%
Bid-Ask Spread %	195.31	191.04	200.00	200.00	196.36
Gamma HHI	0.56	0.50	0.76	0.50	0.70
Net GEX	122	-49	335	-42	304
Net DEX	-24.1K	-34.4K	-13.3K	-13.6K	-31.9K
Net VEX	-79	-102	-55	-101	-55
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	0.55	0	10	0	0
Total OI	329.05	320	331	320	331

Daily Data (20 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
2011-01-03	$4.05	$0.00	82.9%	0.0%	22.1%	29.3%	0.0%	0.0%	0.0%	-42	-13.6K	-101	200.00	0	90	230
2011-01-04	$4.03	$0.00	83.5%	0.0%	22.2%	29.7%	0.0%	0.0%	0.0%	-49	-13.3K	-100	200.00	10	90	230
2011-01-05	$4.10	$0.00	82.1%	0.0%	22.9%	28.8%	0.0%	0.0%	0.0%	-6	-18.7K	-102	200.00	0	100	230
2011-01-06	$4.06	$0.00	84.6%	0.0%	22.9%	30.3%	0.0%	0.0%	0.0%	-30	-17.6K	-101	200.00	0	100	230
2011-01-07	$4.15	$0.00	81.4%	0.0%	24.0%	28.4%	0.0%	0.0%	0.0%	22	-19.9K	-94	191.04	0	100	230
2011-01-10	$4.22	$0.00	83.0%	0.0%	24.6%	29.3%	0.0%	0.0%	0.0%	46	-21.3K	-87	191.04	0	100	230
2011-01-11	$4.25	$0.00	83.5%	0.0%	24.2%	29.6%	0.0%	0.0%	0.0%	56	-21.8K	-87	191.79	0	100	230
2011-01-12	$4.34	$0.00	80.4%	0.0%	24.9%	27.7%	0.0%	0.0%	0.0%	109	-23.8K	-80	192.59	0	100	230
2011-01-13	$4.44	$0.00	87.7%	0.0%	25.2%	32.2%	0.0%	0.0%	0.0%	43	-24.4K	-95	194.44	0	100	230
2011-01-14	$4.49	$0.00	79.2%	0.0%	25.1%	27.0%	0.0%	0.0%	0.0%	169	-26.7K	-76	194.35	0	100	230
2011-01-18	$4.47	$0.00	81.9%	0.0%	22.1%	28.7%	0.0%	0.0%	0.0%	161	-26.3K	-74	194.44	0	100	230
2011-01-19	$4.39	$0.00	83.0%	0.0%	23.9%	29.4%	0.0%	0.0%	0.0%	136	-24.8K	-72	193.55	0	100	230
2011-01-20	$4.36	$0.00	83.9%	0.0%	24.1%	29.9%	0.0%	0.0%	0.0%	126	-24.3K	-76	193.55	0	100	230
2011-01-21	$4.31	$0.00	84.7%	0.0%	24.8%	30.4%	0.0%	0.0%	0.0%	110	-23.4K	-75	192.59	0	100	230
2011-01-24	$4.50	$0.00	82.5%	0.0%	28.3%	29.1%	0.0%	0.0%	0.0%	200	-27.1K	-65	194.44	0	100	230
2011-01-25	$4.51	$0.00	83.3%	0.0%	28.3%	29.5%	0.0%	0.0%	0.0%	202	-27.3K	-65	194.44	0	100	230
2011-01-26	$4.78	$0.00	80.8%	0.0%	33.2%	28.0%	0.0%	0.0%	0.0%	290	-32.1K	-57	196.36	0	100	230
2011-01-27	$4.91	$0.00	78.8%	0.0%	33.6%	26.8%	0.0%	0.0%	0.0%	335	-34.4K	-55	198.72	0	100	230
2011-01-28	$4.65	$0.00	83.2%	0.0%	40.8%	29.4%	0.0%	0.0%	0.0%	258	-29.8K	-58	196.43	1	100	230
2011-01-31	$4.75	$0.00	83.3%	0.0%	39.6%	29.5%	0.0%	0.0%	0.0%	304	-31.9K	-55	196.36	0	101	230