GPK Options History — June 2012 In June 2012, GPK traded between $4.57 and $5.50. ATM implied volatility averaged 62.4%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 21.5% (HV 20d: 40.9%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2012-06-11 : Highest Volume — 43 contracts2012-06-14 : Largest IV drop — 63.6% change2012-06-13 : Highest IV Rank — 56.3%2012-06-01 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $5.09 $4.57 $5.50 $4.78 $5.50 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 62.4% 40.5% 128.7% 65.6% 60.3% Expected Move 14.7% 11.2% 18.8% 18.8% 17.3% HV 20d 40.9% 29.7% 44.4% 29.7% 43.4% HV 60d 30.9% 27.0% 34.2% 27.0% 34.2% IV Rank 15.6% 2.1% 56.3% 17.6% 14.3% IV Percentile 37.9% 2.0% 89.6% 55.2% 40.0% Term Structure -2.6% -21.7% 16.7% -21.7% -8.3% VWIV 36.7% 25.1% 55.1% 30.0% 55.1% Bid-Ask Spread % 129.94 114.19 145.03 145.03 114.19 Gamma HHI 0.76 0.55 0.85 0.55 0.76 Net GEX -115 -270 184 63 -198 Net DEX 2.4K -3.6K 5.9K -839 -267 Net VEX -38 -61 -1 -4 -54 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 3.238 0 43 0 5 Total OI 48.238 13 69 13 69
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 2012-06-01 $4.78 $5.00 65.6% 18.8% 29.7% 17.6% 0.0% 0.0% -21.7% 63 -839 -4 0.00 145.03 0 0 13 0 2012-06-04 $4.57 $0.00 63.6% 11.5% 31.8% 16.4% 0.0% 0.0% -3.3% 40 -342 -1 0.00 127.77 0 0 13 0 2012-06-05 $4.75 $0.00 68.8% 12.9% 35.6% 19.6% 0.0% 0.0% 3.8% 60 -673 -3 0.00 131.88 0 0 13 0 2012-06-06 $4.94 $0.00 64.7% 14.5% 37.4% 17.0% 0.0% 0.0% -3.7% 78 -988 -4 0.00 137.43 0 0 13 0 2012-06-07 $5.01 $0.00 63.4% 14.5% 37.8% 16.3% 0.0% 0.0% -5.0% 109 -1.1K -4 0.00 139.68 0 0 13 0 2012-06-08 $5.07 $0.00 58.6% 11.4% 37.7% 13.3% 30.0% 0.0% 7.5% 82 -1.0K -2 0.00 137.26 10 0 13 0 2012-06-11 $4.92 $5.00 80.7% 14.1% 38.8% 26.9% 0.0% 0.0% -1.5% 184 -3.6K -13 0.00 124.49 0 43 23 0 2012-06-12 $5.21 $5.00 79.0% 11.2% 44.2% 25.8% 25.1% 0.0% 16.3% -209 4.7K -57 0.00 123.80 2 0 23 43 2012-06-13 $5.14 $5.00 128.7% 16.7% 44.4% 56.3% 0.0% 0.0% -10.1% -115 3.7K -61 0.00 125.35 3 0 24 43 2012-06-14 $5.15 $5.00 46.9% 13.4% 44.3% 6.1% 0.0% 0.0% 5.8% -125 4.5K -58 0.00 119.26 0 0 24 43 2012-06-15 $5.16 $5.00 47.2% 13.5% 44.0% 6.3% 0.0% 0.0% 2.4% -172 3.4K -57 0.00 119.54 0 0 24 43 2012-06-18 $5.19 $5.00 40.5% 11.6% 43.1% 2.1% 0.0% 0.0% -0.2% -224 4.7K -56 0.00 126.89 0 0 21 43 2012-06-19 $5.32 $5.00 43.9% 12.6% 42.3% 4.2% 0.0% 0.0% 16.7% -246 3.5K -54 0.00 119.20 0 0 21 43 2012-06-20 $5.31 $5.00 59.5% 17.0% 42.3% 13.8% 0.0% 0.0% -16.2% -266 3.7K -55 0.00 121.35 0 0 21 43 2012-06-21 $5.11 $5.00 56.3% 16.1% 44.4% 11.8% 0.0% 0.0% -9.4% -224 5.6K -55 0.00 137.55 0 0 21 43 2012-06-22 $5.18 $5.00 54.4% 15.6% 44.0% 10.7% 0.0% 0.0% -8.8% -242 4.9K -55 0.00 137.40 0 0 21 43 2012-06-25 $5.09 $5.00 60.6% 17.4% 44.1% 14.5% 0.0% 0.0% -12.1% -233 5.9K -54 0.00 137.55 0 0 21 43 2012-06-26 $5.14 $5.00 59.0% 16.9% 44.0% 13.5% 0.0% 0.0% -12.1% -245 5.3K -53 0.00 137.40 0 0 21 43 2012-06-27 $5.20 $5.00 47.3% 13.6% 42.6% 6.4% 0.0% 0.0% 16.2% -252 4.7K -53 0.00 137.49 0 0 21 43 2012-06-28 $5.23 $5.00 60.5% 17.3% 42.6% 14.5% 0.0% 0.0% -11.9% -270 4.5K -51 0.00 128.23 5 0 21 43 2012-06-29 $5.50 $5.00 60.3% 17.3% 43.4% 14.3% 55.1% 0.0% -8.3% -198 -267 -54 0.00 114.19 5 0 26 43
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