GPK Options History — February 2011 In February 2011, GPK traded between $4.80 and $5.26. ATM implied volatility averaged 92.1%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 52.8% (HV 20d: 39.3%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2011-02-17 : Highest Volume — 20 contracts2011-02-09 : Largest IV spike — 11.9% change2011-02-28 : Highest IV Rank — 44.9%2011-02-28 : Largest Expected Move — 31.1%Monthly Statistics Metric Avg Min Max Open Close Price $4.99 $4.80 $5.26 $4.90 $5.20 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 92.1% 77.9% 108.4% 83.1% 108.4% Expected Move 26.9% 22.3% 31.1% 24.0% 31.1% HV 20d 39.3% 37.8% 42.3% 38.8% 37.8% HV 60d 34.5% 33.3% 36.7% 36.7% 33.5% IV Rank 34.9% 26.2% 44.9% 29.4% 44.9% IV Percentile 57.8% 30.2% 71.1% 47.0% 71.1% Term Structure -41.9% -51.2% -24.4% -41.0% -51.2% Bid-Ask Spread % 197.77 176.54 200.00 198.72 176.54 Gamma HHI 0.76 0.56 0.89 0.75 0.81 Net GEX 305 80 444 339 209 Net DEX -34.6K -38.7K -26.9K -34.5K -36.0K Net VEX -50 -61 -40 -53 -52 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.053 0 20 0 0 Total OI 337.316 331 351 331 351
Daily Data (19 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 2011-02-01 $4.90 $0.00 83.1% 0.0% 38.8% 29.4% 0.0% 0.0% 0.0% 339 -34.5K -53 0.00 198.72 0 0 101 230 2011-02-02 $4.97 $0.00 81.6% 0.0% 38.5% 28.5% 0.0% 0.0% 0.0% 367 -35.8K -50 0.00 198.69 0 0 101 230 2011-02-03 $5.00 $0.00 84.2% 0.0% 38.4% 30.1% 0.0% 0.0% 0.0% 357 -36.2K -50 0.00 200.00 0 0 101 230 2011-02-04 $4.93 $2.50 83.8% 24.0% 38.7% 29.8% 0.0% 0.0% -41.0% 360 -35.1K -49 0.00 198.69 0 0 101 230 2011-02-07 $4.97 $2.50 84.6% 24.3% 38.5% 30.3% 0.0% 0.0% -38.8% 383 -35.8K -46 0.00 200.00 0 0 101 230 2011-02-08 $4.94 $2.50 77.9% 22.3% 38.7% 26.2% 0.0% 0.0% -24.4% 444 -35.4K -43 0.00 198.69 0 0 101 230 2011-02-09 $4.91 $2.50 87.2% 25.0% 39.0% 31.9% 0.0% 0.0% -41.9% 369 -34.8K -46 0.00 198.72 0 0 101 230 2011-02-10 $4.85 $2.50 88.9% 25.5% 39.3% 32.9% 0.0% 0.0% -44.3% 360 -33.7K -45 0.00 197.48 0 0 101 230 2011-02-11 $4.98 $2.50 87.0% 24.9% 39.5% 31.8% 0.0% 0.0% -42.3% 379 -35.7K -45 0.00 200.00 0 0 101 230 2011-02-14 $4.95 $2.50 91.1% 26.1% 39.7% 34.3% 0.0% 0.0% -46.4% 373 -35.1K -45 0.00 198.69 0 0 101 230 2011-02-15 $4.97 $2.50 92.4% 26.5% 39.5% 35.1% 0.0% 0.0% -47.1% 380 -35.6K -42 0.00 198.67 0 0 101 230 2011-02-16 $5.03 $2.50 93.3% 26.7% 38.6% 35.6% 0.0% 0.0% -51.2% 391 -36.6K -42 0.00 200.00 0 0 101 230 2011-02-17 $5.15 $2.50 93.5% 26.8% 38.7% 35.7% 0.0% 0.0% 0.0% 410 -38.7K -40 0.00 198.37 0 20 101 230 2011-02-18 $5.26 $2.50 93.8% 26.9% 38.2% 36.0% 0.0% 0.0% 0.0% 185 -37.1K -61 0.00 196.82 0 0 101 250 2011-02-22 $5.00 $2.50 101.8% 29.2% 41.7% 40.8% 0.0% 0.0% 0.0% 127 -31.4K -60 0.00 200.00 0 0 101 250 2011-02-23 $4.98 $2.50 104.0% 29.8% 41.8% 42.2% 0.0% 0.0% 0.0% 121 -31.0K -59 0.00 200.00 0 0 101 250 2011-02-24 $4.80 $2.50 107.9% 30.9% 39.3% 44.6% 0.0% 0.0% 0.0% 80 -26.9K -57 0.00 197.48 0 0 101 250 2011-02-25 $5.05 $2.50 105.2% 30.2% 42.3% 42.9% 0.0% 0.0% 0.0% 156 -32.6K -57 0.00 200.00 0 0 101 250 2011-02-28 $5.20 $2.50 108.4% 31.1% 37.8% 44.9% 0.0% 0.0% 0.0% 209 -36.0K -52 0.00 176.54 0 0 101 250
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