GPK Options History — February 2012 In February 2012, GPK traded between $5.05 and $5.50. ATM implied volatility averaged 62.3%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 35.0% (HV 20d: 27.3%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2012-02-23 : Highest Volume — 5 contracts2012-02-29 : Largest IV spike — 38.8% change2012-02-06 : Highest IV Rank — 34.6%2012-02-08 : Largest Expected Move — 21.4%Monthly Statistics Metric Avg Min Max Open Close Price $5.23 $5.05 $5.50 $5.05 $5.28 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 62.3% 37.7% 82.1% 69.5% 69.7% Expected Move 16.9% 10.8% 21.4% 19.9% 20.0% HV 20d 27.3% 18.7% 34.5% 34.4% 28.0% HV 60d 46.4% 39.2% 52.5% 52.5% 39.2% IV Rank 23.6% 9.9% 34.6% 27.6% 27.7% IV Percentile 38.5% 3.0% 61.0% 50.2% 56.7% Term Structure -6.9% -21.3% 19.8% -12.0% -19.2% VWIV 56.2% 35.3% 71.8% 71.8% 61.4% Bid-Ask Spread % 133.48 118.15 183.01 145.98 128.81 Gamma HHI 0.99 0.96 1.00 1.00 0.96 Net GEX 1.9K 1.5K 3.5K 1.5K 2.1K Net DEX -54.5K -76.8K -45.1K -45.1K -57.6K Net VEX -91 -112 -58 -112 -79 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 1.05 0 5 0 0 Total OI 161.2 159 172 159 169
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 2012-02-01 $5.05 $0.00 69.5% 19.9% 34.4% 27.6% 0.0% 0.0% -12.0% 1.5K -45.1K -112 0.00 145.98 0 0 159 0 2012-02-02 $5.09 $0.00 71.2% 20.4% 34.3% 28.6% 0.0% 0.0% -17.6% 1.6K -46.6K -111 0.00 145.98 0 0 159 0 2012-02-03 $5.12 $5.00 73.3% 15.6% 34.1% 29.7% 0.0% 0.0% -1.2% 1.7K -47.8K -109 0.00 132.29 0 0 159 0 2012-02-06 $5.10 $5.00 82.1% 16.2% 34.3% 34.6% 0.0% 0.0% -4.4% 1.7K -47.0K -105 0.00 134.61 0 0 159 0 2012-02-07 $5.05 $5.00 79.1% 17.3% 34.5% 32.9% 0.0% 0.0% -13.5% 1.5K -45.1K -104 0.00 131.26 0 0 159 0 2012-02-08 $5.08 $5.00 74.6% 21.4% 34.1% 30.4% 0.0% 0.0% 0.0% 3.5K -47.5K -103 0.00 183.01 0 0 159 0 2012-02-09 $5.15 $5.00 58.3% 16.7% 31.6% 21.4% 0.0% 0.0% -5.1% 1.7K -49.1K -102 0.00 134.46 0 0 159 0 2012-02-10 $5.09 $5.00 43.5% 12.5% 26.2% 13.2% 0.0% 0.0% 19.8% 2.3K -46.9K -100 0.00 132.55 0 0 159 0 2012-02-13 $5.10 $5.00 60.0% 17.2% 19.7% 22.3% 0.0% 0.0% -9.8% 1.8K -47.0K -96 0.00 134.46 0 0 159 0 2012-02-14 $5.17 $5.00 60.4% 17.3% 19.8% 22.5% 0.0% 0.0% -6.4% 1.8K -50.1K -95 0.00 134.17 0 0 159 0 2012-02-15 $5.25 $5.00 58.4% 16.7% 18.7% 21.4% 0.0% 0.0% -5.8% 1.8K -53.8K -92 0.00 131.65 0 0 159 0 2012-02-16 $5.43 $5.00 59.3% 17.0% 21.3% 21.9% 0.0% 0.0% -4.4% 1.7K -62.0K -86 0.00 127.60 0 0 159 0 2012-02-17 $5.39 $5.00 60.9% 17.5% 21.7% 22.8% 0.0% 0.0% -8.2% 1.8K -60.1K -84 0.00 123.34 0 0 159 0 2012-02-21 $5.28 $5.00 62.2% 17.8% 23.6% 23.6% 0.0% 0.0% -6.0% 1.9K -55.5K -81 0.00 131.97 0 0 159 0 2012-02-22 $5.24 $5.00 67.7% 19.4% 21.0% 26.6% 71.8% 0.0% -21.3% 1.7K -53.0K -81 0.00 125.86 3 0 159 0 2012-02-23 $5.50 $5.00 56.3% 16.1% 26.6% 20.3% 0.0% 0.0% 3.1% 2.0K -69.5K -65 0.00 124.79 5 0 162 0 2012-02-24 $5.39 $5.00 51.8% 14.9% 28.0% 17.8% 0.0% 0.0% -14.2% 2.3K -66.0K -74 0.00 127.08 5 0 167 0 2012-02-27 $5.44 $5.00 37.7% 10.8% 27.9% 9.9% 35.3% 0.0% 9.1% 2.5K -76.8K -58 0.00 121.50 3 0 172 0 2012-02-28 $5.38 $5.00 50.2% 14.4% 26.8% 16.9% 61.4% 0.0% -13.9% 2.2K -63.9K -77 0.00 118.15 5 0 169 0 2012-02-29 $5.28 $5.00 69.7% 20.0% 28.0% 27.7% 0.0% 0.0% -19.2% 2.1K -57.6K -79 0.00 128.81 0 0 169 0
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