GPK Options History — August 2013 In August 2013, GPK traded between $8.30 and $8.84. ATM implied volatility averaged 45.8%, placing in the 17.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 19.2% (HV 20d: 26.6%). 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 4 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2013-08-06 : Highest Volume — 30 contracts2013-08-15 : Largest IV drop — 76.8% change2013-08-14 : Highest IV Rank — 49.8%2013-08-02 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $8.52 $8.30 $8.84 $8.84 $8.31 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 45.8% 23.2% 100.3% 42.4% 29.9% Expected Move 8.5% 6.7% 12.7% 12.2% 8.6% HV 20d 26.6% 19.9% 29.6% 29.6% 20.5% HV 60d 25.7% 24.2% 26.4% 25.9% 24.4% IV Rank 17.5% 4.2% 49.8% 15.6% 8.2% IV Percentile 54.0% 8.3% 96.8% 56.0% 37.3% Term Structure -0.0% -17.6% 154.2% -15.2% 2.2% VWIV 32.9% 28.7% 36.3% 28.7% 35.8% Skew 25d -0.7% -9.4% 13.0% 8.6% -9.1% Skew 10d 1.8% -11.0% 27.3% 9.2% -9.6% Call IV 25d 27.0% 16.8% 39.7% 36.7% 34.3% Put IV 25d 26.4% 19.9% 45.4% 45.4% 25.1% Bid-Ask Spread % 45.99 14.57 156.36 36.44 15.61 Gamma HHI 0.63 0.58 0.72 0.71 0.60 Net GEX 6.6K 6.1K 7.2K 6.8K 6.3K Net DEX -225.1K -271.2K -194.9K -271.2K -194.9K Net VEX -962 -1.1K -797 -1.1K -828 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 5.409 0 30 0 20 Total OI 686 679 696 681 679
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 2013-08-01 $8.84 $0.00 42.4% 12.2% 29.6% 15.6% 0.0% 8.6% -15.2% 6.8K -271.2K -1.1K 0.00 36.44 0 0 614 67 2013-08-02 $8.73 $0.00 44.2% 12.7% 27.7% 16.6% 0.0% 1.6% -17.6% 7.1K -259.3K -1.1K 0.00 43.00 0 0 614 67 2013-08-05 $8.72 $5.00 58.0% 8.3% 27.6% 24.8% 28.7% 2.0% -15.4% 7.2K -255.2K -1.0K 0.00 63.13 20 0 614 67 2013-08-06 $8.65 $5.00 78.7% 8.7% 27.1% 37.0% 0.0% 1.4% -16.9% 7.1K -247.1K -1.1K 0.00 115.86 0 30 627 67 2013-08-07 $8.69 $5.00 61.7% 7.0% 27.0% 26.9% 0.0% 9.3% -5.1% 6.7K -249.7K -1.0K 0.00 16.65 0 0 627 67 2013-08-08 $8.49 $5.00 50.2% 7.9% 27.7% 20.2% 36.3% -6.5% -6.5% 6.8K -227.8K -1.1K 0.00 16.61 6 0 627 67 2013-08-09 $8.50 $5.00 62.9% 7.7% 27.8% 27.7% 0.0% -4.3% -9.7% 6.8K -233.8K -1.0K 0.00 29.43 0 0 622 67 2013-08-12 $8.50 $5.00 66.8% 6.7% 27.7% 30.0% 0.0% -2.3% -2.8% 6.4K -231.4K -991 0.00 15.33 7 0 622 67 2013-08-13 $8.51 $5.00 88.4% 7.2% 27.3% 42.8% 0.0% 13.0% -4.6% 6.5K -233.7K -1.0K 0.00 47.29 3 0 626 67 2013-08-14 $8.54 $5.00 100.3% 8.0% 27.4% 49.8% 0.0% -6.3% -3.8% 6.8K -238.9K -1.0K 0.00 20.15 8 0 629 67 2013-08-15 $8.30 $5.00 23.2% 6.7% 28.7% 4.2% 0.0% -9.4% 4.8% 6.1K -209.6K -928 0.00 14.57 10 0 621 67 2013-08-16 $8.46 $5.00 27.0% 7.7% 29.5% 6.4% 0.0% -3.6% -9.2% 6.4K -219.8K -988 0.00 34.90 0 0 621 67 2013-08-19 $8.40 $5.00 32.1% 9.2% 29.5% 9.4% 0.0% -1.5% -9.3% 6.7K -199.5K -858 0.00 68.51 0 0 621 67 2013-08-20 $8.45 $5.00 25.6% 7.3% 29.6% 5.6% 29.2% -3.4% 1.3% 6.1K -210.1K -916 0.00 27.19 2 0 621 67 2013-08-21 $8.41 $5.00 31.5% 9.0% 29.0% 9.1% 0.0% -0.4% -9.2% 6.8K -207.7K -906 0.00 34.37 0 0 620 67 2013-08-22 $8.46 $5.00 31.2% 8.9% 27.1% 8.9% 0.0% -6.6% -8.8% 6.5K -210.9K -852 0.00 30.94 12 0 620 67 2013-08-23 $8.56 $5.00 26.2% 7.5% 27.2% 5.9% 0.0% 0.8% -2.7% 6.4K -210.8K -851 0.00 26.67 0 0 612 67 2013-08-26 $8.67 $5.00 30.9% 8.9% 22.2% 8.7% 34.3% 1.8% 154.2% 6.8K -231.7K -875 0.00 152.28 1 0 612 67 2013-08-27 $8.47 $5.00 32.2% 9.2% 22.7% 9.5% 0.0% -0.6% -9.9% 6.4K -209.4K -891 0.00 29.02 0 0 612 67 2013-08-28 $8.41 $5.00 28.5% 8.2% 22.3% 7.3% 0.0% -1.0% -2.8% 6.1K -202.9K -872 0.00 17.52 0 0 612 67 2013-08-29 $8.47 $5.00 35.4% 10.1% 19.9% 11.4% 0.0% 1.4% -13.4% 6.6K -197.0K -797 0.00 156.36 0 0 612 67 2013-08-30 $8.31 $5.00 29.9% 8.6% 20.5% 8.2% 35.8% -9.1% 2.2% 6.3K -194.9K -828 0.00 15.61 20 0 612 67
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