GPK Options History — June 2011 In June 2011, GPK traded between $4.80 and $5.45. ATM implied volatility averaged 60.9%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 11.3% (HV 20d: 49.6%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2011-06-27 : Highest Volume — 6 contracts2011-06-06 : Largest IV spike — 30.3% change2011-06-06 : Highest IV Rank — 31.9%2011-06-02 : Largest Expected Move — 20.2%Monthly Statistics Metric Avg Min Max Open Close Price $5.19 $4.80 $5.45 $5.17 $5.44 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 60.9% 44.3% 76.9% 68.3% 44.3% Expected Move 16.9% 12.7% 20.2% 19.6% 12.7% HV 20d 49.6% 39.7% 54.9% 43.4% 48.6% HV 60d 40.5% 36.8% 42.7% 37.2% 42.0% IV Rank 23.0% 13.7% 31.9% 27.1% 13.7% IV Percentile 21.8% 9.7% 36.6% 26.0% 9.7% Term Structure -3.1% -18.3% 17.7% -14.0% 17.7% VWIV 54.8% 54.8% 54.8% 54.8% 54.8% Bid-Ask Spread % 135.97 126.46 185.26 139.26 128.17 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 226 7 658 261 117 Net DEX -8.5K -18.9K -277 -14.0K -5.0K Net VEX -12 -26 -1 -26 -12 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 0.818 0 6 0 6 Total OI 42.864 1 70 70 13
Daily Data (22 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 2011-06-01 $5.17 $5.00 68.3% 19.6% 43.4% 27.1% 0.0% 0.0% -14.0% 261 -14.0K -26 0.00 139.26 0 0 50 20 2011-06-02 $5.16 $5.00 70.5% 20.2% 42.5% 28.4% 0.0% 0.0% -18.3% 262 -13.8K -25 0.00 145.81 0 0 50 20 2011-06-03 $5.08 $0.00 59.0% 0.0% 39.7% 21.9% 0.0% 0.0% 0.0% 658 -13.9K -24 0.00 185.26 0 0 50 20 2011-06-06 $4.80 $0.00 76.9% 16.0% 41.5% 31.9% 0.0% 0.0% -2.6% 263 -7.1K -21 0.00 134.53 0 0 50 20 2011-06-07 $5.14 $0.00 63.6% 15.2% 49.7% 24.5% 0.0% 0.0% 0.6% 344 -14.0K -21 0.00 131.64 0 0 50 20 2011-06-08 $5.15 $0.00 66.6% 15.9% 49.2% 26.2% 0.0% 0.0% -1.7% 343 -14.2K -20 0.00 129.22 0 0 50 20 2011-06-09 $5.19 $0.00 58.1% 16.7% 49.4% 21.4% 0.0% 0.0% -0.3% 378 -15.6K -19 0.00 126.46 0 0 50 20 2011-06-10 $5.14 $0.00 55.2% 15.8% 49.2% 19.8% 0.0% 0.0% -3.1% 363 -14.1K -18 0.00 134.91 0 0 50 20 2011-06-13 $5.00 $0.00 56.5% 16.2% 46.1% 20.5% 0.0% 0.0% -3.3% 310 -10.8K -15 0.00 134.82 0 0 50 20 2011-06-14 $5.31 $0.00 52.6% 15.1% 51.3% 18.3% 0.0% 0.0% 5.8% 356 -18.9K -11 0.00 126.91 0 0 50 20 2011-06-15 $5.10 $0.00 57.6% 16.5% 52.6% 21.1% 0.0% 0.0% -5.8% 386 -13.2K -12 0.00 136.81 0 0 50 20 2011-06-16 $5.11 $0.00 58.5% 16.8% 52.4% 21.6% 0.0% 0.0% -0.3% 370 -13.4K -10 0.00 137.85 0 0 50 20 2011-06-17 $5.03 $0.00 62.3% 17.9% 51.7% 23.8% 0.0% 0.0% -5.8% 387 -11.4K -7 0.00 139.68 0 0 50 20 2011-06-20 $4.99 $0.00 63.7% 18.3% 51.4% 24.6% 0.0% 0.0% 4.5% 7 -277 -1 0.00 139.68 0 0 1 0 2011-06-21 $5.27 $0.00 60.0% 17.2% 54.9% 22.4% 0.0% 0.0% -4.6% 7 -333 -1 0.00 132.15 0 0 1 0 2011-06-22 $5.27 $0.00 61.2% 17.5% 54.6% 23.1% 0.0% 0.0% 1.9% 7 -333 -1 0.00 132.15 0 0 1 0 2011-06-23 $5.28 $0.00 62.4% 17.9% 53.7% 23.8% 0.0% 0.0% -9.1% 8 -333 -1 0.00 131.88 0 0 1 0 2011-06-24 $5.30 $0.00 63.5% 18.2% 53.7% 24.5% 0.0% 0.0% -9.5% 8 -331 -1 0.00 131.88 0 0 1 0 2011-06-27 $5.34 $0.00 65.0% 18.6% 53.6% 25.3% 0.0% 0.0% -8.1% 8 -348 -1 0.00 131.58 6 0 1 0 2011-06-28 $5.43 $0.00 62.3% 17.9% 53.2% 23.8% 0.0% 0.0% -3.0% 63 -2.6K -6 0.00 131.81 0 0 7 0 2011-06-29 $5.45 $0.00 51.9% 14.9% 48.6% 17.9% 54.8% 0.0% -6.7% 63 -2.7K -6 0.00 128.87 6 0 7 0 2011-06-30 $5.44 $5.00 44.3% 12.7% 48.6% 13.7% 0.0% 0.0% 17.7% 117 -5.0K -12 0.00 128.17 6 0 13 0
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