GPK Options History — June 2013

Name: GPK Options Analytics - June 2013
Creator: Options Analysis Suite

In June 2013, GPK traded between $7.33 and $7.97. ATM implied volatility averaged 26.2%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 0.0% (HV 20d: 26.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 1.06.

Notable Days

2013-06-18: Highest Volume — 101 contracts
2013-06-06: Largest IV spike — 25.4% change
2013-06-24: Highest IV Rank — 10.9%
2013-06-24: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.63	$7.33	$7.97	$7.55	$7.74
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	26.2%	21.2%	34.6%	27.2%	22.5%
Expected Move	7.6%	6.1%	9.9%	7.8%	6.5%
HV 20d	26.2%	24.0%	28.9%	24.3%	24.0%
HV 60d	27.2%	26.2%	27.7%	26.3%	27.7%
IV Rank	6.0%	3.0%	10.9%	6.5%	3.8%
IV Percentile	16.1%	1.6%	39.7%	17.1%	5.6%
Term Structure	4.3%	-0.6%	13.5%	4.3%	11.9%
VWIV	25.8%	17.0%	30.6%	26.8%	24.9%
Skew 25d	22.4%	-14.0%	43.1%	6.4%	25.3%
Skew 10d	46.7%	9.1%	83.0%	11.5%	75.1%
Call IV 25d	31.5%	27.4%	36.1%	31.2%	36.1%
Put IV 25d	53.9%	18.9%	76.4%	37.6%	61.4%
Bid-Ask Spread %	55.68	17.89	157.99	45.75	121.91
Gamma HHI	0.69	0.49	0.88	0.84	0.57
Net GEX	-489	-3.0K	1.8K	-2.0K	1.6K
Net DEX	-104.2K	-241.6K	-15.4K	-54.4K	-84.1K
Net VEX	-397	-473	-275	-395	-462
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.06	0.00	12.75	0.00	0.00
Total Volume	22.8	0	101	11	0
Total OI	601.2	346	818	613	359

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
2013-06-03	$7.55	$7.50	27.2%	7.8%	24.3%	6.5%	26.8%	6.4%	4.3%	-2.0K	-54.4K	-395	0.00	45.75	11	0	288	325
2013-06-04	$7.55	$7.50	24.1%	6.9%	24.2%	4.7%	0.0%	35.3%	2.6%	-2.5K	-53.1K	-385	0.00	58.21	0	0	288	325
2013-06-05	$7.33	$7.50	22.4%	6.4%	25.6%	3.7%	25.7%	6.6%	1.3%	-2.2K	-21.0K	-366	0.00	27.77	10	0	288	325
2013-06-06	$7.43	$7.50	28.2%	8.1%	25.9%	7.1%	0.0%	38.8%	2.6%	-2.4K	-15.4K	-359	0.00	52.75	3	0	284	325
2013-06-07	$7.50	$7.50	26.6%	7.7%	26.2%	6.2%	0.0%	36.5%	2.7%	-2.5K	-51.3K	-364	0.00	67.49	0	0	286	325
2013-06-10	$7.61	$7.50	24.8%	7.8%	26.8%	5.1%	27.2%	43.1%	3.5%	-3.0K	-82.1K	-338	0.00	95.93	98	0	286	325
2013-06-11	$7.63	$7.50	27.2%	7.8%	26.5%	6.6%	0.0%	33.8%	4.8%	-744	-102.3K	-395	0.00	27.25	1	0	348	325
2013-06-12	$7.56	$7.50	25.8%	8.0%	25.9%	5.7%	27.3%	5.4%	1.6%	292	-95.2K	-405	0.00	21.28	0	20	361	325
2013-06-13	$7.62	$7.50	28.2%	8.1%	25.6%	7.2%	0.0%	33.4%	2.6%	-588	-120.0K	-406	0.00	24.16	0	0	361	345
2013-06-14	$7.60	$7.50	27.1%	7.8%	24.0%	6.5%	27.1%	5.4%	3.1%	-707	-116.3K	-393	0.00	26.04	0	14	361	345
2013-06-17	$7.76	$7.50	26.8%	7.7%	24.9%	6.3%	0.0%	20.4%	2.1%	-902	-179.7K	-319	0.00	21.52	1	0	361	359
2013-06-18	$7.97	$7.50	26.3%	7.5%	26.8%	6.0%	17.0%	9.5%	13.5%	75	-221.5K	-275	0.00	80.59	101	0	361	359
2013-06-19	$7.93	$7.50	24.6%	7.1%	26.8%	5.0%	0.0%	-14.0%	-0.6%	1.1K	-241.6K	-364	0.00	17.89	24	0	419	359
2013-06-20	$7.69	$7.50	30.5%	8.8%	28.8%	8.5%	30.6%	29.0%	1.8%	262	-183.7K	-443	12.75	26.86	4	51	435	359
2013-06-21	$7.66	$7.50	28.1%	8.0%	28.7%	7.1%	0.0%	28.5%	4.7%	-773	-175.0K	-465	0.00	37.89	77	0	431	387
2013-06-24	$7.57	$7.50	34.6%	9.9%	28.9%	10.9%	0.0%	0.0%	0.7%	1.8K	-66.4K	-442	0.00	157.99	6	0	262	84
2013-06-25	$7.59	$7.50	26.6%	7.6%	27.2%	6.2%	0.0%	0.0%	3.8%	1.3K	-71.2K	-453	0.00	76.38	0	0	262	84
2013-06-26	$7.62	$7.50	22.0%	6.3%	26.9%	3.5%	0.0%	37.9%	12.6%	1.0K	-70.0K	-436	0.00	41.90	0	10	262	84
2013-06-27	$7.64	$7.50	21.2%	6.1%	26.4%	3.0%	24.9%	25.3%	6.5%	1.1K	-78.9K	-473	0.00	84.12	25	0	262	94
2013-06-28	$7.74	$7.50	22.5%	6.5%	24.0%	3.8%	0.0%	0.0%	11.9%	1.6K	-84.1K	-462	0.00	121.91	0	0	265	94