GPK Options History — May 2012 In May 2012, GPK traded between $4.93 and $5.39. ATM implied volatility averaged 62.2%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 36.8% (HV 20d: 25.5%). 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 0 of 22 days.
Notable Days 2012-05-03 : Largest IV drop — 100.0% change2012-05-09 : Highest IV Rank — 28.6%2012-05-31 : Largest Expected Move — 19.9%Monthly Statistics Metric Avg Min Max Open Close Price $5.18 $4.93 $5.39 $5.39 $4.95 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 62.2% 52.0% 83.5% 65.9% 69.3% Expected Move 16.7% 14.4% 19.9% 18.9% 19.9% HV 20d 25.5% 22.6% 27.5% 25.7% 27.5% HV 60d 26.6% 25.1% 27.7% 26.7% 26.2% IV Rank 15.5% 9.2% 28.6% 17.8% 19.9% IV Percentile 41.4% 17.6% 73.2% 57.1% 60.4% Term Structure -12.9% -20.2% -4.0% -11.6% -20.2% Bid-Ask Spread % 147.66 128.96 196.36 128.96 148.91 Gamma HHI 0.52 0.50 0.75 0.51 0.54 Net GEX 71 58 96 77 64 Net DEX -1.5K -2.6K -997 -2.0K -1.0K Net VEX -7 -13 -3 -10 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 13 13 13 13 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 2012-05-01 $5.39 $0.00 65.9% 18.9% 25.7% 17.8% 0.0% 0.0% -11.6% 77 -2.0K -10 0.00 128.96 0 0 13 0 2012-05-02 $5.34 $0.00 68.7% 19.7% 25.8% 19.5% 0.0% 0.0% -19.6% 73 -1.7K -8 0.00 135.00 0 0 13 0 2012-05-03 $5.31 $0.00 0.0% 0.0% 25.5% 0.0% 0.0% 0.0% 0.0% 58 -1.2K -3 0.00 183.66 0 0 13 0 2012-05-04 $5.16 $5.00 0.0% 0.0% 26.8% 0.0% 0.0% 0.0% 0.0% 96 -2.6K -13 0.00 196.36 0 0 13 0 2012-05-07 $5.12 $5.00 75.0% 15.0% 25.5% 23.4% 0.0% 0.0% -9.4% 66 -1.4K -7 0.00 146.38 0 0 13 0 2012-05-08 $5.25 $5.00 72.7% 14.4% 26.9% 22.0% 0.0% 0.0% -4.0% 71 -1.5K -8 0.00 140.14 0 0 13 0 2012-05-09 $5.27 $5.00 83.5% 14.5% 26.0% 28.6% 0.0% 0.0% -7.2% 74 -1.6K -8 0.00 138.25 0 0 13 0 2012-05-10 $5.34 $5.00 52.5% 15.1% 25.9% 9.6% 0.0% 0.0% -12.4% 72 -1.6K -7 0.00 135.19 0 0 13 0 2012-05-11 $5.27 $5.00 52.0% 14.9% 26.3% 9.2% 0.0% 0.0% -9.6% 73 -1.6K -8 0.00 142.17 0 0 13 0 2012-05-14 $5.21 $5.00 52.8% 15.1% 26.4% 9.7% 0.0% 0.0% -10.2% 72 -1.5K -7 0.00 145.81 0 0 13 0 2012-05-15 $5.25 $5.00 53.2% 15.3% 22.9% 10.0% 0.0% 0.0% -6.9% 75 -1.6K -8 0.00 136.60 0 0 13 0 2012-05-16 $5.21 $5.00 58.8% 16.9% 22.6% 13.4% 0.0% 0.0% -15.9% 69 -1.5K -7 0.00 146.24 0 0 13 0 2012-05-17 $5.13 $5.00 56.1% 16.1% 22.7% 11.8% 0.0% 0.0% -12.1% 69 -1.4K -7 0.00 145.98 0 0 13 0 2012-05-18 $5.01 $5.00 55.7% 16.0% 23.8% 11.5% 0.0% 0.0% -12.7% 68 -1.3K -6 0.00 148.91 0 0 13 0 2012-05-21 $5.18 $5.00 57.5% 16.5% 26.0% 12.6% 0.0% 0.0% -16.4% 72 -1.4K -7 0.00 146.12 0 0 13 0 2012-05-22 $5.15 $5.00 58.9% 16.9% 25.5% 13.5% 0.0% 0.0% -14.7% 70 -1.4K -6 0.00 146.09 0 0 13 0 2012-05-23 $5.21 $5.00 59.5% 17.0% 24.8% 13.8% 0.0% 0.0% -14.2% 72 -1.5K -6 0.00 145.03 0 0 13 0 2012-05-24 $5.10 $5.00 59.3% 17.0% 25.1% 13.7% 0.0% 0.0% -12.5% 70 -1.3K -6 0.00 145.98 0 0 13 0 2012-05-25 $5.02 $5.00 61.3% 17.6% 25.5% 15.0% 0.0% 0.0% -13.2% 66 -1.2K -5 0.00 148.91 0 0 13 0 2012-05-29 $5.08 $5.00 64.4% 18.5% 26.0% 16.9% 0.0% 0.0% -16.3% 68 -1.2K -5 0.00 148.91 0 0 13 0 2012-05-30 $4.93 $5.00 67.3% 19.3% 27.4% 18.6% 0.0% 0.0% -19.2% 64 -997 -4 0.00 148.91 0 0 13 0 2012-05-31 $4.95 $5.00 69.3% 19.9% 27.5% 19.9% 0.0% 0.0% -20.2% 64 -1.0K -5 0.00 148.91 0 0 13 0
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