GPK Options History — March 2011 In March 2011, GPK traded between $4.86 and $5.51. ATM implied volatility averaged 123.7%, placing in the 54.2% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 83.5% (HV 20d: 40.2%). Max pain ranged from $2.50 to $2.50. Net GEX was positive for 14 of 23 trading days. Put/call ratio averaged 0.00.
Notable Days 2011-03-09 : Highest Volume — 50 contracts2011-03-15 : Largest IV drop — 100.0% change2011-03-14 : Highest IV Rank — 96.9%2011-03-03 : Largest Expected Move — 32.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.19 $4.86 $5.51 $5.10 $5.42 Max Pain $2.50 $2.50 $2.50 $2.50 $2.50 ATM IV 123.7% 81.4% 193.6% 112.7% 193.6% Expected Move 29.5% 23.3% 32.9% 32.3% 32.9% HV 20d 40.2% 34.5% 45.4% 38.4% 34.5% HV 60d 36.1% 33.5% 37.9% 33.5% 37.2% IV Rank 54.2% 28.4% 96.9% 47.5% 96.9% IV Percentile 73.7% 37.3% 99.1% 73.5% 99.1% Bid-Ask Spread % 184.67 176.15 187.63 176.92 184.35 Gamma HHI 0.96 0.77 1.00 0.77 1.00 Net GEX 687 -295 9.1K 183 -246 Net DEX -22.2K -44.9K -3.7K -33.8K -5.3K Net VEX -30 -52 -17 -52 -17 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 3.261 0 50 0 0 Total OI 228.87 35 356 351 35
Daily Data (23 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 2011-03-01 $5.10 $2.50 112.7% 32.3% 38.4% 47.5% 0.0% 0.0% 0.0% 183 -33.8K -52 0.00 176.92 0 0 101 250 2011-03-02 $5.05 $2.50 81.4% 23.3% 37.2% 28.4% 0.0% 0.0% 0.0% 417 -32.9K -48 0.00 176.90 0 0 101 250 2011-03-03 $5.22 $2.50 114.8% 32.9% 38.6% 48.8% 0.0% 0.0% 0.0% 227 -36.6K -49 0.00 176.15 0 0 101 250 2011-03-04 $5.31 $0.00 120.1% 0.0% 39.0% 52.0% 0.0% 0.0% 0.0% 242 -38.5K -47 0.00 185.22 0 0 101 250 2011-03-07 $5.29 $0.00 93.1% 0.0% 38.5% 35.5% 0.0% 0.0% 0.0% 464 -39.1K -42 0.00 185.57 0 0 101 250 2011-03-08 $5.43 $0.00 108.6% 0.0% 39.3% 45.0% 0.0% 0.0% 0.0% 412 -42.2K -39 0.00 184.53 0 0 101 250 2011-03-09 $5.51 $0.00 103.8% 0.0% 39.3% 42.1% 0.0% 0.0% 0.0% 470 -44.9K -36 0.00 184.72 50 0 101 250 2011-03-10 $5.30 $0.00 151.2% 0.0% 42.2% 71.1% 0.0% 0.0% 0.0% 261 -41.1K -40 0.00 185.62 0 0 106 250 2011-03-11 $5.22 $0.00 158.1% 0.0% 42.3% 75.2% 0.0% 0.0% 0.0% 246 -39.3K -39 0.00 186.17 0 0 106 250 2011-03-14 $5.03 $0.00 193.6% 0.0% 43.8% 96.9% 0.0% 0.0% 0.0% 215 -34.8K -36 0.00 187.63 0 0 106 250 2011-03-15 $4.88 $0.00 0.0% 0.0% 45.1% 0.0% 0.0% 0.0% 0.0% 2.7K -20.7K -27 0.00 186.29 0 0 106 250 2011-03-16 $4.86 $0.00 0.0% 0.0% 45.1% 0.0% 0.0% 0.0% 0.0% 1.6K -18.1K -23 0.00 186.17 0 0 106 250 2011-03-17 $4.88 $0.00 0.0% 0.0% 44.9% 0.0% 0.0% 0.0% 0.0% 1.8K -18.1K -22 0.00 186.29 0 0 106 250 2011-03-18 $4.99 $0.00 0.0% 0.0% 44.8% 0.0% 0.0% 0.0% 0.0% 9.1K -31.1K -26 0.00 187.37 25 0 106 250 2011-03-21 $5.14 $0.00 0.0% 0.0% 45.4% 0.0% 0.0% 0.0% 0.0% -292 -3.7K -19 0.00 186.67 0 0 15 20 2011-03-22 $5.20 $0.00 0.0% 0.0% 41.6% 0.0% 0.0% 0.0% 0.0% -283 -4.0K -19 0.00 185.74 0 0 15 20 2011-03-23 $5.14 $0.00 0.0% 0.0% 41.9% 0.0% 0.0% 0.0% 0.0% -295 -3.7K -19 0.00 187.06 0 0 15 20 2011-03-24 $5.15 $0.00 0.0% 0.0% 39.3% 0.0% 0.0% 0.0% 0.0% -295 -3.7K -19 0.00 187.06 0 0 15 20 2011-03-25 $5.30 $0.00 0.0% 0.0% 36.5% 0.0% 0.0% 0.0% 0.0% -266 -4.6K -18 0.00 185.12 0 0 15 20 2011-03-28 $5.21 $0.00 0.0% 0.0% 35.7% 0.0% 0.0% 0.0% 0.0% -289 -4.1K -18 0.00 186.17 0 0 15 20 2011-03-29 $5.29 $0.00 0.0% 0.0% 35.3% 0.0% 0.0% 0.0% 0.0% -273 -4.6K -17 0.00 185.17 0 0 15 20 2011-03-30 $5.44 $0.00 0.0% 0.0% 36.2% 0.0% 0.0% 0.0% 0.0% -241 -5.4K -17 0.00 184.53 0 0 15 20 2011-03-31 $5.42 $0.00 0.0% 0.0% 34.5% 0.0% 0.0% 0.0% 0.0% -246 -5.3K -17 0.00 184.35 0 0 15 20
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