GPK Options History — October 2011 In October 2011, GPK traded between $3.16 and $4.60. ATM implied volatility averaged 111.3%, placing in the 50.9% IV rank vs the trailing year. The 30-day expected move averaged 29.1%. IV traded above realized volatility by 29.2% (HV 20d: 82.1%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2011-10-14 : Highest Volume — 6 contracts2011-10-13 : Largest IV drop — 57.7% change2011-10-06 : Highest IV Rank — 100.0%2011-10-06 : Largest Expected Move — 57.3%Monthly Statistics Metric Avg Min Max Open Close Price $3.91 $3.16 $4.60 $3.16 $4.42 ATM IV 111.3% 65.5% 199.8% 188.5% 73.8% Expected Move 29.1% 18.8% 57.3% 54.0% 21.2% HV 20d 82.1% 67.5% 87.8% 67.5% 75.8% HV 60d 82.5% 75.9% 87.3% 75.9% 86.4% IV Rank 50.9% 25.4% 100.0% 94.3% 30.0% IV Percentile 59.2% 27.4% 100.0% 98.3% 32.2% Term Structure -24.9% -79.3% -1.2% -61.2% -5.8% Bid-Ask Spread % 143.43 127.71 187.34 147.43 153.61 Gamma HHI 0.95 0.68 0.99 0.93 0.99 Net GEX 351 31 649 167 576 Net DEX -10.1K -17.6K -1.1K -6.4K -14.7K Net VEX -57 -77 -4 -46 -68 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 0.286 0 6 0 0 Total OI 87.143 84 90 84 90
Daily Data (21 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 2011-10-03 $3.16 $0.00 188.5% 54.0% 67.5% 94.3% 0.0% 0.0% -61.2% 167 -6.4K -46 0.00 147.43 0 0 84 0 2011-10-04 $3.51 $0.00 130.4% 37.4% 79.1% 61.9% 0.0% 0.0% -41.6% 228 -7.7K -52 0.00 133.56 0 0 84 0 2011-10-05 $3.50 $0.00 195.0% 55.9% 78.3% 98.0% 0.0% 0.0% -75.1% 220 -8.6K -56 0.00 140.04 0 0 84 0 2011-10-06 $3.63 $0.00 199.8% 57.3% 78.6% 100.0% 0.0% 0.0% -79.3% 247 -9.1K -57 0.00 139.30 0 0 84 0 2011-10-07 $3.45 $0.00 94.2% 0.0% 80.4% 41.3% 0.0% 0.0% -15.6% 31 -1.1K -4 0.00 187.34 0 0 84 0 2011-10-10 $3.71 $0.00 136.3% 39.1% 84.9% 64.8% 0.0% 0.0% -28.9% 272 -8.8K -56 0.00 136.99 0 0 84 0 2011-10-11 $3.86 $0.00 179.8% 22.9% 86.0% 88.9% 0.0% 0.0% -9.7% 320 -8.7K -56 0.00 139.92 0 0 84 0 2011-10-12 $3.91 $0.00 189.0% 22.6% 86.1% 94.0% 0.0% 0.0% -18.2% 319 -9.7K -58 0.00 140.64 0 0 84 0 2011-10-13 $3.91 $0.00 79.9% 22.9% 85.1% 33.4% 0.0% 0.0% -18.7% 319 -9.7K -58 0.00 140.64 0 0 84 0 2011-10-14 $4.01 $0.00 76.8% 22.0% 85.4% 31.6% 0.0% 0.0% -18.1% 352 -10.3K -61 0.00 139.74 6 0 84 0 2011-10-17 $3.86 $0.00 84.2% 24.1% 83.9% 35.8% 0.0% 0.0% -21.5% 331 -9.8K -59 0.00 140.64 0 0 90 0 2011-10-18 $4.02 $0.00 73.3% 21.0% 84.9% 29.7% 0.0% 0.0% -14.3% 390 -10.5K -62 0.00 139.34 0 0 90 0 2011-10-19 $3.87 $0.00 83.8% 24.0% 84.1% 35.5% 0.0% 0.0% -16.3% 335 -9.8K -59 0.00 141.51 0 0 90 0 2011-10-20 $3.82 $0.00 83.9% 24.1% 83.9% 35.6% 0.0% 0.0% -10.4% 319 -9.2K -56 0.00 127.71 0 0 90 0 2011-10-21 $3.98 $0.00 84.9% 24.3% 84.9% 36.2% 0.0% 0.0% -21.1% 374 -10.3K -59 0.00 137.37 0 0 90 0 2011-10-24 $4.17 $0.00 80.0% 22.9% 86.1% 33.4% 0.0% 0.0% -20.7% 452 -11.8K -63 0.00 144.46 0 0 90 0 2011-10-25 $4.11 $0.00 77.5% 22.2% 81.7% 32.1% 0.0% 0.0% -15.4% 425 -11.2K -61 0.00 130.78 0 0 90 0 2011-10-26 $4.05 $0.00 91.0% 26.1% 76.5% 39.6% 0.0% 0.0% -24.0% 405 -10.2K -58 0.00 143.82 0 0 90 0 2011-10-27 $4.60 $0.00 65.5% 18.8% 87.8% 25.4% 0.0% 0.0% -1.2% 649 -17.6K -77 0.00 153.18 0 0 90 0 2011-10-28 $4.57 $0.00 69.6% 20.0% 82.8% 27.7% 0.0% 0.0% -5.8% 632 -17.1K -76 0.00 153.91 0 0 90 0 2011-10-31 $4.42 $0.00 73.8% 21.2% 75.8% 30.0% 0.0% 0.0% -5.8% 576 -14.7K -68 0.00 153.61 0 0 90 0
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