GPK Options History — November 2011 In November 2011, GPK traded between $3.98 and $4.57. ATM implied volatility averaged 64.6%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 16.4%. IV traded below realized volatility by 10.0% (HV 20d: 74.5%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2011-11-21 : Highest Volume — 16 contracts2011-11-28 : Largest IV spike — 52.3% change2011-11-07 : Highest IV Rank — 44.9%2011-11-01 : Largest Expected Move — 26.4%Monthly Statistics Metric Avg Min Max Open Close Price $4.31 $3.98 $4.57 $4.13 $4.43 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 64.6% 39.3% 100.6% 92.3% 56.2% Expected Move 16.4% 11.3% 26.4% 26.4% 16.1% HV 20d 74.5% 62.8% 79.4% 74.0% 69.9% HV 60d 74.1% 70.9% 79.8% 79.8% 73.7% IV Rank 24.9% 10.8% 44.9% 40.3% 20.2% IV Percentile 29.7% 3.5% 70.4% 62.6% 19.1% Term Structure 0.3% -24.4% 23.6% -24.4% 1.5% Bid-Ask Spread % 135.67 110.21 189.25 143.48 116.03 Gamma HHI 0.99 0.97 1.00 0.98 0.99 Net GEX 578 212 791 443 766 Net DEX -11.6K -16.3K -2.5K -11.0K -16.3K Net VEX -57 -72 -15 -58 -72 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 1.524 0 16 0 10 Total OI 98.238 90 112 90 112
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 2011-11-01 $4.13 $0.00 92.3% 26.4% 74.0% 40.3% 0.0% 0.0% -24.4% 443 -11.0K -58 0.00 143.48 0 0 90 0 2011-11-02 $4.35 $0.00 87.2% 25.0% 75.4% 37.5% 0.0% 0.0% -21.7% 582 -12.8K -64 0.00 147.02 0 0 90 0 2011-11-03 $4.53 $0.00 84.7% 24.3% 75.6% 36.1% 0.0% 0.0% -15.3% 675 -15.6K -69 0.00 149.93 0 0 90 0 2011-11-04 $4.42 $5.00 86.5% 15.8% 73.3% 37.0% 0.0% 0.0% 0.1% 625 -13.7K -66 0.00 149.28 0 0 90 0 2011-11-07 $4.42 $5.00 100.6% 16.4% 69.8% 44.9% 0.0% 0.0% -0.8% 620 -13.8K -65 0.00 144.41 0 0 90 0 2011-11-08 $4.56 $5.00 94.5% 16.8% 69.4% 41.5% 0.0% 0.0% -8.8% 703 -15.9K -69 0.00 148.67 0 0 90 0 2011-11-09 $4.22 $5.00 93.4% 14.4% 75.7% 40.9% 0.0% 0.0% -3.5% 538 -9.2K -50 0.00 124.88 5 0 90 0 2011-11-10 $4.30 $5.00 51.9% 14.9% 75.9% 17.8% 0.0% 0.0% -3.1% 592 -12.1K -61 0.00 125.44 0 0 95 0 2011-11-11 $4.57 $5.00 47.9% 13.7% 78.2% 15.6% 0.0% 0.0% 12.8% 791 -15.2K -68 0.00 132.36 0 0 95 0 2011-11-14 $4.34 $5.00 50.2% 14.4% 79.4% 16.9% 0.0% 0.0% 23.6% 589 -13.8K -62 0.00 112.58 0 0 95 0 2011-11-15 $4.45 $5.00 49.7% 14.2% 78.6% 16.6% 0.0% 0.0% 19.5% 686 -14.2K -66 0.00 115.31 0 0 95 0 2011-11-16 $4.35 $5.00 46.9% 13.4% 77.7% 15.0% 0.0% 0.0% 0.4% 677 -10.8K -55 0.00 113.99 0 0 95 0 2011-11-17 $4.28 $5.00 54.5% 15.6% 77.8% 19.3% 0.0% 0.0% -0.9% 611 -10.6K -54 0.00 112.41 0 0 95 0 2011-11-18 $4.41 $5.00 48.7% 14.0% 77.3% 16.1% 0.0% 0.0% 6.2% 664 -13.3K -60 0.00 117.76 1 0 95 0 2011-11-21 $4.16 $5.00 58.8% 16.9% 78.7% 21.7% 0.0% 0.0% 18.6% 478 -11.2K -55 0.00 110.23 16 0 96 0 2011-11-22 $4.09 $5.00 42.5% 12.2% 78.8% 12.6% 0.0% 0.0% 0.0% 289 -3.3K -23 0.00 189.25 0 0 112 0 2011-11-23 $4.02 $5.00 45.8% 13.1% 78.9% 14.4% 0.0% 0.0% 0.0% 212 -2.5K -15 0.00 187.25 0 0 112 0 2011-11-25 $3.98 $5.00 39.3% 11.3% 62.8% 10.8% 0.0% 0.0% 0.0% 280 -8.4K -49 0.00 187.43 0 0 112 0 2011-11-28 $4.28 $5.00 59.9% 17.2% 68.9% 22.3% 0.0% 0.0% 1.5% 730 -11.4K -59 0.00 110.21 0 0 112 0 2011-11-29 $4.12 $5.00 64.7% 18.5% 69.2% 24.9% 0.0% 0.0% -0.3% 578 -8.9K -52 0.00 111.10 0 0 112 0 2011-11-30 $4.43 $5.00 56.2% 16.1% 69.9% 20.2% 0.0% 0.0% 1.5% 766 -16.3K -72 0.00 116.03 10 0 112 0
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