GPK Options History — July 2013

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

In July 2013, GPK traded between $7.91 and $8.89. ATM implied volatility averaged 38.6%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 15.2% (HV 20d: 23.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.06.

Notable Days

2013-07-29: Highest Volume — 292 contracts
2013-07-08: Largest IV spike — 82.5% change
2013-07-10: Highest IV Rank — 37.3%
2013-07-25: Largest Expected Move — 14.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.52	$7.91	$8.89	$7.91	$8.60
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	38.6%	19.4%	79.3%	21.8%	49.4%
Expected Move	9.5%	5.6%	14.8%	6.3%	14.2%
HV 20d	23.4%	17.9%	28.5%	24.0%	28.5%
HV 60d	25.4%	23.6%	28.0%	28.0%	25.5%
IV Rank	13.3%	1.9%	37.3%	3.4%	19.7%
IV Percentile	44.2%	0.4%	90.1%	4.0%	65.5%
Term Structure	-11.9%	-51.8%	8.6%	-3.2%	-33.4%
Skew 25d	-0.2%	-29.6%	9.1%	5.6%	9.1%
Skew 10d	1.1%	-54.5%	17.8%	15.7%	11.0%
Call IV 25d	30.7%	18.9%	69.7%	25.5%	20.2%
Put IV 25d	30.5%	24.0%	40.5%	31.1%	29.3%
Bid-Ask Spread %	50.77	12.27	167.91	56.56	41.69
Gamma HHI	0.53	0.50	0.68	0.53	0.65
Net GEX	2.6K	1.6K	6.6K	1.6K	6.6K
Net DEX	-168.9K	-254.8K	-107.0K	-107.0K	-250.1K
Net VEX	-441	-1.1K	-306	-444	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.06	0.00	1.00	0.00	0.00
Total Volume	22.409	0	292	13	1
Total OI	394.818	316	681	359	681

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
2013-07-01	$7.91	$7.50	21.8%	6.3%	24.0%	3.4%	0.0%	5.6%	-3.2%	1.6K	-107.0K	-444	0.00	56.56	13	0	265	94
2013-07-02	$8.04	$7.50	19.4%	5.6%	24.5%	1.9%	0.0%	-29.6%	5.1%	1.9K	-114.0K	-419	0.00	25.24	2	0	259	94
2013-07-03	$8.02	$7.50	22.9%	6.6%	21.4%	4.0%	0.0%	-7.1%	8.6%	1.8K	-112.2K	-426	0.00	13.61	0	0	260	94
2013-07-05	$8.32	$0.00	33.4%	9.2%	24.1%	10.2%	0.0%	-8.0%	-19.2%	2.2K	-132.6K	-399	0.00	112.95	31	0	260	94
2013-07-08	$8.29	$0.00	61.0%	6.5%	24.3%	26.5%	0.0%	7.2%	5.1%	2.2K	-144.9K	-418	0.00	51.30	5	0	284	94
2013-07-09	$8.45	$0.00	71.3%	6.7%	24.6%	32.6%	0.0%	0.0%	-13.8%	2.1K	-159.2K	-391	0.00	157.20	1	0	284	94
2013-07-10	$8.53	$0.00	79.3%	12.5%	24.6%	37.3%	0.0%	0.1%	-36.1%	2.2K	-165.0K	-372	0.00	74.39	5	0	285	94
2013-07-11	$8.66	$0.00	26.2%	7.5%	24.2%	6.0%	0.0%	1.8%	-4.9%	2.0K	-182.2K	-328	0.00	26.26	0	0	290	94
2013-07-12	$8.65	$0.00	26.8%	7.7%	24.3%	6.3%	0.0%	1.4%	-5.3%	2.0K	-181.9K	-329	0.00	13.62	5	0	290	94
2013-07-15	$8.61	$0.00	33.8%	9.7%	24.4%	10.4%	0.0%	-1.2%	-4.2%	2.3K	-175.0K	-394	0.00	46.54	8	0	295	94
2013-07-16	$8.50	$0.00	29.8%	8.6%	24.7%	8.1%	0.0%	-4.0%	-8.1%	2.4K	-181.1K	-366	0.00	12.27	10	0	303	94
2013-07-17	$8.52	$0.00	29.9%	8.6%	23.3%	8.2%	0.0%	-3.1%	0.7%	2.3K	-178.7K	-386	0.00	12.27	0	0	303	94
2013-07-18	$8.63	$0.00	33.4%	9.6%	23.3%	10.2%	0.0%	1.0%	-14.4%	2.2K	-189.7K	-348	0.00	42.12	0	0	303	94
2013-07-19	$8.70	$0.00	30.6%	8.8%	19.3%	8.5%	0.0%	3.0%	-7.4%	2.3K	-190.4K	-349	0.00	15.60	0	0	303	94
2013-07-22	$8.73	$0.00	35.5%	10.2%	18.9%	11.5%	0.0%	0.4%	-15.9%	2.0K	-161.3K	-322	0.00	44.68	5	0	259	57
2013-07-23	$8.72	$0.00	37.4%	10.7%	17.9%	12.6%	0.0%	1.0%	-11.2%	2.5K	-153.5K	-332	0.00	167.91	0	0	264	57
2013-07-24	$8.85	$0.00	34.8%	10.0%	18.0%	11.0%	0.0%	4.9%	-10.2%	2.3K	-157.8K	-384	0.00	14.45	31	0	264	57
2013-07-25	$8.58	$0.00	51.5%	14.8%	22.7%	20.9%	0.0%	8.7%	-51.8%	2.6K	-172.5K	-306	0.00	93.21	25	0	288	57
2013-07-26	$8.50	$0.00	31.9%	9.1%	23.3%	9.3%	0.0%	-0.9%	-4.6%	2.8K	-164.9K	-360	1.00	23.96	10	10	308	57
2013-07-29	$8.89	$0.00	42.9%	12.3%	27.1%	15.9%	0.0%	5.0%	-12.6%	2.6K	-187.5K	-423	0.00	45.15	292	0	318	67
2013-07-30	$8.72	$0.00	47.4%	13.6%	28.0%	18.5%	0.0%	1.1%	-25.7%	6.5K	-254.8K	-1.1K	0.00	25.96	39	0	585	67
2013-07-31	$8.60	$0.00	49.4%	14.2%	28.5%	19.7%	0.0%	9.1%	-33.4%	6.6K	-250.1K	-1.1K	0.00	41.69	1	0	614	67