GPK Options History — January 2012 In January 2012, GPK traded between $4.49 and $5.10. ATM implied volatility averaged 54.8%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 11.3% (HV 20d: 43.5%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2012-01-10 : Highest Volume — 197 contracts2012-01-30 : Largest IV spike — 43.7% change2012-01-11 : Highest IV Rank — 28.3%2012-01-05 : Largest Expected Move — 17.9%Monthly Statistics Metric Avg Min Max Open Close Price $4.81 $4.49 $5.10 $4.49 $5.01 ATM IV 54.8% 40.3% 70.8% 60.4% 59.4% Expected Move 15.3% 11.5% 17.9% 17.3% 17.0% HV 20d 43.5% 36.8% 52.8% 52.7% 38.2% HV 60d 60.9% 53.1% 65.3% 65.3% 53.1% IV Rank 19.4% 11.4% 28.3% 22.5% 22.0% IV Percentile 22.6% 3.9% 46.8% 29.9% 34.2% Term Structure 12.6% -32.4% 58.4% 20.9% 3.2% VWIV 183.2% 183.2% 183.2% 183.2% 183.2% Bid-Ask Spread % 146.00 121.28 197.36 121.28 145.98 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 1.4K 444 3.0K 540 1.6K Net DEX -30.8K -46.9K -10.5K -10.5K -42.7K Net VEX -98 -128 -47 -47 -112 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 11.6 0 197 1 0 Total OI 130.5 67 160 67 159
Daily Data (20 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 2012-01-03 $4.49 $0.00 60.4% 17.3% 52.7% 22.5% 183.2% 0.0% 20.9% 540 -10.5K -47 0.00 121.28 1 0 67 0 2012-01-04 $4.54 $0.00 59.5% 17.1% 52.7% 22.1% 0.0% 0.0% 20.8% 574 -11.0K -47 0.00 121.65 0 0 67 0 2012-01-05 $4.61 $0.00 62.4% 17.9% 52.8% 23.6% 0.0% 0.0% 13.8% 444 -14.0K -51 0.00 135.11 0 0 67 0 2012-01-06 $4.62 $0.00 61.1% 16.1% 51.6% 23.0% 0.0% 0.0% -31.7% 642 -11.9K -49 0.00 130.37 0 0 67 0 2012-01-09 $4.68 $0.00 65.3% 16.7% 48.2% 25.2% 0.0% 0.0% -32.4% 689 -12.7K -49 0.00 133.30 0 0 67 0 2012-01-10 $4.77 $0.00 65.1% 16.8% 42.6% 25.1% 0.0% 0.0% -4.3% 511 -15.5K -53 0.00 135.55 197 0 67 0 2012-01-11 $4.62 $0.00 70.8% 17.1% 39.6% 28.3% 0.0% 0.0% -5.6% 1.2K -33.3K -121 0.00 133.07 0 0 160 0 2012-01-12 $4.88 $0.00 57.9% 16.6% 42.7% 21.2% 0.0% 0.0% -1.6% 1.4K -38.5K -128 0.00 138.30 10 0 160 0 2012-01-13 $4.67 $0.00 44.1% 12.7% 45.4% 13.5% 0.0% 0.0% 20.8% 1.4K -31.7K -119 0.00 134.99 0 0 160 0 2012-01-17 $4.73 $0.00 51.5% 14.8% 43.4% 17.6% 0.0% 0.0% 15.9% 1.3K -34.7K -119 0.00 135.34 0 0 160 0 2012-01-18 $4.85 $0.00 50.1% 14.4% 43.0% 16.8% 0.0% 0.0% 17.6% 1.4K -36.4K -120 0.00 138.03 3 0 160 0 2012-01-19 $4.84 $0.00 50.9% 14.6% 40.0% 17.3% 0.0% 0.0% 19.3% 1.3K -37.4K -121 0.00 141.78 0 0 157 0 2012-01-20 $4.84 $0.00 51.8% 14.9% 40.0% 17.8% 0.0% 0.0% 14.0% 1.5K -35.9K -120 0.00 142.16 0 0 157 0 2012-01-23 $4.84 $0.00 52.3% 15.0% 39.9% 18.0% 0.0% 0.0% 14.6% 1.4K -36.5K -117 0.00 146.12 0 0 157 0 2012-01-24 $5.01 $0.00 48.0% 13.8% 40.6% 15.6% 0.0% 0.0% 22.8% 1.5K -41.3K -118 0.00 145.98 16 0 157 0 2012-01-25 $5.00 $0.00 44.1% 12.6% 40.6% 13.5% 0.0% 0.0% 58.0% 2.9K -40.2K -116 0.00 197.36 0 0 154 0 2012-01-26 $5.04 $0.00 42.8% 12.3% 40.3% 12.7% 0.0% 0.0% 58.4% 2.9K -42.8K -116 0.00 197.36 0 0 154 0 2012-01-27 $5.10 $0.00 40.3% 11.5% 36.8% 11.4% 0.0% 0.0% 23.9% 3.0K -46.9K -114 0.00 197.36 5 0 154 0 2012-01-30 $4.99 $0.00 57.9% 16.6% 38.1% 21.1% 0.0% 0.0% 3.1% 1.7K -42.4K -114 0.00 148.91 0 0 159 0 2012-01-31 $5.01 $0.00 59.4% 17.0% 38.2% 22.0% 0.0% 0.0% 3.2% 1.6K -42.7K -112 0.00 145.98 0 0 159 0
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